blame | 历史 | 补丁 | 提交 | 提交对比 | ignore whitespace
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2023-03-29 8ddc7f5ecc67c0bb424954a86b75ec7444080ba2 
 l2/l2_data_manager_new.py


@@ -23,7 +23,8 @@


from l2.l2_data_manager import L2DataException, TradePointManager


from l2.l2_data_util import local_today_datas, L2DataUtil, load_l2_data, local_today_num_operate_map, local_latest_datas


import l2.l2_data_util


from log import logger_l2_trade, logger_l2_trade_cancel, logger_l2_trade_buy, logger_l2_process, logger_l2_error,logger_buy_score


from log import logger_l2_trade, logger_l2_trade_cancel, logger_l2_trade_buy, logger_l2_process, logger_l2_error, \


    logger_buy_score




# TODO l2数据管理


from trade.trade_data_manager import CodeActualPriceProcessor


@@ -161,6 +162,7 @@


    __thsBuy1VolumnManager = trade_queue_manager.THSBuy1VolumnManager()


    __buyL2SafeCountManager = safe_count_manager.BuyL2SafeCountManager()


    __l2PlaceOrderParamsManagerDict = {}


    __last_buy_single_dict = {}




    @classmethod


    # 数据处理入口


@@ -235,7 +237,7 @@


            limit_up_time = limit_up_time_manager.get_limit_up_time(code)


            if limit_up_time is None:


                limit_up_time = tool.get_now_time_str()


            score = first_code_score_manager.get_score(code, volume_rate, limit_up_time,True)


            score = first_code_score_manager.get_score(code, volume_rate, limit_up_time, True)


            cls.__l2PlaceOrderParamsManagerDict[code] = l2_trade_factor.L2PlaceOrderParamsManager(code, is_first_code,


                                                                                                  volume_rate,


                                                                                                  volume_rate_index,


@@ -449,7 +451,7 @@


    @classmethod


    def __buy(cls, code, capture_timestamp, last_data, last_data_index, is_first_code):


        __start_time = tool.get_now_timestamp()


        can, need_clear_data, reason = False,False,""


        can, need_clear_data, reason = False, False, ""


        if not is_first_code:


            can, need_clear_data, reason = cls.__can_buy(code)


        else:


@@ -522,16 +524,18 @@


    @classmethod


    def __can_buy(cls, code):


        __start_time = t.time()


            # 之前的代码


            # 首板代码且尚未涨停过的不能下单


            # 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(


            #         code)


            #     if place_order_count == 0:


            #         trade_data_manager.placeordercountmanager.place_order(code)


            #     return False, True, "首板代码，且尚未涨停过"


        if not trade_manager.TradeStateManager.is_can_buy():


            return False, True, f"今日已禁止交易"


        # 之前的代码


        # 首板代码且尚未涨停过的不能下单


        # 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(


        #         code)


        #     if place_order_count == 0:


        #         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


@@ -575,12 +579,11 @@


            if volumn_rate >= 1.3:


                return False, False, "最大量比超过1.3不能买"






            limit_up_time = limit_up_time_manager.get_limit_up_time(code)


            if limit_up_time is not None:


                limit_up_time_seconds = l2.l2_data_util.L2DataUtil.get_time_as_second(


                    limit_up_time)


                if  limit_up_time_seconds >= l2.l2_data_util.L2DataUtil.get_time_as_second(


                if limit_up_time_seconds >= l2.l2_data_util.L2DataUtil.get_time_as_second(


                        "13:00:00"):


                    return False, False, "二板下午涨停的不能买，涨停时间为{}".format(limit_up_time)


                if limit_up_time_seconds >= l2.l2_data_util.L2DataUtil.get_time_as_second("14:55:00"):


@@ -648,6 +651,8 @@




    @classmethod


    def __can_buy_first(cls, code):


        if not trade_manager.TradeStateManager.is_can_buy():


            return False, True, f"今日已禁止交易"




        if not gpcode_manager.WantBuyCodesManager.is_in(code):


            # 查看分数等级


@@ -655,8 +660,8 @@


            score = cls.__l2PlaceOrderParamsManagerDict[code].score


            if score_index < 0:


                return False, True, f"分值：{score}未达到需要买入的分数线"


            # if -1 < score_index < 3:


            #     return True, False, f"分值：{score}达到主动买入的分数线，买入等级：f{score_index}"


            # if -1 < score_index < 3 and (0.499 <= cls.volume_rate_info[code][0] <= 0.949):


            #     return True, False, f"分值：{score}达到主动买入的分数线且量足够，买入等级：f{score_index},量比：{cls.volume_rate_info[code][0]}"


            is_limited_up = gpcode_manager.FirstCodeManager.is_limited_up(code)


            gpcode_manager.FirstCodeManager.add_limited_up_record([code])


            if not code_price_manager.Buy1PriceManager.is_can_buy(code):


@@ -739,8 +744,14 @@


            has_single, _index = cls.__compute_order_begin_pos(code, max(


                (compute_start_index - continue_count - 1) if new_add else compute_start_index, 0), continue_count,


                                                               compute_end_index)


            # 如果买入信号与上次的买入信号一样就不能算新的信号


            if cls.__last_buy_single_dict.get(code) == _index:


                has_single = None


                _index = None




            buy_single_index = _index


            if has_single:


                cls.__last_buy_single_dict[code] = buy_single_index


                new_get_single = True


                num = 0


                count = 0


@@ -791,8 +802,9 @@


            return




        if compute_index is not None:


            l2_log.debug(code, "获取到买入执行位置：{} m值：{} 纯买手数：{} 纯买单数：{} 数据：{} ,量比:{} ", compute_index, threshold_money, buy_nums,


                         buy_count, total_datas[compute_index],cls.volume_rate_info[code][0])


            l2_log.debug(code, "获取到买入执行位置：{} m值：{} 纯买手数：{} 纯买单数：{} 数据：{} ,量比:{} ", compute_index, threshold_money,


                         buy_nums,


                         buy_count, total_datas[compute_index], cls.volume_rate_info[code][0])




            f1 = dask.delayed(cls.__save_order_begin_data)(code, buy_single_index, compute_index, compute_index,


                                                           buy_nums, buy_count, max_num_set_new,