gp-server.git - Gitblit

			@@ -190,7 +190,8 @@
			# 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 = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data_v2(total_datas[i], buyno_map)
			buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data_v2(total_datas[i],
			buyno_map)
			if buy_index is not None and buy_index < begin_pos:
			continue

			@@ -328,9 +329,11 @@
			def set_real_place_order_index(cls, code, index, order_begin_pos: OrderBeginPosInfo, last_data):
			trade_record_log_util.add_real_place_order_position_log(code, index, order_begin_pos.buy_single_index)
			total_datas = local_today_datas.get(code)
			use_time = tool.trade_time_sub_with_ms(L2DataUtil.get_time_with_ms(total_datas[index]["val"]) , L2DataUtil.get_time_with_ms(
			use_time = tool.trade_time_sub_with_ms(L2DataUtil.get_time_with_ms(total_datas[index]["val"]),
			L2DataUtil.get_time_with_ms(
			total_datas[order_begin_pos.buy_exec_index]["val"]))
			trade_record_log_util.add_place_order_use_time(code, f"执行位时间：{L2DataUtil.get_time_with_ms(total_datas[order_begin_pos.buy_exec_index]['val'])} 耗时：{use_time}")
			trade_record_log_util.add_place_order_use_time(code,
			f"执行位时间：{L2DataUtil.get_time_with_ms(total_datas[order_begin_pos.buy_exec_index]['val'])} 耗时：{use_time}")
			l2_log.debug(code, "设置真实下单位：{}", index)
			cancel_buy_strategy.set_real_place_position(code, index, order_begin_pos.buy_single_index, is_default=False)
			# 获取真实下单位置之后需要判断F撤
			@@ -1943,7 +1946,8 @@
			total_datas = local_today_datas[code]
			limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
			bigger_money = l2_data_util.get_big_money_val(limit_up_price, tool.is_ge_code(code))
			min_num = int(bigger_money / limit_up_price / 100)
			bigger_money_num, current_min_num, total_min_num = int(bigger_money / limit_up_price / 100), int(
			bigger_money / limit_up_price / 100), int(5000 / limit_up_price)

			refer_sell_data = L2MarketSellManager().get_refer_sell_data(code, radical_data[3])
			# 参考总卖额
			@@ -1959,7 +1963,8 @@
			is_almost_open_limit_up=
			radical_data[5])
			# 缺乏的大单金额
			lack_money = big_order_deal_enough_result[3]
			current_lack_money = int(big_order_deal_enough_result[5])
			total_lack_money = int(big_order_deal_enough_result[6])
			# 如果有大单成交就不需要看大单
			if constant.CAN_RADICAL_BUY_NEED_BIG_ORDER_EVERYTIME:
			# 每次下单都需要大单
			@@ -1970,10 +1975,11 @@
			# 60s以上就不下单了
			return False, None, "距离上次统计大单时间过去60s", set()

			if lack_money == 0:
			if not tool.is_sh_code(code):
			if max(current_lack_money, total_lack_money) <= 0:
			# 已经不缺少大单了
			# if not tool.is_sh_code(code):
			# 非上证的票看50w
			min_num = int(5000 / limit_up_price)
			current_min_num = int(5000 / limit_up_price)
			# 如果累计大单成交足够，只需看50w
			# if big_order_deal_enough_result[4]:
			# min_num = int(5000 / limit_up_price)
			@@ -1992,8 +1998,6 @@
			val = data["val"]
			if not L2DataUtil.is_limit_up_price_buy(val):
			continue
			if val["num"] < min_num:
			continue
			# 撤单不算
			left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(code, i,
			total_datas,
			@@ -2008,23 +2012,35 @@
			# 判断是否为大单
			order_money = dealing_active_order_info[2] + round(val["price"], 2) * val["num"] * 100
			if order_money >= bigger_money:
			lack_money -= order_money
			if val["num"] >= bigger_money_num:
			watch_indexes.add(i)
			if lack_money < 0:
			if val["num"] >= current_min_num:
			current_lack_money -= order_money
			if val["num"] >= total_min_num:
			total_lack_money -= order_money
			if max(current_lack_money, total_lack_money) < 0:
			single_index = i
			break

			if int(val["orderNo"]) <= radical_data[1]:
			# 主动买单后的数据不算
			continue

			if val["num"] >= bigger_money_num:
			watch_indexes.add(i)
			lack_money -= round(val["price"], 2) * val["num"] * 100
			if lack_money < 0:

			if val["num"] >= current_min_num:
			current_lack_money -= round(val["price"], 2) * val["num"] * 100

			if val["num"] >= total_min_num:
			total_lack_money -= round(val["price"], 2) * val["num"] * 100

			if max(current_lack_money, total_lack_money) < 0:
			single_index = i
			break
			if single_index is not None:
			return True, single_index, f"有大单,大单情况：{big_order_deal_enough_result[1]}", watch_indexes
			return False, None, f"大单不足：{trade_index}-{end_index} 缺少的大单-{lack_money} 大单情况：{big_order_deal_enough_result[1]}", watch_indexes
			return False, None, f"大单不足：{trade_index}-{end_index} 缺少的大单-{max(current_lack_money, total_lack_money)} 大单情况：{big_order_deal_enough_result[1]}", watch_indexes

			radical_data = RadicalBuyDealCodesManager.buy_by_l2_delegate_expire_time_dict.get(code)
			record_codes = radical_buy_data_manager.BlockPlaceOrderRecordManager().get_codes()
			@@ -2245,7 +2261,8 @@
			f"{code}获取到买入执行点(快速买入)：{i} 统计纯买手数：{buy_nums} 目标纯买手数：{threshold_num} 统计纯买单数：{buy_count}")
			elif L2DataUtil.is_limit_up_price_buy_cancel(_val):
			# 判断买入位置是否在买入信号之前
			buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data_v2(total_datas[i], buy_no_map)
			buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data_v2(total_datas[i],
			buy_no_map)
			if buy_index is not None:
			# 找到买撤数据的买入点
			if buy_index >= buy_single_index:
			@@ -2385,7 +2402,8 @@
			f"{code}获取到买入执行点(积极下单)：{i} 统计纯买手数：{buy_nums} 目标纯买手数：{threshold_num} 统计纯买单数：{buy_count}")
			elif L2DataUtil.is_limit_up_price_buy_cancel(_val):
			# 判断买入位置是否在买入信号之前
			buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data_v2(total_datas[i], buyno_map)
			buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data_v2(total_datas[i],
			buyno_map)
			if buy_index is not None:

			# 找到买撤数据的买入点