修改F撤

Administrator

2024-03-12 582419e8e7122b45ef9740f58281e1d9bbb242d1

修改F撤

 l2/cancel_buy_strategy.py

@@ -1683,12 +1683,14 @@
        real_order_index = real_order_index_info[0]
        # 统计未撤订单的数量与金额
        total_datas = local_today_datas.get(code)

        # 是否是下单5分钟内
        if tool.trade_time_sub(tool.get_now_time_str(), total_datas[real_order_index]['val']['time']) > 30:
            return False, "下单超过30s"

        total_left_count = 0
        total_left_num = 0
        # 成交位到真实下单位剩余的未成交的单
        for i in range(trade_index + 1, real_order_index_info[0]):
            data = total_datas[i]
            val = data["val"]
@@ -1709,6 +1711,43 @@
            return True, f"剩余笔数({total_left_count})/金额({round(total_left_num * float(limit_up_price) * 100)})不足，成交进度：{trade_index},真实下单位置：{real_order_index}"
        return False, "不满足撤单条件"

    # 下单3s内如果成交达到了上板那一刻总卖额的1.5倍就自动撤单
    def need_cancel_for_deal_fast_with_total_sell(self, code, trade_index, order_position: OrderBeginPosInfo):
        try:
            total_datas = local_today_datas.get(code)
            if tool.trade_time_sub(total_datas[-1]['val']['time'],
                                   total_datas[order_position.buy_single_index]['val']['time']) > 3:
                return False, "已经超过生效时间"
            # 计算已经成交的数量
            total_deal_num = 0
            for i in range(order_position.buy_single_index, trade_index ):
                data = total_datas[i]
                val = data["val"]
                if not L2DataUtil.is_limit_up_price_buy(val):
                    continue
                if val["num"] * float(val["price"]) < 5000:
                    continue
                left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(code,
                                                                                                         i,
                                                                                                         total_datas,
                                                                                                         local_today_canceled_buyno_map.get(
                                                                                                             code))
                if left_count > 0:
                    total_deal_num += val["num"] * left_count
            dealing_info = HuaXinTransactionDataManager.get_dealing_order_info(code)
            if dealing_info:
                if str(total_datas[trade_index]["val"]["orderNo"]) == str(dealing_info[0]):
                    total_deal_num += (total_datas[trade_index]["val"]["num"] - dealing_info[1] // 100)
            limit_up_price = gpcode_manager.get_limit_up_price(code)
            deal_money = int(total_deal_num * float(limit_up_price) *100)
            if   deal_money >= order_position.sell_info[1] * 2:
                return True, f"成交金额：{deal_money}/{order_position.sell_info[1] * 2}"
            return False, "成交金额不满足"
        except Exception as e:
            l2_log.f_cancel_debug(code, "计算出错：{}",str(e))
            return False, "计算出错"



# ---------------------------------G撤-------------------------------
class GCancelBigNumComputer:

 l2/l2_data_manager_new.py

@@ -1275,6 +1275,9 @@
                    (compute_start_index - continue_count - 1) if new_add else compute_start_index, 0), continue_count,
                                                                   compute_end_index)
                order_begin_pos.mode = OrderBeginPosInfo.MODE_NORMAL
                # 获取最新的买信息
                sell_info = cls.__L2MarketSellManager.get_current_total_sell_data(code)
                order_begin_pos.sell_info = sell_info
            # 如果买入信号与上次的买入信号一样就不能算新的信号
            if cls.__last_buy_single_dict.get(code) == _index:
                has_single = None
@@ -1317,7 +1320,7 @@
                order_begin_pos.num = 0
                order_begin_pos.count = 0
                order_begin_pos.buy_single_index = buy_single_index
                if order_begin_pos.sell_info:
                if order_begin_pos.sell_info and order_begin_pos.mode == OrderBeginPosInfo.MODE_FAST:
                    # k_format = code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code)
                    # if k_format and (k_format[1][0] or k_format[3][0]):
                    #     # 股价新高或者逼近前高

 l2/l2_transaction_data_processor.py

@@ -54,7 +54,8 @@
                # 已经下单的需要统计F撤
                try:
                    for d in datas:
                        if FCancelBigNumComputer().need_cancel(d)[0] and not DCancelBigNumComputer().has_auto_cancel_rules(code):
                        if FCancelBigNumComputer().need_cancel(d)[
                            0] and not DCancelBigNumComputer().has_auto_cancel_rules(code):
                            L2TradeDataProcessor.cancel_buy(code, f"F撤撤单:{d}")
                            order_begin_pos = None
                            break
@@ -109,9 +110,14 @@
                if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:
                    HourCancelBigNumComputer().set_transaction_index(code, order_begin_pos.buy_single_index,
                                                                     buy_progress_index)
                    cresult = FCancelBigNumComputer().need_cancel_for_deal_fast(code,buy_progress_index)
                    # cresult = FCancelBigNumComputer().need_cancel_for_deal_fast(code, buy_progress_index)
                    # if cresult[0] and not DCancelBigNumComputer().has_auto_cancel_rules(code):
                    #     L2TradeDataProcessor.cancel_buy(code, f"下单30s内排单不足:{cresult[1]}")

                    cresult = FCancelBigNumComputer().need_cancel_for_deal_fast_with_total_sell(code, buy_progress_index, order_begin_pos)
                    if cresult[0] and not DCancelBigNumComputer().has_auto_cancel_rules(code):
                        L2TradeDataProcessor.cancel_buy(code, f"下单30s内排单不足:{cresult[1]}")
                        L2TradeDataProcessor.cancel_buy(code, f"3s内成交太多:{cresult[1]}")

                    # ---------------------------------判断板块是否跟上来了-------------------------------
                    try:
                        pass

 third_data/kpl_data_manager.py

@@ -401,7 +401,7 @@

    def get_limit_up():
        while True:
            if (tool.is_trade_time() and int(tool.get_now_time_str().replace(':', '')) > int("092530")) or True:
            if (tool.is_trade_time() and int(tool.get_now_time_str().replace(':', '')) > int("092530")):
                try:
                    results = kpl_api.getLimitUpInfoNew()
                    result = json.loads(results)