L后囊括规则修改/L2订阅为100w

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4 天以前 47316b01153e0b48c96d660874a63b32b857e0fd

L后囊括规则修改/L2订阅为100w

 cancel_strategy/s_l_h_cancel_strategy.py

@@ -1039,7 +1039,7 @@
                # 统计净涨停买的数量
                not_cancel_indexes_with_num = []
                re_start_index = start_index
                MAX_COUNT = 5
                MAX_COUNT = 15
                for j in range(start_index, end_index):
                    data = total_datas[j]
                    val = data['val']
@@ -1064,16 +1064,14 @@
                min_num = 0
                if not_cancel_indexes_with_num:
                    temp_count = len(not_cancel_indexes_with_num)
                    # 取后1/5的数据
                    # 取后1/2的数据
                    if temp_count >= 30:
                        temp_index = int(temp_count * 4 / 5)
                        if tool.is_sh_code(code):  # 上证取后3/10
                            temp_index = int(temp_count * 7 / 10)
                        temp_index = int(temp_count * 1 / 2)
                        re_start_index = not_cancel_indexes_with_num[temp_index][0]
                        MAX_COUNT = len(not_cancel_indexes_with_num[temp_index:])
                        MAX_COUNT = min(100, len(not_cancel_indexes_with_num[temp_index:]))
                    else:
                        not_cancel_indexes_with_num.sort(key=lambda x: x[1])
                        if temp_count >= 10:
                        if temp_count >= 30:
                            # 获取中位数
                            min_num = not_cancel_indexes_with_num[temp_count // 2][1]
                MIN_MONEYS = [300, 200, 100]

 constant.py

@@ -97,7 +97,7 @@
J_CANCEL_RATE_WITH_MUST_BUY = 0.9

# L2监控的最低金额
L2_MIN_MONEY = 500000
L2_MIN_MONEY = 1000000
# 每个L2设备的代码数量
L2_CODE_COUNT_PER_DEVICE = 6


 servers/huaxin_trade_server.py

@@ -1017,7 +1017,7 @@
        if not limit_up_price:
            init_data_util.re_set_price_pre(code)
            limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
        min_volume = int(round(50 * 10000 / limit_up_price))
        min_volume = int(round(constant.L2_MIN_MONEY / limit_up_price))

        special_volumes = BuyMoneyUtil.get_possible_buy_volumes(limit_up_price)
        special_volumes |= set([tool.get_buy_volume_by_money(limit_up_price, x) for x in constant.AVAILABLE_BUY_MONEYS])

 trade/current_price_process_manager.py

@@ -23,7 +23,6 @@
from trade.trade_data_manager import CodeActualPriceProcessor, RadicalBuyDealCodesManager
import concurrent.futures


__actualPriceProcessor = CodeActualPriceProcessor()

__pre_big_order_deal_thread_pool = concurrent.futures.ThreadPoolExecutor(max_workers=10)
@@ -252,7 +251,8 @@
                dif2 = add_code_set - latest_add_codes
                if dif2:
                    # 新增加的订阅需要拉取之前的大单
                    __pre_big_order_deal_thread_pool.submit(radical_buy_data_manager.pull_pre_deal_big_orders_by_codes, dif2)
                    __pre_big_order_deal_thread_pool.submit(radical_buy_data_manager.pull_pre_deal_big_orders_by_codes,
                                                            dif2)
                if True:
                    async_log_util.info(logger_l2_codes_subscript,
                                        f"({request_id})预处理新增订阅代码：{dif2}")
@@ -260,7 +260,7 @@
                    add_datas = []
                    for d in add_code_list:
                        limit_up_price = gpcode_manager.get_limit_up_price_as_num(d)
                        min_volume = int(round(50 * 10000 / limit_up_price))
                        min_volume = int(round(constant.L2_MIN_MONEY / limit_up_price))
                        # 需要订阅的特殊的量
                        special_volumes = BuyMoneyUtil.get_possible_buy_volumes(limit_up_price)
                        special_volumes |= set([tool.get_buy_volume_by_money(limit_up_price, x) for x in