| | |
|---|
| | | # 不处于可下单状态 |
|---|
| | | return False |
|---|
| | | __start_time = tool.get_now_timestamp() |
|---|
| | | can, need_clear_data, reason = False, False, "" |
|---|
| | | if not is_first_code: |
|---|
| | | can, need_clear_data, reason = cls.__can_buy(code) |
|---|
| | | else: |
|---|
| | | |
|---|
| | | can, need_clear_data, reason = cls.__can_buy_first(code) |
|---|
| | | |
|---|
| | | # __start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - __start_time, "最后判断是否能下单", force=True) |
|---|
| | |
|---|
| | | # return False, "14:00后老大都开盘涨停，老二不能撤单" |
|---|
| | | |
|---|
| | | return True, "" |
|---|
| | | |
|---|
| | | # 是否可以买 |
|---|
| | | # 返回是否可以买,是否需要清除之前的买入信息，原因 |
|---|
| | | @classmethod |
|---|
| | | def __can_buy(cls, code): |
|---|
| | | __start_time = t.time() |
|---|
| | | if not cls.__TradeStateManager.is_can_buy_cache(): |
|---|
| | | return False, True, f"今日已禁止交易" |
|---|
| | | # 之前的代码 |
|---|
| | | # 首板代码且尚未涨停过的不能下单 |
|---|
| | | # is_limited_up = gpcode_manager.FirstCodeManager().is_limited_up(code) |
|---|
| | | # if not is_limited_up: |
|---|
| | | # gpcode_manager.FirstCodeManager().add_limited_up_record([code]) |
|---|
| | | # place_order_count = trade_data_manager.PlaceOrderCountManager().get_place_order_count( |
|---|
| | | # code) |
|---|
| | | # if place_order_count == 0: |
|---|
| | | # trade_data_manager.PlaceOrderCountManager().place_order(code) |
|---|
| | | # return False, True, "首板代码，且尚未涨停过" |
|---|
| | | |
|---|
| | | try: |
|---|
| | | # 买1价格必须为涨停价才能买 |
|---|
| | | # buy1_price = cls.buy1PriceManager().get_price(code) |
|---|
| | | # if buy1_price is None: |
|---|
| | | # return False, "买1价尚未获取到" |
|---|
| | | # limit_up_price = gpcode_manager.get_limit_up_price(code) |
|---|
| | | # if limit_up_price is None: |
|---|
| | | # return False, "尚未获取到涨停价" |
|---|
| | | # if abs(float(buy1_price) - float(limit_up_price)) >= 0.001: |
|---|
| | | # return False, "买1价不为涨停价，买1价-{} 涨停价-{}".format(buy1_price, limit_up_price) |
|---|
| | | # 从买入信号起始点到当前数据末尾的纯买手数与当前的卖1做比较，如果比卖1小则不能买入 |
|---|
| | | total_datas = local_today_datas[code] |
|---|
| | | if total_datas[-1]["index"] + 1 > len(total_datas): |
|---|
| | | return False, True, "L2数据错误" |
|---|
| | | |
|---|
| | | try: |
|---|
| | | sell1_time, sell1_price, sell1_volumn = cls.__ths_l2_trade_queue_manager.get_sell1_info(code) |
|---|
| | | l2_log.buy_debug(code, "卖1信息为：({},{},{})", sell1_time, sell1_price, sell1_volumn) |
|---|
| | | if sell1_time is not None and sell1_volumn > 0: |
|---|
| | | # 获取执行位信息 |
|---|
| | | |
|---|
| | | order_begin_pos = cls.__get_order_begin_pos(code) |
|---|
| | | buy_nums = order_begin_pos.num |
|---|
| | | for i in range(order_begin_pos.buy_exec_index + 1, total_datas[-1]["index"] + 1): |
|---|
| | | _val = total_datas[i]["val"] |
|---|
| | | # 涨停买 |
|---|
| | | if L2DataUtil.is_limit_up_price_buy(_val): |
|---|
| | | # 涨停买 |
|---|
| | | buy_nums += _val["num"] * total_datas[i]["re"] |
|---|
| | | elif L2DataUtil.is_limit_up_price_buy_cancel(_val): |
|---|
| | | buy_nums -= _val["num"] * total_datas[i]["re"] |
|---|
| | | if buy_nums < sell1_volumn * 0.49: |
|---|
| | | return False, False, "纯买量({})小于卖1量的49%{} 卖1时间：{}".format(buy_nums, sell1_volumn, sell1_time) |
|---|
| | | except Exception as e: |
|---|
| | | logging.exception(e) |
|---|
| | | |
|---|
| | | # 量比超过1.3的不能买 |
|---|
| | | volumn_rate = cls.volume_rate_info[code][0] |
|---|
| | | if volumn_rate >= 1.3: |
|---|
| | | return False, False, "最大量比超过1.3不能买" |
|---|
| | | |
|---|
| | | limit_up_time = cls.__LimitUpTimeManager.get_limit_up_time_cache(code) |
|---|
| | | if limit_up_time is not None: |
|---|
| | | limit_up_time_seconds = l2.l2_data_util.L2DataUtil.get_time_as_second( |
|---|
| | | limit_up_time) |
|---|
| | | if limit_up_time_seconds >= l2.l2_data_util.L2DataUtil.get_time_as_second( |
|---|
| | | "13:00:00"): |
|---|
| | | return False, False, "二板下午涨停的不能买，涨停时间为{}".format(limit_up_time) |
|---|
| | | if limit_up_time_seconds >= l2.l2_data_util.L2DataUtil.get_time_as_second("14:55:00"): |
|---|
| | | return False, False, "14:55后涨停的不能买，涨停时间为{}".format(limit_up_time) |
|---|
| | | |
|---|
| | | # 同一板块中老二后面的不能买 |
|---|
| | | industry, codes = ths_industry_util.get_same_industry_codes(code, gpcode_manager.get_gp_list()) |
|---|
| | | if industry is None: |
|---|
| | | return True, False, "没有获取到行业" |
|---|
| | | |
|---|
| | | codes_index = industry_codes_sort.sort_codes(codes, code) |
|---|
| | | if codes_index is not None and codes_index.get(code) is not None and codes_index.get(code) > 1: |
|---|
| | | # 当老大老二当前没涨停 |
|---|
| | | return False, False, "同一板块中老三,老四,...不能买" |
|---|
| | | |
|---|
| | | if cls.__codeActualPriceProcessor.is_under_water(code, total_datas[-1]["val"]["time"]): |
|---|
| | | # 水下捞且板块中的票小于16不能买 |
|---|
| | | # if global_util.industry_hot_num.get(industry) is not None and global_util.industry_hot_num.get( |
|---|
| | | # industry) <= 16: |
|---|
| | | # return False, "水下捞,板块中的票小于2只,为{}".format(global_util.industry_hot_num.get(industry)) |
|---|
| | | # 水下捞自由流通市值大于老大的不要买 |
|---|
| | | if codes_index.get(code) != 0: |
|---|
| | | # 获取老大的市值 |
|---|
| | | for c in codes_index: |
|---|
| | | if codes_index.get(c) == 0 and global_util.zyltgb_map.get(code) > global_util.zyltgb_map.get(c): |
|---|
| | | return False, False, "水下捞，不是老大，且自由流通市值大于老大" |
|---|
| | | |
|---|
| | | # 13:30后涨停，本板块中涨停票数<29不能买 |
|---|
| | | # if limit_up_time is not None: |
|---|
| | | # if int(limit_up_time.replace(":", "")) >= 133000 and global_util.industry_hot_num.get(industry) is not None: |
|---|
| | | # if global_util.industry_hot_num.get(industry) < 16: |
|---|
| | | # return False, "13:30后涨停，本板块中涨停票数<16不能买" |
|---|
| | | |
|---|
| | | if codes_index.get(code) is not None and codes_index.get(code) == 1: |
|---|
| | | # 如果老大已经买成功了, 老二就不需要买了 |
|---|
| | | first_codes = [] |
|---|
| | | for key in codes_index: |
|---|
| | | if codes_index.get(key) == 0: |
|---|
| | | first_codes.append(key) |
|---|
| | | # 暂时注释掉 |
|---|
| | | # for key in first_codes: |
|---|
| | | # state = trade_manager.get_trade_state(key) |
|---|
| | | # if state == trade_manager.TRADE_STATE_BUY_SUCCESS: |
|---|
| | | # # 老大已经买成功了 |
|---|
| | | # return False, "老大{}已经买成功，老二无需购买".format(key) |
|---|
| | | # |
|---|
| | | # # 有9点半涨停的老大才能买老二，不然不能买 |
|---|
| | | # # 获取老大的涨停时间 |
|---|
| | | # for key in first_codes: |
|---|
| | | # # 找到了老大 |
|---|
| | | # time_ = limit_up_time_manager.get_limit_up_time(key) |
|---|
| | | # if time_ == "09:30:00": |
|---|
| | | # return True, "9:30涨停的老大，老二可以下单" |
|---|
| | | # return False, "老大非9:30涨停，老二不能下单" |
|---|
| | | |
|---|
| | | # 过时 老二，本板块中涨停票数<29 不能买 |
|---|
| | | # if codes_index.get(code) is not None and codes_index.get(code) == 1 and global_util.industry_hot_num.get( |
|---|
| | | # industry) is not None: |
|---|
| | | # if global_util.industry_hot_num.get(industry) < 29: |
|---|
| | | # return False, "老二，本板块中涨停票数<29不能买" |
|---|
| | | # 可以下单 |
|---|
| | | return True, False, None |
|---|
| | | finally: |
|---|
| | | # l2_data_log.l2_time(code, round((t.time() - __start_time) * 1000), "是否可以下单计算") |
|---|
| | | pass |
|---|
| | | |
|---|
| | | @classmethod |
|---|
| | | def __can_buy_first(cls, code): |
|---|
