| | |
|---|
| | | @param data: |
|---|
| | | @return: |
|---|
| | | """ |
|---|
| | | l2_log.debug(code, "最近涨停卖被吃掉{}, {}", code, f"{data}") |
|---|
| | | # 暂时不处理 |
|---|
| | | if True: |
|---|
| | | return |
|---|
| | | # 只处理深证的票 |
|---|
| | | try: |
|---|
| | | # 判断是否下单 |
|---|
| | | state = CodesTradeStateManager().get_trade_state_cache(code) |
|---|
| | | if state == trade_constant.TRADE_STATE_BUY_DELEGATED or state == trade_constant.TRADE_STATE_BUY_PLACE_ORDER or state == trade_constant.TRADE_STATE_BUY_SUCCESS: |
|---|
| | | # 已经下单了 |
|---|
| | | return |
|---|
| | | |
|---|
| | | l2_log.debug(code, "成交触发买入计算 触发模式：{} 大单数量:{}", _type, big_buy_order_count) |
|---|
| | | |
|---|
| | | total_datas = l2_data_util.local_today_datas.get(code) |
|---|
| | | |
|---|
| | | mode_descs = [] |
|---|
| | | # if big_buy_order_count > 0: |
|---|
| | | # mode_descs.append("300w") |
|---|
| | | if l2_data_manager_new.L2TradeDataProcessor.get_active_buy_blocks(code): |
|---|
| | | mode_descs.append("身位") |
|---|
| | | |
|---|
| | | current_total_sell_data = L2MarketSellManager().get_current_total_sell_data(code) |
|---|
| | | sell_info = None |
|---|
| | | if current_total_sell_data: |
|---|
| | | sell_info = (current_total_sell_data[0], current_total_sell_data[1]) |
|---|
| | | |
|---|
| | | if _type == L2TradeSingleDataManager.TYPE_PASSIVE and mode_descs: |
|---|
| | | # 可以激进下单且必须是首次下单才能激进 |
|---|
| | | place_order_count = trade_data_manager.PlaceOrderCountManager().get_place_order_count(code) |
|---|
| | | if tool.is_sz_code(code) and place_order_count == 0 and current_total_sell_data[ |
|---|
| | | 1] > 500 * 10000 and global_util.zyltgb_map.get( |
|---|
| | | code) < 50 * 100000000: |
|---|
| | | # 首次下单，自由流通50亿以下，总卖额500w才能激进下单 |
|---|
| | | mode_descs.insert(0, "成交触发") |
|---|
| | | last_index = total_datas[-1]["index"] |
|---|
| | | volume_rate = code_volumn_manager.CodeVolumeManager().get_volume_rate(code) |
|---|
| | | order_begin_pos = OrderBeginPosInfo(buy_single_index=last_index, |
|---|
| | | buy_exec_index=last_index, |
|---|
| | | buy_compute_index=last_index, |
|---|
| | | num=0, count=1, |
|---|
| | | max_num_set=set(), |
|---|
| | | buy_volume_rate=volume_rate, |
|---|
| | | mode=OrderBeginPosInfo.MODE_ACTIVE, |
|---|
| | | mode_desc=",".join(mode_descs), |
|---|
| | | sell_info=sell_info, |
|---|
| | | threshold_money=0) |
|---|
| | | l2_data_manager_new.L2TradeDataProcessor.save_order_begin_data(code, order_begin_pos) |
|---|
| | | l2_log.debug(code, "积极下单，获取到买入执行位置：{} 成交数据触发模式：{} 大单数量：{}", |
|---|
| | | order_begin_pos.buy_exec_index, |
|---|
| | | _type, big_buy_order_count) |
|---|
| | | l2_data_manager_new.L2TradeDataProcessor.start_buy(code, total_datas[-1], total_datas[-1]["index"], |
|---|
| | | True, None) |
|---|
| | | else: |
|---|
| | | l2_log.debug(code, "积极下单，不满足扫入下单条件，无法扫入") |
|---|
| | | else: |
|---|
| | | if not tool.is_sz_code(code): |
|---|
| | | return |
|---|
| | | # 找到最近的大买单 |
|---|
| | | for i in range(len(total_datas) - 1, -1, -1): |
|---|
| | | d = total_datas[i] |
|---|
| | | val = d['val'] |
|---|
| | | if not L2DataUtil.is_limit_up_price_buy(val): |
|---|
| | | continue |
|---|
| | | if val['num'] * float(val['price']) < 5000: |
|---|
| | | continue |
|---|
| | | if val['orderNo'] < data[0][6]: |
|---|
| | | continue |
|---|
| | | result = L2TradeSingleDataManager.is_can_place_order(code, d) |
|---|
| | | if result and result[0]: |
|---|
| | | volume_rate = code_volumn_manager.CodeVolumeManager().get_volume_rate(code) |
|---|
| | | order_begin_pos = OrderBeginPosInfo(buy_single_index=i, |
|---|
| | | buy_exec_index=i, |
|---|
| | | buy_compute_index=i, |
|---|
| | | num=0, count=1, |
|---|
| | | max_num_set=set(), |
|---|
| | | buy_volume_rate=volume_rate, |
|---|
| | | mode=OrderBeginPosInfo.MODE_FAST, |
|---|
| | | mode_desc="成交触发", |
|---|
| | | sell_info=sell_info, |
|---|
| | | threshold_money=0) |
|---|
| | | l2_data_manager_new.L2TradeDataProcessor.save_order_begin_data(code, order_begin_pos) |
|---|
| | | l2_log.debug(code, "非激进下单，获取到买入执行位置：{} 成交数据触发模式：{}", |
|---|
| | | order_begin_pos.buy_exec_index, |
|---|
| | | _type) |
|---|
| | | l2_data_manager_new.L2TradeDataProcessor.start_buy(code, total_datas[-1], |
|---|
| | | total_datas[-1]["index"], |
|---|
| | | True, None) |
|---|
| | | break |
|---|
| | | except Exception as e: |
|---|
| | | logger_debug.exception(e) |
|---|
| | | self.process_limit_up_active_buy(code, [data[0]], is_last_sell_deal=True) |
|---|
| | | |
|---|
| | | def process_limit_up_active_buy(self, code, transaction_datas, is_almost_open_limit_up=False, |
|---|
| | | l2_market_time_str='', no_left_limit_up_sell=False): |
|---|
| | | l2_market_time_str='', no_left_limit_up_sell=False, is_last_sell_deal=False): |
|---|
| | | """ |
|---|
| | | 处理涨停主动买 |
|---|
| | | @param is_last_sell_deal: 是否最近一笔涨停卖被吃 |
|---|
| | | @param no_left_limit_up_sell: 是否还有剩余涨停卖尚未成交 |
|---|
| | | @param code: |
|---|
| | | @param transaction_datas: |
|---|
| | |
|---|
| | | 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, |
|---|
| | | if not is_last_sell_deal: |
|---|
| | | result_by_volume = radical_buy_strategy.process_limit_up_active_buy_deal(code, transaction_datas, |
|---|
| | | is_almost_open_limit_up, |
|---|
| | | no_left_limit_up_sell=no_left_limit_up_sell) |
|---|
| | | else: |
|---|
| | | result_by_volume = radical_buy_strategy.BUY_MODE_BY_L2, f"最后一笔涨停卖成交" |
|---|
| | | l2_log.info(code, logger_l2_radical_buy, f"量买入结果判断：{code}, 结果：{result_by_volume} 板块：{buy_blocks}") |
|---|
| | | in_blocks = RealTimeKplMarketData.get_top_market_jingxuan_blocks() |
|---|
| | | buy_blocks_with_money = [(b, RealTimeKplMarketData.get_jx_block_in_money(b), |
|---|
