| | |
|---|
| | | 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) |
|---|
| | | # 如果有大单成交就不需要看大单 |
|---|
| | | total_deal_money = 0 |
|---|
| | | if constant.CAN_RADICAL_BUY_NEED_BIG_ORDER_EVERYTIME: |
|---|
| | | # 每次下单都需要大单 |
|---|
| | | current_big_order_deal_money_info = EveryLimitupBigDealOrderManager.get_big_buy_deal_order_money_info( |
|---|
| | | code) |
|---|
| | | if current_big_order_deal_money_info: |
|---|
| | | total_deal_money = current_big_order_deal_money_info[0] |
|---|
| | | if current_big_order_deal_money_info and tool.trade_time_sub(tool.get_now_time_str(), |
|---|
| | | current_big_order_deal_money_info[1]) > 60: |
|---|
| | | # 60s以上的大单不看 |
|---|
| | | total_deal_money = 0 |
|---|
| | | else: |
|---|
| | | # 只需要总成交的大单 |
|---|
| | | total_deal_money = BigOrderDealManager().get_total_buy_money(code) |
|---|
| | | |
|---|
| | | refer_sell_data = L2MarketSellManager().get_refer_sell_data(code, radical_data[3]) |
|---|
| | | # 参考总卖额 |
|---|
| | | refer_sell_money = 0 |
|---|
| | | if refer_sell_data: |
|---|
| | | refer_sell_money = refer_sell_data[1] |
|---|
| | | THRESHOLD_MONEY = 2990000 |
|---|
| | | if refer_sell_money >= 1e7: |
|---|
| | | THRESHOLD_MONEY = 2990000 * 2 |
|---|
| | | else: |
|---|
| | | THRESHOLD_MONEY = 2990000 |
|---|
| | | if total_deal_money >= THRESHOLD_MONEY: |
|---|
| | | # 大单判断结果 |
|---|
| | | big_order_deal_enough_result = radical_buy_data_manager.is_big_order_deal_enough(code, |
|---|
| | | code_volumn_manager.CodeVolumeManager().get_volume_rate_refer_in_5days( |
|---|
| | | code), |
|---|
| | | refer_sell_money) |
|---|
| | | # 缺乏的大单金额 |
|---|
| | | lack_money = big_order_deal_enough_result[3] |
|---|
| | | # 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 |
|---|
| | | current_big_order_deal_money_info = EveryLimitupBigDealOrderManager.get_big_buy_deal_order_money_info( |
|---|
| | | code) |
|---|
| | | if current_big_order_deal_money_info and tool.trade_time_sub(tool.get_now_time_str(), |
|---|
| | | current_big_order_deal_money_info[1]) > 60: |
|---|
| | | # 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: |
|---|
| | | min_num = int(5000 / limit_up_price) |
|---|
| | | # 需要监听的大单 |
|---|
| | | watch_indexes = set() |
|---|
| | | # 总委托大单金额 |
|---|
| | | total_delegating_big_money = 0 |
|---|
| | | single_index = None |
|---|
| | | for i in range(start_index, end_index + 1): |
|---|
| | | # 从成交进度位开始看 |
|---|
| | | trade_index, is_default = cls.__TradeBuyQueue.get_traded_index(code) |
|---|
| | | if trade_index is None: |
|---|
| | | trade_index = 0 |
|---|
| | | canceled_buyno_map = local_today_canceled_buyno_map.get(code) |
|---|
| | | for i in range(trade_index, end_index + 1): |
|---|
| | | data = total_datas[i] |
|---|
| | | 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, |
|---|
| | | canceled_buyno_map) |
|---|
| | | if left_count == 0: |
|---|
| | | continue |
|---|
| | | |
|---|
| | | # 上证有可能是部分成交的大单 |
|---|
| | | if i == start_index and tool.is_sh_code(code): |
|---|
| | | dealing_active_order_info = HuaXinBuyOrderManager().get_dealing_active_order_info(code) |
|---|
| | |
|---|
| | | # 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: |
|---|
| | | total_delegating_big_money += order_money |
|---|
| | | lack_money -= order_money |
|---|
| | | watch_indexes.add(i) |
|---|
| | | if total_delegating_big_money + total_deal_money >= THRESHOLD_MONEY: |
|---|
| | | if lack_money < 0: |
|---|
| | | single_index = i |
|---|
| | | break |
|---|
| | | |
|---|
| | |
|---|
| | | # 主动买单后的数据不算 |
|---|
| | | continue |
|---|
| | | watch_indexes.add(i) |
|---|
| | | total_delegating_big_money += round(val["price"], 2) * val["num"] * 100 |
|---|
| | | if total_delegating_big_money + total_deal_money >= THRESHOLD_MONEY: |
|---|
| | | lack_money -= round(val["price"], 2) * val["num"] * 100 |
|---|
| | | if lack_money < 0: |
|---|
| | | single_index = i |
|---|
| | | break |
|---|
| | | if single_index is not None: |
|---|
