gp-server.git - Gitblit

			@@ -30,7 +30,7 @@
			transaction_progress, cancel_buy_strategy, place_order_single_data_manager
			from l2.cancel_buy_strategy import DCancelBigNumComputer, \
			LatestCancelIndexManager, \
			NewGCancelBigNumComputer, JCancelBigNumComputer, L2DataComputeUtil
			NewGCancelBigNumComputer, JCancelBigNumComputer, L2DataComputeUtil, RDCancelBigNumComputer
			from l2.l2_data_manager import L2DataException, OrderBeginPosInfo
			from l2.l2_data_util import local_today_datas, L2DataUtil, local_today_num_operate_map, local_today_buyno_map, \
			local_latest_datas, local_today_canceled_buyno_map, local_today_sellno_map
			@@ -703,6 +703,18 @@
			f"J撤出错参数：buy_single_index-{_buy_single_index} buy_exec_index-{_buy_exec_index} 错误原因：{str(e)}")
			return None, ""

			# RD撤
			def rd_cancel(_buy_single_index, _buy_exec_index):
			try:
			b_need_cancel, b_cancel_data, extra_msg = RDCancelBigNumComputer().need_cancel(code, start_index,
			end_index)
			if b_need_cancel and b_cancel_data:
			return b_cancel_data, f"RD撤({extra_msg})", trade_constant.CANCEL_TYPE_RD
			except Exception as e:
			async_log_util.error(logger_l2_error,
			f"RD撤出错参数：buy_single_index-{_buy_single_index} buy_exec_index-{_buy_exec_index} 错误原因：{str(e)}")
			return None, "", trade_constant.CANCEL_TYPE_RD

			if start_index < 0:
			start_index = 0

			@@ -717,24 +729,35 @@
			if order_begin_pos.buy_volume_rate is None:
			order_begin_pos.buy_volume_rate = 0.2
			cancel_data, cancel_msg, cancel_type = None, "", None
			if not cancel_data:
			cancel_data, cancel_msg = g_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
			cancel_type = trade_constant.CANCEL_TYPE_G
			# 依次处理
			if not cancel_data:
			cancel_data, cancel_msg, cancel_type = l_cancel(order_begin_pos.buy_single_index,
			order_begin_pos.buy_exec_index)
			# B撤
			if not cancel_data:
			cancel_data, cancel_msg = b_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
			cancel_type = trade_constant.CANCEL_TYPE_G
			if not cancel_data:
			cancel_data, cancel_msg = h_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
			cancel_type = trade_constant.CANCEL_TYPE_H
			# J撤
			if not cancel_data:
			cancel_data, cancel_msg = j_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
			cancel_type = trade_constant.CANCEL_TYPE_J
			if order_begin_pos.mode == OrderBeginPosInfo.MODE_RADICAL:

			if not cancel_data:
			cancel_data, cancel_msg, cancel_type = rd_cancel(order_begin_pos.buy_single_index,
			order_begin_pos.buy_exec_index)

			# 扫入下单只有L撤
			if not cancel_data:
			cancel_data, cancel_msg, cancel_type = l_cancel(order_begin_pos.buy_single_index,
			order_begin_pos.buy_exec_index)
			else:
			if not cancel_data:
			cancel_data, cancel_msg = g_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
			cancel_type = trade_constant.CANCEL_TYPE_G
			# 依次处理
			if not cancel_data:
			cancel_data, cancel_msg, cancel_type = l_cancel(order_begin_pos.buy_single_index,
			order_begin_pos.buy_exec_index)
			# B撤
			if not cancel_data:
			cancel_data, cancel_msg = b_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
			cancel_type = trade_constant.CANCEL_TYPE_G
			if not cancel_data:
			cancel_data, cancel_msg = h_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
			cancel_type = trade_constant.CANCEL_TYPE_H
			# J撤
			if not cancel_data:
			cancel_data, cancel_msg = j_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
			cancel_type = trade_constant.CANCEL_TYPE_J

			if cancel_data and not DCancelBigNumComputer().has_auto_cancel_rules(code):
			l2_log.debug(code, "触发撤单，撤单位置：{} ，撤单原因：{}", cancel_data["index"], cancel_msg)
			@@ -830,6 +853,8 @@
			l2_log.debug(code, "处理买入成功2")
			params_desc = cls.__l2PlaceOrderParamsManagerDict[code].get_buy_rank_desc()
			l2_log.debug(code, params_desc)
			#################清除本次下单的大单数据###############
			EveryLimitupBigDealOrderManager.clear(code)
			############记录下单时的数据############
			try:
			jx_blocks, jx_blocks_by = KPLCodeJXBlockManager().get_jx_blocks_cache(
			@@ -891,7 +916,7 @@
			can, need_clear_data, reason, is_valid_exec_index = True, False, "扫入下单", True
			else:
			return False
			#can, need_clear_data, reason, is_valid_exec_index = cls.__can_buy_first(code)
			# can, need_clear_data, reason, is_valid_exec_index = cls.__can_buy_first(code)

			# 删除虚拟下单
			if code in cls.unreal_buy_dict:
			@@ -1466,7 +1491,7 @@
			# 是否是交易队列触发
			# 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_L_DOWN, trade_constant.CANCEL_TYPE_L, trade_constant.CANCEL_TYPE_RD}:
			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
			@@ -1620,9 +1645,12 @@
			block_info=radical_result[3])
			if ordered:
			radical_buy_data_manager.BlockPlaceOrderRecordManager().add_record(code, radical_result[2])
			# 监听大单
			RDCancelBigNumComputer().set_watch_indexes(code, radical_result[4])
			return

			if RadicalBuyDealCodesManager.radical_buy_blocks_dict.get(code):
			if RadicalBuyDealCodesManager().get_code_blocks(code):
			# 已经扫入下过单
			return

			if not constant.CAN_COMMON_BUY:
			@@ -2034,7 +2062,7 @@
			@param code:
			@param start_index:
			@param end_index:
			@return: (是否获取到信号, 信号位置, 扫入板块/消息, 扫入板块大单流入信息)
			@return: (是否获取到信号, 信号位置, 扫入板块/消息, 扫入板块大单流入信息, 需要监听的大单)
			"""

			# 激进买信号的时间
			@@ -2042,7 +2070,7 @@
			def __can_order():
			# 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"
			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))
			@@ -2051,7 +2079,14 @@

			if constant.CAN_RADICAL_BUY_NEED_BIG_ORDER_EVERYTIME:
			# 每次下单都需要大单
			total_deal_money = EveryLimitupBigDealOrderManager.get_big_buy_deal_order_money(code)
			current_big_order_deal_money_info = EveryLimitupBigDealOrderManager.get_big_buy_deal_order_money_info(
			code)
			if current_big_order_deal_money_info:
			total_deal_money = current_big_order_deal_money_info[0]
			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以上的大单不看
			total_deal_money = 0
			else:
			# 只需要总成交的大单
			total_deal_money = BigOrderDealManager().get_total_buy_money(code)
			@@ -2067,7 +2102,8 @@
			THRESHOLD_MONEY = 2990000
			if total_deal_money >= THRESHOLD_MONEY:
			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
			@@ -2086,6 +2122,7 @@
			order_money = dealing_active_order_info[2] + round(val["price"], 2) * val["num"] * 100
			if order_money >= bigger_money:
			total_delegating_big_money += order_money
			watch_indexes.add(i)
			if total_delegating_big_money + total_deal_money >= THRESHOLD_MONEY:
			single_index = i
			break
			@@ -2093,14 +2130,14 @@
			if int(val["orderNo"]) <= radical_data[1]:
			# 主动买单后的数据不算
			continue

			watch_indexes.add(i)
			total_delegating_big_money += round(val["price"], 2) * val["num"] * 100
			if total_delegating_big_money + total_deal_money >= THRESHOLD_MONEY:
			single_index = i
			break
			if single_index is not None:
			return True, single_index, "有大单"
			return False, None, "无大单"
			return True, single_index, "有大单", watch_indexes
			return False, None, "无大单", watch_indexes

			radical_data = RadicalBuyDealCodesManager.buy_by_l2_delegate_expire_time_dict.get(code)
			record_codes = radical_buy_data_manager.BlockPlaceOrderRecordManager().get_codes()
			@@ -2144,7 +2181,7 @@
			# 如果板上放量不可买入就需要删除信号
			if not constant.CAN_RADICAL_BUY_AT_LIMIT_UP and code in RadicalBuyDealCodesManager.buy_by_l2_delegate_expire_time_dict:
			RadicalBuyDealCodesManager.buy_by_l2_delegate_expire_time_dict.pop(code)
			return True, result[1], radical_data[2], radical_data[3]
			return True, result[1], radical_data[2], radical_data[3], result[3]
			return result

			@classmethod