选股宝板块优化

Administrator

2023-03-15 68464c679ae5e1ae35e7e67e3b339ba0f939cbd3

 l2/cancel_buy_strategy.py

@@ -107,7 +107,7 @@
        return left_big_num

    @classmethod
    def need_cancel(cls, code, buy_single_index, buy_exec_index, start_index, end_index, total_data,
    def need_cancel(cls, code, buy_single_index, buy_exec_index, start_index, end_index, total_data, is_first_code,
                    need_cancel=True):
        if start_index >= 217:
            print("进入调试")
@@ -200,6 +200,9 @@
                            cancel_rate_threshold = constant.S_CANCEL_SECOND_RATE
                        else:
                            cancel_rate_threshold = constant.S_CANCEL_THIRD_RATE
                        if is_first_code:
                            cancel_rate_threshold += 0.1
                            cancel_rate_threshold = round(cancel_rate_threshold, 2)
                        if cancel_num / max(buy_num, 1) > cancel_rate_threshold:
                            return True, total_data[i]
        finally:
@@ -303,7 +306,8 @@
            cls.__getRedis().delete(key)

    @classmethod
    def need_cancel(cls, code, buy_exec_index, start_index, end_index, total_data, local_today_num_operate_map):
    def need_cancel(cls, code, buy_exec_index, start_index, end_index, total_data, local_today_num_operate_map,
                    is_first_code):
        time_space = tool.trade_time_sub(total_data[start_index]["val"]["time"],
                                         total_data[buy_exec_index]["val"]["time"])
        if time_space >= constant.S_CANCEL_EXPIRE_TIME - 1:
@@ -349,6 +353,9 @@
            cancel_rate_threshold = constant.H_CANCEL_SECOND_RATE
        else:
            cancel_rate_threshold = constant.H_CANCEL_THIRD_RATE
        if is_first_code:
            cancel_rate_threshold += 0.1
            cancel_rate_threshold = round(cancel_rate_threshold,2)
        process_index = start_index
        try:
            for i in range(start_index, end_index + 1):
@@ -403,7 +410,8 @@

    # 涨停买是否撤单
    @classmethod
    def __get_limit_up_buy_no_canceled_count(cls, code, index, total_data, local_today_num_operate_map):
    def __get_limit_up_buy_no_canceled_count(cls, code, index, total_data, local_today_num_operate_map,
                                             MAX_EXPIRE_CANCEL_TIME=None):
        data = None
        try:
            data = total_data[index]
@@ -421,10 +429,14 @@
                    buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data(code, cancel_data,
                                                                                                     local_today_num_operate_map)
                    if buy_index == index:
                        if MAX_EXPIRE_CANCEL_TIME and tool.trade_time_sub(cancel_data["val"]["time"],
                                                                          MAX_EXPIRE_CANCEL_TIME) > 0:
                            continue
                        canceled = True
                        count = data["re"] - cancel_data["re"]
                        if count > 0:
                            return count
                        cancel_index = cancel_data["index"]
                        break
            if not canceled:
                count = data["re"]
@@ -503,7 +515,11 @@
            if i <= process_index_old:
                continue
            process_index = i
            left_count = cls.__get_limit_up_buy_no_canceled_count(code, i, total_data, local_today_num_operate_map)
            left_count = cls.__get_limit_up_buy_no_canceled_count(code, i, total_data,
                                                                  local_today_num_operate_map,
                                                                  tool.trade_time_add_second(
                                                                      total_data[buy_exec_index]["val"]["time"],
                                                                      constant.S_CANCEL_EXPIRE_TIME))
            if left_count > 0:
                data = total_data[i]
                val = data["val"]