L后快速成交修改/G撤bug修改

Administrator

2024-01-26 2171efbd14816082245e7c3992b9d82e23b84207

L后快速成交修改/G撤bug修改

 constant.py

@@ -135,7 +135,7 @@
F_CANCEL_CACEL_RATE = 0.69

# G撤单
G_CANCEL_RATE = 0.3
G_CANCEL_RATE = 0.39


# 华鑫L2的卡位数量

 l2/cancel_buy_strategy.py

@@ -32,12 +32,12 @@
from utils.tool import CodeDataCacheUtil


def set_real_place_position(code, index, buy_single_index=None):
def set_real_place_position(code, index, buy_single_index=None, is_default = True):
    # DCancelBigNumComputer().set_real_order_index(code, index)
    SecondCancelBigNumComputer().set_real_place_order_index(code, index)
    LCancelBigNumComputer().set_real_place_order_index(code, index, buy_single_index=buy_single_index)
    HourCancelBigNumComputer().set_real_place_order_index(code, index, buy_single_index)
    GCancelBigNumComputer().set_real_place_order_index(code, index, buy_single_index)
    GCancelBigNumComputer().set_real_place_order_index(code, index, buy_single_index, is_default)
    FCancelBigNumComputer().set_real_order_index(code, index)


@@ -1232,6 +1232,9 @@

    # 计算L后还没成交的手数
    def __compute_total_l_down_not_deal_num(self, code):
        # 只有真实获取到下单位置后才开始计算


        try:
            if code in self.__total_l_down_not_deal_num_dict and time.time() - \
                    self.__total_l_down_not_deal_num_dict[code][
@@ -1350,7 +1353,7 @@
            limit_up_price = float(gpcode_manager.get_limit_up_price(code))
            deal_money = limit_up_price * orgin_deal_data[0]
            if deal_money >= constant.L_CANCEL_FAST_DEAL_MIN_MONEY:
                return True, f"达到撤单比例：{rate}/{threshold_rate} 成交详情：{ orgin_deal_data[0]}/{total_l_down_not_deal_num[0]*100}"
                return True, f"达到撤单比例：{rate}/{threshold_rate} 成交详情：{ orgin_deal_data}/{total_l_down_not_deal_num}"
            else:
                return False, f"已达到撤单比例，未达到撤单金额：{deal_money}"
        else:
@@ -1729,12 +1732,12 @@
            cls.__instance = super(GCancelBigNumComputer, cls).__new__(cls, *args, **kwargs)
        return cls.__instance

    def set_real_place_order_index(self, code, index, buy_single_index):
        self.__real_place_order_index_dict[code] = index
    def set_real_place_order_index(self, code, index, buy_single_index, is_default):
        self.__real_place_order_index_dict[code] = (index, is_default)
        start_index = buy_single_index
        if code in self.__trade_progress_index_dict:
            start_index = self.__trade_progress_index_dict.get(code)
        self.__commpute_watch_indexes(code, start_index, index, from_real_order_index_changed=True)
        self.__commpute_watch_indexes(code, start_index, (index, is_default), from_real_order_index_changed=True)

    def clear(self, code=None):
        if code:
@@ -1753,9 +1756,10 @@
            self.__trade_progress_index_dict.clear()
            self.__watch_indexes_by_dict.clear()

    def __commpute_watch_indexes(self, code, traded_index, real_order_index, from_real_order_index_changed=False):
        if traded_index is None or real_order_index is None:
    def __commpute_watch_indexes(self, code, traded_index, real_order_index_info, from_real_order_index_changed=False):
        if traded_index is None or real_order_index_info is None:
            return
        real_order_index, is_default = real_order_index_info[0],real_order_index_info[1]
        origin_watch_index = self.__watch_indexes_dict.get(code)
        if origin_watch_index is None:
            origin_watch_index = set()
@@ -1806,7 +1810,7 @@
                        # 在成交位置之后
                        need_find_by = False
                        break
            if need_find_by:
            if need_find_by and not is_default:
                l2_log.g_cancel_debug(code, f"启动小单备用监听：{start_index}-{real_order_index}")
                temp_list = []
                for i in range(start_index, real_order_index):
@@ -1833,7 +1837,7 @@
    def need_cancel(self, code, buy_exec_index, start_index, end_index):
        if code not in self.__real_place_order_index_dict:
            return False, None, "没有找到真实下单位"
        real_place_order_index = self.__real_place_order_index_dict.get(code)
        real_place_order_index, is_default = self.__real_place_order_index_dict.get(code)
        total_datas = local_today_datas.get(code)
        # 30s内有效
        if tool.trade_time_sub(total_datas[end_index]["val"]["time"], total_datas[buy_exec_index]["val"]["time"]) > 15:
@@ -1860,12 +1864,12 @@
                    buy_index in watch_indexes or buy_index in watch_indexes_by):
                if buy_index in watch_indexes_by:
                    # 备用撤单，直接撤
                    return True, data, "次大单撤"
                    return True, data, f"次大单撤：{buy_index}"
                elif buy_index in watch_indexes:
                    # 大单撤需要重新计算大单撤单比例
                    need_compute = True
                    break
        if need_compute:
        if need_compute and watch_indexes:
            canceled_indexes = set()
            for index in watch_indexes:
                cancel_data = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_canceled_data_v2(code, index,

 l2/l2_data_manager_new.py

@@ -298,7 +298,7 @@
    def set_real_place_order_index(cls, code, index, order_begin_pos: OrderBeginPosInfo):
        trade_record_log_util.add_real_place_order_position_log(code, index, order_begin_pos.buy_single_index)
        l2_log.debug(code, "设置真实下单位：{}", index)
        cancel_buy_strategy.set_real_place_position(code, index, order_begin_pos.buy_single_index)
        cancel_buy_strategy.set_real_place_position(code, index, order_begin_pos.buy_single_index,is_default = False)

    # 处理华鑫L2数据
    @classmethod
@@ -629,7 +629,7 @@
                trade_result_manager.real_buy_success(code, cls.__TradePointManager)
                l2_log.debug(code, "处理买入成功1")
                cancel_buy_strategy.set_real_place_position(code, local_today_datas.get(code)[-1]["index"],
                                                            order_begin_pos.buy_single_index)
                                                            order_begin_pos.buy_single_index,is_default=True)
                l2_log.debug(code, "处理买入成功2")
                params_desc = cls.__l2PlaceOrderParamsManagerDict[code].get_buy_rank_desc()
                l2_log.debug(code, params_desc)
@@ -1058,7 +1058,7 @@
            # 独苗
            if not can_buy_result[0] and can_buy_result[1]:
                msg_list.append("独苗")
                if not is_best_zylt:
                if not is_better_zylt:
                    # 如果没有辨识度才不买
                    if not is_special:
                        return False, True, f"强势10分钟，无辨识度， 独苗（{can_buy_result[4]}）不下单（{can_buy_result[4]}）自由流通市值（{zyltgb_as_yi}）不是特优市值"

 l2/l2_transaction_data_processor.py

@@ -13,6 +13,7 @@
from msg import push_msg_manager
from trade import current_price_process_manager, trade_manager
from trade.deal_big_money_manager import DealOrderNoManager
from utils import tool


class HuaXinTransactionDatasProcessor:
@@ -60,10 +61,12 @@
                except Exception as e:
                    async_log_util.error(hx_logger_l2_debug, str(e))
                try:
                    cresult = LCancelBigNumComputer().add_transaction_datas(code, datas)
                    if cresult[0]:
                        L2TradeDataProcessor.cancel_buy(code, f"L后成交太快撤单:{cresult[1]}")
                        order_begin_pos = None
                    # 下单2s后才开始生效
                    if tool.trade_time_sub(total_datas[-1]["val"]["time"],total_datas[order_begin_pos.buy_exec_index]["val"]["time"]) > 2:
                        cresult = LCancelBigNumComputer().add_transaction_datas(code, datas)
                        if cresult[0]:
                            L2TradeDataProcessor.cancel_buy(code, f"L后成交太快撤单:{cresult[1]}")
                            order_begin_pos = None
                except Exception as e:
                    async_log_util.error(hx_logger_l2_debug, str(e))


 trade/huaxin/huaxin_trade_order_processor.py

@@ -127,7 +127,7 @@
                    order.code)
                cancel_buy_strategy.set_real_place_position(order.code,
                                                            new_place_order_index,
                                                            order_begin_pos.buy_single_index)
                                                            order_begin_pos.buy_single_index, is_default=True)
                trade_record_log_util.add_real_place_order_position_log(order.code,
                                                                        new_place_order_index,
                                                                        order_begin_pos.buy_single_index)

 trade/huaxin/huaxin_trade_server.py

@@ -1273,7 +1273,7 @@
                if order_begin_pos is None or order_begin_pos.buy_exec_index is None or order_begin_pos.buy_exec_index < 0:
                    raise Exception("尚未下单")
                cancel_buy_strategy.set_real_place_position(code, real_order_index,
                                                            buy_single_index=order_begin_pos.buy_single_index)
                                                            buy_single_index=order_begin_pos.buy_single_index,is_default=False)
                result = {"code": 0, "data": {}}
                self.send_response(result, client_id, request_id)
            elif ctype == "get_positions":