| | |
|---|
| | | __db = 0 |
|---|
| | | __redis_manager = redis_manager.RedisManager(0) |
|---|
| | | __cancel_real_order_index_cache = {} |
|---|
| | | __SecondCancelBigNumComputer = SecondCancelBigNumComputer() |
|---|
| | | |
|---|
| | | __instance = None |
|---|
| | | |
|---|
| | |
|---|
| | | return cls.__redis_manager.getRedis() |
|---|
| | | |
|---|
| | | # 是否可以撤单 |
|---|
| | | def need_cancel(self, code, order_begin_pos: OrderBeginPosInfo, current_limit_up_block_codes_dict, volume_rate): |
|---|
| | | def need_cancel(self, code, transaction_index, order_begin_pos: OrderBeginPosInfo, |
|---|
| | | current_limit_up_block_codes_dict, volume_rate): |
|---|
| | | if not order_begin_pos or not order_begin_pos.buy_exec_index or order_begin_pos.buy_exec_index < 0: |
|---|
| | | return False, "尚未下单" |
|---|
| | | if not current_limit_up_block_codes_dict: |
|---|
| | |
|---|
| | | total_datas = local_today_datas.get(code) |
|---|
| | | time_sub = tool.trade_time_sub(tool.get_now_time_str(), |
|---|
| | | total_datas[order_begin_pos.buy_exec_index]["val"]["time"]) |
|---|
| | | # if time_sub > 15 * 60: |
|---|
| | | # if len(current_limit_up_block_codes_dict[block]) == 1: |
|---|
| | | # return True, "独苗下单15分钟无后排" |
|---|
| | | if 2 < time_sub < 30 * 60: |
|---|
| | | real_place_order_index = self.__SecondCancelBigNumComputer.get_real_place_order_index_cache(code) |
|---|
| | | if not real_place_order_index: |
|---|
| | | return False, "尚未找到真实下单位置" |
|---|
| | | total_left_count = 0 |
|---|
| | | for i in range(transaction_index, real_place_order_index): |
|---|
| | | data = total_datas[i] |
|---|
| | | val = data["val"] |
|---|
| | | if float(val['price']) * val['num'] < 50 * 100: |
|---|
| | | continue |
|---|
| | | left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(code, i, |
|---|
| | | total_datas, |
|---|
| | | local_today_canceled_buyno_map.get( |
|---|
| | | code)) |
|---|
| | | if left_count > 0: |
|---|
| | | total_left_count += 1 |
|---|
| | | if total_left_count > 5: |
|---|
| | | break |
|---|
| | | # 成交进度变化 |
|---|
| | | if len(current_limit_up_block_codes_dict[block]) == 1 and volume_rate < 0.6 and total_left_count <= 5: |
|---|
| | | return True, "独苗下单30分钟无后排且成交位离我们很近且量小于60%" |
|---|
| | | # if time_sub > 10 * 60: |
|---|
| | | # if len(current_limit_up_block_codes_dict[block]) == 1 and volume_rate < 0.7: |
|---|
| | | # return True, f"独苗下单10分钟无后排且量({volume_rate})小于70%" |
|---|
