From 6a0d3ff5832e57ee1b1374d086f24b3c1679b332 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 05 九月 2025 18:22:24 +0800
Subject: [PATCH] bug修复/降低测撤单率
---
servers/huaxin_trade_server.py | 511 +++++++++++++++++++++++++++++++++++--------------------
1 files changed, 323 insertions(+), 188 deletions(-)
diff --git a/servers/huaxin_trade_server.py b/servers/huaxin_trade_server.py
index 373af9c..813ef72 100644
--- a/servers/huaxin_trade_server.py
+++ b/servers/huaxin_trade_server.py
@@ -14,17 +14,17 @@
import constant
import outside_api_command_manager
-from cancel_strategy.s_l_h_cancel_strategy import SCancelBigNumComputer
+from cancel_strategy.s_l_h_cancel_strategy import SCancelBigNumComputer, DCancelBigNumComputer
from code_attribute import gpcode_manager, code_volumn_manager, global_data_loader, zyltgb_util
from code_attribute.code_l1_data_manager import L1DataManager
from code_attribute.gpcode_manager import CodePrePriceManager, CodesNameManager, \
- WantBuyCodesManager
-from huaxin_client import l2_data_transform_protocol
+ WantBuyCodesManager, CodesContinueBuyMoneyManager
+from code_attribute.today_max_price_manager import MaxPriceInfoManager
+from huaxin_client import l2_data_transform_protocol, l1_subscript_codes_manager
from huaxin_client.trade_transform_protocol import TradeResponse
from l2 import l2_data_manager_new, l2_log, code_price_manager, l2_data_util, transaction_progress, \
- l2_data_source_util, l2_data_log
-from l2.cancel_buy_strategy import GCancelBigNumComputer, \
- DCancelBigNumComputer, RDCancelBigNumComputer
+ l2_data_source_util, l2_data_log, data_callback
+from l2.cancel_buy_strategy import GCancelBigNumComputer
from l2.code_price_manager import Buy1PriceManager
from l2.huaxin import huaxin_target_codes_manager, l2_huaxin_util
from l2.huaxin.huaxin_target_codes_manager import HuaXinL1TargetCodesManager
@@ -37,14 +37,15 @@
from log_module import async_log_util, log_export
from log_module.log import hx_logger_contact_debug, hx_logger_trade_callback, \
hx_logger_l2_orderdetail, hx_logger_l2_market_data, logger_l2_g_cancel, logger_debug, \
- logger_system, logger_trade, logger_l2_radical_buy
-from third_data import block_info, kpl_data_manager, history_k_data_manager, huaxin_l1_data_manager, kpl_api, kpl_util
-from third_data.code_plate_key_manager import KPLCodeJXBlockManager, CodePlateKeyBuyManager, RealTimeKplMarketData, \
+ logger_system, logger_trade, logger_l2_radical_buy, logger_l2_trade
+from third_data import block_info, kpl_data_manager, history_k_data_manager, huaxin_l1_data_manager, kpl_api, kpl_util, \
+ third_blocks_manager
+from third_data.code_plate_key_manager import KPLCodeJXBlockManager, RealTimeKplMarketData, \
KPLPlateForbiddenManager
+from third_data.history_k_data_manager import HistoryKDataManager
from third_data.history_k_data_util import JueJinApi, HistoryKDatasUtils
-from third_data.kpl_limit_up_data_manager import LatestLimitUpBlockManager
from trade import l2_trade_util, \
- trade_data_manager, trade_constant, buy_open_limit_up_strategy
+ trade_data_manager, trade_constant, buy_open_limit_up_strategy, auto_add_want_buy_strategy
from trade.buy_radical import radical_buy_data_manager, radical_buy_strategy
from trade.buy_money_count_setting import BuyMoneyAndCountSetting, BuyMoneyUtil
@@ -53,8 +54,9 @@
from api.outside_api_command_callback import OutsideApiCommandCallback
from trade.huaxin.huaxin_trade_record_manager import DelegateRecordManager
from trade.order_statistic import DealAndDelegateWithBuyModeDataManager
-from trade.buy_radical.radical_buy_data_manager import RadicalBuyDataManager, RadicalBuyBlockManager, \
- EveryLimitupBigDealOrderManager, RadicalCodeMarketInfoManager, BeforeSubDealBigOrderManager
+from trade.buy_radical.radical_buy_data_manager import RadicalBuyDataManager, \
+ EveryLimitupBigDealOrderManager, RadicalCodeMarketInfoManager, BeforeSubDealBigOrderManager, \
+ EveryLimitupBigDelegateOrderManager
from trade.sell.sell_rule_manager import TradeRuleManager
from trade.trade_data_manager import RadicalBuyDealCodesManager
from trade.trade_manager import CodesTradeStateManager
@@ -78,6 +80,8 @@
__TradeBuyQueue = transaction_progress.TradeBuyQueue()
__KPLCodeJXBlockManager = KPLCodeJXBlockManager()
__GCancelBigNumComputer = GCancelBigNumComputer()
+ # L2杩涚▼瀵瑰簲璁㈤槄鐨勪唬鐮侊細 {"杩涚▼ID": 浠ｇ爜鍒楄〃}
+ __pid_l2_subscript_codes = {}
def setup(self):
self.__init()
@@ -231,7 +235,7 @@
code, gpcode_manager.get_limit_up_price_as_num(code))
deal_big_order_info = (
output_util.money_desc(th), output_util.money_desc(deal_big_money_info[1]),
- output_util.money_desc(deal_big_money_info[2]))
+ output_util.money_desc(deal_big_money_info[2]), deal_big_money_info[0] <= 0)
except:
deal_big_order_info = None
code_name = gpcode_manager.get_code_name(code)
@@ -241,6 +245,44 @@
middle_api_protocol.request(fdata)
finally:
sk.sendall(socket_util.load_header(json.dumps({"code": 0}).encode(encoding='utf-8')))
+ elif data_json["type"] == "l2_subscript_codes_v2":
+ try:
+ data = data_json["data"]
+ datas = data["data"]
+ pid, datas = datas[0], datas[1]
+ self.__pid_l2_subscript_codes[pid] = datas
+ # print("l2_subscript_codes", data_json)
+ fcodes = []
+ for pid in self.__pid_l2_subscript_codes:
+ codes = self.__pid_l2_subscript_codes[pid]
+ fcodes.extend(codes)
+ # 璁㈤槄鐨勪唬鐮�
+ huaxin_target_codes_manager.HuaXinL2SubscriptCodesManager.save_subscript_codes(fcodes)
+ # 涓婁紶鏁版嵁
+ codes = huaxin_target_codes_manager.HuaXinL2SubscriptCodesManager.get_subscript_codes()
+ l2_log.codeLogQueueDistributeManager.set_l2_subscript_codes(codes)
+
+ fresults = []
+ if codes:
+ for code in codes:
+ try:
+ # 鑾峰彇鎴愪氦澶у崟锛�(鍙傝�冨ぇ鍗曢噾棰�,宸叉垚浜ゅぇ鍗曢噾棰�,澶у崟瑕佹眰閲戦)
+ th, is_temp = BeforeSubDealBigOrderManager().get_big_order_threshold_info(code)
+ deal_big_money_info = radical_buy_data_manager.get_total_deal_big_order_info(
+ code, gpcode_manager.get_limit_up_price_as_num(code))
+ deal_big_order_info = (
+ output_util.money_desc(th), output_util.money_desc(deal_big_money_info[1]),
+ output_util.money_desc(deal_big_money_info[2]), deal_big_money_info[0] <= 0)
+ except:
+ deal_big_order_info = None
+ code_name = gpcode_manager.get_code_name(code)
+ fresults.append((code, code_name, deal_big_order_info))
+
+ fdata = middle_api_protocol.load_l2_subscript_codes(fresults)
+ middle_api_protocol.request(fdata)
+ finally:
+ sk.sendall(socket_util.load_header(json.dumps({"code": 0}).encode(encoding='utf-8')))
+
elif data_json["type"] == "get_level1_codes":
# print("get_level1_codes")
# 鑾峰彇level1鐨勪唬鐮�
@@ -256,7 +298,7 @@
# if d["pre_close"] * tool.get_limit_up_rate(d["sec_id"]) > constant.MAX_SUBSCRIPT_CODE_PRICE:
# continue
if (d["listed_date"] + datetime.timedelta(
- days=100)).timestamp() > datetime.datetime.now().timestamp():
+ days=20)).timestamp() > datetime.datetime.now().timestamp():
continue
fdatas.append(d["sec_id"])
code_name_map[d["sec_id"]] = d["sec_name"]
@@ -322,13 +364,16 @@
def __process_buy_open_limit_up_datas(cls, datas):
"""
澶勭悊鎺�1鐨勬暟鎹�
- @param datas: [(浠ｇ爜, 鐜颁环, 娑ㄥ箙, 閲�, 褰撳墠鏃堕棿, 涔�1浠�, 涔�1閲�, 涔�2浠�, 涔�2閲�, 鏇存柊鏃堕棿)]
+ @param datas: [(浠ｇ爜, 鐜颁环, 娑ㄥ箙, 閲�, 褰撳墠鏃堕棿, 涔�1浠�, 涔�1閲�, 涔�2浠�, 涔�2閲�, 鏇存柊鏃堕棿, 鏄ㄦ棩鏀剁洏浠�(闆嗗悎绔炰环鎵嶆湁))]
@return:
"""
# 9:25涔嬪悗涓嶅啀澶勭悊
if tool.get_now_time_as_int() > int("092500"):
return
for d in datas:
+ # 璁＄畻褰撳墠鏄惁鏄定鍋滅姸鎬�
+ if len(d) == 11:
+ async_log_util.info(logger_debug, f"寮�1鏁版嵁锛歿d}")
if gpcode_manager.BuyOpenLimitUpCodeManager().is_in_cache(d[0]):
# 09:19:50 鍒� 09:20:00鍒ゆ柇鏄惁瑕佹挙鍗�
if int("091950") <= int(d[9].replace(":", "")) < int("092000"):
@@ -354,6 +399,20 @@
datas = data["data"]
cls.__save_l1_current_price(datas)
cls.__process_buy_open_limit_up_datas(datas)
+
+ try:
+ # 璁板綍浠婃棩鏈�楂樹环
+ # 09:25涔嬪悗鎵嶅紑濮嬭褰�
+ if datas and tool.get_now_time_str() > '09:25:00':
+ for d in datas:
+ MaxPriceInfoManager().set_price_info(d[0], price=d[1], time_str=d[9], sell1_info=(d[10], d[11]))
+ except Exception as e:
+ logger_debug.exception(e)
+
+ # 鏍规嵁楂樻爣鐨勫疄鏃舵定骞呰绠楁媺榛戞澘鍧�
+ rate_dict = {d[0]: d[2] for d in datas}
+ cls.__process_l1_data_thread_pool.submit(
+ lambda: KPLPlateForbiddenManager().compute(rate_dict))
# 9:30涔嬪墠閲囩敤闈炵嚎绋�
if int(tool.get_now_time_str().replace(":", "")) < int("093000") or True:
HuaXinL1TargetCodesManager.set_level_1_codes_datas(datas, request_id=request_id)
@@ -372,8 +431,8 @@
thread_id = random.randint(0, 100000)
l2_log.threadIds[code] = thread_id
l2_data_count = len(_datas)
- l2_log.info(code, hx_logger_l2_orderdetail,
- f"{code}#鑰楁椂锛歿use_time}-{thread_id}#鏁伴噺锛歿l2_data_count}#{_datas[-1]}")
+ # l2_log.info(code, hx_logger_l2_orderdetail,
+ # f"{code}#鑰楁椂锛歿use_time}-{thread_id}#鏁伴噺锛歿l2_data_count}#{_datas[-1]}")
# l2_data_log.l2_time_log(code, "寮�濮嬪鐞哃2閫愮瑪濮旀墭")
try:
@@ -406,18 +465,20 @@
# -----------------------鍒ゆ柇鏄槸鍚︽湁鑷姩鎾ゅ崟瑙勫垯-----------------------
try:
- if DCancelBigNumComputer().has_auto_cancel_rules(code):
- need_cancel, rule_id = DCancelBigNumComputer().need_cancel(code, buy_1_volume)
+ if True:
+ need_cancel, msg = DCancelBigNumComputer().need_cancel(code, (buy_1_price, buy_1_volume),
+ limit_up_price, time_str)
if need_cancel:
try:
- l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, f"鐩皝鍗曟挙:{time_str}-{buy_1_volume}",
+ l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code,
+ f"鐩皝鍗曟挙:{time_str}-{buy_1_volume} , {msg}",
cancel_type=trade_constant.CANCEL_TYPE_D)
finally:
- TradeRuleManager().excuted(rule_id)
+ pass
except Exception as e:
logger_debug.exception(e)
- pre_close_price = CodePrePriceManager.get_price_pre_cache(code)
+ pre_close_price = CodePrePriceManager().get_price_pre_cache(code)
if pre_close_price is not None:
average_rate = None
try:
@@ -431,7 +492,9 @@
sell_1_price, sell_1_volume // 100, average_rate)
latest_3m_buy1_money_list = code_price_manager.Buy1PriceManager().get_latest_3m_buy1_money_list(code)
# 鎷夊彇鎬诲ぇ鍗曟垚浜�
- threading.Thread(target=lambda: radical_buy_data_manager.TotalDealBigOrderInfoManager.update_big_order_info(code, data["totalValueTrade"]), daemon=True).start()
+ threading.Thread(
+ target=lambda: radical_buy_data_manager.TotalDealBigOrderInfoManager.update_big_order_info(code, data[
+ "totalValueTrade"]), daemon=True).start()
async_log_util.info(hx_logger_l2_market_data, f"{code}#{data}")
@@ -464,10 +527,10 @@
# 鍗冲皢鐐稿紑
total_deal_big_order_info = radical_buy_data_manager.get_total_deal_big_order_info(code, limit_up_price)
if total_deal_big_order_info and total_deal_big_order_info[0] <= 0:
- EveryLimitupBigDealOrderManager.clear(code)
+ EveryLimitupBigDealOrderManager.clear(code, f"鏉夸笂鏀鹃噺锛歿time_str}")
# 澶у崟瓒冲
- l2_trade_single_callback.process_limit_up_active_buy(code, [], is_almost_open_limit_up=True,
- l2_market_time_str=time_str)
+ # l2_trade_single_callback.process_limit_up_active_buy(code, [], is_almost_open_limit_up=True,
+ # l2_market_time_str=time_str)
@classmethod
def trading_order_canceled(cls, code, order_no):
@@ -580,6 +643,8 @@
huaxin_trade_record_manager.DelegateRecordManager.add([data])
if huaxin_util.is_deal(order_status):
if int(str(data["direction"])) == huaxin_util.TORA_TSTP_D_Buy:
+ # 璁㈠崟鎴愪氦鍥炶皟锛岀Щ闄ょ画涔伴噾棰�+鎷夐粦
+ CodesContinueBuyMoneyManager().remove_continue_buy_money(data["securityID"])
l2_trade_util.forbidden_trade(data["securityID"], msg="宸叉垚浜�", force=True)
if TradePointManager.get_latest_place_order_mode(
data["securityID"]) == OrderBeginPosInfo.MODE_RADICAL:
@@ -601,98 +666,33 @@
__radical_buy_by_blocks_result_cache = {}
def OnTradeSingle(self, code, big_buy_order_count, _type, data):
- # 鍙鐞嗘繁璇佺殑绁�
- try:
- # 鍒ゆ柇鏄惁涓嬪崟
- state = CodesTradeStateManager().get_trade_state_cache(code)
- if state == trade_constant.TRADE_STATE_BUY_DELEGATED or state == trade_constant.TRADE_STATE_BUY_PLACE_ORDER or state == trade_constant.TRADE_STATE_BUY_SUCCESS:
- # 宸茬粡涓嬪崟浜�
- return
+ """
+ 鏈�杩戞定鍋滃崠琚悆鎺�
+ @param code:
+ @param big_buy_order_count:
+ @param _type:
+ @param data:
+ @return:
+ """
+ l2_log.debug(code, "鏈�杩戞定鍋滃崠琚悆鎺墈}, {}", code, f"{data}")
+ # 鏆傛椂涓嶅鐞�
+ refer_sell_data = L2MarketSellManager().get_current_total_sell_data(code)
+ # 鍙傝�冩�诲崠棰�
+ refer_sell_money = 0
+ if refer_sell_data:
+ refer_sell_money = refer_sell_data[1]
+ if refer_sell_money < 1000e4:
+ l2_log.debug(code, "鏈�杩戞定鍋滃崠琚悆,鎬绘姏鍘嬪皬浜�1000w")
+ return
- l2_log.debug(code, "鎴愪氦瑙﹀彂涔板叆璁＄畻 瑙﹀彂妯″紡锛歿} 澶у崟鏁伴噺:{}", _type, big_buy_order_count)
-
- total_datas = l2_data_util.local_today_datas.get(code)
-
- mode_descs = []
- # if big_buy_order_count > 0:
- # mode_descs.append("300w")
- if l2_data_manager_new.L2TradeDataProcessor.get_active_buy_blocks(code):
- mode_descs.append("韬綅")
-
- current_total_sell_data = L2MarketSellManager().get_current_total_sell_data(code)
- sell_info = None
- if current_total_sell_data:
- sell_info = (current_total_sell_data[0], current_total_sell_data[1])
-
- if _type == L2TradeSingleDataManager.TYPE_PASSIVE and mode_descs:
- # 鍙互婵�杩涗笅鍗曚笖蹇呴』鏄娆′笅鍗曟墠鑳芥縺杩�
- place_order_count = trade_data_manager.PlaceOrderCountManager().get_place_order_count(code)
- if tool.is_sz_code(code) and place_order_count == 0 and current_total_sell_data[
- 1] > 500 * 10000 and global_util.zyltgb_map.get(
- code) < 50 * 100000000:
- # 棣栨涓嬪崟锛岃嚜鐢辨祦閫�50浜夸互涓嬶紝鎬诲崠棰�500w鎵嶈兘婵�杩涗笅鍗�
- mode_descs.insert(0, "鎴愪氦瑙﹀彂")
- last_index = total_datas[-1]["index"]
- volume_rate = code_volumn_manager.CodeVolumeManager().get_volume_rate(code)
- order_begin_pos = OrderBeginPosInfo(buy_single_index=last_index,
- buy_exec_index=last_index,
- buy_compute_index=last_index,
- num=0, count=1,
- max_num_set=set(),
- buy_volume_rate=volume_rate,
- mode=OrderBeginPosInfo.MODE_ACTIVE,
- mode_desc=",".join(mode_descs),
- sell_info=sell_info,
- threshold_money=0)
- l2_data_manager_new.L2TradeDataProcessor.save_order_begin_data(code, order_begin_pos)
- l2_log.debug(code, "绉瀬涓嬪崟锛岃幏鍙栧埌涔板叆鎵ц浣嶇疆锛歿} 鎴愪氦鏁版嵁瑙﹀彂妯″紡锛歿} 澶у崟鏁伴噺锛歿}",
- order_begin_pos.buy_exec_index,
- _type, big_buy_order_count)
- l2_data_manager_new.L2TradeDataProcessor.start_buy(code, total_datas[-1], total_datas[-1]["index"],
- True, None)
- else:
- l2_log.debug(code, "绉瀬涓嬪崟锛屼笉婊¤冻鎵叆涓嬪崟鏉′欢锛屾棤娉曟壂鍏�")
- else:
- if not tool.is_sz_code(code):
- return
- # 鎵惧埌鏈�杩戠殑澶т拱鍗�
- for i in range(len(total_datas) - 1, -1, -1):
- d = total_datas[i]
- val = d['val']
- if not L2DataUtil.is_limit_up_price_buy(val):
- continue
- if val['num'] * float(val['price']) < 5000:
- continue
- if val['orderNo'] < data[0][6]:
- continue
- result = L2TradeSingleDataManager.is_can_place_order(code, d)
- if result and result[0]:
- volume_rate = code_volumn_manager.CodeVolumeManager().get_volume_rate(code)
- order_begin_pos = OrderBeginPosInfo(buy_single_index=i,
- buy_exec_index=i,
- buy_compute_index=i,
- num=0, count=1,
- max_num_set=set(),
- buy_volume_rate=volume_rate,
- mode=OrderBeginPosInfo.MODE_FAST,
- mode_desc="鎴愪氦瑙﹀彂",
- sell_info=sell_info,
- threshold_money=0)
- l2_data_manager_new.L2TradeDataProcessor.save_order_begin_data(code, order_begin_pos)
- l2_log.debug(code, "闈炴縺杩涗笅鍗曪紝鑾峰彇鍒颁拱鍏ユ墽琛屼綅缃細{} 鎴愪氦鏁版嵁瑙﹀彂妯″紡锛歿}",
- order_begin_pos.buy_exec_index,
- _type)
- l2_data_manager_new.L2TradeDataProcessor.start_buy(code, total_datas[-1],
- total_datas[-1]["index"],
- True, None)
- break
- except Exception as e:
- logger_debug.exception(e)
+ self.process_limit_up_active_buy(code, [data[0]], is_last_sell_deal=True)
def process_limit_up_active_buy(self, code, transaction_datas, is_almost_open_limit_up=False,
- l2_market_time_str=''):
+ l2_market_time_str='', no_left_limit_up_sell=False, is_last_sell_deal=False):
"""
澶勭悊娑ㄥ仠涓诲姩涔�
+ @param is_last_sell_deal: 鏄惁鏈�杩戜竴绗旀定鍋滃崠琚悆
+ @param no_left_limit_up_sell: 鏄惁杩樻湁鍓╀綑娑ㄥ仠鍗栧皻鏈垚浜�
@param code:
@param transaction_datas:
@param is_almost_open_limit_up: 鏄惁鍗冲皢鐐告澘
@@ -707,55 +707,32 @@
# 涓嶅浜庡彲涓嬪崟鐘舵��
return True
if transaction_datas:
- async_log_util.info(logger_l2_radical_buy, f"娑ㄥ仠涓诲姩涔帮細{code}-{transaction_datas[-1]}")
+ l2_log.info(code, logger_l2_radical_buy, f"娑ㄥ仠涓诲姩涔帮細{code}-{transaction_datas[-1]}")
else:
- async_log_util.info(logger_l2_radical_buy,
- f"鍗冲皢鐐告澘锛歿code}-{is_almost_open_limit_up}-{l2_market_time_str}")
+ l2_log.info(code, logger_l2_radical_buy, f"鍗冲皢鐐告澘锛歿code}-{is_almost_open_limit_up}-{l2_market_time_str}")
deal_codes = RadicalBuyDealCodesManager().get_deal_codes()
# 鍒ゆ柇浠婃棩鎵叆鐨勪唬鐮佹暟閲忔槸鍚﹀ぇ浜庨槇鍊�
- radical_buy_setting = BuyMoneyAndCountSetting().get_radical_buy_setting()
- MAX_COUNT = 4 if radical_buy_setting is None else radical_buy_setting[0]
- if not WantBuyCodesManager().is_in_cache(code):
- # 鍔犵豢涓嶅垽鏂澘鍧楁槸鍚︽垚浜�
- if len(deal_codes) >= MAX_COUNT:
- async_log_util.info(logger_l2_radical_buy, f"鎵叆鎴愪氦浠ｇ爜涓暟澶т簬{MAX_COUNT}涓細{code}-{deal_codes}")
- return True
- if code in deal_codes:
- async_log_util.info(logger_l2_radical_buy, f"璇ヤ唬鐮佸凡缁忔垚浜わ細{code}")
+ # radical_buy_setting = BuyMoneyAndCountSetting().get_radical_buy_setting()
+ # MAX_COUNT = 4 if radical_buy_setting is None else radical_buy_setting[0]
+ # if not WantBuyCodesManager().is_in_cache(code):
+ # # 鍔犵豢涓嶅垽鏂澘鍧楁槸鍚︽垚浜�
+ # if len(deal_codes) >= MAX_COUNT:
+ # l2_log.info(code, logger_l2_radical_buy, f"鎵叆鎴愪氦浠ｇ爜涓暟澶т簬{MAX_COUNT}涓細{code}-{deal_codes}")
+ # return True
+ if code in deal_codes and not CodesContinueBuyMoneyManager().get_continue_buy_money(code):
+ l2_log.info(code, logger_l2_radical_buy, f"璇ヤ唬鐮佸凡缁忔垚浜わ細{code}")
return True
# 鍗曠エ鏄惁鍙拱
can_buy_result = RadicalBuyDataManager.is_code_can_buy(code)
if can_buy_result[0]:
# 鑾峰彇婵�杩涗拱鐨勬澘鍧�
- result_cache = self.__radical_buy_by_blocks_result_cache.get(code)
- if not result_cache or result_cache[0] < time.time():
- # 涓嶅瓨鍦�/杩囨湡
- yesterday_codes = kpl_data_manager.get_yesterday_limit_up_codes()
- if yesterday_codes is None:
- yesterday_codes = set()
- # 璁＄畻鏄惁鍙互鎵叆
- radical_result = RadicalBuyBlockManager.is_radical_buy(code, yesterday_codes)
- async_log_util.info(logger_l2_radical_buy, f"璁＄畻鏉垮潡缁撴灉锛歿code}-{radical_result}")
- result_cache = (time.time() + 3, radical_result)
- self.__radical_buy_by_blocks_result_cache[code] = result_cache
- RadicalBuyDealCodesManager().set_code_blocks(code, radical_result[0])
- # 鍙栫紦瀛�
- result = result_cache[1]
- if result[0]:
+ f_buy_blocks, orgin_buy_blocks = radical_buy_strategy.compute_can_radical_buy_blocks(code, deal_codes)
+ if orgin_buy_blocks:
+ if not f_buy_blocks:
+ return True
# 涔板叆鐨勬澘鍧�
- buy_blocks = result[0]
- # 濡傛灉鍏抽敭璇嶅寘鍚凡鎴愪氦鐨勫師鍥犲氨涓嶅啀涓嬪崟
- # 鑾峰彇宸茬粡鎴愪氦浠ｇ爜鐨勬澘鍧�
- try:
- # ---------------鍒ゆ柇鏉垮潡鏄惁杩樺彲浠ヤ拱鍏�----------------
- f_buy_blocks = radical_buy_data_manager.is_block_can_radical_buy(code, buy_blocks, deal_codes)
- if not f_buy_blocks:
- return True
- buy_blocks = f_buy_blocks
- except Exception as e:
- logger_debug.exception(e)
-
+ buy_blocks = f_buy_blocks
# 鍒ゆ柇褰撳墠鏃堕棿娈垫槸鍚﹀彲浠ヤ拱鍏�
mode = OrderBeginPosInfo.MODE_RADICAL
can_buy, money, msg = BuyMoneyUtil.get_buy_data(tool.get_now_time_str(), mode,
@@ -764,13 +741,26 @@
DealAndDelegateWithBuyModeDataManager().get_delegates_codes_info(
mode))
if not can_buy:
- async_log_util.info(logger_l2_radical_buy, f"褰撳墠鏃堕棿娈靛凡涓嶈兘鎵叆锛歿code}-{msg}")
+ l2_log.info(code, logger_l2_radical_buy, f"褰撳墠鏃堕棿娈靛凡涓嶈兘鎵叆锛歿code}-{msg}")
return True
# -----鏍规嵁鎴愪氦姣斾緥鍒ゆ柇鏄惁鍙拱------
- result_by_volume = radical_buy_strategy.process_limit_up_active_buy_deal(code, transaction_datas,
- is_almost_open_limit_up)
- async_log_util.info(logger_l2_radical_buy, f"閲忎拱鍏ョ粨鏋滃垽鏂細{code}, 缁撴灉锛歿result_by_volume} 鏉垮潡锛歿buy_blocks}")
+ if not is_last_sell_deal:
+ result_by_volume = radical_buy_strategy.process_limit_up_active_buy_deal(code,
+ transaction_datas,
+ is_almost_open_limit_up,
+ no_left_limit_up_sell=no_left_limit_up_sell)
+ else:
+ result_by_volume = radical_buy_strategy.BUY_MODE_BY_L2, f"鏈�鍚庝竴绗旀定鍋滃崠鎴愪氦"
+ # 鍒ゆ柇鎬诲崠鏄惁澶т簬0
+ huaxin_timestamp = transaction_datas[-1][3]
+ # 鑾峰彇鍙傝�冩�诲崠棰�
+ refer_sell_data = L2MarketSellManager().get_refer_sell_data(code, l2_huaxin_util.convert_time(
+ huaxin_timestamp))
+ if not refer_sell_data or refer_sell_data[1] <= 0:
+ result_by_volume = radical_buy_strategy.BUY_MODE_NONE, f"鎬诲崠棰濅负0"
+ l2_log.info(code, logger_l2_radical_buy,
+ f"閲忎拱鍏ョ粨鏋滃垽鏂細{code}, 缁撴灉锛歿result_by_volume} 鏉垮潡锛歿buy_blocks} 鍙傝�冩�诲崠-{refer_sell_data}")
in_blocks = RealTimeKplMarketData.get_top_market_jingxuan_blocks()
buy_blocks_with_money = [(b, RealTimeKplMarketData.get_jx_block_in_money(b),
in_blocks.index(b) if b in in_blocks else -1) for b in buy_blocks]
@@ -785,8 +775,7 @@
# 鍒ゆ柇鏄惁寮�寰楀お楂�
open_price = L1DataManager.get_open_price(code)
if not radical_buy_strategy.is_can_buy_with_open_price(code, open_price):
- async_log_util.info(logger_l2_radical_buy,
- f"寮�寰楀お楂橈細{code}")
+ l2_log.info(code, logger_l2_radical_buy, f"寮�寰楀お楂橈細{code}")
radical_buy_data_manager.ExcludeIndexComputeCodesManager.add_code(code)
return True
# if not RadicalCodeMarketInfoManager().is_opened_limit_up(code):
@@ -798,7 +787,7 @@
radical_buy_data_manager.ExcludeIndexComputeCodesManager.remove_code(code)
- if result_by_volume[0] == radical_buy_strategy.BUY_MODE_DIRECT and not tool.is_sh_code(code):
+ if result_by_volume[0] == radical_buy_strategy.BUY_MODE_DIRECT:
# 涓婅瘉涓嶈兘鏍规嵁鎴愪氦涔板叆
latest_deal_time = l2_huaxin_util.convert_time(transaction_datas[-1][3])
refer_sell_data = L2MarketSellManager().get_refer_sell_data(code, latest_deal_time)
@@ -809,6 +798,13 @@
if refer_sell_data:
sell_info = (refer_sell_data[0], refer_sell_data[1])
threshold_money = 0
+ every_deal_orders = EveryLimitupBigDealOrderManager.list_big_buy_deal_orders(code)
+ if every_deal_orders:
+ min_order_no_info = min(every_deal_orders, key=lambda x: x[0])
+ min_order_no = min_order_no_info[0]
+ else:
+ min_order_no = transaction_datas[-1][6]
+
order_begin_pos_info = OrderBeginPosInfo(buy_single_index=buy_single_index,
buy_exec_index=buy_exec_index,
buy_compute_index=buy_exec_index,
@@ -816,9 +812,11 @@
max_num_set=set(),
buy_volume_rate=buy_volume_rate,
mode=OrderBeginPosInfo.MODE_RADICAL,
- mode_desc=f"鎵叆涔板叆锛歿buy_blocks}",
+ mode_desc=f"鎵叆涔板叆锛歿buy_blocks}, 澶у崟鎴愪氦鏈�灏忚鍗曞彿锛歿min_order_no}",
sell_info=sell_info,
- threshold_money=threshold_money)
+ threshold_money=threshold_money,
+ min_order_no=min_order_no
+ )
L2TradeDataProcessor.save_order_begin_data(code, order_begin_pos_info)
buy_result = L2TradeDataProcessor.start_buy(code, total_datas[-1], total_datas[-1]["index"],
True, block_info=buy_blocks_with_money)
@@ -826,9 +824,9 @@
# 涓嬪崟鎴愬姛
radical_buy_data_manager.BlockPlaceOrderRecordManager().add_record(code, buy_blocks)
radical_buy_strategy.clear_data(code, force=True)
- RDCancelBigNumComputer().clear_data(code)
+ # RDCancelBigNumComputer().clear_data(code)
# 澶у崟鎴愪氦瓒冲
- RadicalBuyDataManager().big_order_deal_enough(code)
+ # RadicalBuyDataManager().big_order_deal_enough(code)
return True
else:
if transaction_datas:
@@ -845,37 +843,142 @@
latest_deal_time = l2_market_time_str
RadicalBuyDealCodesManager.buy_by_l2_delegate_expire_time_dict[code] = (
time.time() + 60, latest_buy_no, buy_blocks,
- latest_deal_time, buy_blocks_with_money)
+ latest_deal_time, buy_blocks_with_money, is_almost_open_limit_up)
return False
else:
- async_log_util.info(logger_l2_radical_buy, f"涓嶈兘涓嬪崟锛歿code}-{result_by_volume}")
+ l2_log.info(code, logger_l2_radical_buy, f"涓嶈兘涓嬪崟锛歿code}-{result_by_volume}")
return False
else:
volume_rate = code_volumn_manager.CodeVolumeManager().get_volume_rate(code)
- async_log_util.info(logger_l2_radical_buy, f"娌℃湁鍙壂鍏ョ殑鏉垮潡锛歿code},閲忔瘮锛歿volume_rate}")
+ l2_log.info(code, logger_l2_radical_buy, f"娌℃湁鍙壂鍏ョ殑鏉垮潡锛歿code},閲忔瘮锛歿volume_rate}")
return True
else:
- async_log_util.info(logger_l2_radical_buy, f"鐩墠浠ｇ爜涓嶅彲浜ゆ槗锛歿code}-{can_buy_result[1]}")
+ l2_log.info(code, logger_l2_radical_buy, f"鐩墠浠ｇ爜涓嶅彲浜ゆ槗锛歿code}-{can_buy_result[1]}")
return True
except Exception as e:
- async_log_util.info(logger_debug, f"婵�杩涗拱璁＄畻寮傚父锛歿str(e)}")
+ l2_log.info(code, logger_debug, f"婵�杩涗拱璁＄畻寮傚父锛歿str(e)}")
logger_debug.exception(e)
finally:
use_time = time.time() - __start_time
if use_time > 0.005:
- async_log_util.info(logger_debug, f"鎵叆澶勭悊鏃堕暱锛歿code}-{use_time}")
+ l2_log.info(code, logger_debug, f"鎵叆澶勭悊鏃堕暱锛歿code}-{use_time}")
- def OnLimitUpActiveBuy(self, code, transaction_datas):
- can_clear_before_data = self.process_limit_up_active_buy(code, transaction_datas)
+ def OnLimitUpActiveBuy(self, code, transaction_datas, no_left_limit_up_sell):
+ can_clear_before_data = self.process_limit_up_active_buy(code, transaction_datas,
+ no_left_limit_up_sell=no_left_limit_up_sell)
if can_clear_before_data:
# 娓呴櫎
- EveryLimitupBigDealOrderManager.clear(code)
+ EveryLimitupBigDealOrderManager.clear(code, "澶勭悊娑ㄥ仠鎴愪氦鏁版嵁")
+ pass
+
+ def OnLastLimitUpSellDeal(self, code, data):
+ """
+ 鏈�鍚庝竴绗旀定鍋滃崠鏁版嵁鎴愪氦
+ @param code:
+ @param data: (data['SecurityID'], data['TradePrice'], data['TradeVolume'], data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'], data['SellNo'], data['ExecType'])
+ @return:
+ """
+ if True:
+ return
+
+ if data[6] < data[7]:
+ # 闈炰富鍔ㄤ拱
+ return
+ # 鏍规嵁鏉垮潡鍒ゆ柇鏄惁鍙拱
+ state = CodesTradeStateManager().get_trade_state_cache(code)
+ if not trade_util.is_can_order_by_state(state):
+ # 涓嶅浜庡彲涓嬪崟鐘舵��
+ return
+
+ l2_log.info(code, logger_l2_radical_buy, f"鏈�鍚庝竴绗旀定鍋滃崠琚悆锛歿code}-{data}")
+ deal_codes = RadicalBuyDealCodesManager().get_deal_codes()
+ # 鍒ゆ柇浠婃棩鎵叆鐨勪唬鐮佹暟閲忔槸鍚﹀ぇ浜庨槇鍊�
+ radical_buy_setting = BuyMoneyAndCountSetting().get_radical_buy_setting()
+ MAX_COUNT = 4 if radical_buy_setting is None else radical_buy_setting[0]
+ if not WantBuyCodesManager().is_in_cache(code):
+ # 鍔犵豢涓嶅垽鏂澘鍧楁槸鍚︽垚浜�
+ if len(deal_codes) >= MAX_COUNT:
+ l2_log.info(code, logger_l2_radical_buy, f"鎵叆鎴愪氦浠ｇ爜涓暟澶т簬{MAX_COUNT}涓細{code}-{deal_codes}")
+ return
+ if code in deal_codes:
+ l2_log.info(code, logger_l2_radical_buy, f"璇ヤ唬鐮佸凡缁忔垚浜わ細{code}")
+ return
+
+ # 鍗曠エ鏄惁鍙拱
+ can_buy_result = RadicalBuyDataManager.is_code_can_buy(code)
+ if not can_buy_result[0]:
+ return
+ # 鑾峰彇婵�杩涗拱鐨勬澘鍧�
+ f_buy_blocks, orgin_buy_blocks = radical_buy_strategy.compute_can_radical_buy_blocks(code, deal_codes)
+ if not orgin_buy_blocks:
+ l2_log.info(code, logger_l2_radical_buy, f"娌℃湁鍙壂鍏ョ殑鏉垮潡锛歿code}")
+ return
+
+ if not f_buy_blocks:
+ return
+ # 涔板叆鐨勬澘鍧�
+ buy_blocks = f_buy_blocks
+ # 鍒ゆ柇褰撳墠鏃堕棿娈垫槸鍚﹀彲浠ヤ拱鍏�
+ mode = OrderBeginPosInfo.MODE_RADICAL
+ can_buy, money, msg = BuyMoneyUtil.get_buy_data(tool.get_now_time_str(), mode,
+ DealAndDelegateWithBuyModeDataManager().get_deal_codes_info(
+ mode),
+ DealAndDelegateWithBuyModeDataManager().get_delegates_codes_info(
+ mode))
+ if not can_buy:
+ l2_log.info(code, logger_l2_radical_buy, f"褰撳墠鏃堕棿娈靛凡涓嶈兘鎵叆锛歿code}-{msg}")
+ return
+
+ in_blocks = RealTimeKplMarketData.get_top_market_jingxuan_blocks()
+ buy_blocks_with_money = [(b, RealTimeKplMarketData.get_jx_block_in_money(b),
+ in_blocks.index(b) if b in in_blocks else -1) for b in buy_blocks]
+ if not WantBuyCodesManager().is_in_cache(code):
+ # 鍒ゆ柇鏄惁寮�寰楀お楂�
+ open_price = L1DataManager.get_open_price(code)
+ if not radical_buy_strategy.is_can_buy_with_open_price(code, open_price):
+ l2_log.info(code, logger_l2_radical_buy, f"寮�寰楀お楂橈細{code}")
+ radical_buy_data_manager.ExcludeIndexComputeCodesManager.add_code(code)
+ return
+ radical_buy_data_manager.ExcludeIndexComputeCodesManager.remove_code(code)
+
+ # 鏍规嵁L2涓嬪崟
+ latest_buy_no = data[6]
+ latest_deal_time = l2_huaxin_util.convert_time(data[3])
+ # 娓呴櫎澶у崟濮旀墭鏁版嵁
+ EveryLimitupBigDelegateOrderManager.clear(code, '')
+
+ l2_log.info(code, logger_l2_trade, f"璁＄畻瀹屾澘鍧椾笌澶у崟锛屽噯澶囦笅鍗曪細{data}")
+ RadicalBuyDealCodesManager.buy_by_l2_delegate_expire_time_dict[code] = (
+ time.time() + 1, latest_buy_no, buy_blocks,
+ latest_deal_time, buy_blocks_with_money, False)
# 鍥炶皟
my_l2_data_callback = MyL2DataCallback()
my_l2_data_callbacks = [MyL2DataCallback() for i in range(constant.HUAXIN_L2_MAX_CODES_COUNT)]
my_trade_response = MyTradeResponse()
+
+
+def run_l2_market_info_reciever(queues: list):
+ """
+ 鎺ユ敹L2 market鏁版嵁
+ @param queues:
+ @return:
+ """
+
+ def recieve_data(queue):
+ while True:
+ try:
+ d = queue.get()
+ # {"type": "l2_market", "data": (code, data)}
+ if d["type"] == "l2_market":
+ code, market_data = d["data"]
+ my_l2_data_callback.OnMarketData(code, market_data)
+ except:
+ pass
+
+ for q in queues:
+ threading.Thread(target=recieve_data, args=(q,), daemon=True).start()
# 棰勫煁鍗�
@@ -901,7 +1004,7 @@
result = huaxin_trade_api.order(huaxin_trade_api.TRADE_DIRECTION_BUY, code, volume, limit_up_price,
blocking=False,
shadow_price=shadow_price, shadow_volume=volume)
- async_log_util.info(logger_trade, f"{code}涓嬪崟缁撴潫锛歿result}")
+ l2_log.info(code, logger_trade, f"{code}涓嬪崟缁撴潫锛歿result}")
buy_open_limit_up_strategy.BuyOpenLimitupDataManager().set_place_order_info(code, volume, volume,
result.get("order_ref"))
except Exception as e:
@@ -922,7 +1025,7 @@
if not limit_up_price:
init_data_util.re_set_price_pre(code)
limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
- min_volume = int(round(50 * 10000 / limit_up_price))
+ min_volume = int(round(constant.L2_MIN_MONEY / limit_up_price))
special_volumes = BuyMoneyUtil.get_possible_buy_volumes(limit_up_price)
special_volumes |= set([tool.get_buy_volume_by_money(limit_up_price, x) for x in constant.AVAILABLE_BUY_MONEYS])
@@ -945,6 +1048,20 @@
logger_debug.info("鏇存柊鏄ㄦ棩寮�鐩樺暒瀹炴椂娑ㄥ仠鏁版嵁")
+def __update_l1_target_codes():
+ try:
+ codes_sh, codes_sz = l1_subscript_codes_manager.request_l1_subscript_target_codes()
+ if codes_sh and codes_sz:
+ l1_subscript_codes_manager.save_codes(codes_sh, codes_sz)
+ # 鎷夊彇涓夋柟鏉垮潡
+ codes = []
+ codes.extend(codes_sh)
+ codes.extend(codes_sz)
+ third_blocks_manager.load_if_less(codes)
+ except Exception as e:
+ logger_debug.error(e)
+
+
# 鍋氫竴浜涘垵濮嬪寲鐨勬搷浣�
def __init():
def run_pending():
@@ -957,13 +1074,17 @@
# 鏇存柊K绾�
schedule.every().day.at("08:00:01").do(history_k_data_manager.update_history_k_bars)
schedule.every().day.at("08:30:01").do(history_k_data_manager.update_history_k_bars)
- schedule.every().day.at("09:00:01").do(history_k_data_manager.update_history_k_bars)
+ schedule.every().day.at("09:02:01").do(lambda: history_k_data_manager.update_history_k_bars(force=True))
# 鏇存柊璐︽埛淇℃伅
schedule.every().day.at("09:00:01").do(huaxin_trade_data_update.add_money_list)
schedule.every().day.at("09:15:20").do(huaxin_trade_data_update.add_money_list)
- schedule.every().day.at("09:15:20").do(huaxin_trade_data_update.add_money_list)
# 鏇存柊鏄ㄦ棩瀹炴椂娑ㄥ仠鏁版嵁
schedule.every().day.at("07:58:00").do(__update_yesterday_kpl_limit_up_datas)
+ # 鏇存柊浠ｇ爜
+ schedule.every().day.at("15:58:00").do(__update_l1_target_codes)
+ schedule.every().day.at("08:56:00").do(__update_l1_target_codes)
+ # 鏇存柊K绾�
+ schedule.every().day.at("16:30:00").do(history_k_data_manager.update_history_k_bars)
while True:
try:
@@ -984,22 +1105,36 @@
# L2鎴愪氦淇″彿鍥炶皟
global l2_trade_single_callback
l2_trade_single_callback = MyL2TradeSingleCallback()
+ data_callback.l2_trade_single_callback = l2_trade_single_callback
L2TradeSingleDataManager.set_callback(l2_trade_single_callback)
# 鍔犺浇鑷敱娴侀�氶噺
global_data_loader.load_zyltgb_volume_from_db()
# 鑾峰彇鏈�杩�7澶╂定鍋滄暟鏈�澶氱殑鏉垮潡
- try:
- if not KPLPlateForbiddenManager().list_all_cache() and tool.get_now_time_as_int() > int("070000"):
- # 娌℃湁娣诲姞杩囩殑鏃跺�欓渶瑕侀噸鏂版坊鍔�
- datas_ = LatestLimitUpBlockManager().statistics_limit_up_block_infos()
- if datas_:
- for data_ in datas_:
- # 杩炵画2澶╃殑鏉垮潡灏变笉涔�
- if data_[2] >= 2:
- KPLPlateForbiddenManager().save_plate(data_[0])
- except:
- pass
+ # try:
+ # if not KPLPlateForbiddenManager().list_all_cache() and tool.get_now_time_as_int() > int("070000"):
+ # # 娌℃湁娣诲姞杩囩殑鏃跺�欓渶瑕侀噸鏂版坊鍔�
+ # datas_ = LatestLimitUpBlockManager().statistics_limit_up_block_infos()
+ # if datas_:
+ # for data_ in datas_:
+ # # 杩炵画2澶╃殑鏉垮潡灏变笉涔�
+ # if data_[2] >= 2:
+ # KPLPlateForbiddenManager().save_plate(data_[0])
+ # except:
+ # pass
+
+ # 鍒濆鍖栨暟鎹�
+ BuyMoneyAndCountSetting()
+ gpcode_manager.WantBuyCodesManager()
+ # 鍔犺浇鍘嗗彶K绾挎暟鎹�
+ HistoryKDataManager().load_data()
+ # 闃熷垪鎸佷箙鍖�
+ threading.Thread(target=lambda: DelegateRecordManager().run(), daemon=True).start()
+ # 鑷姩鍔犳兂绛栫暐
+ threading.Thread(target=lambda: auto_add_want_buy_strategy.run(), daemon=True).start()
+
+ # 鍔犺浇寮�鐩樺暒浠婃棩鍘嗗彶娑ㄥ仠鏁版嵁
+ kpl_data_manager.KPLLimitUpDataRecordManager.load_total_datas()
def run(queue_strategy_r_trade_w, queue_strategy_w_trade_r, queue_strategy_w_trade_r_for_read, trade_ipc_addr):
--
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