S撤守护时间变更

Administrator

2023-08-28 5d13694979ae5f89b37bcf0e6ed1f42973defe03

S撤守护时间变更

 constant.py

@@ -72,7 +72,7 @@
S_CANCEL_SECOND_RATE = 0.59
S_CANCEL_THIRD_RATE = 0.49
# s撤守护时间
S_CANCEL_EXPIRE_TIME = 60
S_CANCEL_EXPIRE_TIME = 1

# H撤比例
H_CANCEL_FIRST_RATE = 0.69
@@ -108,6 +108,9 @@
D_CANCEL_RATE = 0.5

# L撤
# L撤下单之后多久开始守护
L_CANCEL_START_TIME = 1

L_CANCEL_MAX_WATCH_COUNT = 10
# 撤单比例
L_CANCEL_RATE = 0.6

 l2/cancel_buy_strategy.py

@@ -1120,7 +1120,7 @@
        time_space = tool.trade_time_sub(total_data[start_index]["val"]["time"],
                                         total_data[buy_exec_index]["val"]["time"])
        # 守护S撤以外的数据
        if time_space <= constant.S_CANCEL_EXPIRE_TIME or int(tool.get_now_time_str().replace(":", "")) > int("145000"):
        if time_space <= constant.L_CANCEL_START_TIME or int(tool.get_now_time_str().replace(":", "")) > int("145000"):
            return False, None
        watch_indexes = self.__get_watch_indexes_cache(code)
        if not watch_indexes:

 third_data/code_plate_key_manager.py

@@ -14,7 +14,7 @@

from log_module.log import logger_kpl_limit_up, logger_kpl_block_can_buy, logger_kpl_debug
from third_data.kpl_util import KPLPlatManager
from trade import trade_manager
from trade import trade_manager,l2_trade_util


# 代码精选板块管理
@@ -437,13 +437,6 @@
                    code_limit_up_reason_dict[d[3]] = d[2]
            return code_limit_up_reason_dict

        now_time = int(tool.get_now_time_str().replace(":", ""))
        times = [100000, 103000, 110000, 133000, 150000]
        time_index = 0
        for i in range(len(times)):
            if now_time < times[i]:
                time_index = i
                break
        # 获取目标代码板块
        keys, k1, k11, k2, k3, k4 = cls.__TargetCodePlateKeyManager.get_plate_keys(code)
        log.logger_kpl_debug.info("{}关键词：今日-{},今日历史-{},历史-{},二级行业-{},代码板块-{}", code, k1, k11, k2, k3, k4)
@@ -499,6 +492,10 @@
                                               f"{block}：top10涨停板块，主板开1({pen_limit_up_codes}),属于主板前龙{len(pen_limit_up_codes) + 1}(实时身位-{current_shsz_rank})"))
                        continue
                    else:
                        if record_shsz_rank >= len(pen_limit_up_codes) + 1:
                            logger_kpl_block_can_buy.info(f"{code}根据身位禁止买入：【{block}】历史身位{record_shsz_rank}")
                            # 今日已经不可能买的票，直接加入黑名单
                            l2_trade_util.forbidden_trade(code)
                        msg_list.append(
                            f"板块-{block}: top4涨停板块，主板开1（{pen_limit_up_codes}）,不为主板前龙{len(pen_limit_up_codes) + 1}（实时身位-{current_shsz_rank},历史身位-{record_shsz_rank}）")
                        continue

 trade/huaxin/trade_server.py

@@ -362,9 +362,7 @@
                            is_normal = l2_data_util.load_l2_data(code, load_latest=False)
                            volume_rate = code_volumn_manager.get_volume_rate(code)
                            volume_rate_index = code_volumn_manager.get_volume_rate_index(volume_rate)
                            m_val = \
                            L2PlaceOrderParamsManager(code, True, volume_rate, volume_rate_index, None).get_m_val()[
                                0]
                            m_val = L2PlaceOrderParamsManager(code, True, volume_rate, volume_rate_index, None).get_m_val()[0]
                            limit_up_price = gpcode_manager.get_limit_up_price(code)
                            m_val_num = int(m_val / (float(limit_up_price) * 100))


 trade/l2_trade_factor.py

@@ -237,7 +237,7 @@
        rates = [0.34, 0.44, 0.54, 0.64, 0.74, 0.84, 0.94, 1.04]
        if volume_rate_index >= len(rates):
            volume_rate_index = -1
        return rates[volume_rate_index]
        return 0.59 #rates[volume_rate_index]


# H撤参数