gp-server.git - Gitblit

			@@ -19,7 +19,7 @@
			from l2.huaxin import l2_huaxin_util
			from l2.l2_data_manager import OrderBeginPosInfo
			from l2.l2_sell_manager import L2LimitUpSellManager
			from l2.l2_transaction_data_manager import HuaXinBuyOrderManager, HuaXinSellOrderStatisticManager
			from l2.l2_transaction_data_manager import HuaXinBuyOrderManager, HuaXinSellOrderStatisticManager, BigOrderDealManager
			from log_module import async_log_util
			from trade.deal_big_money_manager import DealOrderNoManager
			from trade.sell.sell_rule_manager import TradeRuleManager
			@@ -860,8 +860,8 @@
			block_rate = rates[count]

			deal_rate = 0
			# if code in cls.__big_num_deal_rate_dict:
			# temp_rate = cls.__big_num_deal_rate_dict[code]
			if code in cls.__big_num_deal_rate_dict:
			deal_rate =round( cls.__big_num_deal_rate_dict[code]/100)
			# if temp_rate >= 1:
			# if temp_rate > 3:
			# temp_rate = 3
			@@ -890,33 +890,25 @@
			for c in codes:
			cls.__block_limit_up_count_dict[c] = len(codes) - 1

			# 设置大单成交金额➗固定m值比例
			@classmethod
			def set_big_num_deal_rate(cls, code, rate):
			def set_big_num_deal_info(cls, code, buy_money, sell_money):
			left_money_w = (buy_money-sell_money)//10000
			if left_money_w > 0:
			rate = ((left_money_w+300)//900)*2
			else:
			rate = ((left_money_w + 599) // 900) * 2
			if rate <-10:
			rate = -10
			if rate > 10:
			rate = 10
			cls.__big_num_deal_rate_dict[code] = rate
			l2_log.l_cancel_debug(code, f"设置大单成交金额比值：{rate}")


			@classmethod
			def compute_big_num_deal_rate(cls, code):
			total_datas = local_today_datas.get(code)
			order_no_map = local_today_buyno_map.get(code)
			# 获取成交大单手数
			total_deal_nums = DealOrderNoManager().get_deal_nums(code, order_no_map)
			# 获取板上卖手数
			total_sell_nums = 0
			sell_indexs = L2LimitUpSellManager().get_limit_up_sell_indexes(code)
			if sell_indexs:
			for index in sell_indexs:
			total_sell_nums += total_datas[int(index)]["val"]["num"]
			l2_log.l_cancel_debug(code, f"大单买-{total_deal_nums} 板上卖-{total_sell_nums}")
			total_deal_nums -= total_sell_nums
			if total_deal_nums < 0:
			total_deal_nums = 0
			thresh_hold_money = l2_trade_factor.L2PlaceOrderParamsManager.get_base_m_val(code)
			limit_up_price = gpcode_manager.get_limit_up_price(code)
			if limit_up_price:
			rate = round(total_deal_nums / (thresh_hold_money // (float(limit_up_price) * 100)), 2)
			cls.set_big_num_deal_rate(code, rate)
			def compute_big_num_deal_info(cls, code):
			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)


			# 计算成交位置之后的大单（特定笔数）的撤单比例
			@@ -1334,6 +1326,7 @@

			if not self.__is_l_down_can_cancel(code, buy_single_index):
			# L后已经不能守护
			l2_log.l_cancel_debug(code, f"L后已经无法生效：buy_single_index-{buy_single_index}")
			HourCancelBigNumComputer().start_compute_watch_indexes(code, buy_single_index)

			real_place_order_index_info = self.__real_place_order_index_dict.get(code)
			@@ -1985,7 +1978,7 @@
			need_find_by = True
			for i in origin_watch_index_by:
			if i >= start_index:
			# 在成交位置之后
			# 只要有一个还没成交就不需要重新计算
			need_find_by = False
			break
			if need_find_by and (not is_default or not watch_indexes):
			@@ -2018,7 +2011,7 @@
			for i in range(THRESH_COUNT):
			l2_log.g_cancel_debug(code, f"小单备用监听位置：{temp_list[i][1]['index']}")
			watch_indexes.add(temp_list[i][1]["index"])
			self.__watch_indexes_by_dict[code] = origin_watch_index_by \| watch_indexes
			self.__watch_indexes_by_dict[code] = watch_indexes

			def set_trade_progress(self, code, buy_single_index, index):
			if self.__trade_progress_index_dict.get(code) != index:
			@@ -2049,6 +2042,7 @@
			if watch_indexes_by is None:
			watch_indexes_by = set()
			need_compute = False
			need_compute_by = False
			for i in range(start_index, end_index + 1):
			data = total_datas[i]
			val = data["val"]
			@@ -2062,8 +2056,10 @@
			if buy_index is not None and buy_index < real_place_order_index and (
			buy_index in watch_indexes or buy_index in watch_indexes_by):
			if buy_index in watch_indexes_by:
			need_compute_by = True
			break
			# 备用撤单，直接撤
			return True, data, f"次大单撤：{buy_index}"
			# return True, data, f"次大单撤：{buy_index}"
			elif buy_index in watch_indexes:
			# 大单撤需要重新计算大单撤单比例
			need_compute = True
			@@ -2086,6 +2082,25 @@
			canceled_indexes_list = list(canceled_indexes)
			canceled_indexes_list.sort()
			return True, total_datas[canceled_indexes_list[-1]], f"撤单比例：{cancel_rate}"
			# 计算备用
			if need_compute_by and watch_indexes_by:
			canceled_indexes = set()
			for index in watch_indexes_by:
			cancel_data = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_canceled_data_v2(code, index,
			total_datas,
			local_today_canceled_buyno_map.get(
			code))
			if cancel_data:
			canceled_indexes.add(cancel_data["index"])
			cancel_rate = round(len(canceled_indexes) / len(watch_indexes_by), 2)
			threshhold_rate = constant.G_CANCEL_RATE
			situation = trade_manager.MarketSituationManager().get_situation_cache()
			if situation == trade_manager.MarketSituationManager.SITUATION_GOOD:
			threshhold_rate = constant.G_CANCEL_RATE_FOR_GOOD_MARKET
			if cancel_rate > threshhold_rate:
			canceled_indexes_list = list(canceled_indexes)
			canceled_indexes_list.sort()
			return True, total_datas[canceled_indexes_list[-1]], f"次大单撤单比例：{cancel_rate}"

			return False, None, ""