真实下单位置获取修改

Administrator

2024-02-19 1598eaf8d0d19026ece3d05b5dede0d053a04186

真实下单位置获取修改

 constant.py

@@ -139,7 +139,7 @@


# 华鑫L2的卡位数量
HUAXIN_L2_MAX_CODES_COUNT = 50
HUAXIN_L2_MAX_CODES_COUNT = 70

TRADE_WAY_HUAXIN = "huaxin"
TRADE_WAY_JUEJIN = "juejin"

 l2/huaxin/huaxin_delegate_postion_manager.py

@@ -121,8 +121,8 @@
            real_place_index_info = shadow_place_order_index, RELIABILITY_TYPE_VIRTUAL
        else:
            real_place_index_info = real_place_index, RELIABILITY_TYPE_REAL
    elif time.time() - order_time >= 2:
        # 下单超过1s
    elif L2DataUtil.time_sub_as_ms(datas[-1]["val"], exec_data['val']) >= 2000:
        # 下单超过2s
        estimate_index = __compute_estimate_order_position(code, exec_data["index"])
        if estimate_index:
            real_place_index_info = estimate_index, RELIABILITY_TYPE_ESTIMATE

 l2/huaxin/huaxin_target_codes_manager.py

@@ -15,7 +15,8 @@
from log_module.log import logger_l2_codes_subscript
from third_data import kpl_data_manager, kpl_api
from trade import current_price_process_manager
from utils import tool, global_util, socket_util, init_data_util
from trade.trade_manager import MarketSituationManager
from utils import tool, global_util, socket_util, init_data_util, buy_condition_util

redisManager = redis_manager.RedisManager(4)
l2_codes_queue = queue.Queue()
@@ -75,6 +76,9 @@
        if not global_util.zyltgb_map:
            global_data_loader.load_zyltgb()

        situation = MarketSituationManager().get_situation_cache()
        zyltgb_thresholds = buy_condition_util.get_zyltgb_threshold(situation)
        want_codes = gpcode_manager.WantBuyCodesManager().list_code_cache()
        for d in datas:
            code = d[0]
            # 格式 (代码,现价,涨幅,量,更新时间,买1价格,买1量)
@@ -84,6 +88,7 @@
            # 剔除股价大于40块的票
            if d[1] > constant.MAX_SUBSCRIPT_CODE_PRICE:
                continue

            # 获取自由流通市值
            if code not in global_util.zyltgb_map:
                try:
@@ -103,6 +108,14 @@
                        global_util.zyltgb_map[code] = int(zylt)
                except:
                    pass
            # 自由流通市值不符合标准
            zyltgb = global_util.zyltgb_map.get(code)
            if zyltgb:
                zyltgb_as_yi = round(zyltgb / 100000000, 2)
                if zyltgb_as_yi < zyltgb_thresholds[0] or zyltgb_as_yi > zyltgb_thresholds[1]:
                    if not want_codes or code not in want_codes:
                        # 想买单中的不能排除
                        continue
            # 保存今日实时量
            temp_volumns.append((code, d[3]))


 l2/l2_data_manager_new.py

@@ -1096,12 +1096,12 @@
            # 上5个交易日有炸板之后
            if has_open_limit_up_in_5:
                if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < 0.29:
                    return False, True, f"强势10分钟,上5个交易日炸板,量未达到{0.29}({cls.volume_rate_info[code][0]})"
                    return False, True, f"非强势10分钟,上5个交易日炸板,量未达到{0.29}({cls.volume_rate_info[code][0]})"

            # 上5个交易日有跌停
            if has_limit_down_in_5:
                if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < 0.29:
                    return False, True, f"强势10分钟,上5个交易日跌停,量未达到{0.29}({cls.volume_rate_info[code][0]})"
                    return False, True, f"非强势10分钟,上5个交易日跌停,量未达到{0.29}({cls.volume_rate_info[code][0]})"

            # 获取量的参考日期
            if code in global_util.max60_volumn:

 third_data/feed_analysis.py

@@ -3,11 +3,15 @@

from third_data import kpl_api, kpl_util
from third_data.history_k_data_util import HistoryKDatasUtils
from third_data.kpl_data_manager import KPLDataManager
from utils import tool


def getFirstLimitUpPremium(day):
    results = kpl_api.getHistoryLimitUpInfo(day)
    # 保存
    # KPLDataManager.save_data("limit_up", kpl_util.parseDaBanData({"list": results, "errcode": 0}, 1))

    # 获取下一个交易日
    next_day = HistoryKDatasUtils.get_next_trading_date(day)
    result_list = kpl_util.parseDaBanData(json.dumps({"list": results, "errcode": 0}), kpl_util.DABAN_TYPE_LIMIT_UP)
@@ -32,6 +36,5 @@
                print(record)



if __name__ == "__main__":
    getFirstLimitUpPremium("2023-12-26")
    getFirstLimitUpPremium("2024-02-08")

 third_data/kpl_api.py

@@ -100,7 +100,7 @@

def getHistoryLimitUpInfo(day):
    fresults = []
    for i in range(0, 5):
    for i in range(0, 100):
        data = f"Order=1&a=HisDaBanList&st=20&c=HisHomeDingPan&PhoneOSNew=1&DeviceID=a38adabd-99ef-3116-8bb9-6d893c846e23&VerSion=5.8.0.2&Index={i * 20}&Is_st=1&PidType=1&apiv=w32&Type=6&FilterMotherboard=0&Filter=0&FilterTIB=0&Day={day}&FilterGem=0&"
        result = __base_request("https://apphis.longhuvip.com/w1/api/index.php", data=data)
        result = json.loads(result)

 trade/huaxin/huaxin_trade_server.py

@@ -1366,6 +1366,30 @@
                            total_big_num -= canceled_data["val"]["num"]
                        total_big_num += val["num"]

                    not_deal_total_big_num = 0
                    not_deal_total_big_count = 0
                    for i in range(trade_index, trade_index):
                        val = total_datas[i]["val"]
                        if not L2DataUtil.is_limit_up_price_buy(val):
                            continue
                        # 是不是大单
                        if not l2_data_util.is_big_money(val):
                            continue

                        canceled_data = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_canceled_data_v2(code,
                                                                                                                i,
                                                                                                                total_datas,
                                                                                                                l2_data_util.local_today_canceled_buyno_map.get(
                                                                                                                    code))
                        if not canceled_data:
                            not_deal_total_big_count += 1
                        else:
                            not_deal_total_big_num -= canceled_data["val"]["num"]
                        not_deal_total_big_num += val["num"]




                    real_place_order_after_count = 0
                    real_place_order_after_num = 0

@@ -1399,6 +1423,8 @@
                             "buy1_money": output_util.money_desc(buy1_money),
                             "big_num_count": total_big_count,
                             "big_num_money": output_util.money_desc(total_big_num * float(limit_up_price) * 100),
                             "not_deal_big_num_count": not_deal_total_big_count,
                             "not_deal_big_num_money": output_util.money_desc(not_deal_total_big_num * float(limit_up_price) * 100),
                             "left_count": total_left_count,
                             "volume_rate": volume_rate,
                             "left_money": output_util.money_desc(total_left_num * float(limit_up_price) * 100),