# 交易测试 # 清除交易数据 import decimal import json import multiprocessing import random import threading import time import unittest from copy import deepcopy from unittest import mock 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.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.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_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 from third_data.kpl_data_manager import KPLDataManager from trade import trade_data_manager, current_price_process_manager, l2_trade_util, trade_manager import l2.l2_data_manager_new, l2.l2_data_manager, l2.l2_data_util, l2.cancel_buy_strategy def clear_trade_data(code): redis_l2 = redis_manager.RedisManager(1).getRedis() keys = ["buy1_volumn_latest_info-{}", "m_big_money_begin-{}", "m_big_money_process_index-{}"] for k in keys: RedisUtils.delete(redis_l2, k.format(code), auto_free=False) RedisUtils.realse(redis_l2) l2.l2_data_manager.TradePointManager().delete_buy_point(code) big_money_num_manager.reset(code) RedisUtils.delete(redis_manager.RedisManager(2).getRedis(), "trade-state-{}".format(code)) trade_data_manager.PlaceOrderCountManager().clear_place_order_count(code) redis_info = redis_manager.RedisManager(0).getRedis() keys = RedisUtils.keys(redis_info, "*{}*".format(code), auto_free=False) for k in keys: if k.find("pre") is not None: continue if k.find("zyltgb") is not None: continue RedisUtils.delete(redis_info, k, auto_free=False) RedisUtils.realse(redis_info) transaction_progress.TradeBuyQueue().set_traded_index(code, 0) l2_trade_util.remove_from_forbidden_trade_codes(code) class VirtualTrade(unittest.TestCase): def __process_buy_queue(self, code, buy_queue, time_): if time_ == "10:25:14": print("进入调试") limit_up_price = gpcode_manager.get_limit_up_price(code) buy_one_price = limit_up_price if limit_up_price is not None: buy_queue_result_list = TradeBuyQueue().save(code, limit_up_price, limit_up_price, time_, buy_queue) if buy_queue_result_list: # 有数据 try: buy_one_price_ = decimal.Decimal(round(float(buy_one_price), 2)).quantize( decimal.Decimal("0.00")) # 获取执行位时间 exec_time = None buy_single_index, buy_exec_index, compute_index, num, count, max_num_set, volume_rate = l2_data_manager.TradePointManager().get_buy_compute_start_data( code) if buy_exec_index: try: exec_time = l2.l2_data_util.local_today_datas.get(code)[buy_exec_index]["val"]["time"] except: pass buy_progress_index = TradeBuyQueue().compute_traded_index(code, buy_one_price_, buy_queue_result_list, exec_time) if buy_progress_index is not None: log.logger_l2_trade_buy_queue.info("获取成交位置成功： code-{} index-{} 数据-{}", code, buy_progress_index, json.dumps(buy_queue_result_list)) except Exception as e: pass # @unittest.skip("跳过此单元测试") def test_trade(self): constant.TEST = True trade_manager.TradeStateManager().open_buy() threading.Thread(target=async_log_util.run_sync, daemon=True).start() 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]) l2.l2_data_util.local_today_num_operate_map.get(code).clear() l2.l2_data_util.local_today_buyno_map.get(code).clear() l2.l2_data_util.local_today_canceled_buyno_map.get(code).clear() if total_datas[0]["index"] > 0: # 拼接数据 for i in range(0, total_datas[0]["index"]): data = total_datas[0].copy() data["index"] = i total_datas.insert(i, data) l2_market_datas = log_export.load_l2_market_data() l2_market_datas = l2_market_datas.get(code) if l2_market_datas: l2_market_datas.reverse() pos_list = log_export.get_l2_process_position(code) # pos_list.insert(108,(375,448)) if pos_list[0][0] > 0: pos_list.insert(0, (0, pos_list[0][0] - 1)) del pos_list[-1] if pos_list[-1][1] < total_datas[-1]["index"]: # 剩下的数据根据秒来分 start_index = -1 for i in range(pos_list[-1][1] + 1, total_datas[-1]["index"] + 1): if total_datas[i]["val"]["time"] != total_datas[i - 1]["val"]["time"]: if start_index < 0: start_index = i else: pos_list.append((start_index, i - 1)) start_index = i if pos_list[-1][1] < total_datas[-1]["index"]: pos_list.append((pos_list[-1][1] + 1, total_datas[-1]["index"])) l2.l2_data_util.local_today_datas[code].clear() l2.l2_data_util.local_today_num_operate_map[code].clear() print("id:", id(l2.l2_data_util.local_today_datas)) # l2_trade_factor.L2TradeFactorUtil.compute_m_value = mock.Mock(return_value=(14699952, "")) # pos_list.insert(41,(225,306)) # pos_list.insert(63, (345, 423)) # pos_list.insert(66, (440, 447)) # 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") # 获取交易进度 trade_progress_list, buy_queues = log_export.get_trade_progress(code) trade_progress_list.reverse() # jingxuan_ranks = KPLDataManager().get_from_file(kpl_util.KPLDataType.JINGXUAN_RANK, tool.get_now_date_str()) # industry_ranks = KPLDataManager().get_from_file(kpl_util.KPLDataType.INDUSTRY_RANK, tool.get_now_date_str()) # RealTimeKplMarketData().set_top_5_reasons(jingxuan_ranks) # RealTimeKplMarketData().set_top_5_industry(industry_ranks) LimitUpCodesPlateKeyManager().set_today_limit_up( KPLDataManager().get_from_file(kpl_util.KPLDataType.LIMIT_UP, tool.get_now_date_str())) kpl_data_manager.KPLLimitUpDataRecordManager.load_total_datas() 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) for indexs in pos_list: l2_log.threadIds[code] = mock.Mock( return_value=random.randint(0, 100000)) # 设置封单额，获取买1量 # for i in range(0, 100): # time_ = total_datas[indexs[0]]["val"]["time"] # time_s = tool.get_time_as_second(time_) - i - 1 # volumn = THSBuy1VolumnManager().get_buy_1_volumn(code, tool.time_seconds_format(time_s)) # if volumn is not None: # l2.cancel_buy_strategy.L2LimitUpMoneyStatisticUtil().verify_num(code, int(volumn), # tool.time_seconds_format(time_s)) # break # 设置委买队列 for i in range(0, len(buy_queues)): if tool.trade_time_sub(buy_queues[i][1], total_datas[indexs[0]]["val"]["time"]) > 0: print("委买队列", buy_queues[i]) try: self.__process_buy_queue(code, buy_queues[i - 1][0], buy_queues[i - 1][1]) except: pass break print("----------------处理位置", indexs) 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(":", "")): TradeBuyQueue().set_traded_index(code, tp[0]) break l2.l2_data_manager_new.L2TradeDataProcessor.process_add_datas(code, total_datas[indexs[0]:indexs[1] + 1], 0, 0) # @unittest.skip("跳过此单元测试") def test_s_cancel(self): code = "002288" l2.l2_data_util.load_l2_data(code) 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("跳过此单元测试") def test_h_cancel(self): code = "600540" l2.l2_data_util.load_l2_data(code) total_datas = l2.l2_data_util.local_today_datas.get(code) total_datas = total_datas[:899] l2.l2_data_util.local_today_datas[code] = total_datas l2.l2_data_util.load_num_operate_map(l2.l2_data_util.local_today_num_operate_map, code, total_datas, True) # @unittest.skip("跳过此单元测试") def test_block(self): codes_str = "300390" codes = codes_str.split(",") # ["002889", "300337", "001298", "002771"] kpl_data_manager.KPLLimitUpDataRecordManager.load_total_datas() 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() 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("可以买", code, result) else: print("不可以买", code, can_buy_result) # l2.l2_data_manager_new.L2TradeDataProcessor.can_buy_first(code, None) @unittest.skip("跳过此单元测试") 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("跳过此单元测试") 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("跳过此单元测试") def test_transaction(self): threading.Thread(target=async_log_util.run_sync, daemon=True).start() code = "003019" l2.l2_data_util.load_l2_data(code) # 读取成交数据 transaction_map = log_export.load_huaxin_transaction_map() fdatas = transaction_map.get(code) for d in fdatas: 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 TestTradedProgress(unittest.TestCase): @unittest.skip("跳过此单元测试") def test_get_progress(self): code = "000925" l2.l2_data_util.load_l2_data(code) # l2.l2_data_util.local_today_datas[code] = l2.l2_data_util.local_today_datas[code][:898] TradeBuyQueue.get_traded_index = mock.Mock(return_value=(10, False)) buy_progress_index = TradeBuyQueue().compute_traded_index(code, "9.76", [9999, 1506], "09:32:45") print("获取到交易进度：", buy_progress_index) @unittest.skip("跳过此单元测试") def test_sort(self): _start = round(time.time() * 1000) count = 0 for i in range(0, 100000): # if i > 30: count += 1 print("耗时", round(time.time() * 1000) - _start) if __name__ == "__main__": unittest.main()