gp-server.git - Gitblit

			@@ -1,33 +1,34 @@
			import logging
			import random
			import time as t

			import big_money_num_manager
			import code_data_util
			from code_attribute import big_money_num_manager, code_volumn_manager, code_data_util, industry_codes_sort, \
			limit_up_time_manager, global_data_loader, gpcode_manager
			import constant
			import global_util
			import gpcode_manager
			import industry_codes_sort
			from l2.huaxin import l2_huaxin_util, huaxin_delegate_postion_manager
			from third_data import kpl_data_manager, block_info
			from utils import global_util, ths_industry_util, tool
			import l2_data_util
			import l2_trade_test
			import limit_up_time_manager
			from db import redis_manager
			import ths_industry_util
			import tool
			from trade import trade_data_manager, trade_manager, trade_queue_manager, l2_trade_factor, l2_trade_util, \
			trade_result_manager
			from l2 import safe_count_manager, l2_data_manager, l2_data_log, l2_log
			from third_data.code_plate_key_manager import CodePlateKeyBuyManager
			from trade import trade_manager, trade_queue_manager, l2_trade_factor, l2_trade_util, \
			trade_result_manager, first_code_score_manager, current_price_process_manager
			from l2 import safe_count_manager, l2_data_manager, l2_data_log, l2_log, l2_data_source_util, code_price_manager, \
			transaction_progress
			from l2.cancel_buy_strategy import SecondCancelBigNumComputer, HourCancelBigNumComputer, L2LimitUpMoneyStatisticUtil, \
			L2LimitUpSellStatisticUtil
			L2LimitUpSellStatisticUtil, DCancelBigNumComputer, LCancelBigNumComputer
			from l2.l2_data_manager import L2DataException, TradePointManager
			from l2.l2_data_util import local_today_datas, L2DataUtil, load_l2_data, local_today_num_operate_map, local_latest_datas
			from l2.l2_data_util import local_today_datas, L2DataUtil, local_today_num_operate_map, local_today_buyno_map, \
			local_latest_datas
			import l2.l2_data_util
			from log import logger_l2_trade, logger_l2_trade_cancel, logger_l2_trade_buy, logger_l2_process, logger_l2_error
			from log_module.log import logger_l2_trade_buy, logger_l2_process, \
			logger_place_order_score, logger_l2_error

			# TODO l2数据管理
			from trade.trade_data_manager import CodeActualPriceProcessor

			import dask

			from trade.trade_manager import TradeTargetCodeModeManager


			class L2DataManager:
			@@ -121,8 +122,9 @@
			# 如果是涨停买撤信号需要看数据位置是否比开始处理时间早
			if L2DataUtil.is_limit_up_price_buy_cancel(data["val"]):
			# 获取买入信号
			buy_index, buy_data = l2_data_util.get_buy_data_with_cancel_data(total_datas[i],
			local_today_num_operate_map.get(code))
			buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data(code, total_datas[i],
			local_today_num_operate_map.get(
			code))
			if buy_index is not None and buy_index < begin_pos:
			continue

			@@ -152,20 +154,30 @@

			class L2TradeDataProcessor:
			unreal_buy_dict = {}
			random_key = {}
			volume_rate_info = {}
			l2BigNumForMProcessor = L2BigNumForMProcessor()
			__codeActualPriceProcessor = CodeActualPriceProcessor()
			buy1PriceManager = trade_queue_manager.Buy1PriceManager()
			__ths_l2_trade_queue_manager = trade_queue_manager.thsl2tradequeuemanager()
			__thsBuy1VolumnManager = trade_queue_manager.THSBuy1VolumnManager()
			__buyL2SafeCountManager = safe_count_manager.BuyL2SafeCountManager()
			__l2PlaceOrderParamsManagerDict = {}
			__last_buy_single_dict = {}
			__TradeBuyQueue = transaction_progress.TradeBuyQueue()

			# 获取代码评分
			@classmethod
			def get_code_scores(cls):
			score_dict = {}
			for code in cls.__l2PlaceOrderParamsManagerDict:
			score = cls.__l2PlaceOrderParamsManagerDict[code].score
			score_dict[code] = score
			return score_dict

			@classmethod
			# 数据处理入口
			# datas: 本次截图数据
			# capture_timestamp:截图时间戳
			def process(cls, code, datas, capture_timestamp, do_id):
			cls.random_key[code] = do_id
			def process(cls, code, datas, capture_timestamp):
			__start_time = round(t.time() * 1000)
			try:
			if len(datas) > 0:
			@@ -173,10 +185,16 @@
			if not code_data_util.is_same_code_with_price(code, float(datas[0]["val"]["price"])):
			raise L2DataException(L2DataException.CODE_PRICE_ERROR,
			"股价不匹配 code-{} price-{}".format(code, datas[0]["val"]["price"]))
			# 加载历史数据
			l2.l2_data_util.load_l2_data(code)
			# 加载历史数据,返回数据是否正常
			is_normal = l2.l2_data_util.load_l2_data(code)
			if not is_normal:
			print("历史数据异常:", code)
			# 数据不正常需要禁止交易
			l2_trade_util.forbidden_trade(code)
			# 纠正数据
			datas = l2.l2_data_util.L2DataUtil.correct_data(code, local_latest_datas.get(code), datas)
			if constant.L2_SOURCE_TYPE == constant.L2_SOURCE_TYPE_THS:
			# 同花顺需要纠正数据，其他渠道不需要
			datas = l2.l2_data_util.L2DataUtil.correct_data(code, local_latest_datas.get(code), datas)
			_start_index = 0
			if local_today_datas.get(code) is not None and len(
			local_today_datas[code]) > 0:
			@@ -189,13 +207,50 @@
			finally:
			# 保存数据
			__start_time = round(t.time() * 1000)
			l2.l2_data_util.save_l2_data(code, datas, add_datas, cls.random_key[code])
			l2.l2_data_util.save_l2_data(code, datas, add_datas)
			__start_time = l2_data_log.l2_time(code,
			round(t.time() * 1000) - __start_time,
			"保存数据时间（{}）".format(len(add_datas)))
			finally:
			if code in cls.unreal_buy_dict:
			cls.unreal_buy_dict.pop(code)

			# 处理华鑫L2数据
			@classmethod
			def process_huaxin(cls, code, datas):
			print("process_huaxin", code, len(datas))
			origin_start_time = round(t.time() * 1000)
			try:
			# 加载历史的L2数据
			is_normal = l2.l2_data_util.load_l2_data(code, load_latest=False)
			if not is_normal:
			print("历史数据异常:", code)
			# 数据不正常需要禁止交易
			l2_trade_util.forbidden_trade(code)
			# 转换数据格式
			_start_index = 0
			if local_today_datas.get(code) is not None and len(
			local_today_datas[code]) > 0:
			_start_index = local_today_datas[code][-1]["index"] + 1
			datas = l2_huaxin_util.get_format_l2_datas(code, datas,
			gpcode_manager.get_limit_up_price(code), _start_index)
			# 获取下单位置
			place_order_index = huaxin_delegate_postion_manager.get_l2_place_order_position(code, datas)
			if place_order_index:
			logger_l2_process.info("code:{} 获取到下单真实位置：{}", code, place_order_index)
			DCancelBigNumComputer.set_real_order_index(code, place_order_index)

			__start_time = round(t.time() * 1000)
			cls.process_add_datas(code, datas, 0, __start_time)
			except Exception as e:
			print("huaxin L2数据处理异常", code, str(e))
			logging.exception(e)
			logger_l2_error.exception(e)
			finally:
			l2_data_log.l2_time(code, round(t.time() * 1000) - origin_start_time,
			"l2数据处理总耗时",
			True)
			l2.l2_data_util.save_l2_data(code, None, datas)

			@classmethod
			def process_add_datas(cls, code, add_datas, capture_timestamp, __start_time):
			@@ -204,7 +259,8 @@
			print(id(local_today_datas))
			# 拼接数据
			local_today_datas[code].extend(add_datas)
			l2.l2_data_util.load_num_operate_map(l2.l2_data_util.local_today_num_operate_map, code, add_datas)
			l2.l2_data_util.load_num_operate_map(local_today_num_operate_map, code, add_datas)
			l2.l2_data_util.load_buy_no_map(local_today_buyno_map, code, add_datas)

			# 第1条数据是否为09:30:00
			if add_datas[0]["val"]["time"] == "09:30:00":
			@@ -221,21 +277,41 @@
			"l2数据预处理时间")

			if len(add_datas) > 0:
			# 是否为首板代码
			is_first_code = gpcode_manager.FirstCodeManager.is_in_first_record(code)
			# 计算量
			volume_rate = code_volumn_manager.get_volume_rate(code)
			volume_rate_index = code_volumn_manager.get_volume_rate_index(volume_rate)
			# 计算分值
			limit_up_time = limit_up_time_manager.get_limit_up_time(code)
			if limit_up_time is None:
			limit_up_time = tool.get_now_time_str()
			score = first_code_score_manager.get_score(code, volume_rate, limit_up_time, True)
			cls.__l2PlaceOrderParamsManagerDict[code] = l2_trade_factor.L2PlaceOrderParamsManager(code, is_first_code,
			volume_rate,
			volume_rate_index,
			score,
			total_datas[-1][
			'val']['time'])
			cls.volume_rate_info[code] = (volume_rate, volume_rate_index)

			latest_time = add_datas[len(add_datas) - 1]["val"]["time"]

			__start_time = l2_data_log.l2_time(code, round(t.time() * 1000) - __start_time,
			"l2数据准备时间")
			# 时间差不能太大才能处理
			if l2.l2_data_util.L2DataUtil.is_same_time(now_time_str,
			latest_time) and not l2_trade_util.is_in_forbidden_trade_codes(
			code):
			if not l2_trade_util.is_in_forbidden_trade_codes(code):
			# 判断是否已经挂单
			state = trade_manager.get_trade_state(code)
			start_index = len(total_datas) - len(add_datas)
			end_index = len(total_datas) - 1
			if state == trade_manager.TRADE_STATE_BUY_DELEGATED or state == trade_manager.TRADE_STATE_BUY_PLACE_ORDER or state == trade_manager.TRADE_STATE_BUY_SUCCESS:
			# 已挂单
			cls.__process_order(code, start_index, end_index, capture_timestamp)
			cls.__process_order(code, start_index, end_index, capture_timestamp, is_first_code)
			else:
			# 未挂单
			cls.__process_not_order(code, start_index, end_index, capture_timestamp)
			# 未挂单,时间相差不大才能挂单
			if l2.l2_data_util.L2DataUtil.is_same_time(now_time_str, latest_time):
			cls.__process_not_order(code, start_index, end_index, capture_timestamp, is_first_code)

			logger_l2_process.info("code:{} 处理数据范围: {}-{} 处理时间:{} 截图时间戳：{}", code, add_datas[0]["index"],
			add_datas[-1]["index"], round(t.time() * 1000) - __start_time,
			@@ -245,7 +321,7 @@

			# 处理未挂单
			@classmethod
			def __process_not_order(cls, code, start_index, end_index, capture_time):
			def __process_not_order(cls, code, start_index, end_index, capture_time, is_first_code):
			__start_time = round(t.time() * 1000)
			# 获取阈值
			threshold_money, msg = cls.__get_threshmoney(code)
			@@ -253,16 +329,16 @@
			__start_time = l2_data_log.l2_time(code, round(t.time() * 1000) - __start_time,
			"获取m值数据耗时")

			cls.__start_compute_buy(code, start_index, end_index, threshold_money, capture_time)
			cls.__start_compute_buy(code, start_index, end_index, threshold_money, capture_time, is_first_code)

			# 测试专用
			@classmethod
			def process_order(cls, code, start_index, end_index, capture_time, new_add=True):
			cls.__process_order(code, start_index, end_index, capture_time, new_add)
			def process_order(cls, code, start_index, end_index, capture_time, is_first_code, new_add=True):
			cls.__process_order(code, start_index, end_index, capture_time, is_first_code, new_add)

			# 处理已挂单
			@classmethod
			def __process_order(cls, code, start_index, end_index, capture_time, new_add=True):
			def __process_order(cls, code, start_index, end_index, capture_time, is_first_code, new_add=True):
			# 计算安全笔数
			@dask.delayed
			def compute_safe_count():
			@@ -291,13 +367,15 @@
			def buy_1_cancel():
			_start_time = round(t.time() * 1000)
			# 撤单计算,只看买1
			cancel_data, cancel_msg = L2LimitUpMoneyStatisticUtil.process_data(cls.random_key[code], code, start_index,
			cancel_data, cancel_msg = L2LimitUpMoneyStatisticUtil.process_data(code, start_index,
			end_index,
			buy_single_index, buy_exec_index)

			l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time,
			"已下单-买1统计耗时")
			return cancel_data, cancel_msg
			# 买1不会触发撤单
			return None, ""
			# return cancel_data, cancel_msg

			# S撤
			@dask.delayed
			@@ -308,7 +386,10 @@
			b_need_cancel, b_cancel_data = SecondCancelBigNumComputer.need_cancel(code, buy_single_index,
			buy_exec_index, start_index,
			end_index, total_data,
			cls.random_key[code])
			code_volumn_manager.get_volume_rate_index(
			buy_volume_rate),
			cls.volume_rate_info[code][1],
			is_first_code)
			if b_need_cancel:
			return b_cancel_data, "S大单撤销比例触发阈值"
			except Exception as e:
			@@ -323,15 +404,39 @@
			def h_cancel():
			_start_time = round(t.time() * 1000)
			try:
			b_need_cancel, b_cancel_data = HourCancelBigNumComputer.need_cancel(code, buy_exec_index, start_index,
			b_need_cancel, b_cancel_data = HourCancelBigNumComputer.need_cancel(code, buy_single_index,
			buy_exec_index, start_index,
			end_index, total_data,
			cls.random_key[code])
			if b_need_cancel and not cancel_data:
			local_today_num_operate_map.get(
			code),
			code_volumn_manager.get_volume_rate_index(
			buy_volume_rate),
			cls.volume_rate_info[code][1],
			is_first_code)
			if b_need_cancel and b_cancel_data:
			return b_cancel_data, "H撤销比例触发阈值"
			except Exception as e:
			logging.exception(e)
			finally:
			l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time, "已下单-H撤大单计算")
			return None, ""

			# L撤
			@dask.delayed
			def l_cancel():
			_start_time = round(t.time() * 1000)
			try:
			b_need_cancel, b_cancel_data = LCancelBigNumComputer.need_cancel(code,
			buy_exec_index, start_index,
			end_index, total_data,
			local_today_num_operate_map.get(
			code), is_first_code)
			if b_need_cancel and b_cancel_data:
			return b_cancel_data, "L撤销比例触发阈值"
			except Exception as e:
			logging.exception(e)
			finally:
			l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time, "已下单-L撤大单计算")
			return None, ""

			# 板上卖撤
			@@ -340,7 +445,7 @@
			_start_time = round(t.time() * 1000)
			# 统计板上卖
			try:
			cancel_data, cancel_msg = L2LimitUpSellStatisticUtil.process(cls.random_key[code], code, start_index,
			cancel_data, cancel_msg = L2LimitUpSellStatisticUtil.process(code, start_index,
			end_index,
			buy_exec_index)
			return cancel_data, cancel_msg
			@@ -372,7 +477,8 @@
			total_data = local_today_datas.get(code)
			_start_time = tool.get_now_timestamp()
			# 获取买入信号起始点
			buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set = cls.__get_order_begin_pos(code)
			buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set, buy_volume_rate = cls.__get_order_begin_pos(
			code)

			f1 = compute_safe_count()
			f2 = compute_m_big_num()
			@@ -380,7 +486,11 @@
			f4 = h_cancel()
			f5 = buy_1_cancel()
			f6 = sell_cancel()
			dask_result = is_need_cancel(f1, f2, f3, f4, f5, f6)
			f7 = l_cancel()
			dask_result = is_need_cancel(f1, f2, f3, f4, f5, f6, f7)
			if is_first_code:
			dask_result = is_need_cancel(f3, f4, f7)

			cancel_data, cancel_msg = dask_result.compute()

			_start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time,
			@@ -388,12 +498,13 @@

			if cancel_data:
			l2_log.debug(code, "触发撤单，撤单位置：{} ，撤单原因：{}", cancel_data["index"], cancel_msg)
			l2_log.trade_record(code, "撤单", "'index':{} , 'msg':'{}'", cancel_data["index"], cancel_msg)
			# 撤单
			if cls.cancel_buy(code, cancel_msg):
			_start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time,
			"已下单-撤单耗时")
			# 撤单成功，继续计算下单
			cls.__process_not_order(code, cancel_data["index"] + 1, end_index, capture_time)
			cls.__process_not_order(code, cancel_data["index"] + 1, end_index, capture_time, is_first_code)
			_start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time,
			"处理剩余数据耗时")
			else:
			@@ -407,27 +518,34 @@
			# unreal_buy_info 的内容格式为：(触法买操作下标,截图时间)
			# 真实下单
			cls.__buy(code, unreal_buy_info[1], local_today_datas[code][unreal_buy_info[0]],
			unreal_buy_info[0])
			unreal_buy_info[0], is_first_code)
			_start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time,
			"已虚拟下单-执行真实下单外部耗时")

			@classmethod
			def __buy(cls, code, capture_timestamp, last_data, last_data_index):
			def __buy(cls, code, capture_timestamp, last_data, last_data_index, is_first_code):
			__start_time = tool.get_now_timestamp()
			can, reason = cls.__can_buy(code)
			can, need_clear_data, reason = False, False, ""
			if not is_first_code:
			can, need_clear_data, reason = cls.__can_buy(code)
			else:
			can, need_clear_data, reason = cls.__can_buy_first(code)
			__start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - __start_time, "最后判断是否能下单", force=True)
			# 删除虚拟下单
			if code in cls.unreal_buy_dict:
			cls.unreal_buy_dict.pop(code)

			buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set, buy_volume_rate = cls.__get_order_begin_pos(
			code)
			if not can:
			l2_log.debug(code, "不可以下单，原因：{}", reason)
			if not reason.startswith("买1价不为涨停价"):
			# 中断买入
			trade_manager.break_buy(code, reason)
			if need_clear_data:
			trade_result_manager.real_cancel_success(code, buy_single_index, buy_exec_index,
			local_today_datas.get(code))
			return
			else:
			l2_log.debug(code, "可以下单，原因：{}", reason)

			try:
			l2_log.debug(code, "开始执行买入")
			trade_manager.start_buy(code, capture_timestamp, last_data,
			@@ -435,7 +553,14 @@
			################下单成功处理################
			trade_result_manager.real_buy_success(code)
			l2_log.debug(code, "执行买入成功")
			params_desc = cls.__l2PlaceOrderParamsManagerDict[code].get_buy_rank_desc()
			l2_log.debug(code, params_desc)
			l2_log.trade_record(code, "下单",
			"'buy_start_index':{} ,'buy_exec_index':{},'volume_reate':{},'score':{},'desc':'{}'",
			buy_single_index, buy_exec_index, cls.volume_rate_info[code][0],
			cls.__l2PlaceOrderParamsManagerDict[code].score, params_desc)
			except Exception as e:
			logger_l2_error.exception(e)
			l2_log.debug(code, "执行买入异常:{}", str(e))
			pass
			finally:
			@@ -446,6 +571,9 @@
			def __can_cancel(cls, code):
			if constant.TEST:
			return True, ""
			if l2_trade_util.WhiteListCodeManager.is_in(code):
			return False, "代码在白名单中"

			# 暂时注释掉
			# 14点后如果是板块老大就不需要取消了
			# now_time_str = tool.get_now_time_str()
			@@ -473,9 +601,23 @@
			return True, ""

			# 是否可以买
			# 返回是否可以买,是否需要清除之前的买入信息，原因
			@classmethod
			def __can_buy(cls, code):
			__start_time = t.time()
			if not trade_manager.TradeStateManager.is_can_buy():
			return False, True, f"今日已禁止交易"
			# 之前的代码
			# 首板代码且尚未涨停过的不能下单
			# is_limited_up = gpcode_manager.FirstCodeManager.is_limited_up(code)
			# if not is_limited_up:
			# gpcode_manager.FirstCodeManager.add_limited_up_record([code])
			# place_order_count = trade_data_manager.placeordercountmanager.get_place_order_count(
			# code)
			# if place_order_count == 0:
			# trade_data_manager.placeordercountmanager.place_order(code)
			# return False, True, "首板代码，且尚未涨停过"

			try:
			# 买1价格必须为涨停价才能买
			# buy1_price = cls.buy1PriceManager.get_price(code)
			@@ -488,13 +630,16 @@
			# return False, "买1价不为涨停价，买1价-{} 涨停价-{}".format(buy1_price, limit_up_price)
			# 从买入信号起始点到当前数据末尾的纯买手数与当前的卖1做比较，如果比卖1小则不能买入
			total_datas = local_today_datas[code]
			if total_datas[-1]["index"] + 1 > len(total_datas):
			return False, True, "L2数据错误"

			try:
			sell1_time, sell1_price, sell1_volumn = cls.__ths_l2_trade_queue_manager.get_sell1_info(code)
			l2_log.buy_debug(code, "卖1信息为：({},{},{})", sell1_time, sell1_price, sell1_volumn)
			if sell1_time is not None and sell1_volumn > 0:
			# 获取执行位信息

			buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set = cls.__get_order_begin_pos(
			buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set, buy_volume_rate = cls.__get_order_begin_pos(
			code)
			buy_nums = num
			for i in range(buy_exec_index + 1, total_datas[-1]["index"] + 1):
			@@ -506,30 +651,34 @@
			elif L2DataUtil.is_limit_up_price_buy_cancel(_val):
			buy_nums -= _val["num"] * total_datas[i]["re"]
			if buy_nums < sell1_volumn * 0.49:
			return False, "纯买量({})小于卖1量的49%{} 卖1时间：{}".format(buy_nums, sell1_volumn, sell1_time)
			return False, False, "纯买量({})小于卖1量的49%{} 卖1时间：{}".format(buy_nums, sell1_volumn, sell1_time)
			except Exception as e:
			logging.exception(e)

			# 量比超过1.3的不能买
			volumn_rate = l2_trade_factor.L2TradeFactorUtil.get_volumn_rate_by_code(code)
			volumn_rate = cls.volume_rate_info[code][0]
			if volumn_rate >= 1.3:
			return False, "最大量比超过1.3不能买"
			return False, False, "最大量比超过1.3不能买"

			limit_up_time = limit_up_time_manager.get_limit_up_time(code)
			if limit_up_time is not None and l2.l2_data_util.L2DataUtil.get_time_as_second(
			limit_up_time) >= l2.l2_data_util.L2DataUtil.get_time_as_second(
			"14:30:00"):
			return False, "14:30后涨停的不能买，涨停时间为{}".format(limit_up_time)
			if limit_up_time is not None:
			limit_up_time_seconds = l2.l2_data_util.L2DataUtil.get_time_as_second(
			limit_up_time)
			if limit_up_time_seconds >= l2.l2_data_util.L2DataUtil.get_time_as_second(
			"13:00:00"):
			return False, False, "二板下午涨停的不能买，涨停时间为{}".format(limit_up_time)
			if limit_up_time_seconds >= l2.l2_data_util.L2DataUtil.get_time_as_second("14:55:00"):
			return False, False, "14:55后涨停的不能买，涨停时间为{}".format(limit_up_time)

			# 同一板块中老二后面的不能买
			industry, codes = ths_industry_util.get_same_industry_codes(code, gpcode_manager.get_gp_list())
			if industry is None:
			return True, "没有获取到行业"
			return True, False, "没有获取到行业"

			codes_index = industry_codes_sort.sort_codes(codes, code)
			if codes_index is not None and codes_index.get(code) is not None and codes_index.get(code) > 1:
			# 当老大老二当前没涨停
			return False, "同一板块中老三,老四,...不能买"
			return False, False, "同一板块中老三,老四,...不能买"

			if cls.__codeActualPriceProcessor.is_under_water(code, total_datas[-1]["val"]["time"]):
			# 水下捞且板块中的票小于16不能买
			@@ -541,7 +690,7 @@
			# 获取老大的市值
			for c in codes_index:
			if codes_index.get(c) == 0 and global_util.zyltgb_map.get(code) > global_util.zyltgb_map.get(c):
			return False, "水下捞，不是老大，且自由流通市值大于老大"
			return False, False, "水下捞，不是老大，且自由流通市值大于老大"

			# 13:30后涨停，本板块中涨停票数<29不能买
			# if limit_up_time is not None:
			@@ -577,9 +726,151 @@
			# if global_util.industry_hot_num.get(industry) < 29:
			# return False, "老二，本板块中涨停票数<29不能买"
			# 可以下单
			return True, None
			return True, False, None
			finally:
			l2_data_log.l2_time(code, round((t.time() - __start_time) * 1000), "是否可以下单计算")

			@classmethod
			def __can_buy_first(cls, code):
			if not trade_manager.TradeStateManager.is_can_buy():
			return False, True, f"今日已禁止交易"

			if gpcode_manager.PauseBuyCodesManager.is_in(code):
			return False, True, f"该代码被暂停交易"

			limit_up_price = gpcode_manager.get_limit_up_price(code)

			if float(limit_up_price) >= 40:
			return False, True, "股价大于40块"

			if constant.L2_SOURCE_TYPE == constant.L2_SOURCE_TYPE_HUAXIN:
			trade_price = current_price_process_manager.get_trade_price(code)
			if trade_price is None:
			return False, True, f"尚未获取到当前成交价"
			if float(limit_up_price) - float(trade_price) > 0.02001:
			return False, False, f"当前成交价（{trade_price}）尚未在2档及以内"

			# 判断成交进度是否距离我们的位置很近
			total_data = local_today_datas.get(code)
			trade_index, is_default = cls.__TradeBuyQueue.get_traded_index(code)
			if not is_default and trade_index:
			buy_index_set = set()
			num_operate_map = local_today_num_operate_map.get(code)
			for i in range(trade_index + 1, total_data[-1]["index"] + 1):
			if L2DataUtil.is_limit_up_price_buy(total_data[i]["val"]):
			left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count(code,
			total_data[
			i][
			"index"],
			total_data,
			num_operate_map)
			if left_count > 0:
			buy_index_set.add(total_data[i]["index"])

			if len(buy_index_set) < 5:
			return False, False, f"成交位置距离当前位置小于5笔"
			else:
			# 判断买1价格档位
			zyltgb = global_util.zyltgb_map.get(code)
			if zyltgb is None:
			global_data_loader.load_zyltgb()
			zyltgb = global_util.zyltgb_map.get(code)

			if zyltgb >= 200 * 100000000:
			buy1_price = code_price_manager.Buy1PriceManager.get_buy1_price(code)
			if buy1_price is None:
			return False, True, f"尚未获取到买1价"
			dif = float(limit_up_price) - float(buy1_price)
			# 大于10档
			if dif > 0.10001:
			return False, True, f"自由流通200亿以上，买1剩余档数大于10档，买一（{buy1_price}）涨停（{limit_up_price}）"

			open_limit_up_lowest_price = code_price_manager.Buy1PriceManager.get_open_limit_up_lowest_price(code)
			price_pre_close = gpcode_manager.get_price_pre(code)
			if open_limit_up_lowest_price and (
			float(open_limit_up_lowest_price) - price_pre_close) / price_pre_close < 0.05:
			return False, True, f"炸板后最低价跌至5%以下"

			limit_up_info = code_price_manager.Buy1PriceManager.get_limit_up_info(code)
			if limit_up_info[0] is None and False:
			total_data = local_today_datas.get(code)
			buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set, buy_volume_rate = cls.__get_order_begin_pos(
			code)
			# 之前没有涨停过
			# 统计买入信号位到当前位置没有撤的大单金额
			min_money_w = l2_data_util.get_big_money_val(float(total_data[buy_single_index]["val"]["price"])) // 10000
			left_big_num = l2.cancel_buy_strategy.SecondCancelBigNumComputer.compute_left_big_num(code,
			buy_single_index,
			buy_exec_index,
			total_data[-1][
			"index"],
			total_data,
			0, min_money_w)
			if left_big_num > 0:
			# 重新获取分数与分数索引
			limit_up_time = limit_up_time_manager.get_limit_up_time(code)
			if limit_up_time is None:
			limit_up_time = tool.get_now_time_str()
			score = first_code_score_manager.get_score(code, cls.volume_rate_info[code][0], limit_up_time, True,
			left_big_num)
			cls.__l2PlaceOrderParamsManagerDict[code].set_score(score)

			logger_place_order_score.info("code={},data='score_index':{},'score_info':{}", code,
			cls.__l2PlaceOrderParamsManagerDict[code].score_index,
			cls.__l2PlaceOrderParamsManagerDict[code].score_info)

			if not gpcode_manager.WantBuyCodesManager.is_in(code):
			if TradeTargetCodeModeManager.get_mode() == TradeTargetCodeModeManager.MODE_ONLY_BUY_WANT_CODES:
			return False, True, f"只买想买单中的代码"
			score_index = cls.__l2PlaceOrderParamsManagerDict[code].score_index
			score = cls.__l2PlaceOrderParamsManagerDict[code].score
			score_info = cls.__l2PlaceOrderParamsManagerDict[code].score_info
			return cls.can_buy_first(code, limit_up_price, score_index, score, score_info, cls.volume_rate_info[code])
			else:
			return True, False, "在想买名单中"

			@classmethod
			def can_buy_first(cls, code, limit_up_price, score_index, score, score_info, volume_rate_info):
			def is_has_k_format(score_info):
			# (15个交易日涨幅是否大于24.9%,是否破前高，是否超跌，是否接近前高，是否N,是否V,是否有形态,天量大阳信息,是否具有辨识度)

			if score_info[1][3][6][0] and not score_info[1][3][3][0]:
			return True
			if score_info[1][3][7][0]:
			return True
			return False

			if float(limit_up_price) >= 40:
			return False, True, "股价大于40块"

			# 9:35之前买大市值(>=80亿)票
			if int(tool.get_now_date_str("%Y%m%d")) < int("093500"):
			zyltgb = global_util.zyltgb_map.get(code)
			if zyltgb is None:
			global_data_loader.load_zyltgb()
			zyltgb = global_util.zyltgb_map.get(code)
			if zyltgb >= 80 * 100000000:
			return True, False, "{9:30:00-9:35:00}自由市值≥80亿"
			# 判断板块
			plate_can_buy, msg = CodePlateKeyBuyManager.can_buy(code,
			kpl_data_manager.KPLLimitUpDataRecordManager.latest_origin_datas,
			kpl_data_manager.KPLLimitUpDataRecordManager.total_datas,block_info.get_before_blocks_dict())
			if not plate_can_buy:
			return False, True, msg
			return True, False, msg

			# if volume_rate_info[0] < 0.4:
			# return False, True, f"量大于40%才下单,量比：{volume_rate_info[0]}"

			# 是否有K线形态(有K线形态或者天量大阳),10点后才需要判断是否有K线形态与分值
			if int(tool.get_now_time_str().replace(":", "")) > int("100000"):
			has_k_format = score_info[1][3][6][0] or score_info[1][3][7][0]
			if not has_k_format:
			return False, True, f"无K线形态"

			if score_index < 0:
			return False, True, f"分值：{score}未达到需要买入的分数线"
			return True, False, ""

			@classmethod
			def __cancel_buy(cls, code):
			@@ -596,7 +887,7 @@
			@classmethod
			def cancel_buy(cls, code, msg=None, source="l2"):
			# 是否是交易队列触发
			buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set = cls.__get_order_begin_pos(
			buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set, buy_volume_rate = cls.__get_order_begin_pos(
			code)
			total_datas = local_today_datas[code]
			if source == "trade_queue":
			@@ -631,6 +922,7 @@

			@classmethod
			def __start_compute_buy(cls, code, compute_start_index, compute_end_index, threshold_money, capture_time,
			is_first_code,
			new_add=True):
			if compute_end_index < compute_start_index:
			return
			@@ -641,28 +933,30 @@
			local_today_num_operate_map.get(code))

			# 获取买入信号计算起始位置
			buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set = cls.__get_order_begin_pos(
			buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set, buy_volume_rate = cls.__get_order_begin_pos(
			code)

			# 是否为新获取到的位置
			new_get_single = False
			if buy_single_index is None:
			place_order_count = trade_data_manager.placeordercountmanager.get_place_order_count(code)
			continue_count = 3
			# 前2次的信号连续笔数为3，后面为2
			if place_order_count > 2:
			continue_count = 2
			continue_count = cls.__l2PlaceOrderParamsManagerDict[code].get_begin_continue_buy_count()
			# 有买入信号
			has_single, _index = cls.__compute_order_begin_pos(code, max(
			(compute_start_index - continue_count - 1) if new_add else compute_start_index, 0), continue_count,
			compute_end_index)
			# 如果买入信号与上次的买入信号一样就不能算新的信号
			if cls.__last_buy_single_dict.get(code) == _index:
			has_single = None
			_index = None

			buy_single_index = _index
			if has_single:
			cls.__last_buy_single_dict[code] = buy_single_index
			new_get_single = True
			num = 0
			count = 0
			l2_log.debug(code, "获取到买入信号起始点：{} ,计算范围：{}-{} ，数据：{}", buy_single_index, compute_start_index,
			compute_end_index, total_datas[buy_single_index])
			l2_log.debug(code, "获取到买入信号起始点：{} ,计算范围：{}-{} ，量比：{}，数据：{}", buy_single_index, compute_start_index,
			compute_end_index, cls.volume_rate_info[code], total_datas[buy_single_index])
			# 如果是今天第一次有下单开始信号，需要设置大单起始点
			cls.l2BigNumForMProcessor.set_begin_pos(code, buy_single_index)

			@@ -673,8 +967,9 @@
			return None

			# 开始计算的位置
			start_process_index = min(buy_single_index, compute_start_index) if new_get_single else max(buy_single_index,
			compute_start_index)
			start_process_index = max(buy_single_index, compute_start_index)
			if new_get_single:
			start_process_index = buy_single_index

			# 计算m值大单
			cls.l2BigNumForMProcessor.process(code, start_process_index,
			@@ -697,24 +992,27 @@
			max_num_set)
			_start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time, "纯买额统计时间")

			l2_log.debug(code, "m值-{} m值因子-{}", threshold_money, msg)
			l2_log.debug(code, "m值-{} 量比:{}", threshold_money, cls.volume_rate_info[code][0])

			# 买入信号位与计算位置间隔2s及以上了
			if rebegin_buy_pos is not None:
			# 需要重新计算纯买额
			cls.__start_compute_buy(code, rebegin_buy_pos, compute_end_index, threshold_money, capture_time, False)
			cls.__start_compute_buy(code, rebegin_buy_pos, compute_end_index, threshold_money, capture_time,
			is_first_code, False)
			return

			if compute_index is not None:
			l2_log.debug(code, "获取到买入执行位置：{} m值：{} 纯买手数：{} 纯买单数：{} 数据：{}", compute_index, threshold_money, buy_nums,
			buy_count, total_datas[compute_index])
			l2_log.debug(code, "获取到买入执行位置：{} m值：{} 纯买手数：{} 纯买单数：{} 数据：{} ,量比:{} ", compute_index, threshold_money,
			buy_nums,
			buy_count, total_datas[compute_index], cls.volume_rate_info[code])

			f1 = dask.delayed(cls.__save_order_begin_data)(code, buy_single_index, compute_index, compute_index,
			buy_nums, buy_count, max_num_set_new)
			buy_nums, buy_count, max_num_set_new,
			cls.volume_rate_info[code][0])
			f2 = dask.delayed(limit_up_time_manager.save_limit_up_time)(code, total_datas[compute_index]["val"]["time"])
			f3 = dask.delayed(cls.__virtual_buy)(code, buy_single_index, compute_index, capture_time)
			f4 = dask.delayed(l2_data_manager.TradePointManager.delete_buy_cancel_point)(code)
			f5 = dask.delayed(L2LimitUpMoneyStatisticUtil.process_data)(cls.random_key[code], code, buy_single_index,
			f5 = dask.delayed(L2LimitUpMoneyStatisticUtil.process_data)(code, buy_single_index,
			compute_index,
			buy_single_index,
			buy_exec_index, False)
			@@ -744,7 +1042,9 @@
			need_cancel, cancel_data = SecondCancelBigNumComputer.need_cancel(code, buy_single_index,
			compute_index,
			buy_single_index, compute_index,
			total_datas, cls.random_key[code],
			total_datas, is_first_code,
			cls.volume_rate_info[code][1],
			cls.volume_rate_info[code][1],
			True)
			_start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time,
			"S级大单处理耗时", force=True)
			@@ -755,17 +1055,19 @@
			# 执行撤单成功
			pass
			else:
			cls.__buy(code, capture_time, total_datas[compute_index], compute_index)
			cls.__buy(code, capture_time, total_datas[compute_index], compute_index, is_first_code)
			else:
			SecondCancelBigNumComputer.need_cancel(code, buy_single_index, compute_index, buy_single_index,
			compute_index, total_datas, cls.random_key[code], False)
			compute_index, total_datas, is_first_code,
			cls.volume_rate_info[code][1],
			cls.volume_rate_info[code][1], False)

			_start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time,
			"S级大单处理耗时", force=True)
			# 数据尚未处理完毕，进行下一步处理
			l2_log.debug(code, "数据尚未处理完毕，进行下一步处理，处理进度：{}", compute_index)
			# 处理撤单步骤
			cls.__process_order(code, compute_index + 1, compute_end_index, capture_time, False)
			cls.__process_order(code, compute_index + 1, compute_end_index, capture_time, is_first_code, False)
			_start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time,
			f"处理撤单步骤耗时，范围：{compute_index + 1}-{compute_end_index}", force=True)

			@@ -773,7 +1075,7 @@
			# 未达到下单条件，保存纯买额，设置纯买额
			# 记录买入信号位置
			cls.__save_order_begin_data(code, buy_single_index, -1, compute_end_index, buy_nums, buy_count,
			max_num_set_new)
			max_num_set_new, None)
			print("保存大单时间", round((t.time() - _start_time) * 1000))
			_start_time = t.time()
			pass
			@@ -781,15 +1083,16 @@
			# 获取下单起始信号
			@classmethod
			def __get_order_begin_pos(cls, code):
			buy_single_index, buy_exec_index, compute_index, num, count, max_num_set = l2_data_manager.TradePointManager.get_buy_compute_start_data(
			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)
			return buy_single_index, buy_exec_index, compute_index, num, count, max_num_set
			return buy_single_index, buy_exec_index, compute_index, num, count, max_num_set, volume_rate

			# 保存下单起始信号
			@classmethod
			def __save_order_begin_data(self, code, buy_single_index, buy_exec_index, compute_index, num, count, max_num_set):
			def __save_order_begin_data(self, code, buy_single_index, buy_exec_index, compute_index, num, count, max_num_set,
			volume_rate):
			TradePointManager.set_buy_compute_start_data(code, buy_single_index, buy_exec_index, compute_index, num, count,
			max_num_set)
			max_num_set, volume_rate)

			# 计算下单起始信号
			# compute_data_count 用于计算的l2数据数量
			@@ -805,12 +1108,18 @@
			last_index = None
			count = 0
			start = None

			now_time_s = tool.get_time_as_second(tool.get_now_time_str())
			for i in range(start_index, end_index + 1):
			_val = datas[i]["val"]
			time_s = L2DataUtil.get_time_as_second(_val["time"])
			# 时间要>=09:30:00
			if L2DataUtil.get_time_as_second(_val["time"]) < second_930:
			if time_s < second_930:
			continue

			if not constant.TEST:
			if abs(now_time_s - time_s) > 2:
			# 正式环境下不处理2s外的数据
			continue

			if L2DataUtil.is_limit_up_price_buy(_val):

			@@ -837,7 +1146,7 @@

			@classmethod
			def __get_threshmoney(cls, code):
			return l2_trade_factor.L2TradeFactorUtil.compute_m_value(code)
			return cls.__l2PlaceOrderParamsManagerDict[code].get_m_val()

			# 计算万手哥笔数
			@classmethod
			@@ -860,37 +1169,33 @@

			_start_time = t.time()
			total_datas = local_today_datas[code]
			is_first_code = gpcode_manager.FirstCodeManager.is_in_first_record(code)

			buy_nums = origin_num
			buy_count = origin_count
			limit_up_price = gpcode_manager.get_limit_up_price(code)
			buy1_price = cls.buy1PriceManager.get_price(code)
			if limit_up_price is None:
			raise Exception("涨停价无法获取")
			# 目标手数
			threshold_num = round(threshold_money / (limit_up_price * 100))

			# place_order_count = trade_data_manager.placeordercountmanager.get_place_order_count(code)
			# 目标订单数量
			threshold_count = cls.__buyL2SafeCountManager.get_safe_count(code)
			threshold_count = cls.__l2PlaceOrderParamsManagerDict[code].get_safe_count()

			buy_single_time_seconds = L2DataUtil.get_time_as_second(total_datas[buy_single_index]["val"]["time"])

			# 可以触发买，当有涨停买信号时才会触发买
			trigger_buy = True
			place_order_count = trade_data_manager.placeordercountmanager.get_place_order_count(code)
			if place_order_count > 3:
			place_order_count = 3

			# 间隔最大时间依次为：3,9,27,81
			max_space_time = pow(3, place_order_count + 1) - 1
			max_space_time = cls.__l2PlaceOrderParamsManagerDict[code].get_time_range()
			# 最大买量
			max_buy_num = 0
			max_buy_num_set = set(max_num_set)

			# 需要的最小大单笔数
			big_num_count = 2
			if place_order_count > 1:
			# 第一次下单需要大单最少2笔，以后只需要1笔
			big_num_count = 1
			big_num_count = cls.__l2PlaceOrderParamsManagerDict[code].get_big_num_count()

			# 较大单的手数
			bigger_num = round(5900 / limit_up_price)
			@@ -899,8 +1204,8 @@
			data = total_datas[i]
			_val = total_datas[i]["val"]
			trigger_buy = False
			# 必须为连续3秒内的数据
			if L2DataUtil.get_time_as_second(_val["time"]) - buy_single_time_seconds > max_space_time:
			# 必须为连续2秒内的数据
			if L2DataUtil.get_time_as_second(_val["time"]) - buy_single_time_seconds + 1 > max_space_time:
			TradePointManager.delete_buy_point(code)
			if i == compute_end_index:
			# 数据处理完毕
			@@ -927,9 +1232,10 @@
			# 只统计59万以上的金额
			# 涨停买撤
			# 判断买入位置是否在买入信号之前
			buy_index, buy_data = l2_data_util.get_buy_data_with_cancel_data(total_datas[i],
			local_today_num_operate_map.get(
			code))
			buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data(code,
			total_datas[i],
			local_today_num_operate_map.get(
			code))
			if buy_index is not None:
			# 找到买撤数据的买入点
			if buy_index >= buy_single_index:
			@@ -940,7 +1246,7 @@
			l2_log.buy_debug(code, "{}数据在买入信号之后撤买纯买手数：{} 目标手数：{}", i, buy_nums, threshold_num)
			else:
			l2_log.buy_debug(code, "{}数据在买入信号之前，买入位：{}", i, buy_index)
			if total_datas[buy_single_index]["val"]["time"] == buy_data["val"]["time"]:
			if total_datas[buy_single_index]["val"]["time"] == total_datas[buy_index]["val"]["time"]:
			# 同一秒,当作买入信号之后处理
			buy_nums -= int(_val["num"]) * int(data["re"])
			buy_count -= int(data["re"])
			@@ -955,165 +1261,19 @@
			l2_log.buy_debug(code, "位置-{}，总手数：{}，目标手数：{}", i,
			buy_nums, threshold_num)

			max_buy_num_set_count = 0
			for i in max_buy_num_set:
			max_buy_num_set_count += total_datas[i]["re"]
			# 有撤单信号，且小于阈值
			if buy_nums >= threshold_num and buy_count >= get_threshold_count() and trigger_buy and len(
			max_buy_num_set) >= big_num_count:
			if buy_nums >= threshold_num and buy_count >= get_threshold_count() and trigger_buy and max_buy_num_set_count >= big_num_count:
			return i, buy_nums, buy_count, None, max_buy_num_set

			l2_log.buy_debug(code, "尚未获取到买入执行点，起始计算位置：{} 统计纯买手数：{} 目标纯买手数：{} 统计纯买单数：{} 目标纯买单数：{} 大单数量：{} 目标大单数量：{}",
			compute_start_index,
			buy_nums,
			threshold_num, buy_count, get_threshold_count(), len(max_buy_num_set), big_num_count)
			threshold_num, buy_count, get_threshold_count(), max_buy_num_set_count, big_num_count)

			return None, buy_nums, buy_count, None, max_buy_num_set

			@classmethod
			def test(cls):
			code = "002556"
			l2_trade_test.clear_trade_data(code)
			load_l2_data(code, True)

			_start = t.time()
			if True:
			state = trade_manager.get_trade_state(code)
			cls.random_key[code] = random.randint(0, 100000)
			capture_timestamp = 1999988888
			try:
			if state == trade_manager.TRADE_STATE_BUY_DELEGATED or state == trade_manager.TRADE_STATE_BUY_PLACE_ORDER:
			# 已挂单
			cls.__process_order(code, 1552, 1641, capture_timestamp)
			else:
			# 未挂单
			cls.__process_not_order(code, 1552, 1641, capture_timestamp)
			except Exception as e:
			logging.exception(e)
			print("处理时间", round((t.time() - _start) * 1000))
			return

			# 按s批量化数据
			total_datas = local_today_datas.get(code)
			start_time = total_datas[0]["val"]["time"]
			start_index = 0
			for i in range(0, len(total_datas)):
			if total_datas[i]["val"]["time"] != start_time:
			cls.random_key[code] = random.randint(0, 100000)
			# 处理数据
			start = start_index
			# if start != 201:
			# continue
			end = i - 1
			print("处理进度：{},{}".format(start, end))
			capture_timestamp = 1999999999
			state = trade_manager.get_trade_state(code)
			try:
			if state == trade_manager.TRADE_STATE_BUY_DELEGATED or state == trade_manager.TRADE_STATE_BUY_PLACE_ORDER:
			# 已挂单
			cls.__process_order(code, start, end, capture_timestamp)
			else:
			# 未挂单
			cls.__process_not_order(code, start, end, capture_timestamp)
			except Exception as e:
			logging.exception(e)
			# t.sleep(1)
			start_index = i
			start_time = total_datas[i]["val"]["time"]

			print("时间花费:", round((t.time() - _start) * 1000))

			@classmethod
			def test1(cls):
			code = "002556"
			l2_trade_test.clear_trade_data(code)
			local_latest_datas[code] = []
			load_l2_data(code, True)
			_start = t.time()
			capture_timestamp = 1999999999
			cls.process(code, local_today_datas[code][1552:1641], capture_timestamp)
			print("时间花费:", round((t.time() - _start) * 1000))
			pass

			@classmethod
			def test2(cls):
			code = "002864"
			load_l2_data(code)
			limit_up_time_manager.load_limit_up_time()
			limit_up_time = limit_up_time_manager.get_limit_up_time(code)
			if limit_up_time is not None and l2.l2_data_util.L2DataUtil.get_time_as_second(
			limit_up_time) >= l2.l2_data_util.L2DataUtil.get_time_as_second(
			"14:30:00"):
			return False, "14:30后涨停的不能买，涨停时间为{}".format(limit_up_time)

			# 同一板块中老二后面的不能买
			industry, codes = ths_industry_util.get_same_industry_codes(code, gpcode_manager.get_gp_list())
			if industry is None:
			return True, "没有获取到行业"
			codes_index = industry_codes_sort.sort_codes(codes, code)
			if codes_index is not None and codes_index.get(code) is not None and codes_index.get(code) > 1:
			return False, "同一板块中老三,老四,...不能买"

			if cls.__codeActualPriceProcessor.is_under_water(code):
			# 水下捞且板块中的票小于21不能买
			if global_util.industry_hot_num.get(industry) is not None and global_util.industry_hot_num.get(
			industry) <= 16:
			return False, "水下捞,板块中的票小于2只,为{}".format(global_util.industry_hot_num.get(industry))

			if codes_index.get(code) != 0:
			return False, "水下捞,不是老大，是老{}".format(codes_index.get(code))

			# 13:30后涨停，本板块中涨停票数<29不能买
			limit_up_time = limit_up_time_manager.get_limit_up_time(code)
			if limit_up_time is not None:
			if int(limit_up_time.replace(":", "")) >= 133000 and global_util.industry_hot_num.get(industry) is not None:
			if global_util.industry_hot_num.get(industry) < 16:
			return False, "13:30后涨停，本板块中涨停票数<16不能买"

			if codes_index.get(code) is not None and codes_index.get(code) == 1:
			# ----此条注释-----
			# 如果老大已经买成功了，老二就不需要买了
			# first_codes = []
			# for key in codes_index:
			# if codes_index.get(key) == 0:
			# first_codes.append(key)
			#
			# for key in first_codes:
			# state = trade_manager.get_trade_state(key)
			# if state == trade_manager.TRADE_STATE_BUY_SUCCESS:
			# # 老大已经买成功了
			# return False, "老大{}已经买成功，老二无需购买".format(key)
			# ----此条注释-----

			# ----此条注释-----
			# 有9点半涨停的老大才能买老二，不然不能买
			# 获取老大的涨停时间
			# for key in first_codes:
			# # 找到了老大
			# time_ = limit_up_time_manager.get_limit_up_time(key)
			# if time_ == "09:30:00":
			# return True, "9:30涨停的老大，老二可以下单"
			# return False, "老大非9:30涨停，老二不能下单"
			# ----此条注释-----

			return True, "老二可以下单"

			@classmethod
			def test3(cls):
			code = "002094"
			load_l2_data(code, True)
			cls.random_key[code] = random.randint(0, 100000)
			buy_single_begin_index, buy_exec_index = 426, 479

			L2LimitUpMoneyStatisticUtil.process_data(cls.random_key[code], code, 480, 519,
			buy_single_begin_index, buy_exec_index, False)
			L2LimitUpMoneyStatisticUtil.process_data(cls.random_key[code], code, 480, 519,
			buy_single_begin_index, buy_exec_index, False)

			@classmethod
			def test_can_buy(cls):
			code = "002923"
			load_l2_data(code, True)
			limit_up_time_manager.load_limit_up_time()
			can, msg = cls.__can_buy(code)
			print(can, msg)


			if __name__ == "__main__":
			@@ -1127,6 +1287,5 @@
			# local_today_num_operate_map.get(
			# "600213"))
			# print(buy_index, buy_data)
			dict_ = {"code": 0}
			dict_.clear()
			print(dict_)
			volume_rate = code_volumn_manager.get_volume_rate("002343")
			print(volume_rate)