From 2f2516749615da866e96d8d24e499b7ecbb63a3e Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 23 六月 2025 12:28:52 +0800
Subject: [PATCH] 默认交易模式变更/真实下单位置计算位置修改
---
test/l2_trade_test.py | 194 +++++++++++++++++++++++++++++------------------
1 files changed, 119 insertions(+), 75 deletions(-)
diff --git a/test/l2_trade_test.py b/test/l2_trade_test.py
index b7cd8c6..c9ce130 100644
--- a/test/l2_trade_test.py
+++ b/test/l2_trade_test.py
@@ -10,21 +10,23 @@
from copy import deepcopy
from unittest import mock
-from code_attribute import big_money_num_manager, gpcode_manager, code_nature_analyse
+import constant
+from cancel_strategy.s_l_h_cancel_strategy import SCancelBigNumComputer
+from code_attribute import big_money_num_manager, gpcode_manager
from db.redis_manager_delegate import RedisUtils
-from l2.huaxin import huaxin_delegate_postion_manager
from l2.l2_sell_manager import L2MarketSellManager
+from l2.l2_transaction_data_manager import HuaXinSellOrderStatisticManager
from log_module import log, log_export, async_log_util
-from trade.huaxin import huaxin_trade_api
-from utils import tool
+from trade.buy_radical.radical_buy_data_manager import RadicalBuyDataManager, RadicalBuyBlockManager
+from utils import tool, init_data_util
from db import redis_manager_delegate as redis_manager
-from l2 import l2_log, l2_data_manager, transaction_progress, l2_data_manager_new, l2_transaction_data_manager
+from l2 import l2_log, l2_data_manager, transaction_progress, l2_data_manager_new, l2_transaction_data_processor, \
+ cancel_buy_strategy
from l2.transaction_progress import TradeBuyQueue
from third_data import kpl_util, kpl_data_manager, block_info
-from third_data.code_plate_key_manager import LimitUpCodesPlateKeyManager, CodePlateKeyBuyManager, KPLCodeJXBlockManager
+from third_data.code_plate_key_manager import LimitUpCodesPlateKeyManager
from third_data.kpl_data_manager import KPLDataManager
from trade import trade_data_manager, current_price_process_manager, l2_trade_util, trade_manager
-from trade.trade_queue_manager import THSBuy1VolumnManager
import l2.l2_data_manager_new, l2.l2_data_manager, l2.l2_data_util, l2.cancel_buy_strategy
@@ -85,11 +87,12 @@
except Exception as e:
pass
- @unittest.skip("璺宠繃姝ゅ崟鍏冩祴璇�")
+ # @unittest.skip("璺宠繃姝ゅ崟鍏冩祴璇�")
def test_trade(self):
+ constant.TEST = True
trade_manager.TradeStateManager().open_buy()
threading.Thread(target=async_log_util.run_sync, daemon=True).start()
- code = "002848"
+ code = "000590"
clear_trade_data(code)
l2.l2_data_util.load_l2_data(code)
total_datas = deepcopy(l2.l2_data_util.local_today_datas[code])
@@ -136,6 +139,9 @@
# pos_list.insert(75, (472, 488))
# pos_list.insert(84, (516, 532))
+ # hook
+ # tool.get_now_time_str = mock.Mock(return_value="09:35:00")
+
# 鑾峰彇浜ゆ槗杩涘害
trade_progress_list, buy_queues = log_export.get_trade_progress(code)
trade_progress_list.reverse()
@@ -148,11 +154,13 @@
KPLDataManager().get_from_file(kpl_util.KPLDataType.LIMIT_UP, tool.get_now_date_str()))
kpl_data_manager.KPLLimitUpDataRecordManager.load_total_datas()
-
- current_price_process_manager.set_trade_price(code, round(float(gpcode_manager.get_limit_up_price(code)), 2))
+ limit_up_price = gpcode_manager.get_limit_up_price(code)
+ if limit_up_price is None:
+ init_data_util.re_set_price_pre(code)
+ current_price_process_manager.set_trade_price(code, gpcode_manager.get_limit_up_price_as_num(code))
pss_server, pss_strategy = multiprocessing.Pipe()
- huaxin_trade_api.run_pipe_trade(pss_server, None, None)
+ # huaxin_trade_api.run_pipe_trade(pss_server, None, None)
for indexs in pos_list:
l2_log.threadIds[code] = mock.Mock(
@@ -177,17 +185,19 @@
break
print("----------------澶勭悊浣嶇疆", indexs)
- for l2_m in l2_market_datas:
- if int(str(l2_m["dataTimeStamp"])[:-3]) < int(total_datas[indexs[0]]["val"]["time"].replace(":", "")):
- time_str = f"{l2_m['dataTimeStamp']}"
- if time_str.startswith("9"):
- time_str = "0" + time_str
- time_str = time_str[:6]
- time_str = f"{time_str[0:2]}:{time_str[2:4]}:{time_str[4:6]}"
- L2MarketSellManager().set_current_total_sell_data(code, time_str,
- l2_m["totalAskVolume"] * l2_m["avgAskPrice"],
- l2_m["totalAskVolume"])
- break
+ if l2_market_datas:
+ for l2_m in l2_market_datas:
+ if int(str(l2_m["dataTimeStamp"])[:-3]) < int(
+ total_datas[indexs[0]]["val"]["time"].replace(":", "")):
+ time_str = f"{l2_m['dataTimeStamp']}"
+ if time_str.startswith("9"):
+ time_str = "0" + time_str
+ time_str = time_str[:6]
+ time_str = f"{time_str[0:2]}:{time_str[2:4]}:{time_str[4:6]}"
+ L2MarketSellManager().set_current_total_sell_data(code, time_str,
+ l2_m["totalAskVolume"] * l2_m["avgAskPrice"],
+ l2_m["totalAskVolume"])
+ break
for tp in trade_progress_list:
if int(tp[1].replace(":", "")) < int(total_datas[indexs[0]]["val"]["time"].replace(":", "")):
@@ -197,13 +207,24 @@
l2.l2_data_manager_new.L2TradeDataProcessor.process_add_datas(code, total_datas[indexs[0]:indexs[1] + 1], 0,
0)
- @unittest.skip("璺宠繃姝ゅ崟鍏冩祴璇�")
- def test_place_order(self):
- code = "002241"
+ # @unittest.skip("璺宠繃姝ゅ崟鍏冩祴璇�")
+ def test_s_cancel(self):
+ code = "002288"
l2.l2_data_util.load_l2_data(code)
- total_datas = deepcopy(l2.l2_data_util.local_today_datas[code])
- huaxin_delegate_postion_manager.place_order(code, 17.36, 100, total_datas[753])
- huaxin_delegate_postion_manager.get_l2_place_order_position(code, total_datas[755:1038])
+ l2.l2_data_util.local_today_datas[code] = l2.l2_data_util.local_today_datas[code][:222]
+ SCancelBigNumComputer().set_real_place_order_index(code, 153, False)
+
+ TradeBuyQueue.get_traded_index = mock.Mock(return_value=(117, False))
+ order_begin_pos = l2_data_manager.OrderBeginPosInfo(buy_single_index=117, buy_exec_index=122)
+ sell_order_info = [1517999, [[2996226, 300000, 5.06, (10223471, 4876395), (10223471, 4876395)]]]
+ SCancelBigNumComputer().set_big_sell_order_info_for_cancel(code, sell_order_info,
+ order_begin_pos)
+
+ sell_order_info = [508507, [[5564445, 100100, 5.08, (10372994, 4876545), (10372994, 4876546)]]]
+ SCancelBigNumComputer().set_big_sell_order_info_for_cancel(code, sell_order_info,
+ order_begin_pos)
+ SCancelBigNumComputer().set_big_sell_order_info_for_cancel(code, sell_order_info,
+ order_begin_pos)
@unittest.skip("璺宠繃姝ゅ崟鍏冩祴璇�")
def test_h_cancel(self):
@@ -216,23 +237,73 @@
# @unittest.skip("璺宠繃姝ゅ崟鍏冩祴璇�")
def test_block(self):
- code = "002962"
- KPLCodeJXBlockManager().load_jx_blocks(code, 14.99, 14.99)
- KPLCodeJXBlockManager().load_jx_blocks(code, 14.99, 14.99)
- block_info.init_code(code)
+ codes_str = "300390"
+ codes = codes_str.split(",") # ["002889", "300337", "001298", "002771"]
kpl_data_manager.KPLLimitUpDataRecordManager.load_total_datas()
- yesterday_codes = kpl_data_manager.get_yesterday_limit_up_codes()
kpl_data_manager.KPLLimitUpDataRecordManager.save_record(tool.get_now_date_str(),
kpl_data_manager.KPLDataManager.get_data(
kpl_util.KPLDataType.LIMIT_UP))
+ for code in codes:
+ # KPLCodeJXBlockManager().load_jx_blocks(code, 23.52,23.62,
+ # kpl_data_manager.KPLLimitUpDataRecordManager.get_current_reasons())
+ #
+ block_info.init_code(code)
+ # latest_current_limit_up_records = kpl_data_manager.get_latest_current_limit_up_records()
- CodePlateKeyBuyManager.update_can_buy_blocks(code,
- kpl_data_manager.KPLLimitUpDataRecordManager.latest_origin_datas,
- kpl_data_manager.KPLLimitUpDataRecordManager.total_datas,
- yesterday_codes,
- block_info.get_before_blocks_dict(),
- kpl_data_manager.KPLLimitUpDataRecordManager.get_current_reason_codes_dict())
- l2.l2_data_manager_new.L2TradeDataProcessor.can_buy_first(code, None)
+ init_data_util.re_set_price_pre(code, True)
+
+ limit_up_data = kpl_data_manager.KPLLimitUpDataRecordManager.record_code_dict.get(code)
+ if limit_up_data:
+ limit_up_time = tool.to_time_str(limit_up_data[2])
+ RadicalBuyBlockManager.set_current_limit_up_datas(
+ kpl_data_manager.KPLLimitUpDataRecordManager.latest_origin_datas)
+ # CodePlateKeyBuyManager.update_can_buy_blocks(code,
+ # kpl_data_manager.KPLLimitUpDataRecordManager.latest_origin_datas,
+ # kpl_data_manager.KPLLimitUpDataRecordManager.total_datas,
+ # latest_current_limit_up_records,
+ # block_info.get_before_blocks_dict(),
+ # kpl_data_manager.KPLLimitUpDataRecordManager.get_current_limit_up_reason_codes_dict())
+ # can_buy_result = CodePlateKeyBuyManager.can_buy(code)
+ # print(can_buy_result)
+ # if can_buy_result:
+ # if can_buy_result[0]:
+ # blocks = ",".join([f"{x[0]}-{x[1] + 1}({x[2]}&{x[3] - x[2]})" for x in can_buy_result[0]])
+ # print(blocks)
+
+ yesterday_codes = kpl_data_manager.get_yesterday_limit_up_codes()
+ if yesterday_codes is None:
+ yesterday_codes = set()
+ result = RadicalBuyBlockManager.is_radical_buy(code, yesterday_codes)
+ print(code, result)
+ if result[0]:
+ can_buy_result = RadicalBuyDataManager.is_code_can_buy(code)
+ if can_buy_result[0]:
+ print("鍙互涔�", code, result)
+ else:
+ print("涓嶅彲浠ヤ拱", code, can_buy_result)
+
+ # l2.l2_data_manager_new.L2TradeDataProcessor.can_buy_first(code, None)
+
+ @unittest.skip("璺宠繃姝ゅ崟鍏冩祴璇�")
+ def test_add_transaction_orders(self):
+ code = "603359"
+ date = "2024-03-14"
+ data_map = log_export.load_huaxin_transaction_map(date=date)
+ for code in data_map:
+ datas = data_map[code]
+ for d in datas:
+ big_sell_order_info = HuaXinSellOrderStatisticManager.add_transaction_datas(code, d)
+
+ @unittest.skip("璺宠繃姝ゅ崟鍏冩祴璇�")
+ def test_b_cancel(self):
+ code = "603032"
+ l2.l2_data_util.load_l2_data(code)
+ total_datas = l2.l2_data_util.local_today_datas.get(code)
+ TradeBuyQueue.get_traded_index = mock.Mock(return_value=(1000, False))
+ cancel_buy_strategy.NewGCancelBigNumComputer().set_real_place_order_index(code, 1015, 10000, False)
+ cancel_buy_strategy.GCancelBigNumComputer().set_trade_progress(code, 1000, 1000)
+ result = cancel_buy_strategy.GCancelBigNumComputer().need_cancel_for_b(code, 1020, 1077)
+ print(result)
@unittest.skip("璺宠繃姝ゅ崟鍏冩祴璇�")
def test_transaction(self):
@@ -243,42 +314,15 @@
transaction_map = log_export.load_huaxin_transaction_map()
fdatas = transaction_map.get(code)
for d in fdatas:
- l2_transaction_data_manager.HuaXinTransactionDatasProcessor().process_huaxin_transaction_datas(code, d)
+ l2_transaction_data_processor.HuaXinTransactionDatasProcessor().process_huaxin_transaction_datas(code, d)
+ def test_cancel(self):
+ code = "603300"
+ l2.l2_data_util.load_l2_data(code)
+ TradeBuyQueue.get_traded_index = mock.Mock(return_value=(3742, False))
+ l2.cancel_buy_strategy.RDCancelBigNumComputer._RDCancelBigNumComputer__watch_indexes_cache ={ code: {3686, 3691, 3693, 3694, 3699, 3700}}
+ l2.cancel_buy_strategy.RDCancelBigNumComputer().need_cancel(code, 4370, 4372)
-# class TestTrade(unittest.TestCase):
-# processor = L2TradeDataProcessor()
-# code = "002094"
-# l2_data_manager.load_l2_data(code)
-# l2_data_manager.local_today_datas[code] = l2_data_manager.local_today_datas[code][0:520]
-# buy_single_index = 426
-# buy_exec_index = 479
-# processor.random_key[code] = mock.Mock(return_value=123123)
-# L2LimitUpMoneyStatisticUtil._L2LimitUpMoneyStatisticUtil__get_l2_latest_money_record = mock.Mock(
-# return_value=(0, -1))
-#
-# AverageBigNumComputer.place_order_success(code, buy_single_index, buy_exec_index)
-#
-# L2LimitUpMoneyStatisticUtil.process_data(code, buy_single_index, buy_exec_index, buy_single_index,
-# buy_exec_index, False)
-#
-# l2_data_manager.TradePointManager().get_buy_compute_start_data = mock.Mock(return_value=(426, 479, 479, 0, 100))
-# buy_single_index, buy_exec_index, compute_index, num, count = l2_data_manager.TradePointManager().get_buy_compute_start_data(
-# code)
-# processor.unreal_buy_dict[code] = mock.Mock(return_value=(479, 167234623))
-#
-#
-# processor.process_order(code, 480, 519, 167234623, False)
-# print(buy_single_index, buy_exec_index, compute_index, num, count)
-
-
-# class TestData(unittest.TestCase):
-# code = "002103"
-# # l2_data_manager.load_l2_data(code)
-# # TradeBuyQueue().save_traded_index(code, "6.94", [1511, 888, 796])
-
-
-#
class TestTradedProgress(unittest.TestCase):
@unittest.skip("璺宠繃姝ゅ崟鍏冩祴璇�")
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