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| | | from log_module import async_log_util |
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| | | from trade.deal_big_money_manager import DealOrderNoManager |
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| | | from trade.sell.sell_rule_manager import TradeRuleManager |
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| | | from trade.trade_manager import MarketSituationManager |
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| | | from utils import tool |
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| | | from l2.transaction_progress import TradeBuyQueue |
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| | | from trade import trade_queue_manager, l2_trade_factor, trade_record_log_util |
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| | |
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| | | l2_log.l_cancel_debug(code, f"计算撤单比例出错：{e}") |
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| | | return round(base_rate, 2), False |
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| | | |
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| | | # 获取L后成交太快的撤单比例 |
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| | | @classmethod |
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| | | def get_fast_deal_cancel_rate(cls, code): |
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| | | must_buy_cancel_rate = cls.__MustBuyCodesManager.get_cancel_rate_cache(code) |
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| | | if must_buy_cancel_rate is not None: |
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| | | return must_buy_cancel_rate |
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| | | return constant.L_CANCEL_FAST_DEAL_RATE |
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| | | |
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| | | # 设置板块涨停数量（除开自己） |
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| | | @classmethod |
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| | | def set_block_limit_up_count(cls, reason_codes_dict): |
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| | | if real_place_order_index_info and real_place_order_index_info[1]: |
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| | | return False, "没获取到真实的下单位" |
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| | | |
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| | | threshold_rate = constant.L_CANCEL_FAST_DEAL_RATE |
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| | | threshold_rate = LCancelRateManager.get_fast_deal_cancel_rate(code) |
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| | | rate = orgin_deal_data[0] / (total_l_down_not_deal_num[0] * 100) |
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| | | if rate > threshold_rate: |
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| | | limit_up_price = float(gpcode_manager.get_limit_up_price(code)) |
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| | |
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| | | if cancel_data: |
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| | | canceled_indexes.add(cancel_data["index"]) |
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| | | cancel_rate = round(len(canceled_indexes) / len(watch_indexes), 2) |
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| | | if cancel_rate > constant.G_CANCEL_RATE: |
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| | | threshhold_rate = constant.G_CANCEL_RATE |
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| | | situation = MarketSituationManager().get_situation_cache() |
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| | | if situation == MarketSituationManager.SITUATION_GOOD: |
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| | | threshhold_rate = constant.G_CANCEL_RATE_FOR_GOOD_MARKET |
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| | | if cancel_rate > threshhold_rate: |
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| | | canceled_indexes_list = list(canceled_indexes) |
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| | | canceled_indexes_list.sort() |
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| | | return True, total_datas[canceled_indexes_list[-1]], f"撤单比例：{cancel_rate}" |
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