blame | 历史 | 补丁 | 提交 | 提交对比 | ignore whitespace
Administrator
2023-08-07 8e163037d6334645ac0ab88f3a2f70841ce4ec55 
 l2/cancel_buy_strategy.py


@@ -41,7 +41,7 @@


        CodeDataCacheUtil.set_cache(cls.__s_big_num_cancel_compute_data_cache, code,


                                    (process_index, buy_num, cancel_num))


        key = "s_big_num_cancel_compute_data-{}".format(code)


        RedisUtils.setex( cls.__get_redis(),key, tool.get_expire(), json.dumps((process_index, buy_num, cancel_num)))


        RedisUtils.setex(cls.__get_redis(), key, tool.get_expire(), json.dumps((process_index, buy_num, cancel_num)))




    @classmethod


    def __get_compute_data(cls, code):


@@ -74,7 +74,7 @@


        for key in ks:


            keys = RedisUtils.keys(cls.__get_redis(), key)


            for k in keys:


                code = k.replace("s_big_num_cancel_compute_data-","")


                code = k.replace("s_big_num_cancel_compute_data-", "")


                cls.__clear_data(code)




    # 计算净大单


@@ -269,7 +269,7 @@


    def __save_watch_index_set(cls, code, datas, process_index, finish):


        CodeDataCacheUtil.set_cache(cls.__cancel_watch_indexs_cache, code, (list(datas), process_index, finish))


        key = f"h_cancel_watch_indexs-{code}"


        RedisUtils.setex(cls.__get_redis(),key, tool.get_expire(), json.dumps((list(datas), process_index, finish)))


        RedisUtils.setex(cls.__get_redis(), key, tool.get_expire(), json.dumps((list(datas), process_index, finish)))




    # 保存成交进度


    @classmethod


@@ -296,8 +296,8 @@


        CodeDataCacheUtil.set_cache(cls.__cancel_watch_indexs_exec_cache, code,


                                    (list(datas), process_index, total_count, big_num_count, finished))


        key = f"h_cancel_watch_indexs_exec-{code}"


        RedisUtils.setex( cls.__get_redis(),key, tool.get_expire(),


                               json.dumps((list(datas), process_index, total_count, big_num_count, finished)))


        RedisUtils.setex(cls.__get_redis(), key, tool.get_expire(),


                         json.dumps((list(datas), process_index, total_count, big_num_count, finished)))




    # 保存成交进度


    @classmethod


@@ -320,11 +320,11 @@




    # 保存已经撤单的监听位置


    @classmethod


    def __add_watch_canceled_index(cls, code, index):


    def __add_watch_canceled_index(cls, redis, code, index):


        CodeDataCacheUtil.clear_cache(cls.__cancel_watch_canceled_indexs_cache, code)


        key = f"h_cancel_watch_canceled_indexs-{code}"


        RedisUtils.sadd(cls.__get_redis(), key, index)


        RedisUtils.expire(cls.__get_redis(), key, tool.get_expire())


        RedisUtils.sadd(redis, key, index)


        RedisUtils.expire(redis, key, tool.get_expire())




    @classmethod


    def __get_watch_canceled_index(cls, code):


@@ -344,7 +344,7 @@


    def __del_watch_canceled_index(cls, code):


        CodeDataCacheUtil.clear_cache(cls.__cancel_watch_canceled_indexs_cache, code)


        key = f"h_cancel_watch_canceled_indexs-{code}"


        RedisUtils.delete( cls.__get_redis(), key)


        RedisUtils.delete(cls.__get_redis(), key)




    # 保存成交进度


    @classmethod


@@ -352,7 +352,8 @@


        CodeDataCacheUtil.set_cache(cls.__cancel_traded_progress_cache, code,


                                    (origin_process_index, latest_process_index))


        key = "h_cancel_traded_progress-{}".format(code)


        RedisUtils.setex(cls.__get_redis(),key, tool.get_expire(), json.dumps((origin_process_index, latest_process_index)))


        RedisUtils.setex(cls.__get_redis(), key, tool.get_expire(),


                         json.dumps((origin_process_index, latest_process_index)))




    @classmethod


    def __get_traded_progress(cls, code):


@@ -378,7 +379,7 @@


        CodeDataCacheUtil.set_cache(cls.__cancel_compute_data_cache, code,


                                    (process_index, cancel_num))


        key = "h_cancel_compute_data-{}".format(code)


        RedisUtils.setex(cls.__get_redis(),key, tool.get_expire(), json.dumps((process_index, cancel_num)))


        RedisUtils.setex(cls.__get_redis(), key, tool.get_expire(), json.dumps((process_index, cancel_num)))




    @classmethod


    def __get_compute_data(cls, code):


@@ -487,6 +488,7 @@


                cancel_num += total_data[nx]["re"] * num




        try:


            pipe = cls.__get_redis().pipeline()


            for i in range(start_index, end_index + 1):


                if i <= processed_index:


                    # 已经处理过了


@@ -502,7 +504,7 @@


                        has_watch_canceled = True


                        cancel_num += data["re"] * val["num"]


                        # 加入


                        cls.__add_watch_canceled_index(code, f"{buy_index}-{val['num']}")


                        cls.__add_watch_canceled_index(pipe, code, f"{buy_index}-{val['num']}")


                        rate__ = round(cancel_num / total_nums, 4)


                        if rate__ > cancel_rate_threshold:


                            indexs__ = list(watch_indexs_dict.keys())


@@ -512,7 +514,9 @@


                                                len(watch_indexs_dict.keys()))


                            l2_log.trade_record(code, "H撤", "'index':{} , 'rate':{} ,'target_rate':{}", i, rate__,


                                                cancel_rate_threshold)


                            pipe.execute()


                            return True, data


            pipe.execute()




            rate__ = round(cancel_num / total_nums, 4)


            if rate__ > cancel_rate_threshold:


@@ -755,7 +759,7 @@


    @classmethod


    def __set_real_order_index(cls, code, index):


        CodeDataCacheUtil.set_cache(cls.__cancel_real_order_index_cache, code, index)


        RedisUtils.setex(cls.__get_redis(),f"d_cancel_real_order_index-{code}", tool.get_expire(), f"{index}")


        RedisUtils.setex(cls.__get_redis(), f"d_cancel_real_order_index-{code}", tool.get_expire(), f"{index}")




    @classmethod


    def __get_real_order_index(cls, code):


@@ -776,7 +780,7 @@


    @classmethod


    def clear(cls, code=None):


        if code:


            RedisUtils.delete( cls.__get_redis(), f"d_cancel_real_order_index-{code}")


            RedisUtils.delete(cls.__get_redis(), f"d_cancel_real_order_index-{code}")


        else:


            keys = RedisUtils.keys(cls.__get_redis(), "d_cancel_real_order_index-*")


            if keys:


@@ -847,15 +851,15 @@


        return cls.__redis_manager.getRedis()




    @classmethod


    def __add_watch_index(cls, code, index):


    def __add_watch_index(cls, redis, code, index):


        CodeDataCacheUtil.clear_cache(cls.__cancel_watch_index_cache, code)


        RedisUtils.sadd(cls.__get_redis(), f"l_cancel_watch_index-{code}", index)


        RedisUtils.expire(cls.__get_redis(), f"l_cancel_watch_index-{code}", tool.get_expire())


        RedisUtils.sadd(redis, f"l_cancel_watch_index-{code}", index)


        RedisUtils.expire(redis, f"l_cancel_watch_index-{code}", tool.get_expire())




    @classmethod


    def __del_watch_index(cls, code, index):


    def __del_watch_index(cls, pipe, code, index):


        CodeDataCacheUtil.clear_cache(cls.__cancel_watch_index_cache, code)


        RedisUtils.srem(cls.__get_redis(), f"l_cancel_watch_index-{code}", index)


        RedisUtils.srem(pipe, f"l_cancel_watch_index-{code}", index)




    @classmethod


    def __get_watch_indexes(cls, code):


@@ -921,10 +925,13 @@


        # 数据维护


        add_indexes = watch_indexes - old_watch_indexes


        delete_indexes = old_watch_indexes - watch_indexes


        pipe = cls.__get_redis().pipeline()


        for i in add_indexes:


            cls.__add_watch_index(code, i)


            cls.__add_watch_index(pipe, code, i)


        for i in delete_indexes:


            cls.__del_watch_index(code, i)


            cls.__del_watch_index(pipe, code, i)


        if add_indexes or delete_indexes:


            pipe.execute()




    @classmethod


    def need_cancel(cls, code, buy_exec_index, start_index, end_index, total_data, local_today_num_operate_map,


@@ -1003,7 +1010,7 @@




        key = "l2_limit_up_second_money-{}-{}".format(code, time.replace(":", ""))




        RedisUtils.setex(cls.__get_redis(),key, tool.get_expire(), json.dumps((old_num, old_from, old_to)))


        RedisUtils.setex(cls.__get_redis(), key, tool.get_expire(), json.dumps((old_num, old_from, old_to)))




    @classmethod


    def __get_l2_second_money_record(cls, code, time):


@@ -1028,7 +1035,7 @@


    @classmethod


    def __set_l2_latest_money_record(cls, code, index, num):


        key = "l2_limit_up_money-{}".format(code)


        RedisUtils.setex(cls.__get_redis(),key, tool.get_expire(), json.dumps((num, index)))


        RedisUtils.setex(cls.__get_redis(), key, tool.get_expire(), json.dumps((num, index)))




    # 返回数量,索引


    @classmethod


@@ -1339,7 +1346,7 @@


    @classmethod


    def __incre_sell_data(cls, code, num):


        key = "limit_up_sell_num-{}".format(code)


        RedisUtils.incrby( cls.__get_redis(),key, num)


        RedisUtils.incrby(cls.__get_redis(), key, num)




    @classmethod


    def __get_sell_data(cls, code):


@@ -1352,7 +1359,7 @@


    @classmethod


    def __save_process_index(cls, code, index):


        key = "limit_up_sell_index-{}".format(code)


        RedisUtils.setex( cls.__get_redis(),key, tool.get_expire(), index)


        RedisUtils.setex(cls.__get_redis(), key, tool.get_expire(), index)




    @classmethod


    def __get_process_index(cls, code):


@@ -1366,9 +1373,9 @@


    @classmethod


    def delete(cls, code):


        key = "limit_up_sell_num-{}".format(code)


        RedisUtils.delete( cls.__get_redis(), key)


        RedisUtils.delete(cls.__get_redis(), key)


        key = "limit_up_sell_index-{}".format(code)


        RedisUtils.delete( cls.__get_redis(), key)


        RedisUtils.delete(cls.__get_redis(), key)




    @classmethod


    def clear(cls):