下单/撤单通信方式修改/G撤修改

Administrator

2024-04-26 c4861d2429c2bf3a3f11309ad879b549e62e722d

 l2/cancel_buy_strategy.py

@@ -317,7 +317,7 @@

        zyltgb = l2_trade_factor.L2TradeFactorUtil.get_zyltgb(code)
        zyltgb_unit_y = round(zyltgb / 100000000, 1)
        threshold_big_deal = (2*zyltgb_unit_y + 339)*10000
        threshold_big_deal = (2 * zyltgb_unit_y + 339) * 10000
        if total_deal_money >= threshold_big_deal:
            return True, f"1s内大于{threshold_big_deal}大卖单（{total_deal_money}）"

@@ -1468,10 +1468,10 @@
            if not must_buy:
                temp_thresh_hold_rate = round((total_num - max_num) * 0.9 / total_num, 2)
                thresh_hold_rate = min(thresh_hold_rate, temp_thresh_hold_rate)
            l2_log.l_cancel_debug(code, f"计算范围：{start_index}-{end_index},已撤单比例：{rate}/{thresh_hold_rate}")
            l2_log.l_cancel_debug(code, f"L后计算范围：{start_index}-{end_index},已撤单比例：{rate}/{thresh_hold_rate}")
            if rate >= thresh_hold_rate:
                canceled_indexes.sort()
                l2_log.l_cancel_debug(code, f"L下撤单,撤单位置：{canceled_indexes[-1]}")
                l2_log.l_cancel_debug(code, f"L后撤单,撤单位置：{canceled_indexes[-1]}")
                return True, total_data[canceled_indexes[-1]]

        return False, None
@@ -1722,12 +1722,12 @@
            num = max60[0]
            limit_up_price = gpcode_manager.get_limit_up_price(code)
            if limit_up_price:
                money_y = round((num * float(limit_up_price))/1e8,1)
                money =int(200*money_y + 280)
                count = int(money_y*10)//10 + 3
                return money,count
                money_y = round((num * float(limit_up_price)) / 1e8, 1)
                money = int(200 * money_y + 280)
                count = int(money_y * 10) // 10 + 3
                return money, count
        # 默认值
        return 300,3
        return 300, 3

    # 下单3分钟内距离下单位置不足3笔（包含正在成交）且不到300w就需要撤单
    def need_cancel_for_deal_fast(self, code, trade_index=None):
@@ -2221,8 +2221,11 @@
    def cancel_success(self, code):
        self.clear(code)


# ---------------------------------新G撤-------------------------------
class NewGCancelBigNumComputer:
    __db = 0
    __redis_manager = redis_manager.RedisManager(0)
    __real_place_order_index_dict = {}
    __trade_progress_index_dict = {}
    __watch_indexes_dict = {}
@@ -2234,13 +2237,42 @@
    def __new__(cls, *args, **kwargs):
        if not cls.__instance:
            cls.__instance = super(NewGCancelBigNumComputer, cls).__new__(cls, *args, **kwargs)
            cls.__load_datas()
        return cls.__instance

    @classmethod
    def __load_datas(cls):
        __redis = cls.__get_redis()
        try:
            keys = RedisUtils.keys(__redis, "g_cancel_watch_index_info-*")
            for k in keys:
                code = k.split("-")[-1]
                val = RedisUtils.get(__redis, k)
                if val:
                    val = json.loads(val)
                    val = set(val)
                CodeDataCacheUtil.set_cache(cls.__watch_indexes_dict, code, val)
        finally:
            RedisUtils.realse(__redis)

    @classmethod
    def __get_redis(cls):
        return cls.__redis_manager.getRedis()

    def __set_watch_index(self, code, indexes):
        CodeDataCacheUtil.set_cache(self.__watch_indexes_dict, code, indexes)
        RedisUtils.setex_async(self.__db, f"g_cancel_watch_index_info-{code}", tool.get_expire(),
                               json.dumps(list(indexes)))

    def set_real_place_order_index(self, code, index, buy_single_index, is_default):
        self.__real_place_order_index_dict[code] = (index, is_default)
        start_index = buy_single_index
        if code in self.__trade_progress_index_dict:
            start_index = self.__trade_progress_index_dict.get(code)
        if not is_default:
            trade_index, is_default = TradeBuyQueue().get_traded_index(code)
            if trade_index is None:
                start_index = 0
            else:
                start_index = trade_index
        self.__commpute_watch_indexes(code, start_index, (index, is_default), from_real_order_index_changed=True)

    def clear(self, code=None):
@@ -2249,12 +2281,16 @@
                self.__real_place_order_index_dict.pop(code)
            if code in self.__watch_indexes_dict:
                self.__watch_indexes_dict.pop(code)
            RedisUtils.delete_async(self.__db, f"g_cancel_watch_index_info-{code}")
            if code in self.__trade_progress_index_dict:
                self.__trade_progress_index_dict.pop(code)
        else:
            self.__real_place_order_index_dict.clear()
            self.__watch_indexes_dict.clear()
            self.__trade_progress_index_dict.clear()
            keys = RedisUtils.keys(self.__get_redis(), f"g_cancel_watch_index_info-*")
            for k in keys:
                RedisUtils.delete(self.__get_redis(), k)

    # recompute:是否重新计算
    def __commpute_watch_indexes(self, code, traded_index, real_order_index_info, from_real_order_index_changed=False,
@@ -2296,13 +2332,13 @@
            if from_real_order_index_changed or recompute:
                # 真实下单位改变后才会更新
                final_watch_indexes = origin_watch_index | watch_indexes
                self.__watch_indexes_dict[code] = final_watch_indexes
                self.__set_watch_index(code, final_watch_indexes)
                l2_log.g_cancel_debug(code, f"大单监听：{final_watch_indexes} 是否重新计算：{recompute}")

    def set_trade_progress(self, code, buy_single_index, index):
        if self.__trade_progress_index_dict.get(code) != index:
            self.__trade_progress_index_dict[code] = index
            self.__commpute_watch_indexes(code, index, self.__real_place_order_index_dict.get(code))
        # if self.__trade_progress_index_dict.get(code) != index:
        self.__trade_progress_index_dict[code] = index
        # self.__commpute_watch_indexes(code, index, self.__real_place_order_index_dict.get(code))

    def need_cancel(self, code, buy_exec_index, start_index, end_index):
        if code not in self.__real_place_order_index_dict:
@@ -2417,7 +2453,8 @@
            return True, total_datas[cancel_half_index], f"B撤:撤单索引-{cancel_half_index}"
        return False, None, "还有大单没撤单"


    def test(self):
        self.__set_watch_index("000333", {1, 2, 3, 4, 5, 6, 7})


# ---------------------------------独苗撤-------------------------------