扫入增加大单撤

Administrator

2024-11-22 746d76e4320913a5b1dcf41b6234fa58b3726de7

 l2/l2_data_manager_new.py

@@ -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

@@ -717,6 +729,17 @@
        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 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
@@ -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(
@@ -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