可自动加想时段设置/扫入策略修改

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6 天以前 13822f1c61c3d4c4705fa805b225798f81d37442

可自动加想时段设置/扫入策略修改

 api/outside_api_command_callback.py

@@ -1441,7 +1441,8 @@
                                    "buy_first_limit_up": 1 if constant.CAN_BUY_FIRST_LIMIT_UP else 0,
                                    "can_auto_add_white": 1 if constant.CAN_AUTO_ADD_WHITE else 0,
                                    "can_auto_add_want_buy_codes": 1 if constant.CAN_AUTO_ADD_WANT_BUY_CODES else 0,
                                    "can_auto_l_down_rate_change": 1 if constant.CAN_AUTO_L_DOWN_RATE_CHANGE else 0
                                    "can_auto_l_down_rate_change": 1 if constant.CAN_AUTO_L_DOWN_RATE_CHANGE else 0,
                                    "auto_add_want_buy_codes_time_ranges": constant.AUTO_ADD_WANT_BUY_CODES_TIME_RANGES
                                    }}
                self.send_response({"code": 0, "data": data, "msg": f""},
                                   client_id,
@@ -1476,6 +1477,12 @@
                        constant.CAN_AUTO_L_DOWN_RATE_CHANGE = True if radical_buy.get(
                            'can_auto_l_down_rate_change') else False

                    if radical_buy.get('auto_add_want_buy_codes_time_ranges') is not None:
                        time_ranges = radical_buy.get('auto_add_want_buy_codes_time_ranges')
                        constant.AUTO_ADD_WANT_BUY_CODES_TIME_RANGES = (time_ranges.split(",")[0], time_ranges.split(",")[1])





                self.send_response({"code": 0, "data": {}, "msg": f""},

 constant.py

@@ -248,4 +248,5 @@
# L后撤单比例自动变化
CAN_AUTO_L_DOWN_RATE_CHANGE = True


# 自动加想时段
AUTO_ADD_WANT_BUY_CODES_TIME_RANGES = ("09:25:00", "10:00:00")

 servers/huaxin_trade_server.py

@@ -711,13 +711,13 @@
                l2_log.info(code, logger_l2_radical_buy, f"即将炸板：{code}-{is_almost_open_limit_up}-{l2_market_time_str}")
            deal_codes = RadicalBuyDealCodesManager().get_deal_codes()
            # 判断今日扫入的代码数量是否大于阈值
            radical_buy_setting = BuyMoneyAndCountSetting().get_radical_buy_setting()
            MAX_COUNT = 4 if radical_buy_setting is None else radical_buy_setting[0]
            if not WantBuyCodesManager().is_in_cache(code):
                # 加绿不判断板块是否成交
                if len(deal_codes) >= MAX_COUNT:
                    l2_log.info(code, logger_l2_radical_buy, f"扫入成交代码个数大于{MAX_COUNT}个：{code}-{deal_codes}")
                    return True
            # radical_buy_setting = BuyMoneyAndCountSetting().get_radical_buy_setting()
            # MAX_COUNT = 4 if radical_buy_setting is None else radical_buy_setting[0]
            # if not WantBuyCodesManager().is_in_cache(code):
            #     # 加绿不判断板块是否成交
            #     if len(deal_codes) >= MAX_COUNT:
            #         l2_log.info(code, logger_l2_radical_buy, f"扫入成交代码个数大于{MAX_COUNT}个：{code}-{deal_codes}")
            #         return True
            if code in deal_codes and not CodesContinueBuyMoneyManager().get_continue_buy_money(code):
                l2_log.info(code, logger_l2_radical_buy, f"该代码已经成交：{code}")
                return True
@@ -745,9 +745,10 @@

                    # -----根据成交比例判断是否可买------
                    if not is_last_sell_deal:
                        result_by_volume = radical_buy_strategy.process_limit_up_active_buy_deal(code, transaction_datas,
                                                                                             is_almost_open_limit_up,
                                                                                             no_left_limit_up_sell=no_left_limit_up_sell)
                        result_by_volume = radical_buy_strategy.process_limit_up_active_buy_deal(code,
                                                                                                 transaction_datas,
                                                                                                 is_almost_open_limit_up,
                                                                                                 no_left_limit_up_sell=no_left_limit_up_sell)
                    else:
                        result_by_volume = radical_buy_strategy.BUY_MODE_BY_L2, f"最后一笔涨停卖成交"
                    l2_log.info(code, logger_l2_radical_buy, f"量买入结果判断：{code}, 结果：{result_by_volume} 板块：{buy_blocks}")

 trade/auto_add_want_buy_strategy.py

@@ -35,8 +35,10 @@
    执行自动加想策略
    @return:
    """
    if tool.get_now_time_str() > '13:00:00':
        # 下午不自动加想
    if constant.AUTO_ADD_WANT_BUY_CODES_TIME_RANGES[0] < tool.get_now_time_str() < constant.AUTO_ADD_WANT_BUY_CODES_TIME_RANGES[1]:
        pass
    else:
        # 不在加想时段内
        return
    codes = LimitUpDataConstant.get_history_limit_up_codes()
    if not codes:
@@ -54,7 +56,7 @@
                continue
            limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
            # 只加首板
            if not limit_up_price or limit_up_price < 3 or limit_up_price > 100:
            if not limit_up_price or limit_up_price < 3 or limit_up_price > 300:
                continue
            if code in yesterday_codes:
                continue

 trade/buy_radical/radical_buy_strategy.py

@@ -4,6 +4,7 @@
# 上一个50W的起始时间：{code:"09:30:00.120"}
import time

from cancel_strategy.s_l_h_cancel_strategy import CancelRateHumanSettingManager
from code_attribute import code_volumn_manager, gpcode_manager
from l2.code_price_manager import Buy1PriceManager
from l2.huaxin import l2_huaxin_util
@@ -143,7 +144,7 @@
    huaxin_timestamp = transaction_datas[-1][3]

    # 判断是否可以扫入, 暂时都不可扫入
    can_direct_buy = False

    # human_setting_money = TotalDealBigOrderThresholdMoneyManager().get_money_cache(code)
    # if human_setting_money:
    #     # 自由市值80亿以上不扫
@@ -164,10 +165,6 @@
    if refer_sell_data:
        refer_sell_money = refer_sell_data[1]

    if refer_sell_money < 500e4:
        # 参考抛压小于500万，直接根据L2下单
        return BUY_MODE_BY_L2, f"总抛压小于500w({refer_sell_money})"

    # 处于涨停卖的委托订单总手数
    selling_num = L2LimitUpSellDataManager.get_delegating_sell_num(code)
    if selling_num is None:
@@ -175,6 +172,18 @@
    # 剩余涨停卖金额
    left_limit_up_sell_money = selling_num * price

    # 判断总抛压是否已经消耗掉了80%
    human_rate = CancelRateHumanSettingManager().get_l_down(code)
    if human_rate and refer_sell_money > 0 and human_rate >= 1.00:
        limit_up_sell_deal_rate = (refer_sell_money - left_limit_up_sell_money) / refer_sell_money
        if limit_up_sell_deal_rate >= 0.8:
            # 撤单率设置为100%以上的，如果总抛压消耗掉80%就下单
            return BUY_MODE_DIRECT, f"L后人为撤单比例（{human_rate}）>=100%, 总抛压-{refer_sell_money}， 剩余没吃-{left_limit_up_sell_money}"
    can_direct_buy = False
    if refer_sell_money < 500e4:
        # 参考抛压小于500万，直接根据L2下单
        return BUY_MODE_BY_L2, f"总抛压小于500w({refer_sell_money})"

    # 每次上板的大单与金额
    big_order_count = radical_buy_data_manager.EveryLimitupBigDealOrderManager.get_big_buy_deal_order_count(code)
    big_order_money = radical_buy_data_manager.EveryLimitupBigDealOrderManager.get_big_buy_deal_order_money(code)