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4 天以前 48fb7a00951f91bdc707e5dd2d196e5bccb752c3

 trade/current_price_process_manager.py

@@ -17,6 +17,7 @@
from trade.buy_radical import radical_buy_data_manager, new_block_processor
from trade.buy_radical.block_special_codes_manager import BlockSpecialCodesManager
from trade.buy_radical.radical_buy_data_manager import RadicalBuyBlockManager, RadicalBuyDataManager
from trade.order_statistic import DealAndDelegateWithBuyModeDataManager
from utils import tool, import_util
from trade import trade_manager, l2_trade_util, trade_constant
from trade.trade_data_manager import CodeActualPriceProcessor, RadicalBuyDealCodesManager
@@ -31,7 +32,8 @@
latest_add_codes = set()


def compute_code_order(code, top_in_blocks=None, yesterday_limit_up_codes=None, today_history_limit_up_codes=None, top_out_blocks=None):
def compute_code_order(code, top_in_blocks=None, yesterday_limit_up_codes=None, today_history_limit_up_codes=None,
                       top_out_blocks=None):
    """
    计算代码的排序
    @param code:
@@ -52,7 +54,9 @@
        return -1
        # 黑名单
    trade_state = trade_manager.CodesTradeStateManager().get_trade_state_cache(code)

    # 处于委托状态的必须订阅
    if trade_state == trade_constant.TRADE_STATE_BUY_DELEGATED or trade_state == trade_constant.TRADE_STATE_BUY_PLACE_ORDER:
        return 0
    if l2_trade_util.is_in_forbidden_trade_codes(code):
        # 没有成交
        if trade_state == trade_constant.TRADE_STATE_BUY_SUCCESS:
@@ -60,14 +64,13 @@
            return 998
        else:
            return -1

    deal_codes = RadicalBuyDealCodesManager().get_deal_codes()
    result = RadicalBuyDataManager().is_code_can_buy(code, deal_codes)
    if not result[0]:
        if len(result) > 2 and result[2]:
            # 可以拉黑
            if new_block_processor.is_can_forbidden(code):
                l2_trade_util.forbidden_trade(code, msg = result[1])
                l2_trade_util.forbidden_trade(code, msg=result[1])
        return -1

    # 想买单
@@ -132,7 +135,8 @@
    # 判断今日辨识度
    try:
        for b in blocks:
            if radical_buy_data_manager.RadicalBuyBlockManager.is_today_block_special_codes(code, b, yesterday_limit_up_codes):
            if radical_buy_data_manager.RadicalBuyBlockManager.is_today_block_special_codes(code, b,
                                                                                            yesterday_limit_up_codes):
                if b in top_in_blocks:
                    index = top_in_blocks.index(b)
                    return index + 1
@@ -173,7 +177,7 @@
                    # 创业板的涨幅需要打折
                    rate = rate / 2
                if order_index >= 0:
                    if order_index < 1000 and rate >= 3:
                    if order_index < 1000 and rate >= 5:
                        # 涨幅大于3%的才能订阅
                        _code_list.append((rate, code, order_index))
                    else:
@@ -200,7 +204,8 @@
        _delete_list = []
        for item in new_code_list:
            trade_state = trade_manager.CodesTradeStateManager().get_trade_state_cache(item[1])
            if l2_trade_util.is_in_forbidden_trade_codes(item[1]) and trade_state != trade_constant.TRADE_STATE_BUY_SUCCESS:
            if l2_trade_util.is_in_forbidden_trade_codes(
                    item[1]) and trade_state != trade_constant.TRADE_STATE_BUY_SUCCESS:
                # 拉黑的尚未成交的代码
                _delete_list.append(item)
            elif item[0] < 0:
@@ -228,6 +233,10 @@
        for d in _delete_list:
            del_code_list.append(d[1])

        if del_code_list:
            async_log_util.info(logger_l2_codes_subscript,
                                f"({request_id})需要删除订阅的代码：{del_code_list}")

        if constant.L2_SOURCE_TYPE == constant.L2_SOURCE_TYPE_HUAXIN:
            # 华鑫L2,获取加入代码的涨停价

@@ -242,8 +251,7 @@
                dif2 = add_code_set - latest_add_codes
                if dif2:
                    # 新增加的订阅需要拉取之前的大单
                    for c in dif2:
                        __pre_big_order_deal_thread_pool.submit(radical_buy_data_manager.pull_pre_deal_big_orders, c)
                    __pre_big_order_deal_thread_pool.submit(radical_buy_data_manager.pull_pre_deal_big_orders_by_codes, dif2)
                if True:
                    async_log_util.info(logger_l2_codes_subscript,
                                        f"({request_id})预处理新增订阅代码：{dif2}")
@@ -262,7 +270,7 @@
                             tool.get_buy_volume(limit_up_price), list(special_volumes)))
                    huaxin_target_codes_manager.HuaXinL2SubscriptCodesManager.push(add_datas, request_id)
            except Exception as e:
                logging.exception(e)
                logger_debug.exception(e)
        else:
            pass