L撤完善

Administrator

2024-04-19 0860be15f09be6a00b1795c17575e3b1d5f2193b

 l2/cancel_buy_strategy.py

@@ -846,7 +846,6 @@
        base_rate = constant.L_CANCEL_RATE
        if is_up:
            base_rate = constant.L_CANCEL_RATE_UP

        try:
            block_rate = 0
            if code in cls.__block_limit_up_count_dict:
@@ -858,13 +857,13 @@
                    block_rate = rates[count]

            deal_rate = 0
            if code in cls.__big_num_deal_rate_dict:
                temp_rate = cls.__big_num_deal_rate_dict[code]
                if temp_rate >= 1:
                    if temp_rate > 3:
                        temp_rate = 3
                    deal_rate = round((temp_rate * 3.5 - 2.5) / 100, 4) if is_up else round(
                        (temp_rate * 5.25 - 3.75) / 100, 4)
            # if code in cls.__big_num_deal_rate_dict:
            #     temp_rate = cls.__big_num_deal_rate_dict[code]
            #     if temp_rate >= 1:
            #         if temp_rate > 3:
            #             temp_rate = 3
            #         deal_rate = round((temp_rate * 3.5 - 2.5) / 100, 4) if is_up else round(
            #             (temp_rate * 5.25 - 3.75) / 100, 4)

            base_rate += block_rate
            base_rate += deal_rate
@@ -1342,64 +1341,15 @@
        # 重新计算成交位置临近大单撤单
        self.__compute_trade_progress_near_by_indexes(code, buy_single_index, index + 1, real_place_order_index)

    def add_transaction_datas(self, code, transaction_datas):
        if not transaction_datas:
            return False, "成交数据为空"
        buyno_map = local_today_buyno_map.get(code)
        if not buyno_map:
            return False, "没找到买单字典"
        total_datas = local_today_datas.get(code)
        if not total_datas:
            return False, "L2数据为空"

        l_down_cancel_info = self.__cancel_watch_index_info_cache.get(code)
        if not l_down_cancel_info:
            return False, "L撤为空"
        l_down_indexes = l_down_cancel_info[2]

        for transaction_data in transaction_datas:
            buy_data = buyno_map.get(str(transaction_data[6]))
            if not buy_data:
                continue
            if buy_data["index"] not in l_down_indexes:
                continue
            # 统计数据
            orgin_deal_data = self.__l_down_latest_deal_info_dict.get(code)
            if not orgin_deal_data:
                orgin_deal_data = [0, None]
            time_str = l2_huaxin_util.convert_time(transaction_data[3])
            if orgin_deal_data[1] != time_str:
                orgin_deal_data[0] = transaction_data[2]
                orgin_deal_data[1] = time_str
            else:
                orgin_deal_data[0] += transaction_data[2]
            self.__l_down_latest_deal_info_dict[code] = orgin_deal_data
        # 计算成交比例
        total_l_down_not_deal_num = self.__total_l_down_not_deal_num_dict.get(code)
        if total_l_down_not_deal_num is None:
            return False, "L撤未成交统计为空"
        orgin_deal_data = self.__l_down_latest_deal_info_dict.get(code)
        if orgin_deal_data is None:
            return False, "L后暂时无成交"

        real_place_order_index_info = self.__real_place_order_index_dict.get(code)
        if real_place_order_index_info and real_place_order_index_info[1]:
            return False, "没获取到真实的下单位"

        threshold_rate = LCancelRateManager.get_fast_deal_cancel_rate(code)
        rate = orgin_deal_data[0] / (total_l_down_not_deal_num[0] * 100)
        if rate > threshold_rate:
            limit_up_price = float(gpcode_manager.get_limit_up_price(code))
            deal_money = limit_up_price * orgin_deal_data[0]
            if deal_money >= constant.L_CANCEL_FAST_DEAL_MIN_MONEY:
                return True, f"达到撤单比例：{rate}/{threshold_rate} 成交详情：{orgin_deal_data}/{total_l_down_not_deal_num}"
            else:
                return False, f"已达到撤单比例，未达到撤单金额：{deal_money}"
        else:
            return False, "尚未达到撤单比例"

    # 已经成交的索引
    def add_deal_index(self, code, index, buy_single_index):
        """
        L后囊括范围成交一笔重新囊括1笔
        @param code:
        @param index:
        @param buy_single_index:
        @return:
        """
        watch_indexes_info = self.__get_watch_indexes_cache(code)
        if not watch_indexes_info:
            return