S重砸修改/大单重新定义

Administrator

2024-05-16 0b6850cb641bf704b7feb050a6e481553f639e06

 msg/buy_order_msg_manager.py

@@ -1,6 +1,7 @@
# 即将成交
from code_attribute import gpcode_manager
from l2 import l2_data_source_util, l2_data_util
import l2
import l2_data_util
from l2.l2_data_util import L2DataUtil
from log_module import async_log_util
from log_module.log import logger_kp_msg
@@ -10,7 +11,7 @@

# 即将成交
def almost_deal(code, real_order_index, trade_index):
    total_datas = l2_data_util.local_today_datas.get(code)
    total_datas = l2.l2_data_util.local_today_datas.get(code)
    if trade_index > real_order_index:
        return
    # 下单3s过后再提醒
@@ -25,11 +26,11 @@
            continue
        if val["num"] * float(val["price"]) < 5000:
            continue
        left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(code,
                                                                                                 i,
                                                                                                 total_datas,
                                                                                                 l2_data_util.local_today_canceled_buyno_map.get(
                                                                                                     code))
        left_count = l2.l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(code,
                                                                                                    i,
                                                                                                    total_datas,
                                                                                                    l2.l2_data_util.local_today_canceled_buyno_map.get(
                                                                                                        code))
        if left_count > 0:
            total_left_count += left_count
            total_left_money += val["num"] * left_count * float(val["price"]) * 100
@@ -37,7 +38,8 @@
    if total_left_count <= 10:
        push_msg_manager.push_order_almost_deal(code, code_name, real_order_index, f"剩余：{total_left_count}笔",
                                                ctype="count")
        async_log_util.info(logger_kp_msg, f"{code}即将成交：trade_index-{trade_index}，real_order_index-{real_order_index}，剩余：{total_left_count}笔，结尾：{total_datas[-1]['index']}")
        async_log_util.info(logger_kp_msg,
                            f"{code}即将成交：trade_index-{trade_index}，real_order_index-{real_order_index}，剩余：{total_left_count}笔，结尾：{total_datas[-1]['index']}")

    elif total_left_money < 1500 * 10000:
        push_msg_manager.push_order_almost_deal(code, code_name, real_order_index,
@@ -50,7 +52,7 @@
def follow_not_enough(code, buy_exec_index, real_order_index):
    if buy_exec_index > real_order_index:
        return
    total_datas = l2_data_util.local_today_datas.get(code)
    total_datas = l2.l2_data_util.local_today_datas.get(code)
    # 下单3s过后再提醒
    if tool.trade_time_sub(total_datas[-1]["val"]["time"], total_datas[buy_exec_index]["val"]["time"]) <= 5:
        return
@@ -67,11 +69,11 @@
        if not l2_data_util.is_big_money(val):
            continue

        canceled_data = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_canceled_data_v2(code,
                                                                                                i,
                                                                                                total_datas,
                                                                                                l2_data_util.local_today_canceled_buyno_map.get(
                                                                                                    code))
        canceled_data = l2.l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_canceled_data_v2(code,
                                                                                                   i,
                                                                                                   total_datas,
                                                                                                   l2.l2_data_util.local_today_canceled_buyno_map.get(
                                                                                                       code))
        if not canceled_data:
            real_place_order_after_count += 1
            real_place_order_after_money += val["num"] * float(val["price"]) * 100