| | |
|---|
| | | max_info = (i, val["num"]) |
|---|
| | | return total_datas[max_info[0]] |
|---|
| | | |
|---|
| | | @classmethod |
|---|
| | | def is_canceled(cls, code, index, total_datas, canceled_buyno_map, trade_index, deal_order_nos): |
|---|
| | | """ |
|---|
| | | 是否已经撤单 |
|---|
| | | @param deal_order_nos: 成交大单集合 |
|---|
| | | @param trade_index: 成交进度位 |
|---|
| | | @param index: 索引 |
|---|
| | | @param code: 代码 |
|---|
| | | @param total_datas: |
|---|
| | | @param canceled_buyno_map:撤单的订单号 |
|---|
| | | @return: |
|---|
| | | """ |
|---|
| | | cancel_data = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_canceled_data_v2(code, index, |
|---|
| | | total_datas, |
|---|
| | | canceled_buyno_map) |
|---|
| | | if cancel_data: |
|---|
| | | # 已经撤单 |
|---|
| | | return True |
|---|
| | | else: |
|---|
| | | if trade_index and trade_index > index: |
|---|
| | | # 成交进度大于索引位置，且还没成交 |
|---|
| | | if total_datas[index]["val"]["orderNo"] not in deal_order_nos: |
|---|
| | | return True |
|---|
| | | return False |
|---|
| | | |
|---|
| | | |
|---|
| | | # ---------------------------------D撤------------------------------- |
|---|
| | | # 计算 成交位->真实下单位置 总共还剩下多少手没有撤单 |
|---|
| | |
|---|
| | | def set_real_place_order_index(self, code, index, buy_single_index, is_default): |
|---|
| | | if is_default: |
|---|
| | | return |
|---|
| | | if code in self.__watch_indexes_cache and len(self.__watch_indexes_cache[code]) > 1: |
|---|
| | | if code in self.__watch_indexes_cache and len(self.__watch_indexes_cache[code]) > 1: |
|---|
| | | # 囊括的单大于1个 |
|---|
| | | return |
|---|
| | | # 从买入信号位开始囊括 |
|---|
| | |
|---|
| | | @param end_index: |
|---|
| | | @return: 是否需要撤单,撤单索引, 消息 |
|---|
| | | """ |
|---|
| | | buyno_map = local_today_buyno_map.get(code) |
|---|
| | | watch_indexes = self.__watch_indexes_cache.get(code) |
|---|
| | | if not watch_indexes: |
|---|
| | | return False, None, "无大单监听" |
|---|
| | |
|---|
| | | continue |
|---|
| | | if val["num"] * float(val["price"]) < 5000: |
|---|
| | | continue |
|---|
| | | buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data_v2(data, |
|---|
| | | local_today_buyno_map.get( |
|---|
| | | code)) |
|---|
| | | buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data_v2(data, buyno_map) |
|---|
| | | if buy_index is None: |
|---|
| | | continue |
|---|
| | | if buy_index in watch_indexes: |
|---|
| | | need_compute = True |
|---|
| | | break |
|---|
| | | cancel_indexes = set() |
|---|
| | | if need_compute: |
|---|
| | | canceled_buyno_map = local_today_canceled_buyno_map.get(code) |
|---|
| | | if need_compute or True: |
|---|
| | | cancel_count = 0 |
|---|
| | | cancel_data = None |
|---|
| | | # 成交买单号 |
|---|
| | | deal_order_nos = HuaXinBuyOrderManager().get_deal_buy_order_nos(code) |
|---|
| | | if deal_order_nos is None: |
|---|
| | | deal_order_nos = set() |
|---|
| | | trade_index, is_default = TradeBuyQueue().get_traded_index(code) |
|---|
| | | if is_default: |
|---|
| | | trade_index = None |
|---|
| | | for index in watch_indexes: |
|---|
| | | cancel_data = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_canceled_data_v2(code, index, |
|---|
| | | total_datas, |
|---|
| | | local_today_canceled_buyno_map.get( |
|---|
| | | code)) |
|---|
| | | if cancel_data: |
|---|
| | | if L2DataComputeUtil.is_canceled(code, index, total_datas, canceled_buyno_map, trade_index, |
|---|
| | | deal_order_nos): |
|---|
| | | # 买单已撤单 |
|---|
| | | cancel_count += 1 |
|---|
| | | cancel_indexes.add(index) |
|---|
| | | rate = round(cancel_count / len(watch_indexes), 2) |
|---|
| | |
|---|
| | | if dealing_info and str(dealing_info[0]) == str(val["orderNo"]): |
|---|
| | | total_left_num -= dealing_info[1] // 100 |
|---|
| | | limit_up_price = gpcode_manager.get_limit_up_price(code) |
|---|
| | | total_left_money = total_left_num * float(limit_up_price)*100 |
|---|
| | | total_left_money = total_left_num * float(limit_up_price) * 100 |
|---|
| | | if total_left_money < 1e8: |
|---|
| | | if total_left_count <= 1 or (total_left_count <= THRESHOLD_COUNT and limit_up_price and total_left_num * float( |
|---|
| | | if total_left_count <= 1 or ( |
|---|
| | | total_left_count <= THRESHOLD_COUNT and limit_up_price and total_left_num * float( |
|---|
| | | limit_up_price) < THRESHOLD_MONEY_W * 100): |
|---|
| | | return True, f"剩余笔数({total_left_count})/金额({round(total_left_num * float(limit_up_price) * 100)})不足，成交进度：{trade_index},真实下单位置：{real_order_index} 阈值：({THRESHOLD_MONEY_W},{THRESHOLD_COUNT}) " |
|---|
| | | return False, f"不满足撤单条件: 成交进度-{trade_index} 真实下单位置-{real_order_index} total_left_count-{total_left_count} total_left_num-{total_left_num}" |
|---|
| | |
|---|
| | | # 计算我们后面的大单与涨停纯买额 |
|---|
| | | total_left_num = 0 |
|---|
| | | total_big_num_count = 0 |
|---|
| | | canceled_buyno_map = local_today_canceled_buyno_map.get(code) |
|---|
| | | canceled_buyno_map = local_today_canceled_buyno_map.get(code) |
|---|
| | | for i in range(real_order_index + 1, len(total_datas)): |
|---|
| | | data = total_datas[i] |
|---|
| | | val = data["val"] |
|---|
| | | if not L2DataUtil.is_limit_up_price_buy(val): |
|---|
| | | continue |
|---|
| | | money = val["num"] * float(val["price"])*100 |
|---|
| | | money = val["num"] * float(val["price"]) * 100 |
|---|
| | | if money < 500000: |
|---|
| | | continue |
|---|
| | | left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(code, |
|---|
