gp-server.git - Gitblit

			@@ -28,7 +28,7 @@
			from trade import trade_manager, trade_queue_manager, l2_trade_factor, l2_trade_util, \
			trade_result_manager, current_price_process_manager, trade_data_manager, trade_huaxin, trade_record_log_util, \
			trade_constant, buy_open_limit_up_strategy
			from trade.buy_radical import radical_buy_data_manager
			from trade.buy_radical import radical_buy_data_manager, radical_buy_strategy
			from l2 import l2_data_manager, l2_log, l2_data_source_util, code_price_manager, \
			transaction_progress, cancel_buy_strategy, place_order_single_data_manager
			from l2.cancel_buy_strategy import DCancelBigNumComputer, \
			@@ -1443,6 +1443,7 @@

			# ---------计算激进买入的信号---------
			radical_result = cls.__compute_radical_order_begin_pos(code, compute_start_index, compute_end_index)

			if radical_result[0]:
			buy_single_index, buy_exec_index = radical_result[1], radical_result[1]
			buy_volume_rate = cls.volume_rate_info[code][0]
			@@ -1472,7 +1473,35 @@
			# 监听大单
			RDCancelBigNumComputer().set_watch_indexes(code, radical_result[4])
			return
			else:
			radical_result = cls.__compute_radical_order_begin_pos_for_many_sell(code, start_index, end_index)
			if radical_result[0]:
			buy_single_index, buy_exec_index = radical_result[0][0], radical_result[0][1]
			buy_volume_rate = cls.volume_rate_info[code][0]
			refer_sell_data = cls.__L2MarketSellManager.get_refer_sell_data(code,
			total_datas[buy_single_index]["val"][
			"time"])
			if refer_sell_data:
			sell_info = (refer_sell_data[0], refer_sell_data[1])
			else:
			sell_info = (total_datas[buy_single_index]["val"]["time"], 0)
			threshold_money = 0

			order_begin_pos_info = OrderBeginPosInfo(buy_single_index=buy_single_index,
			buy_exec_index=buy_exec_index,
			buy_compute_index=buy_exec_index,
			num=total_datas[buy_single_index]["val"]["num"], count=1,
			max_num_set=set(),
			buy_volume_rate=buy_volume_rate,
			mode=OrderBeginPosInfo.MODE_RADICAL,
			mode_desc=f"总抛压大扫入:{radical_result[2]}",
			sell_info=sell_info,
			threshold_money=threshold_money)
			order_begin_pos_info.at_limit_up = cls.__is_at_limit_up_buy(code)
			ordered = cls.__process_with_find_exec_index(code, order_begin_pos_info, compute_end_index,
			block_info=radical_result[2])
			if ordered:
			radical_buy_data_manager.BlockPlaceOrderRecordManager().add_record(code, radical_result[2])
			if RadicalBuyDealCodesManager().get_code_blocks(code):
			# 已经扫入下过单
			return
			@@ -1909,7 +1938,9 @@
			code_volumn_manager.CodeVolumeManager().get_volume_rate_refer_in_5days(
			code),
			refer_sell_money,
			for_buy=True, is_almost_open_limit_up=radical_data[5])
			for_buy=True,
			is_almost_open_limit_up=
			radical_data[5])
			# 缺乏的大单金额
			lack_money = big_order_deal_enough_result[3]
			# 如果有大单成交就不需要看大单
			@@ -2022,6 +2053,71 @@
			async_log_util.info(logger_l2_not_buy_reasons, f"{code}#{result[2]}")
			return result

			# 总卖额参考时间使用记录
			__refer_sell_used_times = {}

			@classmethod
			def __compute_radical_order_begin_pos_for_many_sell(cls, code, start_index, end_index):
			"""
			计算深证高抛压的卖的买入信号
			@param code:
			@param start_index:
			@param end_index:
			@return: 信号信息（信号位,执行位）, 消息, 可买入的板块
			"""
			if not tool.is_sz_code(code):
			return None, "非深证的票", None
			# 判断抛压是否大于5000w
			total_datas = local_today_datas.get(code)
			refer_sell_data = cls.__L2MarketSellManager.get_refer_sell_data(code, total_datas[-1]["val"]["time"])
			if not refer_sell_data or refer_sell_data[1] < 5e7:
			return None, "总卖额小于5000万", None
			if code in cls.__refer_sell_used_times and refer_sell_data[0] in cls.__refer_sell_used_times:
			return None, f"时间已经被使用：{refer_sell_data[0]}", None

			deal_codes = RadicalBuyDealCodesManager().get_deal_codes()
			if code in deal_codes:
			return None, f"已经成交", None

			f_buy_blocks, orgin_buy_blocks = radical_buy_strategy.compute_can_radical_buy_blocks(code, deal_codes)
			if not f_buy_blocks:
			return None, f"板块不可买入", None

			# 判断是否有涨停买的数据
			has_limit_up = False
			for i in range(start_index, end_index + 1):
			data = total_datas[i]
			val = data["val"]
			if L2DataUtil.is_limit_up_price_buy(val):
			has_limit_up = True
			break
			if not has_limit_up:
			return None, "无涨停买数据", None
			# 查找计数起点
			refer_sell_time_int = int(refer_sell_data[0].replace(":", ""))
			begin_index = start_index
			for i in range(start_index - 1, -1, -1):
			data = total_datas[i]
			val = data["val"]
			if int(val["time"].replace(":", "")) < refer_sell_time_int:
			begin_index = i + 1
			break
			threshold_num = int(round(refer_sell_data[1] / gpcode_manager.get_limit_up_price_as_num(code) / 100))
			total_num = 0
			for i in range(begin_index, end_index + 1):
			data = total_datas[i]
			val = data["val"]
			if L2DataUtil.is_limit_up_price_buy(val):
			total_num += val["num"]
			elif L2DataUtil.is_limit_up_price_buy_cancel(val):
			total_num -= val["num"]
			if total_num > threshold_num:
			if code not in cls.__refer_sell_used_times:
			cls.__refer_sell_used_times[code] = set()
			cls.__refer_sell_used_times[code].add(refer_sell_data[0])
			return (begin_index, end_index), "可以下单", f_buy_blocks
			return None, "总买额不满足", None

			@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)