加红撤单比例修改/大单足够后加白改为加红

Administrator

2025-07-04 118fb223ddd6650e3cc8971b046a2995e3e3109e

 cancel_strategy/s_l_h_cancel_strategy.py

@@ -571,15 +571,21 @@
        try:
            must_buy = cls.__MustBuyCodesManager.is_in_cache(code)
            if buy_mode == OrderBeginPosInfo.MODE_RADICAL:
                try:
                    human_rate = CancelRateHumanSettingManager().get_l_down(code)
                    if human_rate is None:
                        human_rate = 0
                except:
                    human_rate = 0
                if must_buy:
                    # 扫入加红
                    return constant.L_CANCEL_RATE_WITH_MUST_BUY_FOR_REDICAL_BUY, True
                    return max(constant.L_CANCEL_RATE_WITH_MUST_BUY_FOR_REDICAL_BUY, human_rate), True
                else:
                    # 根据成交额的大单成交占比来计算撤单比例
                    big_money_rate = radical_buy_data_manager.TotalDealBigOrderInfoManager.get_big_order_rate(code)
                    if big_money_rate is not None:
                        threshold_rate = min(big_money_rate * 3, 0.8)
                        return threshold_rate, False
                        return max(threshold_rate, human_rate), False
                    else:
                        deal_big_order_info = radical_buy_data_manager.get_total_deal_big_order_info(code,
                                                                                                     gpcode_manager.get_limit_up_price_as_num(
@@ -588,7 +594,7 @@
                        threshold_rate = 0.5 * deal_rate + 0.35
                        threshold_rate = max(threshold_rate, 0.375)
                        threshold_rate = min(threshold_rate, 0.8)
                        return threshold_rate, False
                        return max(threshold_rate, human_rate), False
            if must_buy:
                if is_up:
                    return constant.L_CANCEL_RATE_UP_WITH_MUST_BUY, True
@@ -668,6 +674,27 @@
        total_buy_money = BigOrderDealManager().get_total_buy_money(code)
        total_sell_money = BigOrderDealManager().get_total_sell_money(code)
        cls.set_big_num_deal_info(code, total_buy_money, total_sell_money)


@tool.singleton
class CancelRateHumanSettingManager:
    """
    手动撤单率设置
    """

    def __init__(self):
        # L后撤单
        self.l_down = {}

    def set_l_down(self, code, rate):
        self.l_down[code] = rate

    def get_l_down(self, code):
        return self.l_down.get(code)

    def remove_l_down(self, code):
        if code in self.l_down:
            self.l_down.pop(code)


# 计算成交位置之后的大单（特定笔数）的撤单比例
@@ -1530,7 +1557,8 @@
                trade_index = None
            canceled_buyno_map = local_today_canceled_buyno_map.get(code)
            for wi in watch_indexes:
                cancel_data = L2DataComputeUtil.is_canceled(code, wi, total_data, canceled_buyno_map, trade_index, deal_order_nos)
                cancel_data = L2DataComputeUtil.is_canceled(code, wi, total_data, canceled_buyno_map, trade_index,
                                                            deal_order_nos)
                if cancel_data:
                    if str(wi) in after_place_order_index_dict:
                        # 真实下单位置之后的按照权重比例来计算