优化H撤/融入网页看盘页面/开盘啦数据应用

Administrator

2023-04-26 d1bf04791ad095b17660a1f383b7a12f0a59b1d1

 l2/cancel_buy_strategy.py

@@ -65,7 +65,8 @@
    def __compute_left_big_num(cls, code, buy_single_index, start_index, end_index, total_data, volume_rate_index):
        # 点火大单数量
        fire_count = cls.__sCancelParamsManager.get_max_exclude_count(volume_rate_index)
        return cls.compute_left_big_num(code, buy_single_index, start_index, end_index, total_data, fire_count, constant.S_CANCEL_MIN_MONEY)
        return cls.compute_left_big_num(code, buy_single_index, start_index, end_index, total_data, fire_count,
                                        constant.S_CANCEL_MIN_MONEY)

    # 计算未撤的总手数
    @classmethod
@@ -273,6 +274,23 @@
        val = json.loads(val)
        return val[0], val[1], val[2], val[3], val[4]

    # 保存已经撤单的监听位置
    @classmethod
    def __add_watch_canceled_index(cls, code, index):
        key = f"h_cancel_watch_canceled_indexs-{code}"
        cls.__getRedis().sadd(key, index)
        cls.__getRedis().expire(key, tool.get_expire())

    @classmethod
    def __get_watch_canceled_index(cls, code):
        key = f"h_cancel_watch_canceled_indexs-{code}"
        return cls.__getRedis().smembers(key)

    @classmethod
    def __del_watch_canceled_index(cls, code):
        key = f"h_cancel_watch_canceled_indexs-{code}"
        cls.__getRedis().delete(key)

    # 保存成交进度
    @classmethod
    def __save_traded_progress(cls, code, origin_process_index, latest_process_index):
@@ -311,20 +329,22 @@
    @classmethod
    def __clear_data(cls, code):
        ks = ["h_cancel_compute_data-{}".format(code), f"h_cancel_watch_indexs_exec-{code}",
              f"h_cancel_watch_indexs-{code}", f"h_cancel_traded_progress-{code}"]
              f"h_cancel_watch_indexs-{code}", f"h_cancel_traded_progress-{code}",
              f"h_cancel_watch_canceled_indexs-{code}"]
        for key in ks:
            cls.__getRedis().delete(key)

    @classmethod
    def need_cancel(cls, code, buy_exec_index, start_index, end_index, total_data, local_today_num_operate_map,
    def need_cancel(cls, code, buy_single_index, buy_exec_index, start_index, end_index, total_data,
                    local_today_num_operate_map,
                    buy_volume_index, volume_index,
                    is_first_code):
        time_space = tool.trade_time_sub(total_data[start_index]["val"]["time"],
                                         total_data[buy_exec_index]["val"]["time"])
        if time_space >= constant.S_CANCEL_EXPIRE_TIME - 1:
            # 开始计算需要监控的单
            cls.__compute_watch_indexs_after_exec(code, buy_exec_index, total_data, local_today_num_operate_map,
                                                  buy_volume_index)
            cls.__compute_watch_indexs_after_single(code, buy_single_index, buy_exec_index, total_data,
                                                    local_today_num_operate_map, buy_volume_index)

        # 守护30s以外的数据
        if time_space <= constant.S_CANCEL_EXPIRE_TIME:
@@ -374,6 +394,8 @@
                                                                                                     local_today_num_operate_map)
                    if buy_index is not None and buy_index in watch_indexs_dict:
                        cancel_num += data["re"] * val["num"]
                        # 加入
                        cls.__add_watch_canceled_index(code, f"{buy_index}-{val['num']}")
                        rate__ = round(cancel_num / total_nums, 2)
                        if rate__ > cancel_rate_threshold:
                            indexs__ = list(watch_indexs_dict.keys())
@@ -390,6 +412,8 @@
                                total_nums, cancel_rate_threshold)
            logger_l2_h_cancel.info(
                f"code-{code} H级撤单计算结果 范围：{start_index}-{end_index} 处理进度：{process_index} 目标比例：{cancel_rate_threshold} 取消计算结果:{cancel_num}/{total_nums}")
            # H撤已撤订单
            logger_l2_h_cancel.info( f"code-{code} H撤已撤订单：{cls.__get_watch_canceled_index(code)}")
            # 保存处理进度与数据
            cls.__save_compute_data(code, process_index, cancel_num)
        return False, None
@@ -503,8 +527,8 @@

    # 计算执行位置之后的需要监听的数据
    @classmethod
    def __compute_watch_indexs_after_exec(cls, code, buy_exec_index, total_data, local_today_num_operate_map,
                                          buy_volume_index):
    def __compute_watch_indexs_after_single(cls, code, buy_single_index, buy_exec_index, total_data,
                                            local_today_num_operate_map, buy_volume_index):
        watch_list, process_index_old, total_count_old, big_num_count_old, finish = cls.__get_watch_index_set_after_exec(
            code)
        if watch_list and finish:
@@ -523,7 +547,7 @@
        # H撤单
        MIN_H_COUNT = cls.__hCancelParamsManager.get_max_watch_count(buy_volume_index)

        for i in range(buy_exec_index, total_data[-1]["index"] + 1):
        for i in range(buy_single_index, total_data[-1]["index"] + 1):
            if i <= process_index_old:
                continue
            process_index = i