| | |
|---|
| | | cls.__process_order(code, start_index, end_index, capture_timestamp, is_first_code) |
|---|
| | | else: |
|---|
| | | # 未挂单,时间相差不大才能挂单 |
|---|
| | | # if tool.trade_time_sub(latest_time, "09:32:00") < 0 or l2.l2_data_util.L2DataUtil.is_same_time(now_time_str, latest_time): |
|---|
| | | cls.__process_not_order(code, start_index, end_index, capture_timestamp, is_first_code) |
|---|
| | | if tool.trade_time_sub(latest_time, "09:32:00") < 0 or l2.l2_data_util.L2DataUtil.is_same_time( |
|---|
| | | now_time_str, latest_time): |
|---|
| | | cls.__process_not_order(code, start_index, end_index, capture_timestamp, is_first_code) |
|---|
| | | l2_log.info(code, logger_l2_process, "code:{} 处理数据范围: {}-{} 处理时间:{} 线程ID：{}", code, |
|---|
| | | add_datas[0]["index"], |
|---|
| | | add_datas[-1]["index"], round(t.time() * 1000) - __start_time, |
|---|
| | |
|---|
| | | # ------------------------------确定信号种类---------------------------------- |
|---|
| | | # 第一步：获取激进下单信号 |
|---|
| | | continue_count = cls.__l2PlaceOrderParamsManagerDict[code].get_begin_continue_buy_count() |
|---|
| | | # if code.find('60') == 0: |
|---|
| | | # 激进买 |
|---|
| | | continue_count = 1 |
|---|
| | | has_single, _index, sell_info = cls.__compute_active_order_begin_pos(code, continue_count, max( |
|---|
| | | (compute_start_index - continue_count - 1) if new_add else compute_start_index, 0), compute_end_index) |
|---|
| | | fast_msg = None |
|---|
| | |
|---|
| | | # 有可买板块，有激进买板块 |
|---|
| | | # 第一步： 计算总卖额 |
|---|
| | | threshold_money, sell_1_price = refer_sell_data[1], refer_sell_data[3][0] |
|---|
| | | for i in range(start_index - 1, -1, -1): |
|---|
| | | val = total_datas[i]["val"] |
|---|
| | | if tool.compare_time(val["time"], refer_sell_data[0]) <= 0: |
|---|
| | | break |
|---|
| | | if L2DataUtil.is_sell(val): |
|---|
| | | threshold_money += val["num"] * int(float(val["price"]) * 100) |
|---|
| | | elif L2DataUtil.is_sell_cancel(val): |
|---|
| | | threshold_money -= val["num"] * int(float(val["price"]) * 100) |
|---|
| | | elif L2DataUtil.is_buy(val): |
|---|
| | | # 判断价格（大于卖1） 被买吃掉 |
|---|
| | | if round(float(val["price"]), 2) - sell_1_price >= 0: |
|---|
| | | if code.find("60") == 0: |
|---|
| | | threshold_money = 0 |
|---|
| | | else: |
|---|
| | | for i in range(start_index - 1, -1, -1): |
|---|
| | | val = total_datas[i]["val"] |
|---|
| | | if tool.compare_time(val["time"], refer_sell_data[0]) < 0: |
|---|
| | | # 将本s的计算上去 |
|---|
| | | break |
|---|
| | | if L2DataUtil.is_sell(val): |
|---|
| | | threshold_money += val["num"] * int(float(val["price"]) * 100) |
|---|
| | | elif L2DataUtil.is_sell_cancel(val): |
|---|
| | | threshold_money -= val["num"] * int(float(val["price"]) * 100) |
|---|
| | | elif L2DataUtil.is_buy(val): |
|---|
| | | # 判断价格（大于卖1） 被买吃掉 |
|---|
| | | if round(float(val["price"]), 2) - sell_1_price >= 0: |
|---|
| | | threshold_money -= val["num"] * int(float(val["price"]) * 100) |
|---|
| | | # 第二步：计算起始信号 |
|---|
| | | second_930 = 9 * 3600 + 30 * 60 + 0 |
|---|
| | | total_datas = local_today_datas.get(code) |
|---|
