买入条件调整/L撤调整

Administrator

2023-12-21 81f328532e366eef171b71810b221a9294dda78f

 l2/l2_data_manager_new.py

@@ -12,7 +12,8 @@
from l2.l2_sell_manager import L2MarketSellManager, L2LimitUpSellManager
from l2.transaction_progress import TradeBuyQueue
from log_module import async_log_util, log_export
from third_data import kpl_data_manager, block_info
from third_data import kpl_data_manager, block_info, history_k_data_util
from third_data.history_k_data_util import HistoryKDatasUtils
from utils import global_util, ths_industry_util, tool
import l2_data_util
from db import redis_manager_delegate as redis_manager
@@ -22,7 +23,7 @@
from l2 import l2_data_manager, l2_log, l2_data_source_util, code_price_manager, \
    transaction_progress, cancel_buy_strategy, l2_data_log
from l2.cancel_buy_strategy import SecondCancelBigNumComputer, HourCancelBigNumComputer, DCancelBigNumComputer, \
    LCancelBigNumComputer, LatestCancelIndexManager, FastCancelBigNumComputer, LCancelRateManager
    LCancelBigNumComputer, LatestCancelIndexManager, FastCancelBigNumComputer, LCancelRateManager, GCancelBigNumComputer
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
@@ -221,6 +222,7 @@
    __SecondCancelBigNumComputer = SecondCancelBigNumComputer()
    __HourCancelBigNumComputer = HourCancelBigNumComputer()
    __LCancelBigNumComputer = LCancelBigNumComputer()
    __GCancelBigNumComputer = GCancelBigNumComputer()
    __TradeStateManager = trade_manager.TradeStateManager()
    __CodesTradeStateManager = trade_manager.CodesTradeStateManager()
    __PauseBuyCodesManager = gpcode_manager.PauseBuyCodesManager()
@@ -557,6 +559,25 @@
                pass
            return None, ""

        # G撤
        def g_cancel(_buy_single_index, _buy_exec_index):
            try:
                b_need_cancel, b_cancel_data, extra_msg = cls.__GCancelBigNumComputer.need_cancel(code,
                                                                                                  _buy_exec_index,
                                                                                                  start_index,
                                                                                                  end_index)
                if b_need_cancel and b_cancel_data:
                    return b_cancel_data, f"G撤({extra_msg})"
            except Exception as e:
                async_log_util.error(logger_l2_error,
                                     f"G撤出错 参数：buy_single_index-{_buy_single_index} buy_exec_index-{_buy_exec_index} 错误原因：{str(e)}")
                # logger_l2_error.exception(e)
                async_log_util.exception(logger_l2_error, e)
            finally:
                # l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time, "已下单-L撤大单计算")
                pass
            return None, ""

        if start_index < 0:
            start_index = 0

@@ -573,6 +594,9 @@
        cancel_data, cancel_msg = None, ""
        if order_begin_pos.mode == OrderBeginPosInfo.MODE_FAST:
            cancel_data, cancel_msg = f_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)

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

        # 依次处理
        if not cancel_data:
@@ -942,8 +966,6 @@
        # if cls.__TradeTargetCodeModeManager.get_mode_cache() == TradeTargetCodeModeManager.MODE_ONLY_BUY_WANT_CODES:
        #     return False, True, f"只买想买单中的代码"

        if HighIncreaseCodeManager().is_in(code):
            return False, True, f"涨幅过高，5天内3次涨停"
        return cls.can_buy_first(code, limit_up_price)
        # else:
        #     return True, False, "在想买名单中"
@@ -980,15 +1002,29 @@
            if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < 0.6:
                return False, True, f"股价创新高或者逼近前高且30天内有涨停,当日量比({cls.volume_rate_info[code][0]})小于0.6"

        # 前一天炸板之后，今日10:00之前才能下单
        # 上5个交易日有炸板/跌停之后
        if k_format and len(k_format) >= 11 and k_format[10]:
            if now_timestamp > int("100000"):
                return False, True, f"上个交易日炸板,当日10点以后不下单"
            if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < 0.6:
                return False, True, f"上5个交易日炸板/跌停,量未达到60%({cls.volume_rate_info[code][0]})"

        # 获取量的参考日期
        if code in global_util.max60_volumn:
            day = global_util.max60_volumn[code][1]
            if day in HistoryKDatasUtils.get_latest_trading_date_cache(5):
                if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < 0.6:
                    return False, True, f"参考量在最近5天,量未达到60%({cls.volume_rate_info[code][0]})"

        zyltgb = global_util.zyltgb_map.get(code)
        if zyltgb >= 40 * 100000000:
            return False, True, f"40亿以上的都不买（{zyltgb}）"

        if HighIncreaseCodeManager().is_in(code):
            if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < 0.8:
                return False, True, f"5天内3次涨停，量未达到80%（{cls.volume_rate_info[code][0]}）"

        msg_list = []
        if can_buy_result[3] and now_timestamp <= int("094000"):
        if now_timestamp <= int("094000"):
            msg_list.append("强势10分钟")
            zyltgb = global_util.zyltgb_map.get(code)
            # 独苗
            if not can_buy_result[0] and can_buy_result[1]:
                msg_list.append("独苗")
@@ -1019,7 +1055,6 @@
                    return True, False, can_buy_result[2]
            return True, False, can_buy_result[2]
        else:
            zyltgb = global_util.zyltgb_map.get(code)
            # 非强势10分钟只买主线
            if not can_buy_result[0] and can_buy_result[1]:
                return False, True, f"非强势10分钟，独苗不下单"