买入策略修改

Administrator

2024-11-18 dd76d8dc94da81299d796b5b90ae54c072454e86

 l2/l2_data_manager_new.py

@@ -17,6 +17,7 @@
from l2.place_order_single_data_manager import L2TradeSingleDataProcessor
from log_module import async_log_util, log_export
from third_data import kpl_data_manager, block_info
from trade.buy_radical.radical_buy_data_manager import EveryLimitupBigDealOrderManager
from utils import global_util, tool, buy_condition_util, buy_strategy_util, trade_util
import l2_data_util
from db import redis_manager_delegate as redis_manager
@@ -2030,11 +2031,28 @@
            bigger_money = l2_data_util.get_big_money_val(limit_up_price, tool.is_ge_code(code))
            min_num = int(bigger_money / limit_up_price / 100)
            # 如果有大单成交就不需要看大单
            total_deal_money = BigOrderDealManager().get_total_buy_money(code)

            if constant.CAN_RADICAL_BUY_NEED_BIG_ORDER_EVERYTIME:
                # 每次下单都需要大单
                total_deal_money = EveryLimitupBigDealOrderManager.get_big_buy_deal_order_money(code)
            else:
                # 只需要总成交的大单
                total_deal_money = BigOrderDealManager().get_total_buy_money(code)
            refer_sell_data = L2MarketSellManager().get_refer_sell_data(code, radical_data[3])
            # 参考总卖额
            refer_sell_money = 0
            if refer_sell_data:
                refer_sell_money = refer_sell_data[1]
            THRESHOLD_MONEY = 2990000
            if total_deal_money >= THRESHOLD_MONEY:
            if refer_sell_money >= 1e7:
                THRESHOLD_MONEY = 2990000 * 2
            else:
                THRESHOLD_MONEY = 2990000
            if  total_deal_money >= THRESHOLD_MONEY:
                min_num = int(5000 / limit_up_price)

            # 总委托大单金额
            total_delegating_big_money = 0
            single_index = None
            for i in range(start_index, end_index + 1):
                data = total_datas[i]
@@ -2050,17 +2068,17 @@
                        # 判断是否为大单
                        order_money = dealing_active_order_info[2] + round(val["price"], 2) * val["num"] * 100
                        if order_money >= bigger_money:
                            total_deal_money += order_money
                if total_deal_money >= THRESHOLD_MONEY:
                    single_index = i
                    break
                            total_delegating_big_money += order_money
                            if total_delegating_big_money + total_deal_money >= THRESHOLD_MONEY:
                                single_index = i
                                break

                if int(val["orderNo"]) <= radical_data[1]:
                    # 主动买单后的数据不算
                    continue

                total_deal_money += round(val["price"], 2) * val["num"] * 100
                if total_deal_money >= THRESHOLD_MONEY:
                total_delegating_big_money += round(val["price"], 2) * val["num"] * 100
                if total_delegating_big_money + total_deal_money >= THRESHOLD_MONEY:
                    single_index = i
                    break
            if single_index is not None:
@@ -2074,14 +2092,22 @@

        if not radical_data:
            return False, None, "不满足激进买的条件"
        if t.time() > radical_data[0] and not is_radical_buy:
            # 没扫入过才需要判断时间
            return False, None, "超过生效时间"

        if constant.CAN_RADICAL_BUY_AT_LIMIT_UP:
            # 板上放量可扫入
            if t.time() > radical_data[0] and not is_radical_buy:
                # 没扫入过才需要判断时间
                return False, None, "超过生效时间"
        else:
            # 板上放量不可扫入
            if t.time() > radical_data[0]:
                return False, None, "超过生效时间"

        result = __can_order()
        l2_log.debug(code, f"L2扫入判断：{result}")
        if result[0]:
            # 已经扫入下过单的就需要判断板上放量的距离
            if is_radical_buy:
            # 已经扫入下过单且允许板上放量扫入的就需要判断板上放量的距离
            if is_radical_buy and constant.CAN_RADICAL_BUY_AT_LIMIT_UP:
                is_limit_up_buy = cls.__is_at_limit_up_buy(code)
                if is_limit_up_buy:
                    # 判断成交进度到当前数据的笔数，如果少于10笔且还有未成交的大单（>=299）就可以下单
@@ -2098,6 +2124,9 @@
                                                                                       deal_codes)
                        if not buy_blocks:
                            return False, result[1], f"板块代码已有成交：{radical_data[2]}"
            # 如果板上放量不可买入就需要删除信号
            if not constant.CAN_RADICAL_BUY_AT_LIMIT_UP and code in RadicalBuyDealCodesManager.buy_by_l2_delegate_expire_time_dict:
                RadicalBuyDealCodesManager.buy_by_l2_delegate_expire_time_dict.pop(code)
            return True, result[1], radical_data[2]
        return result