| api/outside_api_command_callback.py | ●●●●● 补丁 | 查看 | 原始文档 | blame | 历史 | |
| cancel_strategy/s_l_h_cancel_strategy.py | ●●●●● 补丁 | 查看 | 原始文档 | blame | 历史 | |
| inited_data.py | ●●●●● 补丁 | 查看 | 原始文档 | blame | 历史 | |
| trade/buy_radical/radical_buy_data_manager.py | ●●●●● 补丁 | 查看 | 原始文档 | blame | 历史 |
api/outside_api_command_callback.py
@@ -15,7 +15,7 @@ import inited_data import outside_api_command_manager from cancel_strategy.s_l_h_cancel_strategy import SCancelBigNumComputer, LCancelRateManager, \ CancelRateHumanSettingManager CancelRateHumanSettingManager, LCancelBigNumComputer, LDownCancelWatchIndexStatisticManager from code_attribute import gpcode_manager, code_volumn_manager, zyltgb_util, code_nature_analyse from code_attribute.code_data_util import ZYLTGBUtil from code_attribute.code_l1_data_manager import L1DataManager @@ -886,12 +886,16 @@ [huaxin_util.TORA_TSTP_OST_Accepted, huaxin_util.TORA_TSTP_OST_PartTraded]) fdatas = [] if current_delegates: codes_set = set() for c in current_delegates: try: if int(c["direction"]) != huaxin_util.TORA_TSTP_D_Buy: continue code = c["securityID"] if code in codes_set: continue orderSysID = c.get("orderSysID") codes_set.add(code) code_name = gpcode_manager.get_code_name(code) # 获取下单位置信息 order_begin_pos = TradePointManager().get_buy_compute_start_data_cache(code) @@ -1160,7 +1164,14 @@ fdata['mode'] = -1 except: pass # L后囊括快照 current_info = LCancelBigNumComputer().statistic_l_down_watch_indexes_info(code) last_info = LDownCancelWatchIndexStatisticManager().get_statistic_info(code) fdata['l_down_watch_indexes_info'] = {} if current_info: fdata['l_down_watch_indexes_info']['current'] = current_info if last_info: fdata['l_down_watch_indexes_info']['last'] = last_info fdatas.append(fdata) except Exception as e: logger_debug.exception(e) @@ -1522,13 +1533,19 @@ # 设置L后撤单比例 code = data.get("code") rate = data.get("rate") if rate < 0 or rate > 1: if rate < 0 or rate > 2: self.send_response({"code": 1, "msg": "比例范围不在0-1之间"}, client_id, request_id) return rate = round(rate, 2) # L后数据快照 last_info = LCancelBigNumComputer().statistic_l_down_watch_indexes_info(code) LDownCancelWatchIndexStatisticManager().set_statistic_info(code, last_info) CancelRateHumanSettingManager().set_l_down(code, rate) # L后重新囊括 LCancelBigNumComputer().re_compute_l_down_watch_indexes(code) self.send_response({"code": 0, "data": {}}, client_id, request_id) cancel_strategy/s_l_h_cancel_strategy.py
@@ -712,6 +712,50 @@ self.l_down.pop(code) @tool.singleton class LDownCancelWatchIndexStatisticManager: """ L后统计信息管理 """ def __init__(self): self.watch_indexes_statistic_info_dict = {} self.__db = 0 self.__redis_manager = redis_manager.RedisManager(self.__db) self.__load_data() def __get_redis(self): return self.__redis_manager.getRedis() def __load_data(self): keys = RedisUtils.keys(self.__get_redis(), "l_down_watch_indexes_statistic_info-*") if keys: for k in keys: code = k.split("-")[-1] val = RedisUtils.get(self.__get_redis(), k) if val: val = json.loads(val) self.watch_indexes_statistic_info_dict[code] = val def get_statistic_info(self, code): return self.watch_indexes_statistic_info_dict.get(code) def remove_statistic_info(self, code): if code not in self.watch_indexes_statistic_info_dict: return self.watch_indexes_statistic_info_dict.pop(code) RedisUtils.delete_async(self.__db, f"l_down_watch_indexes_statistic_info-{code}") def set_statistic_info(self, code, val): self.watch_indexes_statistic_info_dict[code] = val RedisUtils.setex_async(self.__db, f"l_down_watch_indexes_statistic_info-{code}", tool.get_expire(), json.dumps(val)) # 计算成交位置之后的大单（特定笔数）的撤单比例 class LCancelBigNumComputer: __db = 0 @@ -737,6 +781,10 @@ # 权重 __l_down_after_by_big_order_weight_dict = {} # 上一次的L后的统计信息 __last_l_down_watch_index_statistic_info = {} __instance = None def __new__(cls, *args, **kwargs): @@ -875,6 +923,7 @@ def clear(self, code=None): if code: LDownCancelWatchIndexStatisticManager().remove_statistic_info(code) self.del_watch_index(code) if code in self.__l_down_after_by_big_order_dict: self.__l_down_after_by_big_order_dict.pop(code) @@ -944,9 +993,6 @@ l2_log.l_cancel_debug(code, f"要间隔2分钟过后才能重新计算") return if total_datas: # 计算的上截至位距离下截至位纯买额要小于2.5倍m值 # thresh_hold_money = l2_trade_factor.L2PlaceOrderParamsManager.get_base_m_val(code) # thresh_hold_money = int(thresh_hold_money * 2.5) min_num = int(5000 / gpcode_manager.get_limit_up_price_as_num(code)) # 统计净涨停买的数量 not_cancel_indexes_with_num = [] @@ -1885,15 +1931,53 @@ def cancel_success(self, code): self.clear(code) def test(self): code = "000333" self.__set_cancel_l_down_after_place_order_index(code, 121, 0) time.sleep(6) self.__set_cancel_l_down_after_place_order_index(code, 121, 0), time.sleep(6) self.__set_cancel_l_down_after_place_order_index(code, 122, 1) print(self.__get_cancel_l_down_after_place_order_index_dict(code)) def statistic_l_down_watch_indexes_info(self, code): """ 统计L后监听数据信息 @param code: @return:((总笔数, 总金额), (已撤笔数,已撤金额), (已成交笔数,已成交金额), 综合撤单比例) """ watch_indexes_info = self.__get_watch_indexes_cache(code) if not watch_indexes_info: return True trade_index, is_default = TradeBuyQueue().get_traded_index(code) if trade_index is None: trade_index = 0 real_place_order_index_info = self.__real_place_order_index_dict.get(code) if not real_place_order_index_info: return True limit_up_price = gpcode_manager.get_limit_up_price_as_num(code) # 计算已经成交的比例 total_datas = local_today_datas.get(code) total_deal_nums, total_nums, total_cancel_num, total_after_num = 0, 0, 0, 0 for index in watch_indexes_info[2]: data = total_datas[index] val = data["val"] left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(code, index, total_datas, local_today_canceled_buyno_map.get( code)) total_nums += val["num"] if index > real_place_order_index_info[0]: # L后后半段 total_after_num += val["num"] if left_count <= 0: total_cancel_num += val["num"] else: if index < trade_index: total_deal_nums += val["num"] # 总单 # 已撤单 # 成交单 fresults = [(total_nums, int(total_nums * limit_up_price * 100)), (total_cancel_num, int(total_cancel_num * limit_up_price * 100)), (total_deal_nums, int(total_deal_nums * limit_up_price * 100))] if total_nums - total_after_num <= 0: fresults.append(100.00) else: fresults.append(round(total_cancel_num * 100 / (total_nums - total_after_num), 2)) return fresults class LCancelOutOfDateWatchIndexesManager: inited_data.py
@@ -4,7 +4,7 @@ from __future__ import print_function, absolute_import from cancel_strategy.s_l_h_cancel_strategy import LCancelBigNumComputer from cancel_strategy.s_l_h_cancel_strategy import LCancelBigNumComputer, LDownCancelWatchIndexStatisticManager from code_attribute import big_money_num_manager, global_data_loader, gpcode_manager, gpcode_first_screen_manager from code_attribute.code_nature_analyse import LatestMaxVolumeManager, HighIncreaseCodeManager, CodeNatureRecordManager from l2.l2_sell_manager import L2MarketSellManager trade/buy_radical/radical_buy_data_manager.py
@@ -640,7 +640,7 @@ @param count: @return: """ cls.__process_add_must(code) # cls.__process_add_must(code) if gpcode_manager.MustBuyCodesManager().is_in_cache(code): return total_deal_big_order_result = get_total_deal_big_order_info(code, @@ -651,18 +651,19 @@ @classmethod def place_order_success(cls, code): # 如果是加想，且成交大单足够就加红 total_deal_big_order_result = get_total_deal_big_order_info(code, gpcode_manager.get_limit_up_price_as_num(code)) if WantBuyCodesManager().is_in_cache(code): if total_deal_big_order_result[0] <= 0: # 累计大单足够需要加红 human_setting_money_info = TotalDealBigOrderThresholdMoneyManager().get_money_info_cache(code) if not human_setting_money_info or not trade_util.is_delegated(human_setting_money_info[1]): # 没有人为设置累计大单阈值/不是在下单状态设置的 就不能加白 return gpcode_manager.MustBuyCodesManager().add_code(code) trade_record_log_util.add_must_buy(code, "累计成交大单足够") cls.__process_add_must(code) # total_deal_big_order_result = get_total_deal_big_order_info(code, # gpcode_manager.get_limit_up_price_as_num(code)) # if WantBuyCodesManager().is_in_cache(code): # if total_deal_big_order_result[0] <= 0: # # 累计大单足够需要加红 # human_setting_money_info = TotalDealBigOrderThresholdMoneyManager().get_money_info_cache(code) # if not human_setting_money_info or not trade_util.is_delegated(human_setting_money_info[1]): # # 没有人为设置累计大单阈值/不是在下单状态设置的 就不能加白 # return # gpcode_manager.MustBuyCodesManager().add_code(code) # trade_record_log_util.add_must_buy(code, "累计成交大单足够") # cls.__process_add_must(code) pass @classmethod def __process_add_must(cls, code): @@ -744,13 +745,13 @@ if not trade_util.is_delegated(trade_state): return if not gpcode_manager.MustBuyCodesManager().is_in_cache(code): human_setting_money_info = TotalDealBigOrderThresholdMoneyManager().get_money_info_cache(code) if not human_setting_money_info or not trade_util.is_delegated(human_setting_money_info[1]): # 没有人为设置累计大单阈值/不是在下单状态设置的 就不能加白 return gpcode_manager.MustBuyCodesManager().add_code(code) trade_record_log_util.add_must_buy(code, "大单足够") # if not gpcode_manager.MustBuyCodesManager().is_in_cache(code): # human_setting_money_info = TotalDealBigOrderThresholdMoneyManager().get_money_info_cache(code) # if not human_setting_money_info or not trade_util.is_delegated(human_setting_money_info[1]): # # 没有人为设置累计大单阈值/不是在下单状态设置的 就不能加白 # return # gpcode_manager.MustBuyCodesManager().add_code(code) # trade_record_log_util.add_must_buy(code, "大单足够") class RadicalBuyBlockManager:
