gp-server.git - Gitblit

			@@ -44,7 +44,7 @@
			TargetCodePlateKeyManager
			from third_data.history_k_data_util import JueJinApi
			from trade import trade_manager, l2_trade_util, \
			trade_data_manager, trade_constant
			trade_data_manager, trade_constant, radical_buy_strategy

			from trade.huaxin import huaxin_trade_api as trade_api, huaxin_trade_api, huaxin_trade_data_update, \
			huaxin_trade_record_manager, huaxin_sell_util
			@@ -766,11 +766,11 @@
			except Exception as e:
			logger_debug.exception(e)

			def OnLimitUpActiveBuy(self, code, huaxin_timestamp, buy_no):
			def OnLimitUpActiveBuy(self, code, transaction_datas):
			try:
			# 判断最近60个交易日有无涨停
			# 判断昨日是否涨停过
			async_log_util.info(logger_l2_radical_buy, f"涨停主动买：{code}-{huaxin_timestamp}")
			async_log_util.info(logger_l2_radical_buy, f"涨停主动买：{code}-{transaction_datas[-1]}")
			deal_codes = RadicalBuyDealCodesManager().get_deal_codes()
			if len(deal_codes) >= 2:
			async_log_util.info(logger_l2_radical_buy, f"成交代码个数大于2个：{code}-{deal_codes}")
			@@ -824,61 +824,37 @@
			except Exception as e:
			logger_debug.exception(e)

			# 有可以扫的板块
			# 判断最近的主动买占了总买额的多少
			refer_sell_data = L2MarketSellManager().get_refer_sell_data(code, l2_huaxin_util.convert_time(
			huaxin_timestamp))
			async_log_util.info(logger_l2_radical_buy, f"参考总卖额：{code}-{refer_sell_data}")
			if refer_sell_data:
			# 如果总卖额大于500w，成交到一半就直接扫
			if refer_sell_data[1] >= 500 * 1e4:
			THRESH_HOLD_VOLUME = refer_sell_data[2]
			if refer_sell_data[4] and len(refer_sell_data[4]) < 10:
			# 小于10挡，最后一档才是涨停价
			if refer_sell_data[4][-1][1] > 0:
			THRESH_HOLD_VOLUME = refer_sell_data[4][-1][1]

			refer_sell_time = refer_sell_data[0]
			# 获取最近的主动买成交量
			limit_up_deal_infos = HuaXinSellOrderStatisticManager.get_latest_6s_active_buy_deal_volumes(
			code)
			async_log_util.info(logger_l2_radical_buy, f"最近涨停主动买成交：{code}-{limit_up_deal_infos}")
			# 总卖额要大于100w
			deal_volume = 0
			for i in range(0, len(limit_up_deal_infos)):
			# >=统计到的总卖
			if int(refer_sell_time.replace(":", "")) > int(
			limit_up_deal_infos[i][0].replace(":", "")):
			break
			deal_volume += limit_up_deal_infos[i][1]
			async_log_util.info(logger_l2_radical_buy, f"成交量：{deal_volume}/{THRESH_HOLD_VOLUME}")
			deal_rate = round(deal_volume / THRESH_HOLD_VOLUME, 2)
			if deal_rate > 0.5:
			# 判断参考时间之后是否有大单成交
			# big_deal_money_list = BigOrderDealManager().get_total_buy_money_list(code)
			# 成交比例大于50%
			total_datas = l2_data_util.local_today_datas.get(code)
			buy_single_index, buy_exec_index = total_datas[-1]["index"], total_datas[-1]["index"]
			buy_volume_rate = L2TradeDataProcessor.volume_rate_info[code][0]
			sell_info = (refer_sell_data[0], refer_sell_data[0])
			threshold_money = 0
			order_begin_pos_info = OrderBeginPosInfo(buy_single_index=buy_single_index,
			buy_exec_index=buy_exec_index,
			buy_compute_index=buy_exec_index,
			num=deal_volume // 100, count=1,
			max_num_set=set(),
			buy_volume_rate=buy_volume_rate,
			mode=OrderBeginPosInfo.MODE_RADICAL,
			mode_desc="激进买入",
			sell_info=sell_info,
			threshold_money=threshold_money)
			L2TradeDataProcessor.save_order_begin_data(code, order_begin_pos_info)
			L2TradeDataProcessor.start_buy(code, total_datas[-1], total_datas[-1]["index"], True)
			# -----根据成交比例判断是否可买------
			result_by_volume = radical_buy_strategy.limit_up_active_buy_deal(code, transaction_datas)
			if result_by_volume[0] != radical_buy_strategy.BUY_MODE_NONE:
			if result_by_volume[0] == radical_buy_strategy.BUY_MODE_DIRECT:
			refer_sell_data = L2MarketSellManager().get_refer_sell_data(code,
			l2_huaxin_util.convert_time(
			transaction_datas[-1][3]))
			total_datas = l2_data_util.local_today_datas.get(code)
			buy_single_index, buy_exec_index = total_datas[-1]["index"], total_datas[-1]["index"]
			buy_volume_rate = L2TradeDataProcessor.volume_rate_info[code][0]
			sell_info = (0, 0)
			if refer_sell_data:
			sell_info = (refer_sell_data[0],refer_sell_data[1])
			threshold_money = 0
			order_begin_pos_info = OrderBeginPosInfo(buy_single_index=buy_single_index,
			buy_exec_index=buy_exec_index,
			buy_compute_index=buy_exec_index,
			num=1, count=1,
			max_num_set=set(),
			buy_volume_rate=buy_volume_rate,
			mode=OrderBeginPosInfo.MODE_RADICAL,
			mode_desc="激进买入",
			sell_info=sell_info,
			threshold_money=threshold_money)
			L2TradeDataProcessor.save_order_begin_data(code, order_begin_pos_info)
			L2TradeDataProcessor.start_buy(code, total_datas[-1], total_datas[-1]["index"], True)
			else:
			# L2委托有大单就扫
			# 记录买入信号, 3s内有效
			RadicalBuyDealCodesManager.buy_by_l2_delegate_expire_time_dict[code] = (
			time.time() + 3, buy_no)
			time.time() + 3, transaction_datas[-1][6])
			else:
			async_log_util.info(logger_l2_radical_buy, f"不能下单：{code}-{result_by_volume}")
			else:
			volume_rate = code_volumn_manager.get_volume_rate(code)
			async_log_util.info(logger_l2_radical_buy, f"没有可扫入的板块：{code},量比：{volume_rate}")