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2023-04-21 0ed2c53acd278d57a39390fd4db78c5aaf088e0a 
 l2/l2_data_manager_new.py


@@ -6,6 +6,7 @@


import code_data_util


import code_volumn_manager


import constant


import global_data_loader


import global_util


import gpcode_manager


import industry_codes_sort


@@ -15,6 +16,7 @@


from db import redis_manager


import ths_industry_util


import tool


from third_data import hot_block, hot_block_data_process


from trade import trade_data_manager, trade_manager, trade_queue_manager, l2_trade_factor, l2_trade_util, \


    trade_result_manager, first_code_score_manager


from l2 import safe_count_manager, l2_data_manager, l2_data_log, l2_log, l2_data_source_util, code_price_manager


@@ -24,7 +26,7 @@


from l2.l2_data_util import local_today_datas, L2DataUtil, load_l2_data, local_today_num_operate_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, \


    logger_buy_score


    logger_place_order_score




# TODO l2数据管理


from trade.trade_data_manager import CodeActualPriceProcessor


@@ -173,7 +175,6 @@


            score_dict[code] = score


        return score_dict






    @classmethod


    # 数据处理入口


    # datas: 本次截图数据


@@ -251,7 +252,9 @@


            cls.__l2PlaceOrderParamsManagerDict[code] = l2_trade_factor.L2PlaceOrderParamsManager(code, is_first_code,


                                                                                                  volume_rate,


                                                                                                  volume_rate_index,


                                                                                                  score)


                                                                                                  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"]


@@ -434,6 +437,7 @@




        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,


@@ -470,17 +474,17 @@


        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 need_clear_data:


                buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set, buy_volume_rate = cls.__get_order_begin_pos(


                    code)


                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)


            logger_buy_score.info(f"{code}:{cls.__l2PlaceOrderParamsManagerDict[code].score_info}")




            try:


                l2_log.debug(code, "开始执行买入")


                trade_manager.start_buy(code, capture_timestamp, last_data,


@@ -488,6 +492,12 @@


                ################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:


                l2_log.debug(code, "执行买入异常:{}", str(e))


                pass


@@ -662,13 +672,71 @@


    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"


        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):




            # 查看分数等级


            score_index = cls.__l2PlaceOrderParamsManagerDict[code].score_index


            score = cls.__l2PlaceOrderParamsManagerDict[code].score


            score_info = cls.__l2PlaceOrderParamsManagerDict[code].score_info




            zyltgb = global_util.zyltgb_map.get(code)


            if zyltgb is None:


                global_data_loader.load_zyltgb()


                zyltgb = global_util.zyltgb_map.get(code)


            # 区分大票，小票


            if zyltgb >= 80 * 100000000:


                if cls.volume_rate_info[code][0] < 0.5:


                    return False, True, f"大市值:量大于50%才下单,量比：{cls.volume_rate_info[code][0]}"


            elif zyltgb <= 35 * 100000000:


                # 获取板块中的票的数量


                if score_info[1][5]["limit_up_codes_count"] < 2:


                    return False, True, f"小市值:板块中必须2个涨停才能买，板块{score_info[1][5]['target_block_info'][0]}-涨停数{score_info[1][5]['limit_up_codes_count']}"




            # 尾盘偷跑票


            limit_up_time = score_info[1][7]


            if limit_up_time is None:


                limit_up_time = tool.get_now_time_str()


            if int(limit_up_time.replace(":", "")) > int("143000"):


                if not score_info[1][3][6][0]:


                    return False, True, f"尾盘偷跑:无任何形态"


                if score_info[1][5]["limit_up_codes_count"] > 1:


                    return False, True, f"尾盘偷跑:板块{score_info[1][5]['target_block_info'][0]}-涨停数{score_info[1][5]['limit_up_codes_count']}"


                if float(gpcode_manager.get_limit_up_price(code)) > 30:


                    return False, True, f"尾盘偷跑:股价大于30"




            if score_index < 0:


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


            if score_index >= 3:


                return False, True, f"分值：{score}未达到主动买入分数线"


            return True, False, ""


            # if -1 < score_index < 3 and (0.499 <= cls.volume_rate_info[code][0] <= 0.949):


            #     return True, False, f"分值：{score}达到主动买入的分数线且量足够，买入等级：f{score_index},量比：{cls.volume_rate_info[code][0]}"


            is_limited_up = gpcode_manager.FirstCodeManager.is_limited_up(code)