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| | | limit_up_time_manager, global_data_loader, gpcode_manager |
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| | | import constant |
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| | | from l2.huaxin import l2_huaxin_util, huaxin_delegate_postion_manager |
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| | | from third_data import kpl_data_manager |
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| | | from third_data import kpl_data_manager, block_info |
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| | | from utils import global_util, ths_industry_util, tool |
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| | | import l2_data_util |
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| | | from db import redis_manager |
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| | | from l2 import safe_count_manager, l2_data_manager, l2_data_log, l2_log, l2_data_source_util, code_price_manager, \ |
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| | | transaction_progress |
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| | | from l2.cancel_buy_strategy import SecondCancelBigNumComputer, HourCancelBigNumComputer, L2LimitUpMoneyStatisticUtil, \ |
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| | | L2LimitUpSellStatisticUtil, DCancelBigNumComputer |
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| | | L2LimitUpSellStatisticUtil, DCancelBigNumComputer, LCancelBigNumComputer |
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| | | from l2.l2_data_manager import L2DataException, TradePointManager |
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| | | from l2.l2_data_util import local_today_datas, L2DataUtil, local_today_num_operate_map, local_today_buyno_map, \ |
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| | | local_latest_datas |
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| | |
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| | | # 获取下单位置 |
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| | | place_order_index = huaxin_delegate_postion_manager.get_l2_place_order_position(code, datas) |
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| | | if place_order_index: |
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| | | logger_l2_process.info("code:{} 获取到下单真实位置：{}", code, place_order_index) |
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| | | DCancelBigNumComputer.set_real_order_index(code, place_order_index) |
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| | | |
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| | | __start_time = round(t.time() * 1000) |
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| | | cls.volume_rate_info[code] = (volume_rate, volume_rate_index) |
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| | | |
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| | | latest_time = add_datas[len(add_datas) - 1]["val"]["time"] |
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| | | |
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| | | __start_time = l2_data_log.l2_time(code, round(t.time() * 1000) - __start_time, |
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| | | "l2数据准备时间") |
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| | | # 时间差不能太大才能处理 |
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| | | if not l2_trade_util.is_in_forbidden_trade_codes(code): |
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| | | # 判断是否已经挂单 |
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| | | l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time, "已下单-H撤大单计算") |
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| | | return None, "" |
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| | | |
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| | | # L撤 |
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| | | @dask.delayed |
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| | | def l_cancel(): |
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| | | _start_time = round(t.time() * 1000) |
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| | | try: |
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| | | b_need_cancel, b_cancel_data = LCancelBigNumComputer.need_cancel(code, |
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| | | buy_exec_index, start_index, |
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| | | end_index, total_data, |
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| | | local_today_num_operate_map.get( |
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| | | code), is_first_code) |
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| | | if b_need_cancel and b_cancel_data: |
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| | | return b_cancel_data, "L撤销比例触发阈值" |
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| | | except Exception as e: |
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| | | logging.exception(e) |
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| | | finally: |
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| | | l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time, "已下单-L撤大单计算") |
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| | | return None, "" |
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| | | |
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| | | # 板上卖撤 |
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| | | @dask.delayed |
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| | | def sell_cancel(): |
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| | |
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| | | f4 = h_cancel() |
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| | | f5 = buy_1_cancel() |
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| | | f6 = sell_cancel() |
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| | | dask_result = is_need_cancel(f1, f2, f3, f4, f5, f6) |
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| | | f7 = l_cancel() |
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| | | dask_result = is_need_cancel(f1, f2, f3, f4, f5, f6, f7) |
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| | | if is_first_code: |
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| | | dask_result = is_need_cancel(f3, f4) |
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| | | dask_result = is_need_cancel(f3, f4, f7) |
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| | | |
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| | | cancel_data, cancel_msg = dask_result.compute() |
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| | | |
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| | |
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| | | buy_single_index, buy_exec_index, cls.volume_rate_info[code][0], |
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| | | cls.__l2PlaceOrderParamsManagerDict[code].score, params_desc) |
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| | | except Exception as e: |
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| | | logger_l2_error.exception(e) |
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| | | l2_log.debug(code, "执行买入异常:{}", str(e)) |
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| | | pass |
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| | | finally: |
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| | |
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| | | return False, True, f"该代码被暂停交易" |
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| | | |
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| | | limit_up_price = gpcode_manager.get_limit_up_price(code) |
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| | | |
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| | | if float(limit_up_price) >= 40: |
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| | | return False, True, "股价大于40块" |
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| | | |
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| | | if constant.L2_SOURCE_TYPE == constant.L2_SOURCE_TYPE_HUAXIN: |
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| | | trade_price = current_price_process_manager.get_trade_price(code) |
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| | | if trade_price is None: |
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| | |
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| | | |
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| | | if float(limit_up_price) >= 40: |
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| | | return False, True, "股价大于40块" |
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| | | # 获取涨停 |
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| | | latest_2_day_limit_up_datas_temp = kpl_data_manager.get_current_limit_up_data_records(2) |
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| | | latest_2_day_limit_up_datas = [] |
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| | | for d in latest_2_day_limit_up_datas_temp: |
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| | | latest_2_day_limit_up_datas.extend(d[1]) |
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| | | |
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| | | # 9:35之前买大市值(>=80亿)票 |
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| | | if int(tool.get_now_date_str("%Y%m%d")) < int("093500"): |
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| | | zyltgb = global_util.zyltgb_map.get(code) |
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| | | if zyltgb is None: |
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| | | global_data_loader.load_zyltgb() |
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| | | zyltgb = global_util.zyltgb_map.get(code) |
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| | | if zyltgb >= 80 * 100000000: |
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| | | return True, False, "{9:30:00-9:35:00}自由市值≥80亿" |
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| | | # 判断板块 |
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| | | plate_can_buy, msg, block_type = CodePlateKeyBuyManager.can_buy(code, |
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| | | kpl_data_manager.KPLLimitUpDataRecordManager.latest_origin_datas, |
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| | | latest_2_day_limit_up_datas, |
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| | | kpl_data_manager.KPLLimitUpDataRecordManager.total_datas) |
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| | | plate_can_buy, msg = CodePlateKeyBuyManager.can_buy(code, |
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| | | kpl_data_manager.KPLLimitUpDataRecordManager.latest_origin_datas, |
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| | | kpl_data_manager.KPLLimitUpDataRecordManager.total_datas,block_info.get_before_blocks_dict()) |
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| | | if not plate_can_buy: |
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| | | return False, True, msg |
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| | | |
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| | | has_k_format = is_has_k_format(score_info) |
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| | | # 独苗 |
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| | | if block_type == CodePlateKeyBuyManager.BLOCK_TYPE_START_UP: |
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| | | # 必须满足（分数≥150且上板时量≥40 % 且有K线形态）或（具有辨识度）的才能买 |
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| | | if has_k_format and score_index >= 0 and volume_rate_info[0] >= 0.4: |
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| | | return True, False, "独苗：分数≥150且上板时量≥40% 且有K线形态" |
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| | | elif score_info[1][3][8][0]: |
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| | | return True, False, "独苗：具有辨识度" |
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| | | else: |
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| | | return False, True, f"独苗：不满足买入条件" |
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| | | else: |
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| | | return True, False, msg |
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| | | return True, False, msg |
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| | | |
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| | | # if volume_rate_info[0] < 0.4: |
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| | | # return False, True, f"量大于40%才下单,量比：{volume_rate_info[0]}" |
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