L后撤修改/不看板块流入优化

Administrator

2025-01-16 7a25ab250084c544d58c3c8dedc55dfd62241e1c

 cancel_strategy/s_l_h_cancel_strategy.py

@@ -980,8 +980,10 @@
                    ##判断监听的数据中是否有大单##
                    # 之前的大单为100w，现在改为正常大单
                    has_big_num = False
                    BIG_ORDER_NUM_THRESHOLD = l2_data_util.get_big_money_val(gpcode_manager.get_limit_up_price_as_num(code), tool.is_ge_code(code))
                    BIG_ORDER_NUM_THRESHOLD = int(round(BIG_ORDER_NUM_THRESHOLD/(gpcode_manager.get_limit_up_price_as_num(code)*100)))
                    BIG_ORDER_NUM_THRESHOLD = l2_data_util.get_big_money_val(
                        gpcode_manager.get_limit_up_price_as_num(code), tool.is_ge_code(code))
                    BIG_ORDER_NUM_THRESHOLD = int(
                        round(BIG_ORDER_NUM_THRESHOLD / (gpcode_manager.get_limit_up_price_as_num(code) * 100)))
                    for i in watch_indexes:
                        # 是否有大单
                        data = total_datas[i]
@@ -1014,6 +1016,28 @@
                                                                                           cancel_data['val'])) <= 0:
                                watch_indexes.add(i)
                                break

                    # 计算真实下单位置到成交进度位的最大未撤大单前2
                    big_order_list = []
                    for i in range(start_index, end_index):
                        data = total_datas[i]
                        val = data['val']
                        # 涨停买，且未撤单
                        if not L2DataUtil.is_limit_up_price_buy(val):
                            continue
                        # 小金额过滤
                        if val['num'] < BIG_ORDER_NUM_THRESHOLD:
                            continue
                        cancel_data = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_canceled_data_v2(code,
                                                                                                              i,
                                                                                                              total_datas,
                                                                                                              local_today_canceled_buyno_map.get(
                                                                                                                  code))
                        if not cancel_data:
                            big_order_list.append((i, val['num']))
                    if big_order_list:
                        big_order_list.sort(key=lambda x: x[1], reverse=True)
                        watch_indexes |= set([x[0] for x in big_order_list[:2]])
                    # 获取真实下单位后面10笔大单
                    watch_indexes_after = self.__compute_l_down_watch_index_after_real_place_order_index(code)
                    if watch_indexes_after: