L2订阅接口修改/人为设置大单之后才能自动拉白/红

Administrator

2025-06-11 6dbf7d8320b03533a8a7c70cb3cc309426eac94e

 trade/buy_radical/radical_buy_strategy.py

@@ -16,7 +16,7 @@
from third_data.kpl_data_constant import LimitUpDataConstant, LimitUpCodesBlockRecordManager
from trade.buy_radical import radical_buy_data_manager, block_special_codes_manager
from trade.buy_radical.block_special_codes_manager import BlockSpecialCodesManager
from trade.buy_radical.radical_buy_data_manager import RadicalBuyBlockManager
from trade.buy_radical.radical_buy_data_manager import RadicalBuyBlockManager, TotalDealBigOrderThresholdMoneyManager
from trade.trade_data_manager import RadicalBuyDealCodesManager
from utils import tool, global_util

@@ -142,6 +142,12 @@
    price = transaction_datas[-1][1]
    huaxin_timestamp = transaction_datas[-1][3]

    # 判断是否可以扫入
    can_direct_buy = False
    human_setting_money = TotalDealBigOrderThresholdMoneyManager().get_money_cache(code)
    if human_setting_money:
        can_direct_buy = True

    # 获取参考总卖额
    refer_sell_data = L2MarketSellManager().get_refer_sell_data(code, l2_huaxin_util.convert_time(
        huaxin_timestamp))
@@ -176,7 +182,7 @@
        # 要求的大单够了 以后，回封买，只要有两个大单成交了,立即下单
        THRESHOLD_MONEY, is_temp_threshold_money = radical_buy_data_manager.BeforeSubDealBigOrderManager().get_big_order_threshold_info(
            code)
        if big_order_money > THRESHOLD_MONEY * 2:
        if big_order_money > THRESHOLD_MONEY * 2 and can_direct_buy:
            return BUY_MODE_DIRECT, f"有两个以上大单瞬时成交（{big_order_money}/{THRESHOLD_MONEY * 2}）, 大单足够"

    if big_order_count >= 2:
@@ -210,10 +216,10 @@
        if threshold_left_sell_money > left_limit_up_sell_money:
            # 剩余总卖小于均大单才能下单
            # 如果是深证且卖一大于5000w可不判断大单是否满足
            if tool.is_sz_code(code) and refer_sell_money >= 5e7:
            if tool.is_sz_code(code) and refer_sell_money >= 5e7 and can_direct_buy:
                return BUY_MODE_DIRECT, f"剩余涨停总卖额-{left_limit_up_sell_money}，均大单-{average_big_order_money}， 剩余阈值-{threshold_left_sell_money}， 总抛压大({refer_sell_money})"
            else:
                if total_lack_money_info[0] <= 0 and tool.is_sz_code(code):
                if total_lack_money_info[0] <= 0 and tool.is_sz_code(code) and can_direct_buy:
                    return BUY_MODE_DIRECT, f"剩余涨停总卖额-{left_limit_up_sell_money}，均大单-{average_big_order_money}, 大单足够"
    else:
        average_big_order_money = 0