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4 天以前 48fb7a00951f91bdc707e5dd2d196e5bccb752c3 
 trade/l2_trade_factor.py


@@ -4,16 +4,13 @@




# l2交易因子




import big_money_num_manager


from code_attribute import big_money_num_manager, limit_up_time_manager, global_data_loader, gpcode_manager


import constant


import global_data_loader


import global_util


import gpcode_manager


import limit_up_time_manager


from trade import trade_manager, deal_big_money_manager, trade_constant


from utils import global_util, tool






# 下单参数


import tool


from l2 import code_price_manager






class L2PlaceOrderParamsManager:


@@ -23,7 +20,7 @@


        continue_count = self.get_begin_continue_buy_count()


        time_range = self.get_time_range()


        m = self.get_m_val()[0]


        m = m//10000


        m = m // 10000




        desc = ""


        if self.buy_rank == 0:


@@ -56,7 +53,7 @@


            return 100


        # 暂时不需要次此中策略


        # # 判断有没有炸开


        # if code_price_manager.Buy1PriceManager.is_can_buy(self.code):


        # if code_price_manager.Buy1PriceManager().is_can_buy(self.code):


        #     # 回封


        #     if self.score_index == 0:


        #         return 0


@@ -93,17 +90,18 @@


        self.is_first_code = is_first_code


        score_ranks = [constant.BUY_SCORE_RANK_3, constant.BUY_SCORE_RANK_2, constant.BUY_SCORE_RANK_1,


                       constant.BUY_SCORE_RANK_0]


        self.score = score[0][0]


        self.score_info = score


        # self.score = score[0][0]


        # self.score_info = score


        # 为分数设置等级


        score_index = -1


        for i in range(0, len(score_ranks)):


            if self.score >= score_ranks[i]:


                score_index = i


                break


        self.score_index = score_index


        # score_index = -1


        # for i in range(0, len(score_ranks)):


        #     if self.score >= score_ranks[i]:


        #         score_index = i


        #         break


        # 固定设置为2


        self.score_index = 2


        # 只要加入想买单的，全部执行主动买入二星方案


        if gpcode_manager.WantBuyCodesManager.is_in(code):


        if gpcode_manager.WantBuyCodesManager().is_in_cache(code):


            self.score_index = 1


            self.is_want_buy = True


        else:


@@ -116,6 +114,11 @@


        self.volume_rate_index = volume_rate_index


        self.now_time = now_time


        self.buy_rank = self.get_buy_rank()




    # 是否是初次下单


    @classmethod


    def is_first_place_order(cls, code):


        return trade_manager.CodesTradeStateManager().get_trade_state_cache(code) == trade_constant.TRADE_STATE_NOT_TRADE




    # 设置分数


    def set_score(self, score):


@@ -132,7 +135,6 @@


        self.score_index = score_index




    # 获取信号连续买笔数




    def get_begin_continue_buy_count(self):


        counts = [3, 3, 3, 2, 2, 2, 2]


        volume_rate_index = self.volume_rate_index


@@ -150,22 +152,24 @@


        volume_rate_index = self.volume_rate_index


        if self.volume_rate_index >= len(ts):


            volume_rate_index = -1


        # 首次下单必须同1s


        if self.is_first_place_order(self.code):


            return 1


        return ts[volume_rate_index]




    # 获取需要的大单个数


    def get_big_num_count(self):


        # if self.is_first_code:


        #     if self.buy_rank < 2:


        #         return 0


        #     elif self.buy_rank == 2:


        #         return 1


        #     elif self.buy_rank == 3:


        #         return 2


        counts = [2, 1, 1, 1, 0, 0, 0, 0]


        volume_rate_index = self.volume_rate_index


        if self.volume_rate_index >= len(counts):


            volume_rate_index = -1


        return counts[volume_rate_index]


        # counts = [1, 1, 1, 1, 0, 0, 0, 0]


        # volume_rate_index = self.volume_rate_index


        # if self.volume_rate_index >= len(counts):


        #     volume_rate_index = -1


        # return counts[volume_rate_index]


        # 有大单成交就不需要大单了，没有大单成交就需要大单


        deal_big_money_count = deal_big_money_manager.get_deal_big_money_count(self.code)


        if deal_big_money_count > 0:


            return 0


        else:


            return 1




    # 获取安全笔数影响比例


    def get_safe_count_rate(self):


@@ -182,34 +186,31 @@


        base_count, min_count, max_count = L2TradeFactorUtil.get_safe_buy_count(self.code, True)


        rate = self.get_safe_count_rate()


        count = int(round(base_count * (1 + rate)))


        return count


        # 最少8笔


        return max(count, 8)




    # 获取m值影响比例


    @classmethod


    def get_m_val_rate(cls, volume_rate_index):


        rates = [0.0, -0.1, -0.2, -0.3, -0.4, -0.5, -0.6, -0.7]


        rates = [0.0, -0.1, -0.15, -0.2, -0.25, -0.3, -0.35, -0.4]


        if volume_rate_index >= len(rates):


            volume_rate_index = -1


        return rates[volume_rate_index]




    # 获取m值


    def get_m_val(self):


        # 获取固定m值


        zyltgb = global_util.zyltgb_map.get(self.code)


    @classmethod


    def get_base_m_val(cls, code):


        zyltgb = global_util.zyltgb_map.get(code)


        if zyltgb is None:


            global_data_loader.load_zyltgb()


            zyltgb = global_util.zyltgb_map.get(self.code)




        # if self.is_first_code:


        #     if self.buy_rank == 0:


        #         return 0, ""


        #     elif self.is_want_buy and zyltgb and zyltgb < 20 * 10000 * 10000:


        #         # 小于20亿的想买单


        #         return 500 * 10000, ""


        #     elif self.buy_rank < 4:


        #         return 1000 * 10000, ""




            zyltgb = global_util.zyltgb_map.get(code)


        base_m = L2TradeFactorUtil.get_base_safe_val(zyltgb)


        return base_m




    # 获取m值


    def get_m_val(self):


        base_m = self.get_base_m_val(self.code)


        if self.is_first_place_order(self.code) and tool.is_sz_code(self.code):


            base_m = int(base_m * 2)


        rate = self.get_m_val_rate(self.volume_rate_index)


        m = round(base_m * (1 + rate))


        return m, ""


@@ -240,7 +241,7 @@


        rates = [0.34, 0.44, 0.54, 0.64, 0.74, 0.84, 0.94, 1.04]


        if volume_rate_index >= len(rates):


            volume_rate_index = -1


        return rates[volume_rate_index]


        return 0.79  # rates[volume_rate_index]






# H撤参数


@@ -257,10 +258,12 @@


    # 获取撤销比例


    @staticmethod


    def get_cancel_rate(volume_rate_index):


        rates = [0.35, 0.45, 0.55, 0.65, 0.65, 0.75, 0.75, 0.75]


        if volume_rate_index >= len(rates):


            volume_rate_index = -1


        return rates[volume_rate_index]


        # 暂时固定死


        # rates = [0.35, 0.45, 0.55, 0.65, 0.65, 0.75, 0.75, 0.75]


        # if volume_rate_index >= len(rates):


        #     volume_rate_index = -1


        # return rates[volume_rate_index]


        return 0.89






class L2TradeFactorUtil:


@@ -272,8 +275,9 @@


        yi = round(zyltgb / 100000000)


        if yi < 1:


            yi = 1


        m = 5000000 + (yi - 1) * 500000


        return round(m * (1 - 0.3))


        return int(-0.058 * yi * yi + 60.9 * yi) * 10000


        # m = 5000000 + (yi - 1) * 500000


        # return round(m * (1 - 0.3))




    # 获取行业影响比例


    # total_limit_percent为统计的比例之和乘以100


@@ -435,11 +439,11 @@


        # 首次涨停时间


        limit_up_time = global_util.limit_up_time.get(code)


        if limit_up_time is None:


            limit_up_time = limit_up_time_manager.get_limit_up_time(code)


            limit_up_time = limit_up_time_manager.LimitUpTimeManager().get_limit_up_time_cache(code)




        big_money_num = global_util.big_money_num.get(code)


        if big_money_num is None:


            big_money_num = big_money_num_manager.get_num(code)


            big_money_num = big_money_num_manager.get_num_cache(code)


        return (


            zyltgb, total_industry_limit_percent, volumn_day60_max, volumn_yest, volumn_today, limit_up_time,


            big_money_num)


@@ -537,8 +541,9 @@


    # print(L2TradeFactorUtil.get_safe_buy_count("003005"))


    # print(L2TradeFactorUtil.get_rate_factors("003004"))


    # print(L2TradeFactorUtil.factors_to_string("003004"))


    for i in range(2, 50):


        print(i, L2TradeFactorUtil.get_base_safe_val(100000000 * i))




    # for i in range(2, 150):


    print(22, L2TradeFactorUtil.get_base_safe_val(100000000 * 22))


    # print(L2TradeFactorUtil.get_limit_up_time_rate("11:30:00"))


    # print(L2TradeFactorUtil.get_limit_up_time_rate("13:00:00"))


    # print(L2TradeFactorUtil.get_limit_up_time_rate("13:48:00"))