gp-server.git - Gitblit

			@@ -1314,14 +1314,14 @@
			# 扫入下单只有L撤能撤单
			if order_begin_pos and order_begin_pos.mode == OrderBeginPosInfo.MODE_RADICAL and cancel_type not in {
			trade_constant.CANCEL_TYPE_L_DOWN, trade_constant.CANCEL_TYPE_L, trade_constant.CANCEL_TYPE_RD,
			trade_constant.CANCEL_TYPE_P}:
			trade_constant.CANCEL_TYPE_P, trade_constant.CANCEL_TYPE_F}:
			l2_log.cancel_debug(code, "撤单中断，原因：{}", "扫入下单不是L撤")
			return False
			# 加绿只有L撤/人撤生效
			if gpcode_manager.GreenListCodeManager().is_in_cache(code):
			if cancel_type not in {trade_constant.CANCEL_TYPE_L, trade_constant.CANCEL_TYPE_L_UP,
			trade_constant.CANCEL_TYPE_L_DOWN, trade_constant.CANCEL_TYPE_RD,
			trade_constant.CANCEL_TYPE_P}:
			trade_constant.CANCEL_TYPE_P, trade_constant.CANCEL_TYPE_F}:
			l2_log.cancel_debug(code, "撤单中断，原因：{}", "加绿不是L撤")
			return False

			@@ -1474,7 +1474,8 @@
			RDCancelBigNumComputer().set_watch_indexes(code, radical_result[4])
			return
			else:
			radical_result = cls.__compute_radical_order_begin_pos_for_many_sell(code, compute_start_index, compute_end_index)
			radical_result = cls.__compute_radical_order_begin_pos_for_many_sell(code, compute_start_index,
			compute_end_index)
			if radical_result[0]:
			buy_single_index, buy_exec_index = radical_result[0][0], radical_result[0][1]
			buy_volume_rate = cls.volume_rate_info[code][0]
			@@ -1928,6 +1929,103 @@
			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)
			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]
			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,
			for_buy=True,
			is_almost_open_limit_up=
			radical_data[5])
			# 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:
			if not tool.is_sh_code(code):
			# 非上证的票看50w
			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
			# 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)
			if dealing_active_order_info and dealing_active_order_info[0] == int(val["orderNo"]):
			# 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:
			lack_money -= order_money
			watch_indexes.add(i)
			if lack_money < 0:
			single_index = i
			break

			if int(val["orderNo"]) <= radical_data[1]:
			# 主动买单后的数据不算
			continue
			watch_indexes.add(i)
			lack_money -= round(val["price"], 2) * val["num"] * 100
			if lack_money < 0:
			single_index = i
			break
			if single_index is not None:
			return True, single_index, "有大单", watch_indexes
			return False, None, f"大单不足：{trade_index}-{end_index} 缺少的大单-{lack_money}", watch_indexes

			def __can_order_v2():
			# 判断是否是板上放量
			if cls.__is_at_limit_up_buy(code, start_index):
			return False, None, "板上放量", None
			total_datas = local_today_datas[code]
			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)
			# 统计委托大买单
			bigger_money_delegate_list = []
			for i in range(start_index, end_index + 1):
			val = total_datas[i]
			if val["num"] < min_num:
			continue
			if not L2DataUtil.is_limit_up_price_buy(val):
			continue
			bigger_money_delegate_list.append(
			(val["orderNo"], int(float(val["price"]) * val["num"] * 100), val["time"]))
			radical_buy_data_manager.EveryLimitupBigDelegateOrderManager.add_big_buy_order_delegate(code,
			bigger_money_delegate_list)

			refer_sell_data = L2MarketSellManager().get_refer_sell_data(code, radical_data[3])
			# 参考总卖额
			@@ -2018,13 +2116,15 @@
			# 板上放量可扫入
			if t.time() > radical_data[0] and not is_radical_buy:
			# 没扫入过才需要判断时间
			radical_buy_data_manager.EveryLimitupBigDelegateOrderManager.clear(code, '超过生效时间')
			return False, None, "超过生效时间"
			else:
			# 板上放量不可扫入
			if t.time() > radical_data[0]:
			radical_buy_data_manager.EveryLimitupBigDelegateOrderManager.clear(code, '超过生效时间')
			return False, None, "超过生效时间"

			result = __can_order()
			result = __can_order_v2()
			l2_log.debug(code, f"L2扫入判断：{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
			@@ -2065,6 +2165,8 @@
			@param end_index:
			@return: 信号信息（信号位,执行位）, 消息, 可买入的板块
			"""
			if True:
			return None, "暂不生效", None
			if not tool.is_sz_code(code):
			return None, "非深证的票", None
			# 判断抛压是否大于5000w