""" 交易管理器， 对一系列的代码交易变量，下单，撤单进行管理 """ # 交易管理器 import copy import json from code_attribute import gpcode_manager from db import redis_manager_delegate as redis_manager from db.mysql_data_delegate import Mysqldb from db.redis_manager_delegate import RedisUtils from log_module import async_log_util from trade import trade_constant from log_module.log import * from utils import import_util, tool, huaxin_util trade_gui = import_util.import_lib("trade.trade_gui") __db = 12 __redis_manager = redis_manager.RedisManager(__db) guiTrade = None # trade_gui.THSGuiTrade() if trade_gui is not None else None latest_trade_delegate_data = [] # 关闭购买入口 # 开启购买入口 class TradeStateManager: __instance = None __db = 12 redisManager = redis_manager.RedisManager(12) def __new__(cls, *args, **kwargs): if not cls.__instance: cls.__instance = super(TradeStateManager, cls).__new__(cls, *args, **kwargs) cls.__instance.__trade_buy_state_cache = cls.is_can_buy() return cls.__instance @classmethod def __get_redis(cls): return cls.redisManager.getRedis() def sync(self): self.__trade_buy_state_cache = self.is_can_buy() # 开启购买入口 def open_buy(self): self.__trade_buy_state_cache = True RedisUtils.setex_async(self.__db, "trade_buy_state", tool.get_expire(), 1) # 关闭购买入口 def close_buy(self): self.__trade_buy_state_cache = False RedisUtils.setex_async(self.__db, "trade_buy_state", tool.get_expire(), 0) # 是否可以下单 @classmethod def is_can_buy(cls): # 默认设置为可交易 val = RedisUtils.get(cls.__get_redis(), "trade_buy_state") if val is None: return True if int(val) == 1: return True else: return False # 是否可以下单 def is_can_buy_cache(self): # 默认设置为可交易 return self.__trade_buy_state_cache # 代码的交易状态管理 class CodesTradeStateManager: __trade_state_cache = {} __db = 12 __redis_manager = redis_manager.RedisManager(12) __instance = None def __new__(cls, *args, **kwargs): if not cls.__instance: cls.__instance = super(CodesTradeStateManager, cls).__new__(cls, *args, **kwargs) cls.__load_datas() return cls.__instance @classmethod def __get_redis(cls): return cls.__redis_manager.getRedis() @classmethod def __load_datas(cls): __redis = cls.__get_redis() try: # 初始化数据 keys = RedisUtils.keys(__redis, "trade-state-*", auto_free=False) if keys: for key in keys: code = key.replace("trade-state-", '') cls.__trade_state_cache[code] = int(RedisUtils.get(__redis, key, auto_free=False)) finally: RedisUtils.realse(__redis) # 获取交易状态 def get_trade_state(self, code): state = RedisUtils.get(self.__get_redis(), "trade-state-{}".format(code)) if state is None: return trade_constant.TRADE_STATE_NOT_TRADE return int(state) def get_trade_state_cache(self, code): cache_result = tool.CodeDataCacheUtil.get_cache(self.__trade_state_cache, code) if cache_result[0]: return cache_result[1] return trade_constant.TRADE_STATE_NOT_TRADE def get_trade_state_dict(self): return copy.deepcopy(self.__trade_state_cache) # 设置交易状态 def set_trade_state(self, code, state): async_log_util.info(logger_trade, "set_trade_state {}-{}".format(code, state)) tool.CodeDataCacheUtil.set_cache(self.__trade_state_cache, code, state) RedisUtils.setex_async(self.__db, "trade-state-{}".format(code), tool.get_expire(), state) def get_codes_by_trade_state(self, state): redis = self.__get_redis() try: keys = RedisUtils.keys(redis, "trade-state-*", auto_free=False) codes = [] if keys is not None: for key in keys: if int(RedisUtils.get(redis, key, auto_free=False)) == state: codes.append(key.replace("trade-state-", '')) return codes finally: RedisUtils.realse(redis) def get_codes_by_trade_states(self, states): redis = self.__get_redis() try: keys = RedisUtils.keys(redis, "trade-state-*", auto_free=False) codes = [] if keys is not None: for key in keys: if int(RedisUtils.get(redis, key, auto_free=False)) in states: codes.append(key.replace("trade-state-", '')) return codes finally: RedisUtils.realse(redis) def get_codes_by_trade_states_cache(self, states): # 获取 codes = [] for code in self.__trade_state_cache: if self.__trade_state_cache[code] in states: codes.append(code) return codes # 设置交易账户的可用金额 @tool.singleton class DealCodesManager: """ 成交代码管理 """ __db = 12 # 成交代码的订单信息：{代码:{交易id:(量，价格，系统订单号)}} def __init__(self): self.musql = Mysqldb() self.__deal_code_orders_info = {} self.redis_manager = redis_manager.RedisManager(12) # 下过单的板块代码 self.__place_order_plate_codes_info = {} self.__load_data() def __get_redis(self): return self.redis_manager.getRedis() def __load_data(self): # 不算打板的数据 sql = f"select tradeID,securityID, orderSysID,price,volume from hx_trade_deal_record where `direction` = '0' and tradingDay = '{tool.get_now_date_str('%Y%m%d')}'" results = self.musql.select_all(sql) if results: for r in results: self.add_deal_order(r[1], r[4], round(float(r[3]), 2), r[0], r[2]) val = RedisUtils.get(self.__get_redis(), "place_order_plate_codes_info") if val: self.__place_order_plate_codes_info = json.loads(val) def add_deal_order(self, code, volume, price, trade_id, order_sys_id): """ 添加成交大单 @param code: @param volume: @param price: @param trade_id: @param order_sys_id: @return: """ pre_price = gpcode_manager.CodePrePriceManager().get_price_pre_cache(code) if pre_price and round((price - pre_price) / pre_price, 4) > 0.08 * (tool.get_limit_up_rate(code) - 1) * 10: # 视为打板买入，不处理数据 return if code not in self.__deal_code_orders_info: self.__deal_code_orders_info[code] = {} if trade_id in self.__deal_code_orders_info[code]: return self.__deal_code_orders_info[code][trade_id] = (volume, price, order_sys_id) def get_deal_codes(self): if not self.__deal_code_orders_info: return set() return set(self.__deal_code_orders_info.keys()) def place_order(self, plate, code): """ 下单 @param plate: @param code: @return: """ if plate not in self.__place_order_plate_codes_info: self.__place_order_plate_codes_info[plate] = [] if code not in self.__place_order_plate_codes_info[plate]: self.__place_order_plate_codes_info[plate].append(code) RedisUtils.setex_async(self.__db, "place_order_plate_codes_info", tool.get_expire(), json.dumps(self.__place_order_plate_codes_info)) def get_place_order_plate_codes(self): return self.__place_order_plate_codes_info __CodesTradeStateManager = CodesTradeStateManager() if __name__ == "__main__": codes = DealCodesManager().get_codes() print(codes)