blame | 历史 | 补丁 | 提交 | 提交对比 | ignore whitespace
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2022-10-27 6e71fbcb119e7068ba35380edaa5cc66e7c71f1b 
 l2_data_manager_new.py


@@ -4,7 +4,7 @@


import time as t




import big_money_num_manager


import data_process


import code_data_util


import global_util


import gpcode_manager


import l2_data_log


@@ -13,7 +13,6 @@


import l2_trade_factor


import l2_trade_test


import limit_up_time_manager


import log


import redis_manager


import ths_industry_util


import tool


@@ -22,8 +21,10 @@


    local_today_num_operate_map, L2LimitUpMoneyStatisticUtil


from log import logger_l2_trade, logger_l2_trade_cancel, logger_l2_trade_buy, logger_l2_process






# TODO l2数据管理


from trade_data_manager import CodeActualPriceProcessor






class L2DataManager:


    # 格式化数据


    def format_data(self, datas):


@@ -148,6 +149,7 @@


    unreal_buy_dict = {}


    random_key = {}


    l2BigNumForMProcessor = L2BigNumForMProcessor()


    __codeActualPriceProcessor = CodeActualPriceProcessor()




    @classmethod


    def debug(cls, code, content, *args):


@@ -174,7 +176,7 @@


        try:


            if len(datas) > 0:


                # 判断价格区间是否正确


                if not data_process.is_same_code_with_price(code, float(datas[0]["val"]["price"])):


                if not code_data_util.is_same_code_with_price(code, float(datas[0]["val"]["price"])):


                    raise L2DataException(L2DataException.CODE_PRICE_ERROR,


                                          "股价不匹配 code-{} price-{}".format(code, datas[0]["val"]["price"]))


                # 加载历史数据


@@ -190,9 +192,20 @@


                    # 拼接数据


                    local_today_datas[code].extend(add_datas)


                    l2_data_util.load_num_operate_map(l2_data_manager.local_today_num_operate_map, code, add_datas)


                    # 第1条数据是否为09:30:00


                    if add_datas[0]["val"]["time"] == "09:30:00":


                        if global_util.cuurent_prices.get(code):


                            price_data = global_util.cuurent_prices.get(code)


                            if price_data[1]:


                                # 当前涨停价，设置涨停时间


                                logger_l2_process.info("开盘涨停：{}", code)


                                # 保存涨停时间


                                limit_up_time_manager.save_limit_up_time(code, "09:30:00")




                total_datas = local_today_datas[code]


                __start_time = l2_data_log.l2_time(code, round(t.time() * 1000) - __start_time, "l2数据预处理时间")


                if len(add_datas) > 0:




                    _start_time = round(t.time() * 1000)


                    latest_time = add_datas[len(add_datas) - 1]["val"]["time"]


                    # 时间差不能太大才能处理


@@ -223,7 +236,7 @@


    @classmethod


    def __process_not_order(cls, code, start_index, end_index, capture_time):


        # 获取阈值


        threshold_money = cls.__get_threshmoney(code)


        threshold_money, msg = cls.__get_threshmoney(code)


        cls.__start_compute_buy(code, start_index, end_index, threshold_money, capture_time)




    @classmethod


@@ -302,6 +315,7 @@


    # 是否可以买


    @classmethod


    def __can_buy(cls, code):




        limit_up_time = limit_up_time_manager.get_limit_up_time(code)


        if limit_up_time is not None and l2_data_manager.L2DataUtil.get_time_as_second(


                limit_up_time) >= l2_data_manager.L2DataUtil.get_time_as_second(


@@ -316,17 +330,48 @@


        if codes_index is not None and codes_index.get(code) is not None and codes_index.get(code) > 1:


            return False, "同一板块中老三,老四,...不能买"




        if cls.__codeActualPriceProcessor.is_under_water(code):


            # 水下捞且板块中的票小于21不能买


            if 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))




            if codes_index.get(code) != 0:


                return False, "水下捞,不是老大，是老{}".format(codes_index.get(code))




        # 13:00后涨停，本板块中涨停票数<29不能买


        limit_up_time = limit_up_time_manager.get_limit_up_time(code)


        if limit_up_time is not None:


            if int(limit_up_time.replace(":", "")) >= 130000 and global_util.industry_hot_num.get(industry) is not None:


                if global_util.industry_hot_num.get(industry) < 29:


                    return False, "13:00后涨停，本板块中涨停票数<29不能买"


        # 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"




        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)




            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, None




@@ -394,7 +439,7 @@


        # 计算m值大单


        cls.l2BigNumForMProcessor.process(code, max(buy_single_index, compute_start_index), compute_end_index,


                                          gpcode_manager.get_limit_up_price(code))


        threshold_money = cls.__get_threshmoney(code)


        threshold_money, msg = cls.__get_threshmoney(code)


        # 买入纯买额统计


        compute_index, buy_nums, buy_count, rebegin_buy_pos = cls.__sum_buy_num_for_order_3(code, max(buy_single_index,


                                                                                                      compute_start_index),


@@ -402,6 +447,8 @@


                                                                                            count, threshold_money,


                                                                                            buy_single_index,


                                                                                            capture_time)


        cls.debug(code, "m值-{} m值因子-{}", threshold_money, msg)




        # 买入信号位与计算位置间隔2s及以上了


        if rebegin_buy_pos is not None:


            # 需要重新计算纯买额