L后重新囊括条件修改/真实下单位修改/下单的拆单方式修改

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2025-02-06 73f9f7a558f37cf102b9fadbea86d135ea62899c

L后重新囊括条件修改/真实下单位修改/下单的拆单方式修改

 cancel_strategy/s_l_h_cancel_strategy.py

@@ -14,6 +14,7 @@
from log_module import async_log_util
from third_data import code_plate_key_manager
from trade.buy_radical import radical_buy_data_manager
from trade.buy_radical.radical_buy_data_manager import BeforeSubDealBigOrderManager

from utils import tool
from l2.transaction_progress import TradeBuyQueue
@@ -222,8 +223,9 @@
            cancel_result = self.__need_cancel_for_slow_sell(code, total_datas)
            if cancel_result[0]:
                return True, f"S慢砸:{cancel_result[1]}"

        if total_deal_money >= 100 * 10000:
        # 卖金额>=均大单才触发重新囊括
        THRESHOLD_MONEY, is_temp_threshold_money = BeforeSubDealBigOrderManager().get_big_order_threshold_info(code)
        if total_deal_money >= THRESHOLD_MONEY:
            l2_log.s_cancel_debug(code, "准备更新L后囊括")
            start_order_no = big_sell_order_info[1][-1][4][1]
            latest_deal_time_ms = l2_huaxin_util.convert_time(big_sell_order_info[1][-1][4][0], with_ms=True)

 l2/huaxin/huaxin_delegate_postion_manager.py

@@ -130,10 +130,10 @@
    @classmethod
    def __compute_real_place_order_position(cls, code, exec_data, oredr_info_list, add_datas):
        THRESHOLD_MS = 20 if tool.is_sz_code(code) else 100
        exec_time_with_ms = L2DataUtil.get_time_with_ms(exec_data["val"])
        # 获取下单的量
        target_volumes = [x[0] // 100 for x in oredr_info_list]
        volumes_info_list = []

        current_delegates = huaxin_trade_record_manager.DelegateRecordManager().list_current_delegates(code)
        # 下单量对应的委托时间
        current_delegate_place_order_time_dict = {}
@@ -214,7 +214,12 @@
            if max_sub_time > THRESHOLD_MS:
                continue
            # 最大的时间差,最大的索引差, 数据
            match_list.append((max_sub_time, max_sub_index, temp_volumes_info_list[0][2]))
            # 深证与执行位置相差时间>=10ms以上，上证与执行位置相差时间>=100ms以上
            data_ = temp_volumes_info_list[0][2]
            MIN_SPCE_MS = 100 if tool.is_sh_code(code) else 10
            if tool.trade_time_sub_with_ms(L2DataUtil.get_time_with_ms(data_["val"]), exec_time_with_ms) < MIN_SPCE_MS:
                continue
            match_list.append((max_sub_time, max_sub_index, data_))
        if not match_list:
            # 没有找到真实下单位
            return None

 l2/l2_data_manager_new.py

@@ -18,6 +18,7 @@
from l2.place_order_single_data_manager import L2TradeSingleDataProcessor
from log_module import async_log_util, log_export
from third_data import kpl_data_manager, block_info
from third_data.kpl_data_constant import LimitUpDataConstant
from trade.buy_radical.radical_buy_data_manager import EveryLimitupBigDealOrderManager
from utils import global_util, tool, buy_condition_util, buy_strategy_util, trade_util
import l2_data_util
@@ -815,12 +816,11 @@
            average_rate = cls.__Buy1PriceManager.get_average_rate(code)
            if average_rate :
                if tool.is_ge_code(code):
                    if average_rate <= 0.1:
                        return False, True, f"均价涨幅({average_rate})小于10%", True
                    if average_rate <= 0.07:
                        return False, True, f"均价涨幅({average_rate})小于7%", True
                else:
                    if average_rate <= 0.05:
                        return False, True, f"均价涨幅({average_rate})小于5%", True

                    if average_rate <= 0.03:
                        return False, True, f"均价涨幅({average_rate})小于3%", True
        return True, False, f"", False

    @classmethod
@@ -919,6 +919,7 @@
    def __buy(cls, code, capture_timestamp, last_data, last_data_index, is_first_code, block_info=None):
        pre_result = cls.__is_pre_can_buy(code)
        if not pre_result[0]:
            l2_log.debug(code, "不可以下单，原因：{}", pre_result[2])
            return False
        # 添加买入锁
        if code not in cls.__buy_lock_dict:
@@ -1897,11 +1898,14 @@
            if refer_sell_data:
                refer_sell_money = refer_sell_data[1]
            # 大单判断结果
            history_limit_up_codes = LimitUpDataConstant.get_history_limit_up_codes()
            if history_limit_up_codes is None:
                history_limit_up_codes = set()
            big_order_deal_enough_result = radical_buy_data_manager.is_big_order_deal_enough(code,
                                                                                             code_volumn_manager.CodeVolumeManager().get_volume_rate_refer_in_5days(
                                                                                                 code),
                                                                                             refer_sell_money,
                                                                                             for_buy=True)
                                                                                             for_buy=True, is_first_limit_up = code not in history_limit_up_codes)
            # 缺乏的大单金额
            lack_money = big_order_deal_enough_result[3]
            # 如果有大单成交就不需要看大单

 third_data/kpl_limit_up_data_manager.py

@@ -327,3 +327,8 @@
        rate = int((volumes_data[0]["close"] - min_price) * 100 / min_price)
        cls.__k_max_rate[code] = rate
        return cls.__k_datas.get(code)


if __name__ == "__main__":
    datas = LatestLimitUpBlockManager().statistics_limit_up_block_infos()
    print(datas)

 trade/buy_money_count_setting.py

@@ -257,7 +257,8 @@
        if total_volume_unit_100 % 2 == 0:
            return 100 * (total_volume_unit_100 // 2 - 1), 100 * (total_volume_unit_100 // 2 + 1)
        else:
            return 100 * (total_volume_unit_100 // 2), 100 * (total_volume_unit_100 // 2 + 1)
            # 防止与同花顺等交易平台拆单相似
            return 100 * (total_volume_unit_100 // 2 - 1), 100 * (total_volume_unit_100 // 2 + 1 + 1)


if __name__ == '__main__':

 trade/buy_radical/radical_buy_data_manager.py

@@ -1553,12 +1553,14 @@
    return total_lack_money, deal_big_order_money, TOTAL_BIG_DEAL_MONEY_THRESHOLD_MONEY


def is_big_order_deal_enough(code, volume_rate, refer_total_sell_money, for_buy=False):
def is_big_order_deal_enough(code, volume_rate, refer_total_sell_money, for_buy=False, is_first_limit_up=False):
    """
    大单成交是否足够
    @param refer_total_sell_money: 引用的总卖额
    @param code:
    @param volume_rate:
    @param for_buy: 是否是下单
    @param is_first_limit_up: 是否是首封下单
    @return: 大单是否足够, 原因, 是否是短时生效, 还差的金额
    """
    limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
@@ -1597,7 +1599,11 @@
    current_lack_money = max(0, int(current_threshold_money - current_big_order_deal_money))
    if for_buy and not tool.is_ge_code(code):
        # 要下单的且不是创业版的目标代码大单数量打8折
        total_lack_money = int(total_threshold_money * 0.8 - total_deal_money)
        if is_first_limit_up:
            # 首封不打折
            total_lack_money = int(total_threshold_money - total_deal_money)
        else:
            total_lack_money = int(total_threshold_money * 0.8 - total_deal_money)
        if total_lack_money < 0:
            total_lack_money = 0
    if current_lack_money == 0 and total_lack_money == 0: