激进买入

Administrator

2024-08-28 bda4216d608a12db7132c97083c19ecdad48d78f

 utils/buy_strategy_util.py

@@ -3,10 +3,12 @@
"""
import time

from code_attribute import gpcode_manager
from code_attribute import gpcode_manager, code_volumn_manager
from l2 import l2_data_util, l2_data_source_util, transaction_progress
from l2.l2_data_util import L2DataUtil
from l2.l2_transaction_data_manager import HuaXinSellOrderStatisticManager
from log_module import async_log_util
from log_module.log import logger_l2_error
from settings.trade_setting import MarketSituationManager, TradeBlockBuyModeManager
from trade import trade_data_manager
from utils import tool, buy_condition_util, global_util
@@ -141,33 +143,52 @@
    @param trade_index:
    @return:
    """
    total_data = l2_data_util.local_today_datas.get(code)
    total_count = 0
    total_big_count = 0
    for i in range(trade_index + 1, total_data[-1]["index"] + 1):
        data = total_data[i]
        val = data["val"]
        if not l2_data_util.L2DataUtil.is_limit_up_price_buy(val):
            continue
        money = val["num"] * float(val["price"])
        if money < 5000:
            continue
    # 获取今日成交量与参考量
    # today = get_today_volumn(code)
    # max60, yesterday = get_histry_volumn(code)
    try:
        today_volume = code_volumn_manager.get_today_volumn_cache(code)
        histry_volumn = code_volumn_manager.get_histry_volumn(code)
        if not today_volume or not histry_volumn:
            return False, "尚未获取到量"
        threshhold_volume = (histry_volumn[0][0] - today_volume) // 3
        limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
        threshhold_volumes = threshhold_volume // 100, int(50000 / limit_up_price), int(200000 / limit_up_price)

        left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(
            code,
            i,
            total_data,
            l2_data_util.local_today_canceled_buyno_map.get(
                code))
        if left_count > 0:
            total_count += 1
            if money > 29900:
                total_big_count += 1
            if total_count > 10:
                break
    if total_count > 10 or total_big_count < 1:
        return False, f"未成交数量-{total_count}，大单数量-{total_big_count}"
    return True, ""
        total_data = l2_data_util.local_today_datas.get(code)
        total_count = 0
        total_big_count = 0
        total_num = 0
        for i in range(trade_index + 1, total_data[-1]["index"] + 1):
            data = total_data[i]
            val = data["val"]
            if not l2_data_util.L2DataUtil.is_limit_up_price_buy(val):
                continue
            money = val["num"] * float(val["price"])
            if money < 5000:
                continue

            left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(
                code,
                i,
                total_data,
                l2_data_util.local_today_canceled_buyno_map.get(
                    code))
            if left_count > 0:
                total_num += val["num"]
                total_count += 1
                if money > 29900:
                    total_big_count += 1
                if threshhold_volumes[2] < total_num:
                    break
        if threshhold_volumes[1] <= total_num <= threshhold_volumes[2] and total_num < threshhold_volumes[
            0] and total_big_count > 0:
            # 剩余的值在500w-2000w之间才会参与计算
            return True, ""
        return False, f"未成交手数-{total_num}，阈值-{threshhold_volumes[0]}，大单数量-{total_big_count}"
    except Exception as e:
        async_log_util.error(logger_l2_error, f"计算是否距离成交进度位置近：{str(e)}")
        return False, "计算异常"


def is_quantization(code, start_index, end_index):