gp-server.git - Gitblit

			@@ -24,7 +24,7 @@
			from l2 import l2_data_manager_new, l2_log, code_price_manager, l2_data_util, transaction_progress, \
			l2_data_source_util, l2_data_log
			from l2.cancel_buy_strategy import GCancelBigNumComputer, \
			DCancelBigNumComputer
			DCancelBigNumComputer, RDCancelBigNumComputer
			from l2.code_price_manager import Buy1PriceManager
			from l2.huaxin import huaxin_target_codes_manager, l2_huaxin_util
			from l2.huaxin.huaxin_target_codes_manager import HuaXinL1TargetCodesManager
			@@ -51,7 +51,8 @@
			from api.outside_api_command_callback import OutsideApiCommandCallback
			from trade.huaxin.huaxin_trade_record_manager import DelegateRecordManager
			from trade.order_statistic import DealAndDelegateWithBuyModeDataManager
			from trade.buy_radical.radical_buy_data_manager import RadicalBuyDataManager, RadicalBuyBlockManager
			from trade.buy_radical.radical_buy_data_manager import RadicalBuyDataManager, RadicalBuyBlockManager, \
			EveryLimitupBigDealOrderManager
			from trade.sell.sell_rule_manager import TradeRuleManager
			from trade.trade_data_manager import RadicalBuyDealCodesManager
			from trade.trade_manager import CodesTradeStateManager
			@@ -691,17 +692,21 @@
			except Exception as e:
			logger_debug.exception(e)

			def OnLimitUpActiveBuy(self, code, transaction_datas):
			def __process_limit_up_active_buy(self, code, transaction_datas):
			"""
			处理涨停主动买
			@param code:
			@param transaction_datas:
			@return: 是否清除本次上板数据
			"""
			__start_time = time.time()
			try:
			# 判断是否处于可下单状态
			state = CodesTradeStateManager().get_trade_state_cache(code)
			if not trade_util.is_can_order_by_state(state):
			# 不处于可下单状态
			return
			return True

			# 判断最近60个交易日有无涨停
			# 判断昨日是否涨停过
			async_log_util.info(logger_l2_radical_buy, f"涨停主动买：{code}-{transaction_datas[-1]}")
			deal_codes = RadicalBuyDealCodesManager().get_deal_codes()
			# 判断今日扫入的代码数量是否大于阈值
			@@ -709,10 +714,11 @@
			MAX_COUNT = 4 if radical_buy_setting is None else radical_buy_setting[0]
			if len(deal_codes) >= MAX_COUNT:
			async_log_util.info(logger_l2_radical_buy, f"扫入成交代码个数大于{MAX_COUNT}个：{code}-{deal_codes}")
			return

			return True
			if code in deal_codes:
			async_log_util.info(logger_l2_radical_buy, f"该代码已经成交：{code}")
			return
			return True

			# 单票是否可买
			can_buy_result = RadicalBuyDataManager.is_code_can_buy(code)
			@@ -729,7 +735,7 @@
			async_log_util.info(logger_l2_radical_buy, f"计算板块结果：{code}-{radical_result}")
			result_cache = (time.time() + 3, radical_result)
			self.__radical_buy_by_blocks_result_cache[code] = result_cache
			RadicalBuyDealCodesManager.radical_buy_blocks_dict[code] = radical_result[0]
			RadicalBuyDealCodesManager().set_code_blocks(code, radical_result[0])
			# 取缓存
			result = result_cache[1]
			if result[0]:
			@@ -741,7 +747,7 @@
			# ---------------判断板块是否还可以买入----------------
			f_buy_blocks = radical_buy_data_manager.is_block_can_radical_buy(code, buy_blocks, deal_codes)
			if not f_buy_blocks:
			return
			return True
			buy_blocks = f_buy_blocks
			except Exception as e:
			logger_debug.exception(e)
			@@ -755,7 +761,7 @@
			mode))
			if not can_buy:
			async_log_util.info(logger_l2_radical_buy, f"当前时间段已不能扫入：{code}-{msg}")
			return
			return True

			# -----根据成交比例判断是否可买------
			result_by_volume = radical_buy_strategy.process_limit_up_active_buy_deal(code, transaction_datas)
			@@ -768,14 +774,14 @@
			radical_buy_data_manager.ExcludeIndexComputeCodesManager.add_code(code)
			async_log_util.info(logger_l2_radical_buy,
			f"09:32之前不交易：{code}")
			return
			return True
			# 判断是否开得太高
			open_price = L1DataManager.get_open_price(code)
			if not radical_buy_strategy.is_can_buy_with_open_price(code, open_price):
			async_log_util.info(logger_l2_radical_buy,
			f"开得太高：{code}")
			radical_buy_data_manager.ExcludeIndexComputeCodesManager.add_code(code)
			return
			return True
			radical_buy_data_manager.ExcludeIndexComputeCodesManager.remove_code(code)

			if result_by_volume[0] == radical_buy_strategy.BUY_MODE_DIRECT and not tool.is_sh_code(code):
			@@ -807,17 +813,23 @@
			# 下单成功
			radical_buy_data_manager.BlockPlaceOrderRecordManager().add_record(code, buy_blocks)
			radical_buy_strategy.clear_latest_deal_active_buy_order(code)
			RDCancelBigNumComputer().clear_data(code)
			return True
			else:
			RadicalBuyDealCodesManager.buy_by_l2_delegate_expire_time_dict[code] = (
			time.time() + 30, transaction_datas[-1][6], buy_blocks,
			l2_huaxin_util.convert_time(transaction_datas[-1][3]), buy_blocks_with_money)
			return False
			else:
			async_log_util.info(logger_l2_radical_buy, f"不能下单：{code}-{result_by_volume}")
			return False
			else:
			volume_rate = code_volumn_manager.CodeVolumeManager().get_volume_rate(code)
			async_log_util.info(logger_l2_radical_buy, f"没有可扫入的板块：{code},量比：{volume_rate}")
			return True
			else:
			async_log_util.info(logger_l2_radical_buy, f"目前代码不可交易：{code}-{can_buy_result[1]}")
			return True
			except Exception as e:
			async_log_util.info(logger_debug, f"激进买计算异常：{str(e)}")
			logger_debug.exception(e)
			@@ -826,6 +838,14 @@
			if use_time > 0.005:
			async_log_util.info(logger_debug, f"扫入处理时长：{code}-{use_time}")

			def OnLimitUpActiveBuy(self, code, transaction_datas):
			can_clear_before_data = self.__process_limit_up_active_buy(code, transaction_datas)
			if can_clear_before_data:
			# 清除
			EveryLimitupBigDealOrderManager.clear(code)




			# 回调
			my_l2_data_callback = MyL2DataCallback()