L2与交易之间的通信采用队列方式/实现L撤单比例动态计算

Administrator

2023-09-27 f5b416d9cb5214ff0e46ca6305098085d2fe8742

 third_data/data_server.py

@@ -10,7 +10,7 @@
from utils import global_util, tool
from code_attribute import gpcode_manager
from log_module import log, log_analyse, log_export
from l2 import code_price_manager, l2_data_util, l2_data_manager_new
from l2 import code_price_manager, l2_data_util, l2_data_manager_new, cancel_buy_strategy
from l2.cancel_buy_strategy import HourCancelBigNumComputer
from output.limit_up_data_filter import IgnoreCodeManager
from third_data import kpl_util, kpl_data_manager, kpl_api, block_info
@@ -495,6 +495,18 @@
                        code_price_manager.Buy1PriceManager().set_limit_up_time(code, limit_up_time)
                add_codes = codes_set - self.__latest_limit_up_codes_set
                self.__latest_limit_up_codes_set = codes_set

                if limit_up_reasons:
                    # 统计涨停原因的票的个数
                    limit_up_reason_code_dict = {}
                    for code in limit_up_reasons:
                        b = limit_up_reasons[code]
                        if b not in limit_up_reason_code_dict:
                            limit_up_reason_code_dict[b] = set()
                        limit_up_reason_code_dict[b].add(code)
                    cancel_buy_strategy.LCancelRateManager.set_block_limit_up_count(limit_up_reason_code_dict)


                if add_codes:
                    for code in add_codes:
                        # 根据涨停原因判断是否可以买
@@ -518,7 +530,9 @@
                                                                                 before_blocks_dict):
                                            pass
                                            # TODO 测试暂时注释
                                            # l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, f"涨停原因（{ limit_up_reasons.get(code)}）不是老大撤单", "板块撤")
                                            l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code,
                                                                                                f"涨停原因（{limit_up_reasons.get(code)}）不是老大撤单",
                                                                                                "板块撤")
                            except Exception as e:
                                logger_debug.exception(e)
                kpl_data_manager.KPLLimitUpDataRecordManager.save_record(tool.get_now_date_str(), result_list_)