| | |
|---|
| | | not_limit_up_info = current_price_process_manager.get_trade_not_limit_up_info(code) |
|---|
| | | if not not_limit_up_info or tool.trade_time_sub(total_data[-1]['val']['time'], |
|---|
| | | not_limit_up_info[1]) > 10: |
|---|
| | | # 非涨停价成交10s后才有可能判断为板上放量 |
|---|
| | | sell_data = cls.__L2MarketSellManager.get_current_total_sell_data(code) |
|---|
| | | if sell_data and sell_data[1] <= 0: |
|---|
| | | # 板上放量，判断是否有放量，放量才会下单 |
|---|
| | | # 获取最近1s的主动卖金额 |
|---|
| | | min_time = total_data[order_begin_pos.buy_single_index]['val']['time'] |
|---|
| | | min_time = tool.trade_time_add_second(min_time, -1) |
|---|
| | | sell_orders = HuaXinSellOrderStatisticManager.get_latest_transaction_datas(code, |
|---|
| | | min_deal_time=min_time) |
|---|
| | | sell_order_num = sum([x[1] for x in sell_orders]) |
|---|
| | | sell_money = int(float(limit_up_price) * sell_order_num) |
|---|
| | | if sell_money < 200000: |
|---|
| | | return False, True, f"板上放量金额不足，近1s总卖：{sell_money}小于20w" |
|---|
| | | # 获取最近2s的成交 |
|---|
| | | deal_list = HuaXinSellOrderStatisticManager.get_latest_2s_continue_deal_volumes(code) |
|---|
| | | total_deal_volume = 0 |
|---|
| | | if deal_list: |
|---|
| | | total_deal_volume = sum([x[1] for x in deal_list]) |
|---|
| | | total_deal_money = int(total_deal_volume * float(limit_up_price)) |
|---|
| | | if total_deal_money < 200000: |
|---|
| | | return False, True, f"板上放量成交金额不足，近2s总成交金额：{total_deal_money}小于20w" |
|---|
| | | # 判断成交进度是否距离我们的位置很近 |
|---|
| | | trade_index, is_default = cls.__TradeBuyQueue.get_traded_index(code) |
|---|
| | | if False and not is_default and trade_index: |
|---|
