更改买入票的单价上限/板块更新

Administrator

2024-10-15 e23a2fc711caf409359648572828111981ec3681

 l2/l2_data_manager_new.py

@@ -340,11 +340,12 @@
        if order_begin_pos.mode != OrderBeginPosInfo.MODE_RADICAL:
            # 非扫入下单要判断执行位置与真实下单位的间隔时间
            total_datas = local_today_datas.get(code)
            if tool.trade_time_sub_with_ms(L2DataUtil.get_time_with_ms(total_datas[index]["val"]), L2DataUtil.get_time_with_ms(total_datas[order_begin_pos.buy_exec_index]["val"])) > 2000:
            if tool.trade_time_sub_with_ms(L2DataUtil.get_time_with_ms(total_datas[index]["val"]),
                                           L2DataUtil.get_time_with_ms(
                                               total_datas[order_begin_pos.buy_exec_index]["val"])) > 2000:
                L2TradeDataProcessor.cancel_buy(code, f"真实下单位({index})与执行位({order_begin_pos.buy_exec_index})相差2s以上",
                                                cancel_type=trade_constant.CANCEL_TYPE_F)
                return


    # 处理华鑫L2数据
    @classmethod
@@ -724,8 +725,6 @@

    @classmethod
    def start_buy(cls, code, last_data, last_data_index, is_first_code):
        pre_result =  cls.__is_pre_can_buy(code)
        if pre_result[0]:
            cls.__buy(code, 0, last_data, last_data_index, is_first_code)

    @classmethod
@@ -760,6 +759,9 @@

    @classmethod
    def __buy(cls, code, capture_timestamp, last_data, last_data_index, is_first_code):
        pre_result = cls.__is_pre_can_buy(code)
        if not pre_result[0]:
            return False
        # 添加买入锁
        if code not in cls.__buy_lock_dict:
            cls.__buy_lock_dict[code] = threading.Lock()
@@ -1008,7 +1010,8 @@
        # ------------挂单时间约束----------
        order_begin_pos = cls.__get_order_begin_pos(
            code)
        if not trade_result_manager.can_place_order_for_cancel_time(code, total_data[order_begin_pos.buy_exec_index]) and not gpcode_manager.GreenListCodeManager().is_in_cache(code):
        if not trade_result_manager.can_place_order_for_cancel_time(code, total_data[
            order_begin_pos.buy_exec_index]) and not gpcode_manager.GreenListCodeManager().is_in_cache(code):
            return False, True, f"距离上次挂单小于时间限制", True

        # ------------板块约束-------------
@@ -1356,27 +1359,33 @@

    @classmethod
    def cancel_buy(cls, code, msg=None, source="l2", cancel_index=None, cancel_type=None):
        # 是否是交易队列触发

        finally_can_cancel = True
        total_datas = local_today_datas.get(code)
        order_begin_pos = cls.__get_order_begin_pos(
            code)
        if cancel_type != trade_constant.CANCEL_TYPE_HUMAN:
            # 是否是交易队列触发
        # 扫入下单只有L撤能撤单
        if order_begin_pos and order_begin_pos.mode == OrderBeginPosInfo.MODE_RADICAL and cancel_type not in {
            trade_constant.CANCEL_TYPE_L, trade_constant.CANCEL_TYPE_L_UP, trade_constant.CANCEL_TYPE_L_DOWN}:
            l2_log.cancel_debug(code, "撤单中断，原因：{}", "扫入下单不是L撤")
            return False
        # 加绿只有L撤生效
            # 加绿只有L撤/人撤生效
        if gpcode_manager.GreenListCodeManager().is_in_cache(code):
            if cancel_type not in { trade_constant.CANCEL_TYPE_L, trade_constant.CANCEL_TYPE_L_UP, trade_constant.CANCEL_TYPE_L_DOWN}:
                if cancel_type not in {trade_constant.CANCEL_TYPE_L, trade_constant.CANCEL_TYPE_L_UP,
                                       trade_constant.CANCEL_TYPE_L_DOWN}:
                l2_log.cancel_debug(code, "撤单中断，原因：{}", "加绿不是L撤")
                return False
        total_datas = local_today_datas.get(code)

        if not total_datas:
            return False
        if source == "trade_queue":
            # 交易队列触发的需要下单后5s
            if order_begin_pos.buy_exec_index is not None and order_begin_pos.buy_exec_index > 0:
                now_time_str = tool.get_now_time_str()
                if tool.trade_time_sub(now_time_str, total_datas[order_begin_pos.buy_exec_index]["val"]["time"]) < 5:
                    if tool.trade_time_sub(now_time_str,
                                           total_datas[order_begin_pos.buy_exec_index]["val"]["time"]) < 5:
                    return False

        if code in cls.unreal_buy_dict:
@@ -1386,11 +1395,13 @@
                                                        order_begin_pos.buy_exec_index, total_datas)
        else:
            can_cancel, reason = cls.__can_cancel(code)
            if not can_cancel and cancel_type != trade_constant.CANCEL_TYPE_HUMAN:
                if not can_cancel:
                # 不能取消且不是人工撤单
                l2_log.cancel_debug(code, "撤单中断，原因：{}", reason)
                l2_log.debug(code, "撤单中断，原因：{}", reason)
                return False

        if finally_can_cancel:
            if cancel_index is None:
                cancel_index = total_datas[-1]["index"]
            cls.__LatestCancelIndexManager.set_latest_cancel_index(code, cancel_index)
@@ -1502,7 +1513,7 @@
                                                     max_num_set=set(),
                                                     buy_volume_rate=buy_volume_rate,
                                                     mode=OrderBeginPosInfo.MODE_RADICAL,
                                                     mode_desc="激进买入",
                                                     mode_desc="总抛压小扫入",
                                                     sell_info=sell_info,
                                                     threshold_money=threshold_money)
            order_begin_pos_info.at_limit_up = cls.__is_at_limit_up_buy(code)