| | |
| | | total_datas[real_place_order_info[0]]['val']['orderNo'], min_sell_money=min_sell_money) |
| | | sell_order_num = sum([x[1] for x in sell_orders]) // 100 |
| | | rate = round(sell_order_num / total_num, 2) |
| | | threshold_rate,threshold_rate_msg = SCancelRateManager.get_threshhold_rate(code, SCancelRateManager.TYPE_S_SLOW) |
| | | threshold_rate, threshold_rate_msg = SCancelRateManager.get_threshhold_rate(code, |
| | | SCancelRateManager.TYPE_S_SLOW) |
| | | if rate > threshold_rate: |
| | | return True, f"慢砸成交比例:{rate}/0.49({threshold_rate_msg}) 成交:{sell_order_num}/{total_num}" |
| | | else: |
| | |
| | | if total_num == 0: |
| | | total_num = 1 |
| | | |
| | | threshold_rate,threshold_rate_msg = SCancelRateManager.get_threshhold_rate(code, SCancelRateManager.TYPE_S_FAST_BIG) |
| | | threshold_rate, threshold_rate_msg = SCancelRateManager.get_threshhold_rate(code, |
| | | SCancelRateManager.TYPE_S_FAST_BIG) |
| | | |
| | | if total_deal_money / (total_num * limit_up_price * 100) >= threshold_rate: |
| | | # 大单成交额占总剩余总囊括的30% |
| | |
| | | # 防止分母为0 |
| | | total_fast_money = 1 |
| | | rate = round(total_deal_money / total_fast_money, 2) |
| | | threshold_rate,threshold_rate_msg = SCancelRateManager.get_threshhold_rate(code, SCancelRateManager.TYPE_S_FAST) |
| | | threshold_rate, threshold_rate_msg = SCancelRateManager.get_threshhold_rate(code, |
| | | SCancelRateManager.TYPE_S_FAST) |
| | | |
| | | if total_deal_money >= threash_money_w * 10000 and rate >= threshold_rate: |
| | | return True, f"近1s有大卖单({round(total_deal_money / 10000, 1)}万/{threash_money_w}万({threshold_rate_msg}),成交占比:{total_deal_money}/{total_fast_money})" |
| | |
| | | l2_log.s_cancel_debug(code, f"S慢砸监听范围:{watch_info}") |
| | | except Exception as e: |
| | | logger_l2_s_cancel.exception(e) |
| | | |
| | | |
| | | |
| | | # ---------------------------------L撤------------------------------- |
| | |
| | | if cancel_data: |
| | | if str(wi) in after_place_order_index_dict: |
| | | # 真实下单位置之后的按照权重比例来计算 |
| | | canceled_num += total_data[wi]["val"]["num"] * (10 - after_place_order_index_dict[str(wi)]) // 10 |
| | | canceled_num += total_data[wi]["val"]["num"] * ( |
| | | 10 - after_place_order_index_dict[str(wi)]) // 10 |
| | | else: |
| | | canceled_num += total_data[wi]["val"]["num"] |
| | | |
| | |
| | | |
| | | print(self.__get_cancel_l_down_after_place_order_index_dict(code)) |
| | | |
| | | |
| | | # --------------------------------H撤------------------------------- |
| | | class HourCancelBigNumComputer: |
| | | __db = 0 |