| | |
|---|
| | | else: |
|---|
| | | return constant.S_FAST_RATE, "常规" |
|---|
| | | elif cancel_type == cls.TYPE_S_FAST_BIG: |
|---|
| | | # 重砸 |
|---|
| | | if must_buy: |
|---|
| | | return constant.S_FAST_BIG_RATE_WITH_MUST_BUY, "加红" |
|---|
| | | elif half_must_buy: |
|---|
| | | return round((constant.S_FAST_RATE + constant.S_FAST_BIG_RATE_WITH_MUST_BUY) / 2, 2), "半红" |
|---|
| | | else: |
|---|
| | | # 上证 如果没有大单成交,不需要看比例 |
|---|
| | | if tool.is_sh_code(code): |
|---|
| | | # 获取大单成交 |
|---|
| | | deal_big_order_count = BigOrderDealManager().get_total_buy_count(code) |
|---|
| | | if deal_big_order_count < 1: |
|---|
| | | return 0, "常规（无大单成交）" |
|---|
| | | return constant.S_FAST_RATE, "常规" |
|---|
| | | elif cancel_type == cls.TYPE_S_SLOW: |
|---|
| | | if must_buy: |
|---|
| | |
|---|
| | | if total_deal_money >= threshold_big_deal: |
|---|
| | | # S重砸必撤的金额满足以后，以前是无脑撤。现在优化一下，看成交进度位---真实下单位的区间额≤重砸金额*3.3倍，就撤。 |
|---|
| | | try: |
|---|
| | | # 上证如果重砸额大于阈值的1.5倍直接撤单 |
|---|
| | | if tool.is_sh_code(code) and total_deal_money >= threshold_big_deal * 1.5: |
|---|
| | | if not gpcode_manager.MustBuyCodesManager().is_in_cache(code): |
|---|
| | | return True, f"1s内成交({threshold_big_deal}) 大于大卖单（{total_deal_money}）的1.5倍" |
|---|
| | | |
|---|
| | | need_compute = False |
|---|
| | | trade_index, is_default = TradeBuyQueue().get_traded_index(code) |
|---|
| | | if trade_index is None: |
|---|
| | |
|---|
| | | code)) |
|---|
| | | if left_count > 0: |
|---|
| | | after_count += 1 |
|---|
| | | if l2_data_util.is_big_money(val,is_ge_code): |
|---|
| | | if l2_data_util.is_big_money(val, is_ge_code): |
|---|
| | | watch_indexes.add(i) |
|---|
| | | # 记录索引的位置 |
|---|
| | | self.__set_cancel_l_down_after_place_order_index(code, i, after_count - 1) |
|---|
