人为设置累计大单阈值时，如果不够移红/没加红的撤单率以人为的撤单率为准

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8 天以前 4606c0c03f6417bf2fda4953f795eabdf2b8e679

人为设置累计大单阈值时，如果不够移红/没加红的撤单率以人为的撤单率为准

 api/outside_api_command_callback.py

@@ -1503,7 +1503,14 @@
                                       client_id,
                                       request_id)
                    return
                TotalDealBigOrderThresholdMoneyManager().set_money(code, int(money))
                TotalDealBigOrderThresholdMoneyManager().set_money(code, int(money), trade_manager.CodesTradeStateManager().get_trade_state_cache(code))

                # 如果是加红状态，且大单不够就需要移红
                if gpcode_manager.MustBuyCodesManager().is_in_cache(code):
                    deal_big_order_info = radical_buy_data_manager.get_total_deal_big_order_info(code, gpcode_manager.get_limit_up_price_as_num(code))
                    if deal_big_order_info[0] > 0:
                        gpcode_manager.MustBuyCodesManager().remove_code(code)
                        trade_record_log_util.add_common_msg(code, "移红", f"大单阈值修改（{money}）")
                self.send_response({"code": 0, "data": {}},
                                   client_id,
                                   request_id)

 cancel_strategy/s_l_h_cancel_strategy.py

@@ -587,7 +587,8 @@
                    human_rate = 0
                if must_buy:
                    # 扫入加红
                    return max(constant.L_CANCEL_RATE_WITH_MUST_BUY_FOR_REDICAL_BUY, human_rate), True, (constant.L_CANCEL_RATE_WITH_MUST_BUY_FOR_REDICAL_BUY, human_rate)
                    return max(constant.L_CANCEL_RATE_WITH_MUST_BUY_FOR_REDICAL_BUY, human_rate), True, (
                        constant.L_CANCEL_RATE_WITH_MUST_BUY_FOR_REDICAL_BUY, human_rate)
                else:
                    deal_big_order_info = radical_buy_data_manager.get_total_deal_big_order_info(code,
                                                                                                 gpcode_manager.get_limit_up_price_as_num(
@@ -599,7 +600,7 @@
                        if deal_big_order_info[0] <= 0:
                            # 大单足够，将基础比例调整至79%
                            threshold_rate = max(threshold_rate, 0.79)
                        return max(threshold_rate, human_rate), False, (threshold_rate, human_rate)
                        return human_rate if human_rate > 0 else threshold_rate, False, (threshold_rate, human_rate)
                    else:
                        deal_rate = round(deal_big_order_info[1] / deal_big_order_info[2], 2)
                        threshold_rate = 0.5 * deal_rate + 0.35
@@ -608,7 +609,7 @@
                        if deal_big_order_info[0] <= 0:
                            # 大单足够，将基础比例调整至79%
                            threshold_rate = max(threshold_rate, 0.79)
                        return max(threshold_rate, human_rate), False, (threshold_rate, human_rate)
                        return human_rate if human_rate > 0 else threshold_rate, False, (threshold_rate, human_rate)
            if must_buy:
                if is_up:
                    return constant.L_CANCEL_RATE_UP_WITH_MUST_BUY, True, None

 code_attribute/code_volumn_manager.py

@@ -21,7 +21,7 @@
    __instance = None
    __today_volumn_cache = {}
    __reference_volume_as_money_y_dict = {}
    __max_volume_in_5days = {}
    __max_volume_info_in_5days = {}

    def __new__(cls, *args, **kwargs):
        if not cls.__instance:
@@ -47,21 +47,21 @@
                for k in keys:
                    code = k.split("-")[1]
                    global_util.yesterday_volumn[code] = RedisUtils.get(redis, k, auto_free=False)
            keys = RedisUtils.keys(redis, "volumn_max_5days-*", auto_free=False)
            keys = RedisUtils.keys(redis, "volumn_max_5days_info-*", auto_free=False)
            if keys is not None:
                for k in keys:
                    code = k.split("-")[1]
                    val = RedisUtils.get(redis, k, auto_free=False)
                    cls.__max_volume_in_5days[code] = int(val)
                    cls.__max_volume_info_in_5days[code] = json.loads(val)
        finally:
            RedisUtils.realse(redis)

    # 设置历史量
    def set_histry_volumn(self, code, max60, yesterday, max60_day, max60_day_count, max5_volume):
    def set_histry_volumn(self, code, max60, yesterday, max60_day, max60_day_count, max5_volume, max5_volume_day):
        redis = self.__redis_manager.getRedis()
        global_util.max60_volumn[code] = (max60, max60_day, max60_day_count)
        global_util.yesterday_volumn[code] = yesterday
        self.__save_max_volume_in_5days(code, max5_volume)
        self.__save_max_volume_in_5days(code, max5_volume, max5_volume_day)
        try:
            RedisUtils.setex_async(self.__db, "volumn_max60-{}".format(code), tool.get_expire(),
                                   json.dumps((max60, max60_day, max60_day_count)),
@@ -71,9 +71,9 @@
        finally:
            RedisUtils.realse(redis)

    def __save_max_volume_in_5days(self, code, volume):
        self.__max_volume_in_5days[code] = volume
        RedisUtils.setex_async(self.__db, "volumn_max_5days-{}".format(code), tool.get_expire(), volume,
    def __save_max_volume_in_5days(self, code, volume, day):
        self.__max_volume_info_in_5days[code] = (volume, day)
        RedisUtils.setex_async(self.__db, "volumn_max_5days_info-{}".format(code), tool.get_expire(), json.dumps((volume, day)),
                               auto_free=False)

    def get_max_volume_in_5days(self, code):
@@ -82,7 +82,9 @@
        @param code:
        @return:
        """
        return self.__max_volume_in_5days.get(code)
        if code in self.__max_volume_info_in_5days:
            return self.__max_volume_info_in_5days.get(code)[0]
        return None

    def get_radical_buy_refer_volume(self, code, limit_up_price):
        """
@@ -103,6 +105,26 @@
            return volume
        return int(self.get_reference_volume_as_money_y(code) * 1e8 / limit_up_price)

    def get_radical_buy_refer_volume_info(self, code, limit_up_price):
        """
        TODO 更改正确
        获取扫入的参考量:
        参考额小于3.14亿就取90天参考量
        否则就取最近5天的参考量
        @param code:
        @param limit_up_price:
        @return:
        """
        # 60个交易日未涨停取
        k_format = code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code)
        has_limit_up_in_60 = True
        if k_format and not k_format[13]:
            has_limit_up_in_60 = False
        volume_info = self.__max_volume_info_in_5days.get(code, None)
        if volume_info and volume_info[0] * limit_up_price >= 9e8 and has_limit_up_in_60:
            return volume_info
        return int(self.get_reference_volume_as_money_y(code) * 1e8 / limit_up_price)

    def get_volume_rate_refer_in_5days(self, code, total_sell_volume=0):
        """
        获取今日量与5日最大量的参考值

 code_attribute/first_target_code_data_processor.py

@@ -113,11 +113,12 @@
                if not volumes_data:
                    continue
                volumes = init_data_util.parse_max_volume_new(code, volumes_data[:60])
                max_volume_in_5_days = init_data_util.parse_max_volume_in_days(volumes_data, 5)
                max_volume_in_5_days, max_volume_day_in_5_days = init_data_util.parse_max_volume_in_days(volumes_data, 5)

                async_log_util.info(logger_first_code_record, f"{code} 获取到首板60天最大量：{volumes}")
                code_volumn_manager.CodeVolumeManager().set_histry_volumn(code, volumes[0], volumes[1], volumes[2],
                                                                          volumes[3], max_volume_in_5_days)
                                                                          volumes[3], max_volume_in_5_days,
                                                                          max_volume_day_in_5_days)

                # 保存K线形态
                k_format = code_nature_analyse.get_k_format(code, limit_up_price, volumes_data)

 trade/buy_radical/radical_buy_data_manager.py

@@ -342,6 +342,7 @@
    """
    __db = 3
    __redis_manager = redis_manager.RedisManager(3)
    # (金额, 当时的交易状态)
    __total_big_order_threshold = {}

    def __init__(self):
@@ -351,25 +352,38 @@
        return self.__redis_manager.getRedis()

    def __load_data(self):
        keys = redis_manager.RedisUtils.keys(self.__get_redis(), "total_radical_big_order_threshold-*")
        keys = redis_manager.RedisUtils.keys(self.__get_redis(), "total_radical_big_order_threshold_info-*")
        for k in keys:
            code = k.split("-")[1]
            val = redis_manager.RedisUtils.get(self.__get_redis(), k)
            val = int(val)
            if val:
                val = json.loads(val)
            self.__total_big_order_threshold[code] = val

    def set_money(self, code, money):
    def set_money(self, code, money, trade_state):
        """
        设置金额
        @param trade_state: 当时代码的交易状态
        @param code:
        @param money:
        @return:
        """
        self.__total_big_order_threshold[code] = money
        redis_manager.RedisUtils.setex_async(self.__db, f"total_radical_big_order_threshold-{code}", tool.get_expire(),
                                             money)
        self.__total_big_order_threshold[code] = (money, trade_state)
        redis_manager.RedisUtils.setex_async(self.__db, f"total_radical_big_order_threshold_info-{code}",
                                             tool.get_expire(),
                                             json.dumps((money, trade_state)))

    def get_money_cache(self, code):
        """
        获取缓存
        @param code:
        @return:
        """
        if code in self.__total_big_order_threshold:
            return self.__total_big_order_threshold.get(code)[0]
        return None

    def get_money_info_cache(self, code):
        """
        获取缓存
        @param code:
@@ -641,9 +655,9 @@
        if WantBuyCodesManager().is_in_cache(code):
            if total_deal_big_order_result[0] <= 0:
                # 累计大单足够需要加红
                human_setting_money = TotalDealBigOrderThresholdMoneyManager().get_money_cache(code)
                if not human_setting_money:
                    # 没有人为设置累计大单阈值就不能加白
                human_setting_money_info = TotalDealBigOrderThresholdMoneyManager().get_money_info_cache(code)
                if not human_setting_money_info or not trade_util.is_delegated(human_setting_money_info[1]):
                    # 没有人为设置累计大单阈值/不是在下单状态设置的 就不能加白
                    return
                gpcode_manager.MustBuyCodesManager().add_code(code)
                trade_record_log_util.add_must_buy(code, "累计成交大单足够")
@@ -664,9 +678,9 @@
        if not trade_util.is_delegated(trade_state):
            # 没下单
            return
        human_setting_money = TotalDealBigOrderThresholdMoneyManager().get_money_cache(code)
        if not human_setting_money:
            # 没有人为设置累计大单阈值就不能加白
        human_setting_money_info = TotalDealBigOrderThresholdMoneyManager().get_money_info_cache(code)
        if not human_setting_money_info or not trade_util.is_delegated(human_setting_money_info[1]):
            # 没有人为设置累计大单阈值/不是在下单状态设置的 就不能加白
            return
        try:
            total_deal_big_order_result = get_total_deal_big_order_info(code,
@@ -730,9 +744,9 @@
            return

        if not gpcode_manager.MustBuyCodesManager().is_in_cache(code):
            human_setting_money = TotalDealBigOrderThresholdMoneyManager().get_money_cache(code)
            if not human_setting_money:
                # 没有人为设置累计大单阈值就不能加白
            human_setting_money_info = TotalDealBigOrderThresholdMoneyManager().get_money_info_cache(code)
            if not human_setting_money_info or not trade_util.is_delegated(human_setting_money_info[1]):
                # 没有人为设置累计大单阈值/不是在下单状态设置的 就不能加白
                return
            gpcode_manager.MustBuyCodesManager().add_code(code)
            trade_record_log_util.add_must_buy(code, "大单足够")

 trade/buy_radical/radical_buy_strategy.py

@@ -144,14 +144,14 @@

    # 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
        # zyltgb = global_util.zyltgb_map.get(
        #     code)
        # if zyltgb and zyltgb < 80e8:
        #     can_direct_buy = True
        pass
    # human_setting_money = TotalDealBigOrderThresholdMoneyManager().get_money_cache(code)
    # if human_setting_money:
    #     # 自由市值80亿以上不扫
    #     # zyltgb = global_util.zyltgb_map.get(
    #     #     code)
    #     # if zyltgb and zyltgb < 80e8:
    #     #     can_direct_buy = True
    #     pass

    # 获取参考总卖额
    refer_sell_data = L2MarketSellManager().get_refer_sell_data(code, l2_huaxin_util.convert_time(

 utils/init_data_util.py

@@ -122,8 +122,8 @@
        if d["volume"] > max_volume_info[0]:
            max_volume_info = (d["volume"], d)
    if max_volume_info:
        return max_volume_info[0]
    return None
        return max_volume_info[0],  max_volume_info[1]['bob'].strftime("%Y-%m-%d")
    return None, None


# 返回：(60天最大量,昨日量,量参考日期,参考量据今交易日数)