From 6fbaa1012ca1b10689f7baad3a5e808ffc3c06b2 Mon Sep 17 00:00:00 2001
From: admin <admin@example.com>
Date: 星期五, 20 六月 2025 14:13:11 +0800
Subject: [PATCH] 1.精选流入09:25起开始进入数据 2.修复日志数据的None BUG 3.分离出手动拉黑后的决策日志和手动拉黑前的决策日志
---
main.py | 119 +++++++++++++++++++++++++++++++++++++++++------------------
1 files changed, 83 insertions(+), 36 deletions(-)
diff --git a/main.py b/main.py
index f968687..5826774 100644
--- a/main.py
+++ b/main.py
@@ -1,6 +1,7 @@
# coding=utf-8
from __future__ import print_function, absolute_import, unicode_literals
import logging
+import multiprocessing
import threading
import time
@@ -17,11 +18,13 @@
# 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, local_data_management, kpl_data_manager, market_sentiment_analysis
-from huaxin_client import l2_market_client, l2_client
-from log_module import async_log_util
+ 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 trade import huaxin_trade_data_update, huaxin_trade_api
-from utils import hx_qc_value_util, huaxin_util
+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
@@ -65,19 +68,9 @@
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()
- # todo 2025-03-25 娴嬭瘯鏃犺鍗冲彲鍒犻櫎涓嬮儴娉ㄩ噴
- # # 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()
# 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▼
@@ -87,7 +80,7 @@
# 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: market_sentiment_analysis.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()
# print(f"all_stocks_all_K_line_property_dict== {type(data_cache.all_stocks_all_K_line_property_dict)}")
@@ -99,8 +92,11 @@
# 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}")
+ now_time = tool.get_now_time_str()
if datas is not None and len(datas) > 0:
data_cache.limit_up_block_names = datas
+ if data_cache.CLOSING_TIME < now_time < data_cache.AFTER_CLOSING_TIME:
+ logger_common.info(f"鏀剁洏娑ㄥ仠姒傚康鍒楄〃鏇存柊==={now_time}=={datas}")
else:
data_cache.limit_up_block_names = []
@@ -109,17 +105,23 @@
# 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 not 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��>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
@@ -127,13 +129,13 @@
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)
@@ -143,19 +145,52 @@
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:
- # 鑾峰彇鏈�杩戠殑鎴愪氦浠�
+ 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])
- # TODO 娑ㄥ仠浠峰彉涓洪潪娑ㄥ仠浠锋墠澶勭悊
- self.__last_price_dict[code] = price
+ 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
+ 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}")
@@ -163,15 +198,19 @@
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
- async_log_util.info(logger_debug, f"OnRealTimeBuy1Info锛歿code}-{buy1_info}")
+ # 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
@@ -184,7 +223,7 @@
positions = position_result["data"]
subscript_codes = set()
for p in positions:
- if p["historyPos"] > 0:
+ if p["prePosition"] > 0:
subscript_codes.add(p["securityID"])
if not subscript_codes:
return
@@ -196,6 +235,7 @@
# 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 on_markets(self, datas):
"""
@@ -204,8 +244,6 @@
:return:
"""
data_cache.latest_code_market_info_dict = {x[0]: x for x in datas}
- if datas:
- print(datas[0])
if constant.is_windows():
instant_time_market.get_current_info()
else:
@@ -213,7 +251,8 @@
# 鍔犺浇寮�鐩樺暒鏉垮潡鏃ュ織鏁版嵁
- kpl_data_manager.KPLStockOfMarketsPlateLogManager()
+ 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()
@@ -221,8 +260,16 @@
# 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()
--
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