买入调整

Administrator

2024-04-17 b03f1ca7c2d77be46ca55c7fb68ae6215783840a

 l2/l2_data_manager_new.py

@@ -1360,8 +1360,9 @@
            # 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,
                                                                                 compute_start_index, compute_end_index)
            has_single, _index, sell_info, single_msg = cls.__compute_active_order_begin_pos(code, continue_count,
                                                                                             compute_start_index,
                                                                                             compute_end_index)
            fast_msg = None
            if has_single:
                order_begin_pos.mode = OrderBeginPosInfo.MODE_ACTIVE
@@ -1453,11 +1454,12 @@
                    # 总卖额的1倍
                    order_begin_pos.threshold_money = int(sell_info[1] * 1.0)

                l2_log.debug(code, "获取到买入信号起始点：{} ,计算范围：{}-{} ，量比：{}，是否板上买：{}，数据：{} 模式：{}（{}）", buy_single_index,
                l2_log.debug(code, "获取到买入信号起始点：{} ,计算范围：{}-{} ，量比：{}，是否板上买：{}，数据：{} 模式：{}（{}） 信号类型：{}",
                             buy_single_index,
                             compute_start_index,
                             compute_end_index, cls.volume_rate_info[code], order_begin_pos.at_limit_up,
                             total_datas[buy_single_index],
                             order_begin_pos.mode, fast_msg)
                             order_begin_pos.mode, fast_msg, single_msg)

        # _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time, "下单信号计算时间")

@@ -1695,11 +1697,66 @@
                return True, i, [refer_sell_data[0], threshold_money]
        return False, None, None

    @classmethod
    def __get_active_single_start_index(cls, code, start_index, end_index, continue_count, valid_single=False):
        """
        获取主动买的信号起始索引
        @param code:
        @param start_index:
        @param end_index:
        @param continue_count:
        @param valid_single: 是否验证成交买入信号
        @return:
        """
        total_datas = local_today_datas[code]
        last_index = None
        count = 0
        start = None
        for i in range(start_index, end_index + 1):
            _val = total_datas[i]["val"]
            if L2DataUtil.is_limit_up_price_buy(_val):
                # 时间要>=09:30:00
                if tool.trade_time_sub(_val["time"], "09:30:00") < 0:
                    continue
                # 金额要大于50万
                if _val["num"] * float(_val["price"]) < 5000:
                    continue
                if last_index is None or (
                        total_datas[last_index]["val"]["time"] == total_datas[i]["val"]["time"]):
                    # 深证非板上放量需要判断是否有信号
                    if valid_single:
                        _single = place_order_single_data_manager.L2TradeSingleDataManager.get_valid_trade_single(
                            code,
                            tool.to_time_with_ms(
                                _val['time'],
                                _val['tms']))
                        if not _single:
                            continue
                    if start is None:
                        start = i
                    last_index = i
                    count += total_datas[i]["re"]
                    if count >= continue_count:
                        return start
                else:
                    # 本条数据作为起点
                    last_index = i
                    count = total_datas[i]["re"]
                    start = i
            elif not L2DataUtil.is_sell(_val) and not L2DataUtil.is_sell_cancel(_val):
                # 剔除卖与卖撤
                last_index = None
                count = 0
                start = None
        return None

    # 计算激进买的下单信号
    @classmethod
    def __compute_active_order_begin_pos(cls, code, continue_count, start_index, end_index):
        total_datas = local_today_datas[code]
        start_time_str = total_datas[start_index]["val"]["time"]
        if end_index - start_index + 1 < continue_count:
            return False, -1, "信号不连续", ''
        # 获取最近的总卖信息
        # (time_str, round(money), volume, sell_1_info)
        refer_sell_data = cls.__L2MarketSellManager.get_refer_sell_data(code, start_time_str)
@@ -1718,12 +1775,12 @@
                # 金额要大于50万
                if _val["num"] * float(_val["price"]) < 5000:
                    continue
                return True, i, [refer_sell_data[0], refer_sell_data[1]]
            return False, -1, "未获取到激进买的起始信号"
                return True, i, [refer_sell_data[0], 0], '上证买入'
            return False, -1, "未获取到激进买的起始信号", ''
        else:
            # 深证
            if refer_sell_data is None:
                return False, -1, "总卖为空"
                return False, -1, "总卖为空", ''
            if refer_sell_data is None:
                refer_sell_data = (start_time_str, 0, 0, (round(float(total_datas[start_index]["val"]["price"]), 2), 0))
                l2_log.debug(code, f"丢失总卖额，设置默认为0，计算范围：{start_index}-{end_index}")
@@ -1738,66 +1795,47 @@
                is_limit_up = True
            if refer_sell_data[1] > 0 or single or not is_limit_up:
                # 不是板上放量
                pass
                # 判断最近有没有涨停卖数据
                limit_up_sell_count = L2TradeSingleDataProcessor.get_latest_limit_up_sell_order_count(code)
                if limit_up_sell_count == 0 and not single:
                    # 如果没有涨停卖数据而且还没有成交买入信号，就按照原来的总卖额计算
                    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:
                            # 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)
                    buy_single_index = cls.__get_active_single_start_index(code, start_index, end_index, continue_count,
                                                                           valid_single=False)
                    if buy_single_index is not None:
                        return True, buy_single_index, [refer_sell_data[0], threshold_money], "上板无涨停卖"

                else:
                    # 按照成交买入信号计算
                    buy_single_index = cls.__get_active_single_start_index(code, start_index, end_index, continue_count,
                                                                           valid_single=True)
                    if buy_single_index is not None:
                        return True, buy_single_index, [refer_sell_data[0], 0], "上板有成交买入信号"
            else:
                # 板上放量
                pass
                # 板上放量：只需要一笔涨停买可作为信号
                buy_single_index = cls.__get_active_single_start_index(code, start_index, end_index, continue_count,
                                                                       valid_single=False)
                if buy_single_index is not None:
                    return True, buy_single_index, [refer_sell_data[0], 0], "板上放量"

            # 获取当前是否可激进买
            # 获取板块是否可以激进买
            # 可买的板块, 是否独苗, 消息, 可买的强势板块, 关键词, 激进买的板块
            can_buy_result = CodePlateKeyBuyManager.can_buy(code)
            if (can_buy_result and can_buy_result[0] and can_buy_result[5]) or constant.ALL_ACTIVE_BUY:
                # 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]
                # 第二步：计算起始信号
                second_930 = 9 * 3600 + 30 * 60 + 0
                total_datas = local_today_datas.get(code)
                if end_index - start_index + 1 < continue_count:
                    return False, -1, "信号不连续"
                last_index = None
                count = 0
                start = None
                for i in range(start_index, end_index + 1):
                    _val = total_datas[i]["val"]
                    time_s = L2DataUtil.get_time_as_second(_val["time"])
                    # 时间要>=09:30:00
                    if time_s < second_930:
                        continue
                    if L2DataUtil.is_limit_up_price_buy(_val):
                        # 金额要大于50万
                        if _val["num"] * float(_val["price"]) < 5000:
                            continue
                        if last_index is None or (
                                total_datas[last_index]["val"]["time"] == total_datas[i]["val"]["time"]):
                            if code.find("00") == 0 and threshold_money > 0:
                                # 深证非板上放量需要判断是否有信号
                                single = place_order_single_data_manager.L2TradeSingleDataManager.get_valid_trade_single(
                                    code,
                                    tool.to_time_with_ms(
                                        _val['time'],
                                        _val['tms']))
                                if not single:
                                    continue
                            if start is None:
                                start = i
                            last_index = i
                            count += total_datas[i]["re"]
                            if count >= continue_count:
                                return True, start, [refer_sell_data[0], threshold_money]
                        else:
                            # 本条数据作为起点
                            last_index = i
                            count = total_datas[i]["re"]
                            start = i
        return False, -1, "未获取到激进买的起始信号", ''

                    elif not L2DataUtil.is_sell(_val) and not L2DataUtil.is_sell_cancel(_val):
                        # 剔除卖与卖撤
                        last_index = None
                        count = 0
                        start = None
            return False, -1, "未获取到激进买的起始信号"
    @classmethod
    def test__compute_active_order_begin_pos(cls, code, continue_count, start_index, end_index):
        return cls.__compute_active_order_begin_pos(code, continue_count, start_index, end_index)

    @classmethod
    def __get_threshmoney(cls, code):
@@ -2159,9 +2197,16 @@
            raise Exception("涨停价无法获取")
        limit_up_price = float(limit_up_price)

        is_at_limit_up = False
        current_sell_data = cls.__L2MarketSellManager.get_current_total_sell_data(code)
        if current_sell_data and current_sell_data[1] ==0:
            # 板上放量买
            is_at_limit_up = True


        threshold_money = threshold_money_origin
        # 目标手数
        threshold_num = 0  # round(threshold_money / (limit_up_price * 100))
        threshold_num = round(threshold_money / (limit_up_price * 100))
        bigger_threshold_num = round(5000 / (limit_up_price))

        # buy_single_time_seconds = L2DataUtil.get_time_as_second(total_datas[buy_single_index]["val"]["time"])
@@ -2170,11 +2215,9 @@
        trigger_buy = True
        # 间隔最大时间为3s
        max_space_time_ms = 3 * 1000
        if code.find("00") == 0 and threshold_money > 0:
        if code.find("00") == 0 and not is_at_limit_up:
            # 深证非板上放量
            max_space_time_ms = 1 * 1000
        # 不看纯买额
        threshold_num = 0

        # 不下单的信息
        not_buy_msg = ""