L后不足5笔撤单/建比>=40%时才采用新的下单方式

Administrator

14 小时以前 6503f578ea263b18ac01810e07b7acbc82f63a8f

 l2/l2_data_manager_new.py

@@ -31,7 +31,8 @@
from trade.buy_radical import radical_buy_data_manager, radical_buy_strategy
from l2 import l2_data_manager, l2_log, l2_data_source_util, code_price_manager, \
    transaction_progress, cancel_buy_strategy, place_order_single_data_manager
from l2.cancel_buy_strategy import LatestCancelIndexManager, NewGCancelBigNumComputer, JCancelBigNumComputer, L2DataComputeUtil, RDCancelBigNumComputer
from l2.cancel_buy_strategy import LatestCancelIndexManager, NewGCancelBigNumComputer, JCancelBigNumComputer, \
    L2DataComputeUtil, RDCancelBigNumComputer
from l2.l2_data_manager import L2DataException, OrderBeginPosInfo
from l2.l2_data_util import local_today_datas, L2DataUtil, local_today_num_operate_map, local_today_buyno_map, \
    local_latest_datas, local_today_canceled_buyno_map, local_today_sellno_map
@@ -397,13 +398,20 @@
        trade_record_log_util.add_place_order_use_time(code,
                                                       f"执行位时间：{L2DataUtil.get_time_with_ms(total_datas[order_begin_pos.buy_exec_index]['val'])} 耗时：{use_time}")
        l2_log.debug(code, "设置真实下单位：{}", index)
        cancel_buy_strategy.set_real_place_position(code, index, order_begin_pos.buy_single_index, is_default=False)
        cancel_type, cancel_msg = cancel_buy_strategy.set_real_place_position(code, index, order_begin_pos.buy_single_index, is_default=False)
        # 获取真实下单位置之后需要判断F撤
        try:
            cancel_result = cancel_buy_strategy.FCancelBigNumComputer().need_cancel_for_deal_fast(code)
            cancel_result = False, '', None
            if cancel_type:
                # 要撤单
                cancel_result = True, f"{cancel_msg}", cancel_type
            if not cancel_result[0]:
                cancel_result = cancel_buy_strategy.FCancelBigNumComputer().need_cancel_for_deal_fast(code)
                if cancel_result[0]:
                    cancel_result = True, f"F撤:{cancel_result[1]}", trade_constant.CANCEL_TYPE_F
            if cancel_result[0]:
                L2TradeDataProcessor.cancel_buy(code, f"F撤:{cancel_result[1]}",
                                                cancel_type=trade_constant.CANCEL_TYPE_F)
                L2TradeDataProcessor.cancel_buy(code, cancel_result[1],
                                                cancel_type=cancel_result[2])
                return
            else:
                l2_log.f_cancel_debug(code, f"获取真实成交位的F撤未生效：{cancel_result[1]}")
@@ -866,7 +874,9 @@
            return False, True, f"09:32之前不能交易", True
        if 125950 < now_time_int < 130100:
            # 判断大单是否足够
            deal_big_order_info = radical_buy_data_manager.get_total_deal_big_order_info(code, gpcode_manager.get_limit_up_price_as_num(code))
            deal_big_order_info = radical_buy_data_manager.get_total_deal_big_order_info(code,
                                                                                         gpcode_manager.get_limit_up_price_as_num(
                                                                                             code))
            if 5000e4 <= deal_big_order_info[5] < deal_big_order_info[1]:
                pass
            else:
@@ -2062,7 +2072,6 @@
            current_deal_order_ids = big_order_deal_enough_result[7]
            total_lack_money = int(big_order_deal_enough_result[6])


            # 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
@@ -2275,7 +2284,18 @@
            if t.time() > radical_data[0]:
                return False, None, "超过生效时间"

        result = __can_order_v2()
        # 根据建比来决定下单方式
        deal_big_money_info = radical_buy_data_manager.get_total_deal_big_order_info(
            code, gpcode_manager.get_limit_up_price_as_num(code))
        if deal_big_money_info:
            temp_rate = deal_big_money_info[1] / deal_big_money_info[5]
            if temp_rate >= 0.4:
                result = __can_order_v2()
            else:
                result = __can_order()
        else:
            result = __can_order()

        l2_log.debug(code, f"L2扫入判断({start_index}-{end_index})：{result}")
        if result[0]:
            # 已经扫入下过单且允许板上放量扫入的就需要判断板上放量的距离