L2成交数据中使用的队列容量扩大

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5 天以前 1c04204fcbc958a7bdef2394ff939063e56b6404

L2成交数据中使用的队列容量扩大

 huaxin_client/l2_client_test.py

@@ -33,7 +33,7 @@
g_SubBondMarketData = False
g_SubBondTransaction = False
g_SubBondOrderDetail = False
set_codes_data_queue = queue.Queue(maxsize=10240)
set_codes_data_queue = queue.Queue(maxsize=102400)
market_code_dict = {}

ENABLE_NGST = True
@@ -53,10 +53,10 @@
        self.__big_accurate_sell_order_dict = {}
        self.__latest_sell_order = None
        self.__big_sell_orders = []
        self.big_accurate_buy_order_queue = queue.Queue(maxsize=10240)
        self.big_accurate_sell_order_queue = queue.Queue(maxsize=10240)
        self.big_buy_order_queue = queue.Queue(maxsize=10240)
        self.big_sell_order_queue = queue.Queue(maxsize=10240)
        self.big_accurate_buy_order_queue = queue.Queue(maxsize=102400)
        self.big_accurate_sell_order_queue = queue.Queue(maxsize=102400)
        self.big_buy_order_queue = queue.Queue(maxsize=102400)
        self.big_sell_order_queue = queue.Queue(maxsize=102400)
        self.accurate_buy = accurate_buy
        self.__last_accurate_buy_count = 0
        self.__last_accurate_sell_count = 0

 trade/buy_radical/radical_buy_strategy.py

@@ -186,8 +186,6 @@
        # 大单够了才能扫入
        can_direct_buy = False



    if total_lack_money_info and total_lack_money_info[2] > 1e8 and total_lack_money_info[0] <= 0:
        # 要求的大单够了 以后，回封买，只要有两个大单成交了,立即下单
        THRESHOLD_MONEY, is_temp_threshold_money = radical_buy_data_manager.BeforeSubDealBigOrderManager().get_big_order_threshold_info(
@@ -204,25 +202,6 @@
            average_big_order_money = 299 * 10000
        threshold_left_sell_money = average_big_order_money

        # 辨识度的票如果是非新题材的首封: 2个大单的折扣
        # if block_special_codes_manager.BlockSpecialCodesManager().get_code_blocks(code) and radical_buy_data_manager.is_first_limit_up_buy(code) and not LimitUpCodesBlockRecordManager().has_new_block(
        #         code):
        #     threshold_left_sell_money = average_big_order_money * 2
        # 判断是否可直接下单，不需要等到封单消耗
        # if refer_sell_money >= 5e7 and is_first:
        #     # 大抛压，是首封
        #     zyltgb = global_util.zyltgb_map.get(code)
        #     if zyltgb and zyltgb > 50e8 and BlockSpecialCodesManager().get_code_blocks(code):
        #         # 自由市值>50亿，具有辨识度
        #         total_lack_money_info = radical_buy_data_manager.get_total_deal_big_order_info(code,
        #                                                                                        gpcode_manager.get_limit_up_price_as_num(
        #                                                                                            code),
        #                                                                                        is_for_buy=True)
        #         if total_lack_money_info[0] <= 0 and total_lack_money_info[1] > 5e7 and total_lack_money_info[1] > \
        #                 total_lack_money_info[2] * 1.5:
        #             # 大单足够，总成交金额是大单的1.2倍以上
        #             return BUY_MODE_DIRECT, f"首封下单抛压大、市值大、成交多、直接扫  卖1-{refer_sell_money} 大单-{total_lack_money_info}"

        if threshold_left_sell_money > left_limit_up_sell_money:
            # 剩余总卖小于均大单才能下单
            # 如果是深证且卖一大于5000w可不判断大单是否满足
@@ -238,31 +217,6 @@
        return BUY_MODE_BY_L2, f"剩余总卖小于100w({left_limit_up_sell_money}) 是否还有剩余涨停卖-{no_left_limit_up_sell}"

    return BUY_MODE_NONE, f"均大单-{average_big_order_money}（{big_order_money}/{big_order_count}），剩余涨停卖：{left_limit_up_sell_money}"
    # #总卖 = 涨停主动买成交的累计金额 + 处于委托状态的涨停卖金额
    # total_sell = __deal_active_buy_total_money[code] + left_limit_up_sell_money
    # if total_sell == 0:
    #     total_sell = 1
    # rate = round(__deal_active_buy_total_money[code] / total_sell, 2)
    # # 获取当前的成交量比
    # limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
    # volume_rate = code_volumn_manager.CodeVolumeManager().get_volume_rate_refer_in_5days(code,
    #                                                                                      total_sell_volume=int(
    #                                                                                          total_sell / limit_up_price))
    # if volume_rate is None:
    #     volume_rate = 0.5
    #
    # THRESHOLD_RATE = radical_buy_data_manager.get_volume_rate_threshold(code, volume_rate)
    # if rate >= THRESHOLD_RATE:
    #     # 根据大单判断是否可以扫
    #     big_order_deal_result = radical_buy_data_manager.is_big_order_deal_enough(code, volume_rate,
    #                                                                               refer_sell_money, for_buy=True)
    #     if big_order_deal_result[0]:
    #         return BUY_MODE_DIRECT, f"剩余涨停总卖额-{selling_num * price}，原涨停总卖-{total_sell}，已成交额-{__deal_active_buy_total_money[code]}，成交比例-{rate}/{THRESHOLD_RATE}, 大单信息-{big_order_deal_result}"
    #     else:
    #         # 无大单成交就只能通过L2下单
    #         return BUY_MODE_BY_L2, f"无大单成交-{big_order_deal_result}，原涨停总卖-{total_sell}，已成交额-{__deal_active_buy_total_money[code]}，成交比例-{rate}/{THRESHOLD_RATE} "
    # else:
    #     return BUY_MODE_NONE, f"被动卖成交比例未达到：剩余涨停总卖额-{selling_num * price}，原涨停总卖-{total_sell}，已成交额-{__deal_active_buy_total_money[code]}，成交比例-{rate}/{THRESHOLD_RATE}"


def is_can_buy_with_open_price(code, open_price):