买即将炸板

Administrator

2024-12-25 d4f1e1cb7f08816c93ae9c118715cded49ed74f0

 servers/huaxin_trade_server.py

@@ -424,7 +424,7 @@
        time_str = f"{time_str[0:2]}:{time_str[2:4]}:{time_str[4:6]}"
        buy_1_price, buy_1_volume = data["buy"][0]
        sell_1_price, sell_1_volume = data["sell"][0]
        limit_up_price = gpcode_manager.get_limit_up_price(code)
        limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)

        code_price_manager.Buy1PriceManager().set_latest_buy1_money(code, buy_1_price, buy_1_volume)

@@ -507,6 +507,15 @@
        if not trade_util.is_can_order_by_state(state):
            # 不处于可下单状态
            RadicalBuyDataManager().market_info_change(code)

        # 是否即将炸开
        if RadicalCodeMarketInfoManager().is_almost_open_limit_up(code):
            # 即将炸开
            total_deal_big_order_info = radical_buy_data_manager.get_total_deal_big_order_info(code, limit_up_price)
            if total_deal_big_order_info and total_deal_big_order_info[0]<=0:
                # 大单足够
                l2_trade_single_callback.process_limit_up_active_buy(code, [], is_almost_open_limit_up=True,
                                                                     l2_market_time_str=time_str)

    @classmethod
    def trading_order_canceled(cls, code, order_no):
@@ -728,11 +737,14 @@
        except Exception as e:
            logger_debug.exception(e)

    def __process_limit_up_active_buy(self, code, transaction_datas):
    def process_limit_up_active_buy(self, code, transaction_datas, is_almost_open_limit_up=False,
                                    l2_market_time_str=''):
        """
        处理涨停主动买
        @param code:
        @param transaction_datas:
        @param is_almost_open_limit_up: 是否即将炸板
        @param l2_market_time_str: 时间
        @return: 是否清除本次上板数据
        """
        __start_time = time.time()
@@ -742,8 +754,11 @@
            if not trade_util.is_can_order_by_state(state):
                # 不处于可下单状态
                return True

            async_log_util.info(logger_l2_radical_buy, f"涨停主动买：{code}-{transaction_datas[-1]}")
            if transaction_datas:
                async_log_util.info(logger_l2_radical_buy, f"涨停主动买：{code}-{transaction_datas[-1]}")
            else:
                async_log_util.info(logger_l2_radical_buy,
                                    f"即将炸板：{code}-{is_almost_open_limit_up}-{l2_market_time_str}")
            deal_codes = RadicalBuyDealCodesManager().get_deal_codes()
            # 判断今日扫入的代码数量是否大于阈值
            radical_buy_setting = BuyMoneyAndCountSetting().get_radical_buy_setting()
@@ -801,7 +816,8 @@
                        return True

                    # -----根据成交比例判断是否可买------
                    result_by_volume = radical_buy_strategy.process_limit_up_active_buy_deal(code, transaction_datas)
                    result_by_volume = radical_buy_strategy.process_limit_up_active_buy_deal(code, transaction_datas,
                                                                                             is_almost_open_limit_up)
                    async_log_util.info(logger_l2_radical_buy, f"量买入结果判断：{code}, 结果：{result_by_volume} 板块：{buy_blocks}")
                    in_blocks = RealTimeKplMarketData.get_top_market_jingxuan_blocks()
                    buy_blocks_with_money = [(b, RealTimeKplMarketData.get_jx_block_in_money(b),
@@ -830,9 +846,8 @@

                        if result_by_volume[0] == radical_buy_strategy.BUY_MODE_DIRECT and not tool.is_sh_code(code):
                            # 上证不能根据成交买入
                            refer_sell_data = L2MarketSellManager().get_refer_sell_data(code,
                                                                                        l2_huaxin_util.convert_time(
                                                                                            transaction_datas[-1][3]))
                            latest_deal_time = l2_huaxin_util.convert_time(transaction_datas[-1][3])
                            refer_sell_data = L2MarketSellManager().get_refer_sell_data(code, latest_deal_time)
                            total_datas = l2_data_util.local_today_datas.get(code)
                            buy_single_index, buy_exec_index = total_datas[-1]["index"], total_datas[-1]["index"]
                            buy_volume_rate = L2TradeDataProcessor.volume_rate_info[code][0]
@@ -862,9 +877,21 @@
                                RadicalBuyDataManager().big_order_deal_enough(code)
                            return True
                        else:
                            if transaction_datas:
                                latest_buy_no = transaction_datas[-1][6]
                                latest_deal_time = l2_huaxin_util.convert_time(transaction_datas[-1][3])
                            else:
                                # 如果没有成交数据，就取最近的买单号
                                total_datas = l2_data_util.local_today_datas.get(code)
                                latest_buy_no = 0
                                for index in range(total_datas[-1]["index"], -1, -1):
                                    if L2DataUtil.is_buy(total_datas[index]["val"]):
                                        latest_buy_no = int(total_datas[index]["val"]["orderNo"])
                                        break
                                latest_deal_time = l2_market_time_str
                            RadicalBuyDealCodesManager.buy_by_l2_delegate_expire_time_dict[code] = (
                                time.time() + 30, transaction_datas[-1][6], buy_blocks,
                                l2_huaxin_util.convert_time(transaction_datas[-1][3]), buy_blocks_with_money)
                                time.time() + 30, latest_buy_no, buy_blocks,
                                latest_deal_time, buy_blocks_with_money)
                            return False
                    else:
                        async_log_util.info(logger_l2_radical_buy, f"不能下单：{code}-{result_by_volume}")
@@ -885,7 +912,7 @@
                async_log_util.info(logger_debug, f"扫入处理时长：{code}-{use_time}")

    def OnLimitUpActiveBuy(self, code, transaction_datas):
        can_clear_before_data = self.__process_limit_up_active_buy(code, transaction_datas)
        can_clear_before_data = self.process_limit_up_active_buy(code, transaction_datas)
        if can_clear_before_data:
            # 清除
            EveryLimitupBigDealOrderManager.clear(code)
@@ -997,7 +1024,10 @@
    threading.Thread(target=run_pending, daemon=True).start()
    l2_data_util.load_l2_data_all(True)
    # L2成交信号回调
    L2TradeSingleDataManager.set_callback(MyL2TradeSingleCallback())
    global l2_trade_single_callback
    l2_trade_single_callback = MyL2TradeSingleCallback()

    L2TradeSingleDataManager.set_callback(l2_trade_single_callback)
    # 加载自由流通量
    global_data_loader.load_zyltgb_volume_from_db()