增加图像识别接口，禁止下单策略优化

Administrator

2023-01-16 6f324f1471a5e28188e9f4206b46cbafdf09d04c

 l2_data_manager_new.py

@@ -211,7 +211,7 @@
    @classmethod
    def process_add_datas(cls, code, add_datas, capture_timestamp, __start_time):
        if len(add_datas) > 0:
            now_time_str = datetime.datetime.now().strftime("%H:%M:%S")
            now_time_str = tool.get_now_time_str()
            # 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)
@@ -301,7 +301,7 @@
        if end_index < start_index:
            return
        # 获取买入信号起始点
        buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_index = cls.__get_order_begin_pos(
        buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set = cls.__get_order_begin_pos(
            code)

        # 撤单计算,只看买1
@@ -390,7 +390,7 @@
                trade_data_manager.placeordercountmanager.place_order(code)
                # 获取买入位置信息
                try:
                    buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_index = cls.__get_order_begin_pos(
                    buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set = cls.__get_order_begin_pos(
                        code)
                    SecondAverageBigNumComputer.place_order_success(code, buy_single_index, buy_exec_index)
                    AverageBigNumComputer.place_order_success(code, buy_single_index, buy_exec_index)
@@ -450,13 +450,14 @@
        # if abs(float(buy1_price) - float(limit_up_price)) >= 0.01:
        #     return False, "买1价不为涨停价，买1价-{} 涨停价-{}".format(buy1_price, limit_up_price)
        # 从买入信号起始点到当前数据末尾的纯买手数与当前的卖1做比较，如果比卖1小则不能买入
        total_datas = local_today_datas[code]
        try:
            sell1_time, sell1_price, sell1_volumn = cls.__ths_l2_trade_queue_manager.get_sell1_info(code)
            cls.buy_debug(code, "卖1信息为：({},{},{})", sell1_time, sell1_price, sell1_volumn)
            if sell1_time is not None and sell1_volumn > 0:
                # 获取执行位信息
                total_datas = local_today_datas[code]
                buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_index = cls.__get_order_begin_pos(

                buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set = cls.__get_order_begin_pos(
                    code)
                buy_nums = num
                for i in range(buy_exec_index + 1, total_datas[-1]["index"] + 1):
@@ -491,23 +492,25 @@
        codes_index = industry_codes_sort.sort_codes(codes, code)
        if codes_index is not None and codes_index.get(code) is not None and codes_index.get(code) > 1:
            # 当老大老二当前没涨停

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

        if cls.__codeActualPriceProcessor.is_under_water(code):
        if cls.__codeActualPriceProcessor.is_under_water(code,total_datas[-1]["val"]["time"]):
            # 水下捞且板块中的票小于16不能买
            if global_util.industry_hot_num.get(industry) is not None and 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 global_util.industry_hot_num.get(industry) is not None and 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))
            # 水下捞自由流通市值大于老大的不要买
            if codes_index.get(code) != 0:
                return False, "水下捞,不是老大，是老{}".format(codes_index.get(code))
                # 获取老大的市值
                for c in codes_index:
                    if codes_index.get(c) == 0 and global_util.zyltgb_map.get(code) > global_util.zyltgb_map.get(c):
                        return False, "水下捞，不是老大，且自由流通市值大于老大"

        # 13:30后涨停，本板块中涨停票数<29不能买
        if limit_up_time is not None:
            if int(limit_up_time.replace(":", "")) >= 133000 and global_util.industry_hot_num.get(industry) is not None:
                if global_util.industry_hot_num.get(industry) < 16:
                    return False, "13:30后涨停，本板块中涨停票数<16不能买"
        # if limit_up_time is not None:
        #     if int(limit_up_time.replace(":", "")) >= 133000 and global_util.industry_hot_num.get(industry) is not None:
        #         if global_util.industry_hot_num.get(industry) < 16:
        #             return False, "13:30后涨停，本板块中涨停票数<16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
@@ -561,11 +564,11 @@
        # 是否是交易队列触发
        if source == "trade_queue":
            # 交易队列触发的需要下单后5s
            buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_index = cls.__get_order_begin_pos(
            buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set = cls.__get_order_begin_pos(
                code)
            total_datas = local_today_datas[code]
            if buy_exec_index is not None and buy_exec_index > 0:
                now_time_str = datetime.datetime.now().strftime("%H:%M:%S")
                now_time_str = tool.get_now_time_str()
                if tool.trade_time_sub(now_time_str, total_datas[buy_exec_index]["val"]["time"]) < 5:
                    return False

@@ -607,7 +610,7 @@
        _start_time = round(t.time() * 1000)
        total_datas = local_today_datas[code]
        # 获取买入信号计算起始位置
        buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_index = cls.__get_order_begin_pos(
        buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set = cls.__get_order_begin_pos(
            code)

        # 是否为新获取到的位置
@@ -643,16 +646,7 @@

        threshold_money, msg = cls.__get_threshmoney(code)
        # 买入纯买额统计
        compute_index, buy_nums, buy_count, rebegin_buy_pos, max_num_index_new = cls.__sum_buy_num_for_order_3(code,
                                                                                                               max(
                                                                                                                   buy_single_index,
                                                                                                                   compute_start_index),
                                                                                                               compute_end_index,
                                                                                                               num,
                                                                                                               count,
                                                                                                               threshold_money,
                                                                                                               buy_single_index,
                                                                                                               max_num_index)
        compute_index, buy_nums, buy_count, rebegin_buy_pos, max_num_set_new = cls.__sum_buy_num_for_order_3(code, max(buy_single_index,compute_start_index),compute_end_index,num,count,threshold_money,buy_single_index,max_num_set)
        _start_time = l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time, "纯买额统计时间")

        cls.debug(code, "m值-{} m值因子-{}", threshold_money, msg)
@@ -669,7 +663,7 @@
                      total_datas[compute_index])
            # 记录买入信号位置
            cls.__save_order_begin_data(code, buy_single_index, compute_index, compute_index, buy_nums, buy_count,
                                        max_num_index_new)
                                        max_num_set_new)
            # 如果是今天第一次有下单执行信号，涨停时间（买入执行位时间）
            limit_up_time_manager.save_limit_up_time(code, total_datas[compute_index]["val"]["time"])
            # 虚拟下单
@@ -714,7 +708,7 @@
            # 未达到下单条件，保存纯买额，设置纯买额
            # 记录买入信号位置
            cls.__save_order_begin_data(code, buy_single_index, -1, compute_end_index, buy_nums, buy_count,
                                        max_num_index_new)
                                        max_num_set_new)
            print("保存大单时间", round((t.time() - _start_time) * 1000))
            _start_time = t.time()
        pass
@@ -722,15 +716,15 @@
    # 获取下单起始信号
    @classmethod
    def __get_order_begin_pos(cls, code):
        buy_single_index, buy_exec_index, compute_index, num, count, max_num_index = l2_data_manager.TradePointManager.get_buy_compute_start_data(
        buy_single_index, buy_exec_index, compute_index, num, count, max_num_set = l2_data_manager.TradePointManager.get_buy_compute_start_data(
            code)
        return buy_single_index, buy_exec_index, compute_index, num, count, max_num_index
        return buy_single_index, buy_exec_index, compute_index, num, count, max_num_set

    # 保存下单起始信号
    @classmethod
    def __save_order_begin_data(self, code, buy_single_index, buy_exec_index, compute_index, num, count, max_num_index):
    def __save_order_begin_data(self, code, buy_single_index, buy_exec_index, compute_index, num, count, max_num_set):
        TradePointManager.set_buy_compute_start_data(code, buy_single_index, buy_exec_index, compute_index, num, count,
                                                     max_num_index)
                                                     max_num_set)

    # 计算下单起始信号
    # compute_data_count 用于计算的l2数据数量
@@ -803,7 +797,7 @@
    # 统计买入净买量，不计算在买入信号之前的买撤单
    @classmethod
    def __sum_buy_num_for_order_3(cls, code, compute_start_index, compute_end_index, origin_num, origin_count,
                                  threshold_money, buy_single_index, max_num_index):
                                  threshold_money, buy_single_index, max_num_set):
        def get_threshold_count():
            count = threshold_count - sub_threshold_count
            if count < 3:
@@ -856,9 +850,7 @@
        max_space_time = pow(3, place_order_count + 1) - 1
        # 最大买量
        max_buy_num = 0
        max_buy_num_index = max_num_index
        if max_num_index > -1:
            max_buy_num = int(total_datas[max_num_index]["val"]["num"])
        max_buy_num_set = set(max_num_set)
        for i in range(compute_start_index, compute_end_index + 1):
            data = total_datas[i]
            _val = total_datas[i]["val"]
@@ -868,20 +860,18 @@
                TradePointManager.delete_buy_point(code)
                if i == compute_end_index:
                    # 数据处理完毕
                    return None, buy_nums, buy_count, None, max_buy_num_index
                    return None, buy_nums, buy_count, None, max_buy_num_set
                else:
                    # 计算买入信号，不能同一时间开始计算
                    for ii in range(buy_single_index + 1, compute_end_index + 1):
                        if total_datas[buy_single_index]["val"]["time"] != total_datas[ii]["val"]["time"]:
                            return None, buy_nums, buy_count, ii, max_buy_num_index
                            return None, buy_nums, buy_count, ii, max_buy_num_set
            # 涨停买
            if L2DataUtil.is_limit_up_price_buy(_val):
                if cls.__is_big_money(limit_up_price, _val):
                    sub_threshold_count += int(total_datas[i]["re"])
                    max_buy_num_set.add(i)
                if round(int(_val["num"]) * float(_val["price"])) >= 5900:
                    if int(_val["num"]) > max_buy_num:
                        max_buy_num = int(_val["num"])
                        max_buy_num_index = i
                    trigger_buy = True
                    # 只统计59万以上的金额
                    buy_nums += int(_val["num"]) * int(total_datas[i]["re"])
@@ -922,16 +912,15 @@
            cls.buy_debug(code, "位置-{}，总手数：{}，目标手数：{}", i,
                          buy_nums, threshold_num)
            # 有撤单信号，且小于阈值
            if buy_nums >= threshold_num and buy_count >= get_threshold_count() and trigger_buy and max_buy_num_index > -1 and cls.__is_big_money(
                    limit_up_price, total_datas[max_buy_num_index]["val"]):
                return i, buy_nums, buy_count, None, max_buy_num_index
            if buy_nums >= threshold_num and buy_count >= get_threshold_count() and trigger_buy and len(max_buy_num_set)>1:
                return i, buy_nums, buy_count, None, max_buy_num_set

        cls.buy_debug(code, "尚未获取到买入执行点，起始计算位置：{} 统计纯买手数：{} 目标纯买手数：{}  统计纯买单数：{} 目标纯买单数：{} 大单数量：{}",
                      compute_start_index,
                      buy_nums,
                      threshold_num, buy_count, get_threshold_count(), sub_threshold_count)

        return None, buy_nums, buy_count, None, max_buy_num_index
        return None, buy_nums, buy_count, None, max_buy_num_set

    @classmethod
    def test(cls):
@@ -2078,6 +2067,9 @@
        total_data = local_today_datas[code]
        latest_index = total_data[-1]["index"]
        end_index = total_data[-1]["index"]
        if end_index >= 434:
            print("测试")

        start_index = buy_exec_index
        if tool.trade_time_sub(total_data[end_index]["val"]["time"], total_data[buy_exec_index]["val"]["time"]) < 3:
            return