gp-server.git - Gitblit

			@@ -441,9 +441,9 @@
			def buy_1_cancel():
			_start_time = round(t.time() * 1000)
			# 撤单计算,只看买1
			cancel_data, cancel_msg = L2LimitUpMoneyStatisticUtil.process_data(code, start_index,
			end_index,
			buy_single_index, buy_exec_index)
			cancel_data, cancel_msg = L2LimitUpMoneyStatisticUtil().process_data(code, start_index,
			end_index,
			buy_single_index, buy_exec_index)

			l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time,
			"已下单-买1统计耗时")
			@@ -520,8 +520,8 @@
			# 统计板上卖
			try:
			cancel_data, cancel_msg = L2LimitUpSellStatisticUtil().process(code, start_index,
			end_index,
			buy_exec_index)
			end_index,
			buy_exec_index)
			return cancel_data, cancel_msg
			except Exception as e:
			logging.exception(e)
			@@ -687,15 +687,15 @@
			# is_limited_up = gpcode_manager.FirstCodeManager().is_limited_up(code)
			# if not is_limited_up:
			# gpcode_manager.FirstCodeManager().add_limited_up_record([code])
			# place_order_count = trade_data_manager.PlaceOrderCountManager.get_place_order_count(
			# place_order_count = trade_data_manager.PlaceOrderCountManager().get_place_order_count(
			# code)
			# if place_order_count == 0:
			# trade_data_manager.PlaceOrderCountManager.place_order(code)
			# trade_data_manager.PlaceOrderCountManager().place_order(code)
			# return False, True, "首板代码，且尚未涨停过"

			try:
			# 买1价格必须为涨停价才能买
			# buy1_price = cls.buy1PriceManager.get_price(code)
			# buy1_price = cls.buy1PriceManager().get_price(code)
			# if buy1_price is None:
			# return False, "买1价尚未获取到"
			# limit_up_price = gpcode_manager.get_limit_up_price(code)
			@@ -852,7 +852,7 @@
			zyltgb = global_util.zyltgb_map.get(code)

			if zyltgb >= 200 * 100000000:
			buy1_price = code_price_manager.Buy1PriceManager.get_buy1_price(code)
			buy1_price = code_price_manager.Buy1PriceManager().get_buy1_price(code)
			if buy1_price is None:
			return False, True, f"尚未获取到买1价"
			dif = float(limit_up_price) - float(buy1_price)
			@@ -860,13 +860,13 @@
			if dif > 0.10001:
			return False, True, f"自由流通200亿以上，买1剩余档数大于10档，买一（{buy1_price}）涨停（{limit_up_price}）"

			open_limit_up_lowest_price = code_price_manager.Buy1PriceManager.get_open_limit_up_lowest_price(code)
			open_limit_up_lowest_price = code_price_manager.Buy1PriceManager().get_open_limit_up_lowest_price(code)
			price_pre_close = gpcode_manager.CodePrePriceManager.get_price_pre_cache(code)
			if open_limit_up_lowest_price and (
			float(open_limit_up_lowest_price) - price_pre_close) / price_pre_close < 0.05:
			return False, True, f"炸板后最低价跌至5%以下"

			limit_up_info = code_price_manager.Buy1PriceManager.get_limit_up_info(code)
			limit_up_info = code_price_manager.Buy1PriceManager().get_limit_up_info(code)
			if limit_up_info[0] is None and False:
			total_data = local_today_datas.get(code)
			buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set, buy_volume_rate = cls.__get_order_begin_pos(
			@@ -1099,14 +1099,17 @@
			f1 = dask.delayed(cls.__save_order_begin_data)(code, buy_single_index, compute_index, compute_index,
			buy_nums, buy_count, max_num_set_new,
			cls.volume_rate_info[code][0])
			f2 = dask.delayed(limit_up_time_manager.LimitUpTimeManager().save_limit_up_time)(code, total_datas[compute_index]["val"]["time"])
			f2 = dask.delayed(limit_up_time_manager.LimitUpTimeManager().save_limit_up_time)(code,
			total_datas[compute_index][
			"val"]["time"])
			f3 = dask.delayed(cls.__virtual_buy)(code, buy_single_index, compute_index, capture_time)
			f4 = dask.delayed(l2_data_manager.TradePointManager.delete_buy_cancel_point)(code)
			f5 = dask.delayed(L2LimitUpMoneyStatisticUtil.process_data)(code, buy_single_index,
			compute_index,
			buy_single_index,
			buy_exec_index, False)
			dask.compute(f1, f2, f3, f4, f5)
			f4 = dask.delayed(l2_data_manager.TradePointManager().delete_buy_cancel_point)(code)
			# 暂时不需要
			# f5 = dask.delayed(L2LimitUpMoneyStatisticUtil.process_data)(code, buy_single_index,
			# compute_index,
			# buy_single_index,
			# buy_exec_index, False)
			dask.compute(f1, f2, f3, f4)

			# 已被并行处理
			# # 记录买入信号位置
			@@ -1173,7 +1176,7 @@
			# 获取下单起始信号
			@classmethod
			def __get_order_begin_pos(cls, code):
			buy_single_index, buy_exec_index, compute_index, num, count, max_num_set, volume_rate = l2_data_manager.TradePointManager.get_buy_compute_start_data_cache(
			buy_single_index, buy_exec_index, compute_index, num, count, max_num_set, volume_rate = l2_data_manager.TradePointManager().get_buy_compute_start_data_cache(
			code)
			return buy_single_index, buy_exec_index, compute_index, num, count, max_num_set, volume_rate

			@@ -1181,7 +1184,7 @@
			@classmethod
			def __save_order_begin_data(self, code, buy_single_index, buy_exec_index, compute_index, num, count, max_num_set,
			volume_rate):
			TradePointManager.set_buy_compute_start_data(code, buy_single_index, buy_exec_index, compute_index, num, count,
			TradePointManager().set_buy_compute_start_data(code, buy_single_index, buy_exec_index, compute_index, num, count,
			max_num_set, volume_rate)

			# 计算下单起始信号
			@@ -1269,7 +1272,7 @@
			# 目标手数
			threshold_num = round(threshold_money / (limit_up_price * 100))

			# place_order_count = trade_data_manager.PlaceOrderCountManager.get_place_order_count(code)
			# place_order_count = trade_data_manager.PlaceOrderCountManager().get_place_order_count(code)
			# 目标订单数量
			threshold_count = cls.__l2PlaceOrderParamsManagerDict[code].get_safe_count()

			@@ -1296,7 +1299,7 @@
			trigger_buy = False
			# 必须为连续2秒内的数据
			if L2DataUtil.get_time_as_second(_val["time"]) - buy_single_time_seconds + 1 > max_space_time:
			TradePointManager.delete_buy_point(code)
			TradePointManager().delete_buy_point(code)
			if i == compute_end_index:
			# 数据处理完毕
			return None, buy_nums, buy_count, None, max_buy_num_set