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| | | import constant |
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| | | import l2_data_util |
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| | | from code_attribute.code_volumn_manager import CodeVolumeManager |
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| | | from l2 import l2_data_util as l2_data_util_new, l2_log |
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| | | from l2 import l2_data_util as l2_data_util_new, l2_log, l2_data_manager |
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| | | from code_attribute import code_nature_analyse, code_volumn_manager, gpcode_manager |
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| | | from code_attribute.code_l1_data_manager import L1DataManager |
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| | | from code_attribute.gpcode_manager import WantBuyCodesManager |
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| | | @param count: |
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| | | @return: |
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| | | """ |
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| | | cls.__process_add_white(code) |
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| | | if gpcode_manager.MustBuyCodesManager().is_in_cache(code): |
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| | | return |
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| | | total_deal_big_order_result = get_total_deal_big_order_info(code, |
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| | |
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| | | @classmethod |
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| | | def place_order_success(cls, code): |
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| | | # 如果是加想，且成交大单足够就加红 |
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| | | total_deal_big_order_result = get_total_deal_big_order_info(code, |
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| | | gpcode_manager.get_limit_up_price_as_num(code)) |
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| | | if WantBuyCodesManager().is_in_cache(code): |
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| | | big_order_deal_enough_result = is_big_order_deal_enough(code, |
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| | | code_volumn_manager.CodeVolumeManager().get_volume_rate_refer_in_5days( |
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| | | code), |
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| | | 0) |
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| | | if big_order_deal_enough_result[6] <= 0: |
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| | | if total_deal_big_order_result[0] <= 0: |
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| | | # 累计大单足够需要加红 |
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| | | gpcode_manager.MustBuyCodesManager().add_code(code) |
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| | | trade_record_log_util.add_must_buy(code, "累计成交大单足够") |
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| | | cls.__process_add_white(code) |
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| | | |
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| | | @classmethod |
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| | | def __process_add_white(cls, code): |
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| | | """ |
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| | | 处理加白 |
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| | | @param code: |
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| | | @return: |
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| | | """ |
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| | | if gpcode_manager.WhiteListCodeManager().is_in_cache(code): |
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| | | return |
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| | | try: |
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| | | total_deal_big_order_result = get_total_deal_big_order_info(code, |
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| | | gpcode_manager.get_limit_up_price_as_num(code)) |
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| | | if total_deal_big_order_result[0] <= 0 and total_deal_big_order_result[2] >= 1e8: |
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| | | # 1个亿以上的且本批次成交的大单金额大于2倍大单金额就加白 |
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| | | order_begin_pos = TradePointManager().get_buy_compute_start_data_cache(code) |
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| | | is_placed_order = l2_data_manager.TradePointManager.is_placed_order(order_begin_pos) |
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| | | if not is_placed_order: |
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| | | # 没有下过单 |
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| | | return |
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| | | if order_begin_pos and order_begin_pos.min_order_no is not None: |
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| | | # 在 min_order_no 之后成交的大单金额 |
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| | | total_buy_data_list = BigOrderDealManager().get_total_buy_data_list(code) |
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| | | min_order_no = order_begin_pos.min_order_no |
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| | | if min_order_no is None: |
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| | | async_log_util.warning(logger_debug, "处理成交大单足够加白: 最小订单号为空") |
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| | | return |
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| | | bigger_money = l2_data_util.get_big_money_val(gpcode_manager.get_limit_up_price_as_num(code), |
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| | | tool.is_ge_code(code)) |
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| | | deal_money = sum( |
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| | | [x[2] for x in total_buy_data_list if x[0] >= min_order_no and x[2] >= bigger_money]) |
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| | | # 获取均大单 |
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| | | THRESHOLD_MONEY, is_temp_threshold_money = BeforeSubDealBigOrderManager().get_big_order_threshold_info( |
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| | | code) |
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| | | if deal_money >= 2 * THRESHOLD_MONEY: |
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| | | gpcode_manager.WhiteListCodeManager().add_code(code) |
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| | | trade_record_log_util.add_common_msg(code, "加白", f"{code}大单成交足够加白， 本批次成交金额-{deal_money}/{THRESHOLD_MONEY * 2} 累计大单金额：{total_deal_big_order_result[1]}/{total_deal_big_order_result[2]}") |
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| | | except Exception as e: |
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| | | logger_debug.exception(e) |
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| | | async_log_util.info(logger_debug, f"处理成交大单足够加白的问题:{str(e)}") |
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| | | |
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| | | @classmethod |
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| | | def market_info_change(cls, code): |
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| | |
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| | | |
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| | | @classmethod |
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| | | def get_big_buy_deal_order_money_info(cls, code): |
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| | | """ |
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| | | 获取成交大单的信息 |
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| | | @param code: |
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| | | @return: (总共大单成交金额, 最近成交大单的最后成交时间) |
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| | | """ |
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| | | if cls.__deal_big_order_infos_dict.get(code): |
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| | | return sum([x[1] for x in cls.__deal_big_order_infos_dict[code]]), l2_huaxin_util.convert_time( |
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| | | cls.__deal_big_order_infos_dict[code][-1][2]) |
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| | | return None |
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| | | |
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| | | @classmethod |
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| | | def list_big_buy_deal_orders(cls, code): |
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| | | """ |
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| | | |
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| | | @param code: |
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| | | @return:[(订单号,金额, 最后成交时间)] |
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| | | """ |
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| | | return cls.__deal_big_order_infos_dict.get(code, []) |
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| | | |
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| | | |
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| | | class EveryLimitupBigDelegateOrderManager: |
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| | | """ |
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