From 8bfdc52b40b4456a5a29e4502cce5865be8ef439 Mon Sep 17 00:00:00 2001
From: admin <admin@example.com>
Date: 星期五, 05 九月 2025 18:17:15 +0800
Subject: [PATCH] bug修复
---
main.py | 269 +++++++++++++++++++++++++++++++++++++++++++++--------
1 files changed, 229 insertions(+), 40 deletions(-)
diff --git a/main.py b/main.py
index b378382..ac7057e 100644
--- a/main.py
+++ b/main.py
@@ -1,27 +1,33 @@
# coding=utf-8
from __future__ import print_function, absolute_import, unicode_literals
import logging
-import json
-import os.path
-# from log import logger
+import multiprocessing
import threading
import time
+import schedule
import constant
# 寮曞叆鎺橀噾妗ユAPI
import utils.juejin_api
-from log_module.log import logger_common, logger_kpl_jingxuan_in, logger_system
+from db.redis_manager_delegate import RedisUtils
+from huaxin_client.l2_data_transform_protocol import L2DataCallBack
+from log_module.log import logger_common, logger_kpl_jingxuan_in, logger_system, logger_debug
# 寮曞叆寮�鐩樺暒API妯″潡
# 寮曞叆鍏ㄥ眬鍙橀噺妯″潡
# 寮曞叆瀹氭椂鍣ㄦā鍧�
# 寮曞叆鍘嗗彶K绾挎柟娉曟ā鍧�
# 寮曞叆鐬椂鍒嗘椂琛屾儏妯″潡
# 寮曞叆璐︽埛绠＄悊妯″潡銆愯繘琛岃祫閲戝拰浠撲綅绠＄悊銆�
-from strategy import kpl_api, data_cache, check_timer, all_K_line, instant_time_market, account_management, order_methods
-from huaxin_client import l2_market_client
-from log_module import async_log_util
-from trade import huaxin_trade_data_update
-from utils import hx_qc_value_util
+from strategy import kpl_api, data_cache, check_timer, all_K_line, instant_time_market, account_management, \
+ order_methods, local_data_management, kpl_data_manager, market_sentiment_analysis, plate_strength_analysis, \
+ selling_strategy
+from huaxin_client import l2_market_client, l2_client, trade_client
+from log_module import async_log_util, log
+from strategy.order_methods import TodayBuyCodeManager
+from strategy.trade_setting import BuyMoneyPerCodeManager, OpeningQuantityManager
+from strategy.trading_dates_manager import TradingDatesManager
+from trade import huaxin_trade_data_update, huaxin_trade_api
+from utils import hx_qc_value_util, huaxin_util, juejin_api, tool
# 寮曞叆琛屾儏璁㈤槄妯″潡
# import subscribe_market
@@ -47,11 +53,19 @@
鏃犻渶鎺橀噾鑰冭檻鐨勭嚎绋嬫垨杩涚▼鏂瑰紡瀹炵幇
'''
# 鍒濆鍖栬处鎴蜂粨浣嶇鐞嗘暟鎹�
- account_management.finance_management()
+ try:
+ account_management.finance_management()
+ except:
+ pass
# 鍒濆鍖栬处鎴蜂粨浣嶇鐞嗘暟鎹�
- account_management.position_management()
+ try:
+ account_management.position_management()
+ except:
+ pass
# 鍒濆鍖�.瀹炰緥鍖栫紦瀛樹腑鐨勫叏灞�鏁版嵁
data_cache.DataCache()
+ # 璇诲彇鏈湴K绾挎暟鎹� 骞舵洿鏂板埌data_cache
+
# 鍒濆鍖朅鑲℃墍鏈夌洰鏍囩エ鏍囩殑淇℃伅
data_cache.all_stocks = utils.juejin_api.JueJinApi.get_target_codes()
# 鑾峰彇鐩爣鏍囩殑K绾�---鍒濆鍖�
@@ -60,18 +74,53 @@
# 鐩存帴璋冪敤鐩爣鏍囩殑鎸囨爣K绾垮啓鍏ユ湰鍦版枃浠�
# all_K_line.all_stocks_all_k_line_dict_write()
+ local_data_management.read_local_K_line_data()
+ # 璇诲彇鏈湴涓偂鎵�灞炴澘鍧楁暟鎹� 骞舵洿鏂板埌data_cache
+ local_data_management.read_local_all_stocks_plate_data()
+ # 鍒濆鍖栨媺鍙栧綋鏃ヤ拱鍏ヤ唬鐮�
+ TodayBuyCodeManager()
+ # 寮�浠撻噾棰濆垵濮嬪寲
+ BuyMoneyPerCodeManager()
+ # 寮�浠撴暟閲�
+ OpeningQuantityManager()
- # 鍏堜娇鐢╦son.load()鐩存帴浠庢枃浠朵腑璇诲彇銆愬凡缁忓瓨鍌ㄥ湪鏈湴鐨凨绾挎寚鏍囧睘鎬у瓧鍏搞�戝苟瑙ｆ瀽JSON鏁版嵁
- if os.path.exists(constant.K_BARS_PATH):
- with open(constant.K_BARS_PATH, 'r', encoding='utf-8') as f:
- data_cache.all_stocks_all_K_line_property_dict = json.load(f)
- print(
- f"data_cache.all_stocks_all_K_line_property_dict鐨勪釜鏁�==={len(data_cache.all_stocks_all_K_line_property_dict)}")
- # # 鑾峰彇鐩爣鏍囩殑K绾�---鍒濆鍖�
- # all_K_line.main_index_k_line_history.init(data_cache.DataCache().today_date, data_cache.DataCache().next_trading_day, data_cache.DataCache().main_index_stocks)
- # # 鐩存帴璋冪敤涓昏鎸囨暟K绾垮啓鍏ユ湰鍦版枃浠�
- # all_K_line.main_index_k_line_dict_write()
+def __run_pending():
+ def update_k_lines():
+ logger_debug.info("寮�濮嬫洿鏂癒绾�")
+ all_K_line.all_stocks_all_k_line_dict_write()
+ local_data_management.read_local_K_line_data()
+ logger_debug.info("缁撴潫鏇存柊K绾�")
+
+ def update_target_codes():
+ data_cache.target_codes_manager.update_today_codes_info()
+ time.sleep(2)
+ data_cache.target_codes_manager.load_data()
+
+ def update_all_stocks_plate():
+ plate_strength_analysis.get_all_stocks_plate_dict(data_cache.DataCache().filtered_stocks)
+ local_data_management.read_local_all_stocks_plate_data()
+
+ def update_trading_dates():
+ dates = TradingDatesManager().update_trading_dates()
+ TradingDatesManager().load_data()
+
+ schedule.every().day.at("17:00:00").do(lambda: threading.Thread(target=update_k_lines, daemon=True).start())
+ schedule.every().day.at("09:05:00").do(lambda: threading.Thread(target=update_k_lines, daemon=True).start())
+ schedule.every().day.at("09:05:00").do(lambda: huaxin_trade_data_update.add_money_list())
+ schedule.every().day.at("09:05:00").do(lambda: huaxin_trade_data_update.add_position_list())
+ schedule.every().day.at("17:10:00").do(lambda: threading.Thread(target=update_target_codes, daemon=True).start())
+ schedule.every().day.at("17:00:00").do(
+ lambda: threading.Thread(target=update_all_stocks_plate, daemon=True).start())
+ schedule.every().day.at("17:00:00").do(lambda: threading.Thread(target=update_trading_dates, daemon=True).start())
+
+ while True:
+ try:
+ schedule.run_pending()
+ except:
+ pass
+ finally:
+ time.sleep(1)
# 绗竴姝ワ細鍒濆鍖朿ontext鍑芥暟锛屽苟寮�鍚幏鍙栧疄鏃舵暟鎹殑绾跨▼
@@ -81,35 +130,47 @@
# 瀹炴椂杩愯瀹氭椂鍣ㄧ嚎绋嬨�愬畾鏃跺櫒鍑芥暟鐩墠 鍙鐞� 15:00 鍚庤繍琛屼竴娆� 鏁寸悊褰撴棩娑ㄥ仠淇℃伅 鍜� 鑾峰彇鎵�鏈変釜鑲＄殑鏉垮潡姒傚康銆�
threading.Thread(target=lambda: check_timer.check_time(), daemon=True).start()
# 鑾峰彇瀹炴椂澶х洏琛屾儏鎯呯华缁煎悎寮哄害 [鍒嗘暟] 绾跨▼
- threading.Thread(target=lambda: kpl_api.get_real_time_market_strong(), daemon=True).start()
+ threading.Thread(target=lambda: market_sentiment_analysis.set_plan_position_quantity(), daemon=True).start()
# 瀹炴椂妫�娴嬫槸鍚︽媺鍙朘绾跨嚎绋�
- threading.Thread(target=lambda: all_K_line.check_time_and_data_date(), daemon=True).start()
+ # threading.Thread(target=lambda: all_K_line.check_time_and_data_date(), daemon=True).start()
# print(f"all_stocks_all_K_line_property_dict== {type(data_cache.all_stocks_all_K_line_property_dict)}")
# 鑾峰彇瀹炴椂澶х洏鎸囨暟琛屾儏绾跨▼
threading.Thread(target=lambda: instant_time_market.index_market_current(), daemon=True).start()
+ # 瀹氭椂浠诲姟
+ threading.Thread(target=lambda: __run_pending(), daemon=True).start()
+
# instant_time_market.index_market_trend()
# 寮�鐩樺暒鐨勬定鍋滄蹇电殑鍥炶皟鍑芥暟
def kpl_limit_up_process(datas):
# print(f"鍥炶皟鎴愬姛==={datas}")
- data_cache.limit_up_block_names = datas
+ if datas is not None and len(datas) > 0:
+ data_cache.limit_up_block_names = datas
+ else:
+ data_cache.limit_up_block_names = []
# # 璁＄畻褰撳墠绾跨▼鏁伴噺
# get_current_thread_count()
# 寮�鍚紑鐩樺暒 娑ㄥ仠鍒楄〃 鍜� 鍏ㄧ洏涓偂姒傚康鏉垮潡 鎺ュ彛绾跨▼
# 娑ㄥ仠姒傚康绾跨▼
- # threading.Thread(target=kpl_api.kpl_limit_up_process, daemon=True).start() #璇ヨ浠ｇ爜涓哄彧杩愯鍗曚竴绾跨▼涓嶅洖璋冩暟鎹殑鏂瑰紡
- threading.Thread(target=kpl_api.kpl_limit_up_process, args=(kpl_limit_up_process,), daemon=True).start()
+ # threading.Thread(target=plate_strength_analysis.kpl_limit_up_process, daemon=True).start() #璇ヨ浠ｇ爜涓哄彧杩愯鍗曚竴绾跨▼涓嶅洖璋冩暟鎹殑鏂瑰紡
+ threading.Thread(target=plate_strength_analysis.kpl_limit_up_process, args=(kpl_limit_up_process,),
+ daemon=True).start()
# # 寮�鐩樺暒鐨勬澘鍧楀己搴︿笅鐨勪釜鑲″己搴﹀洖璋冨嚱鏁�
- def get_market_sift_plate_its_stock_power_process(market_sift_plate_stock_dict):
+ def get_market_sift_plate_its_stock_power_process(market_sift_plate_info):
# print(f"鍥炶皟鎴愬姛===绮鹃�夋澘鍧楄偂绁ㄥ己搴︽暟鎹洿鏂�==={market_sift_plate_stock_dict}")
# logger_kpl_jingxuan_in.info(f"{market_sift_plate_stock_dict}")
- data_cache.market_sift_plate_stock_dict = market_sift_plate_stock_dict
+ if market_sift_plate_info is None:
+ return
+ market_sift_plate_stock_dict, market_sift_plates = market_sift_plate_info[0], market_sift_plate_info[1]
+ if market_sift_plate_stock_dict:
+ data_cache.market_sift_plate_stock_dict = market_sift_plate_stock_dict
+ data_cache.market_sift_plates = market_sift_plates
# 鏉垮潡寮哄害涓嬩釜鑲″己搴︾嚎绋�
- threading.Thread(target=kpl_api.get_market_sift_plate_its_stock_power_process,
+ threading.Thread(target=plate_strength_analysis.get_market_sift_plate_its_stock_power_process,
args=(get_market_sift_plate_its_stock_power_process,), daemon=True).start()
# 鍒濆鍖杇et_current_data鏂规硶鍑芥暟锛屼笅鍗曚拱閫昏緫鎵嶄細杩愯涓�傘�傘�傘�愭牳蹇冧富绾跨▼锛岄殢鏃惰�冭檻鍏跺惎鍔ㄩ『搴忋��>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
@@ -117,13 +178,13 @@
try:
# 璁＄畻寮�鐩樺暒鏄ㄦ棩鎷夊彇鐨勬蹇垫暟鎹腑涓虹┖鐨勮偂绁ㄦ暟閲�
- kpl_api.get_have_no_plate_num()
+ plate_strength_analysis.get_have_no_plate_num()
except Exception as e:
logger_system.exception(e)
# 鑾峰彇鍘嗗彶娑ㄥ仠淇℃伅鏁版嵁骞舵暣鐞�
try:
- kpl_api.get_handling_limit_up_info()
+ plate_strength_analysis.get_handling_limit_up_info()
except Exception as e:
logger_system.exception(e)
@@ -133,42 +194,166 @@
except Exception as e:
logger_system.exception(e)
- # # 鑾峰彇鎵�鏈変釜鑲＄殑鏉垮潡姒傚康骞跺啓鍏ユ枃浠躲�愯�楁椂杈冮暱搴旇鏀惧湪 鏍稿績涓荤嚎绋� 鍜� 浠撲綅绠＄悊 鍚庨潰銆�
- # kpl_api.get_all_stocks_plate_dict(data_cache.min_stocks)
+
+# 鎸佷粨浠ｇ爜鐨凩2鏁版嵁鍥炶皟
+class MyPositionsL2DataCallback(L2DataCallBack):
+ __last_price_dict = {}
+ __pre_close_price_dict = {} # 鏄ㄦ棩鏀剁洏浠�
+
+ def OnL2Transaction(self, code, datas):
+ """
+ 鏄ㄦ棩鎸佷粨L2閫愮瑪鎴愪氦鍥炶皟
+ :param code:
+ :param datas:
+ :return:
+ """
+ if datas:
+ start_time = time.time()
+ # logger_debug.debug(f"{code} - L2閫愮瑪鎴愪氦涓婃姤锛歿len(datas)}")
+ price, time_str = datas[-1][1], huaxin_util.convert_time(datas[-1][3])
+ try:
+ # 鑾峰彇鏈�杩戠殑鎴愪氦浠�
+ if code not in self.__pre_close_price_dict:
+ # 鑾峰彇鏀剁洏浠锋牸
+ results = juejin_api.JueJinApi.history_n(tool.get_symbol(code), "1d", 1, 1, "close")
+ if results:
+ self.__pre_close_price_dict[code] = results[0]["close"]
+ logger_debug.debug(f"{code} - 鑾峰彇鍒版槰鏃ユ敹鐩樹环锛歿results[0]['close']}")
+ if self.__last_price_dict.get(code) == price:
+ return
+ limit_up_price = tool.get_limit_up_price(code, self.__pre_close_price_dict[code])
+ if code in self.__last_price_dict:
+ if abs(limit_up_price - self.__last_price_dict[code]) < 0.0001 < abs(limit_up_price - price):
+ # 澶勭悊鐐告澘閫昏緫
+ # 鐩戝惉浜嗙偢鏉夸簡瑕佸仛鐨勫嚱鏁�
+ try:
+ selling_strategy.explosion_strategy(code)
+ # 鐐告澘s
+ finally:
+ logger_debug.info(f"鐐告澘:{code}-({price},{time_str})")
+ except Exception as e:
+ logger_debug.exception(e)
+ finally:
+ self.__last_price_dict[code] = price
+ data_cache.latest_deal_price_dict[code] = price
+ data_cache.latest_l2_transaction_info_dict[code] = (price, time_str)
+ use_time = time.time() - start_time
+ if use_time > 0.1:
+ logger_debug.warning(f"L2閫愮瑪鎴愪氦澶勭悊鑰楁椂锛歿use_time} 鏈�鍚庝竴鏉℃暟鎹細{datas[-1]}")
+
+ def OnMarketData(self, code, datas):
+ # logger_debug.info(f"鏀跺埌L2Market鏁版嵁锛歿datas}")
+ for d in datas:
+ code = d["securityID"]
+ buy1 = d["buy"][0]
+
+ # 瀹炴椂L2涔�1鎴愪氦閲�
+ def OnRealTimeBuy1Info(self, code, buy1_info):
+ pass
+ # buy1_info: [涔�1鏃堕棿,涔�1浠锋牸, 鍘熷涔�1閲�, 瀹炴椂涔�1閲廬
+ # 鏈�缁堢殑涔�1涓猴細 鍘熷涔�1閲�+瀹炴椂涔�1閲�
+ # async_log_util.info(logger_debug, f"OnRealTimeBuy1Info锛歿code}-{buy1_info}")
+ # L1DataProcessor.excute_sell_rule(code, buy1_info[3], buy1_info[1], "l2-real")
+
+
+l2_data_callbacks = []
+
+
+# 璁㈤槄鎸佷粨L2鏁版嵁
+def __subscript_position_l2():
+ """
+ 璁㈤槄鎸佷粨L2鏁版嵁
+ :return:
+ """
+ position_result = huaxin_trade_api.get_position_list(blocking=True)
+ logger_debug.info(f"鑾峰彇鎸佷粨缁撴灉锛歿position_result}")
+ if not position_result or position_result["code"] != 0 or not position_result["data"]:
+ return
+ positions = position_result["data"]
+ subscript_codes = set()
+ for p in positions:
+ if p["prePosition"] > 0:
+ subscript_codes.add(p["securityID"])
+ if not subscript_codes:
+ return
+
+ for i in range(len(subscript_codes)):
+ l2_data_callbacks.append(MyPositionsL2DataCallback())
+ l2_client.run(subscript_codes, l2_data_callbacks)
# 绗笁姝ワ細鎵ц绛栫暐鐨勫垵濮嬭缃�
if __name__ == '__main__':
+ log.close_print()
class MyMarketDataCallback(l2_market_client.L2MarketDataCallback):
+
+ def __init__(self):
+ def push_ticks_of_position_codes():
+ """
+ 鎺ㄩ�佹寔浠撲唬鐮佺殑tick鏁版嵁
+ :return:
+ """
+ while True:
+ try:
+ if data_cache.OPEN_BIDDING_TIME <= tool.get_now_time_str() <= data_cache.OPENING_TIME:
+ logger_debug.info(f"09:25-09:30涓诲姩鎺ㄩ�佹暟鎹�")
+ datas = [v for k, v in data_cache.current_l1_dict.items()]
+ instant_time_market.set_current_info(datas)
+ elif tool.get_now_time_str() > data_cache.OPENING_TIME:
+ break
+ except Exception as e:
+ logger_debug.exception(e)
+ finally:
+ time.sleep(3)
+
+ threading.Thread(target=push_ticks_of_position_codes, daemon=True).start()
+
def on_markets(self, datas):
"""
L1鏁版嵁鍥炶皟
:param datas:
:return:
"""
- data_cache.latest_code_market_info_dict = {x[0]: x for x in datas}
- if datas:
- print(datas[0])
+ for x in datas:
+ data_cache.latest_code_market_info_dict[x[0]] = x
if constant.is_windows():
instant_time_market.get_current_info()
else:
instant_time_market.set_current_info(datas)
+ # 鍔犺浇寮�鐩樺暒鏉垮潡鏃ュ織鏁版嵁
+ kpl_data_manager.KPLMarketsSiftPlateLogManager()
+ kpl_data_manager.KPLMarketStockHeatLogManager()
+
# 鍚姩寮傛鏃ュ織
threading.Thread(target=async_log_util.run_sync, daemon=True).start()
+ # redis 鏁版嵁鍚屾
+ threading.Thread(target=RedisUtils.run_loop, daemon=True).start()
+
+ # 绛栫暐涓庝氦鏄撻�氫俊闃熷垪
+ queue_strategy_r_trade_w, queue_strategy_w_trade_r, queue_strategy_w_trade_for_query_r = multiprocessing.Queue(), multiprocessing.Queue(), multiprocessing.Queue()
+
+ # 涓嶆槸妯℃嫙鐩樼殑鏃跺�欏惎鍔ㄤ氦鏄�
+ if not constant.IS_SIMULATED_TRADE:
+ multiprocessing.Process(target=trade_client.run, args=(
+ queue_strategy_r_trade_w, queue_strategy_w_trade_r, queue_strategy_w_trade_for_query_r,)).start()
+
# 鍚姩浜ゆ槗
- order_methods.run()
+ order_methods.run(queue_strategy_r_trade_w, queue_strategy_w_trade_r, queue_strategy_w_trade_for_query_r)
# 杩愯鍗庨懌澧炲�兼湇鍔¤繘绋�,鐢ㄤ簬鑾峰彇K绾夸笌浜ゆ槗鏃ュ巻
threading.Thread(target=hx_qc_value_util.run, daemon=True).start()
# 杩愯浜ゆ槗鏁版嵁鏇存柊鏈嶅姟
- huaxin_trade_data_update.run()
+ huaxin_trade_data_update.run(order_methods.trade_callback)
# 绛夊緟5s锛岀瓑鍏朵粬绾跨▼/杩涚▼鍚姩瀹屾瘯
- time.sleep(5)
+ time.sleep(15)
+
+ # 璁㈤槄鎸佷粨绁�
+ threading.Thread(target=__subscript_position_l2, daemon=True).start()
try:
# 鍒濆鍖栨暟鎹�
@@ -177,7 +362,11 @@
logger_system.exception(e)
# 闇�瑕佽闃呯殑鐩爣浠ｇ爜
- target_codes = [x["sec_id"] for x in data_cache.DataCache().all_stocks]
+ target_codes = [x[-6:] for x in data_cache.DataCache().min_stocks]
+ position_codes = [x[-6:] for x in data_cache.position_symbols_set]
+ logger_debug.info(f"浠婃棩鎸佷粨浠ｇ爜锛歿position_codes}")
+ target_codes = set(target_codes) | set(position_codes)
+ logger_debug.info(f"浠婃棩瑕佽闃呯殑浠ｇ爜锛歿len(target_codes)}-{target_codes}")
# 璁㈤槄L2 market琛屾儏
l2_market_client.run(target_codes, MyMarketDataCallback())
--
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