首板买入打分机制

Administrator

2023-03-23 96dc1a4cc38b588f39387b5a85b9677100e357f1

 l2/cancel_buy_strategy.py

@@ -194,8 +194,7 @@
                            if int(total_data[buy_single_index]["val"]["time"].replace(":", "")) <= int(
                                    buy_time.replace(":", "")):
                                # 买入时间在囊括范围内
                                if tool.trade_time_sub(tool.trade_time_add_second(buy_exec_time, range_seconds),
                                                       total_data[buy_index]["val"]["time"]) >= 0:
                                if tool.trade_time_sub(tool.trade_time_add_second(buy_exec_time, range_seconds),buy_time) >= 0:
                                    cancel_num += data["re"] * int(val["num"])

                    # 保存数据
@@ -206,8 +205,9 @@
                            return True, total_data[i]
        finally:

            l2_log.cancel_debug(code, "S级大单 范围：{}-{} 取消计算结果:{}/{},比例：{} 目标比例:{} 计算时间范围：{}", start_index, end_index, cancel_num,
                                buy_num, round(cancel_num / max(buy_num, 1), 2), cancel_rate_threshold,range_seconds)
            l2_log.cancel_debug(code, "S级大单 范围：{}-{} 取消计算结果:{}/{},比例：{} 目标比例:{} 计算时间范围：{}", start_index, end_index,
                                cancel_num,
                                buy_num, round(cancel_num / max(buy_num, 1), 2), cancel_rate_threshold, range_seconds)

            # 保存处理进度与数据
            cls.__save_compute_data(code, process_index, buy_num, cancel_num)
@@ -369,7 +369,7 @@
        finally:
            l2_log.cancel_debug(code, "H级撤单计算结果 范围：{}-{} 处理进度：{} 取消计算结果:{}/{} 目标撤单比例：{}", start_index, end_index,
                                process_index, cancel_num,
                                total_nums,cancel_rate_threshold)
                                total_nums, cancel_rate_threshold)
            logger_l2_h_cancel.info(
                f"code-{code} H级撤单计算结果 范围：{start_index}-{end_index} 处理进度：{process_index} 目标比例：{cancel_rate_threshold} 取消计算结果:{cancel_num}/{total_nums}")
            # 保存处理进度与数据
@@ -468,7 +468,7 @@
            if left_count > 0:
                data = total_data[i]
                val = data["val"]
                if val["num"] * float(val["price"]) <= constant.H_CANCEL_MIN_MONEY*100:
                if val["num"] * float(val["price"]) <= constant.H_CANCEL_MIN_MONEY * 100:
                    continue
                total_count += left_count
                watch_set.add((i, val["num"], left_count))
@@ -517,7 +517,7 @@
            if left_count > 0:
                data = total_data[i]
                val = data["val"]
                if val["num"] * float(val["price"]) <= constant.H_CANCEL_MIN_MONEY*100:
                if val["num"] * float(val["price"]) <= constant.H_CANCEL_MIN_MONEY * 100:
                    continue
                total_count += left_count
                watch_set.add((i, val["num"], left_count))
@@ -529,7 +529,7 @@
                if total_count >= MIN_H_COUNT and big_num_count >= constant.H_CANCEL_MIN_BIG_NUM_COUNT:  # and total_num >= threshold_num
                    finished = True
                    l2_log.cancel_debug(code, "获取到H撤监听数据：{},计算截至位置：{}，目标计算数量:{}", json.dumps(list(watch_set)),
                                        total_data[-1]["index"],MIN_H_COUNT)
                                        total_data[-1]["index"], MIN_H_COUNT)
                    break

        final_watch_list = list(watch_set)