建立扫入代码不算身位机制/优化代码/提供设置影子单的量

Administrator

2024-11-08 e160c832d31e99b44fe2084310398a3b26891839

 trade/radical_buy_data_manager.py

@@ -2,10 +2,10 @@
激进买数据管理
"""
import constant
import l2_data_util
from code_attribute import code_nature_analyse, code_volumn_manager, gpcode_manager
from code_attribute.code_l1_data_manager import L1DataManager
from l2.l2_sell_manager import L2MarketSellManager
from l2.l2_transaction_data_manager import BigOrderDealManager
from l2.l2_transaction_data_manager import BigOrderDealManager, HuaXinBuyOrderManager
from log_module import async_log_util
from log_module.log import logger_l2_radical_buy
from third_data import kpl_data_manager
@@ -14,11 +14,13 @@
from utils import tool, global_util


class RadicalBuyDataManager():
class RadicalBuyDataManager:
    @classmethod
    def is_code_can_buy(cls, code, deal_codes=None):
    def is_code_can_buy(cls, code, deal_codes=None, is_refered=False):
        """
        代码是否可以买(根据代码本身属性)
        @param deal_codes: 已经成交的代码
        @param is_refered: 是否是参考票
        @param code: 代码
        @param total_sell_volume: 总卖量
        @return: 是否可以买, 原因
@@ -60,6 +62,16 @@
            else:
                # 拉黑且不是已经买入性质的拉黑
                return False, "已拉黑"

        if is_refered:
            # 参考票没有大单
            volume_rate = code_volumn_manager.CodeVolumeManager().get_volume_rate(code, with_info=False)
            if volume_rate is None:
                volume_rate = 0.5
            big_order_deal_enough = is_big_order_deal_enough(code, volume_rate)
            if not big_order_deal_enough[0] and big_order_deal_enough[2]:
                return False, "交易前两分钟大单不足"

        return True, ""

    @classmethod
@@ -77,11 +89,86 @@
    @classmethod
    def place_order_success(cls, code):
        # 如果有大单成交就加红
        deal_big_order_count = BigOrderDealManager().get_total_buy_count(code)
        if deal_big_order_count > 0:
        volume_rate = code_volumn_manager.CodeVolumeManager().get_volume_rate(code, with_info=False)
        if volume_rate is None:
            volume_rate = 0.5
        big_order_deal_enough = is_big_order_deal_enough(code,
                                                         volume_rate)  # BigOrderDealManager().get_total_buy_count(code)
        if big_order_deal_enough[0]:
            gpcode_manager.MustBuyCodesManager().add_code(code)


class ExcludeIndexComputeCodesManager:
    """
    排除身位计算管理器
    """
    __codes_cache = set()

    @classmethod
    def add_code(cls, code):
        cls.__codes_cache.add(code)

    @classmethod
    def remove_code(cls, code):
        cls.__codes_cache.discard(code)

    @classmethod
    def get_all_codes(cls):
        return cls.__codes_cache

    @classmethod
    def is_in_cache(cls, code):
        return code in cls.__codes_cache


def is_big_order_deal_enough(code, volume_rate):
    """
    大单成交是否足够
    @param code:
    @param volume_rate:
    @return: 大单是否足够, 原因, 是否是短时生效
    """
    limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
    refer_volume = code_volumn_manager.CodeVolumeManager().get_max_volume_in_5days(code)
    if refer_volume is None:
        refer_volume = 0

    money_y = int(refer_volume * limit_up_price / 1e8)
    money_y = min(money_y, 50)
    money_y = max(money_y, 5)
    before_time = tool.get_now_time_as_int() < 93200
    # 计算大单参考数量
    threshold_count = 1  # int(round(0.4 * money_y))
    if before_time:
        threshold_count = int(round(0.4 * money_y * 1.5))
    threshold_money = threshold_count * 299 * 10000

    if volume_rate >= 0.5 or True:
        # 按量大于50%算
        # 当换手量＞50%时，则，不需要每次扫入时需要≥2笔大单，而是累计需要≥2笔大单即可
        deal_big_order_money = BigOrderDealManager().get_total_buy_money(code)
        try:
            # 获取正在成交的订单
            dealing_order_info = HuaXinBuyOrderManager().get_dealing_order_info(code)
            threshold_big_money = l2_data_util.get_big_money_val(limit_up_price, tool.is_ge_code(code))
            if dealing_order_info and dealing_order_info[2] >= threshold_big_money:
                # 正在成交的订单是大单
                deal_big_order_money += dealing_order_info[2]
        except Exception as e:
            async_log_util.info(logger_l2_radical_buy, f"计算正在成交大单出错：{str(e)}")

        if deal_big_order_money >= threshold_money:
            return True, f"量比-{volume_rate}, 总大单成交金额({deal_big_order_money})>={threshold_money}", before_time
        else:
            return False, f"量比-{volume_rate}, 总大单成交金额({deal_big_order_money})<{threshold_money}", before_time
    else:
        current_big_order_deal_count = EveryLimitupBigDealOrderManager.get_big_buy_deal_order_count(code)
        if current_big_order_deal_count >= threshold_count:
            return True, f"量比-{volume_rate}, 本次大单成交数量({current_big_order_deal_count})>={threshold_count}", before_time
        else:
            return False, f"量比-{volume_rate}, 本次大单成交数量({current_big_order_deal_count})<{threshold_count}", before_time


class EveryLimitupBigDealOrderManager:
    """
    每次上板的大单管理