板上买的条件调整

Administrator

2024-03-13 96ede6bdcb28d8d2a8d50146564cbbc67bacf23b

板上买的条件调整

 l2/cancel_buy_strategy.py

@@ -1744,7 +1744,7 @@
                    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 and order_position.sell_info[1] > 500*10000:
            if deal_money >= order_position.sell_info[1] * 2 and order_position.sell_info[1] > 1000*10000:
                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/l2_data_manager_new.py

@@ -1619,10 +1619,18 @@
        limit_up_price = gpcode_manager.get_limit_up_price(code)
        if limit_up_price is None:
            raise Exception("涨停价无法获取")
        limit_up_price = float(limit_up_price)

        threshold_num = None
        # 大目标手数（满足这个就不需要看安全笔数）
        threshold_max_num = None

        # 目标订单数量
        threshold_count = cls.__l2PlaceOrderParamsManagerDict[code].get_safe_count()

        # 最大间隔时间ms
        max_space_time_ms = cls.__l2PlaceOrderParamsManagerDict[code].get_time_range() * 1000

        # ----------------调整板上下单的m值与安全笔数----------------
        if at_limit_up:
            # 板上买，获取最近一次闪电下单的总卖额
@@ -1632,6 +1640,32 @@
                # 总卖的一半作为m值
                threshold_num = int(sell_data[1] / (limit_up_price * 100)) // 2
                threshold_max_num = 1
            #  信号为之前有待成交的大单（不是正在成交）
            trade_index,is_default = cls.__TradeBuyQueue.get_traded_index(code)
            if not is_default and trade_index is not None:
                temp_big_num = int(30000/limit_up_price)
                for i in range(trade_index+1, buy_single_index):
                    data = total_datas[i]
                    val = data['val']
                    if not L2DataUtil.is_limit_up_price_buy(val):
                        continue
                        # 判断是否有大单未成交
                    if temp_big_num > val["num"]:
                        continue

                    left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(code,
                                                                                                             data[
                                                                                                                 "index"],
                                                                                                             total_datas,
                                                                                                             local_today_canceled_buyno_map.get(
                                                                                                                 code))
                    if left_count > 0:
                        # 安全笔数与囊括时间范围修改
                        threshold_count = 3
                        max_space_time_ms = 9*1000
                        break



        if not threshold_num:
            # 目标手数
@@ -1640,16 +1674,14 @@
            threshold_max_num = int(threshold_num * 1.2)

        # place_order_count = trade_data_manager.PlaceOrderCountManager().get_place_order_count(code)
        # 目标订单数量
        threshold_count = cls.__l2PlaceOrderParamsManagerDict[code].get_safe_count()


        # buy_single_time_seconds = L2DataUtil.get_time_as_second(total_datas[buy_single_index]["val"]["time"])

        # 可以触发买，当有涨停买信号时才会触发买
        trigger_buy = True

        # 最大间隔时间ms
        max_space_time_ms = cls.__l2PlaceOrderParamsManagerDict[code].get_time_range() * 1000

        # 如果大单含有率大于50%，则时间囊括范围提高到3s
        if max_num_set and origin_count:
            if len(max_num_set) / origin_count > 0.5:

 log_module/log.py

@@ -197,6 +197,10 @@
                   filter=lambda record: record["extra"].get("name") == "kpl_block_can_buy",
                   rotation="00:00", compression="zip", enqueue=True)

        logger.add(self.get_path("kpl", "kpl_open_limit_up"),
                   filter=lambda record: record["extra"].get("name") == "kpl_open_limit_up",
                   rotation="00:00", compression="zip", enqueue=True)

        # 看盘日志
        logger.add(self.get_path("kp", "kp_msg"),
                   filter=lambda record: record["extra"].get("name") == "kp_msg",
@@ -380,6 +384,8 @@

logger_kpl_block_can_buy = __mylogger.get_logger("kpl_block_can_buy")

logger_kpl_open_limit_up = __mylogger.get_logger("kpl_open_limit_up")

logger_kp_msg = __mylogger.get_logger("kp_msg")

logger_redis_debug = __mylogger.get_logger("redis_debug")
@@ -424,6 +430,5 @@


if __name__ == "__main__":
    close_print()
    logger_local_huaxin_l1.info("测试")
    input()
    open_limit_up_codes = set({"000333","000222"})
    logger_kpl_open_limit_up.info(f"炸板代码：{open_limit_up_codes}")

 log_module/log_export.py

@@ -402,6 +402,18 @@
    return fdatas


def load_kpl_open_limit_up():
    path = f"{constant.get_path_prefix()}/logs/gp/kpl/kpl_open_limit_up.{tool.get_now_date_str()}.log"
    fdatas = []
    lines = __load_file_content(path)
    for line in lines:
        if line.find("炸板") > 0:
            time_str = __get_log_time(line)
            data = line[line.find("：") + 1:]
            codes = eval(data)
            fdatas.append((time_str, codes))
    return fdatas

# 加载华鑫本地买入订单号
def load_huaxin_local_buy_no():
    path = f"{constant.get_path_prefix()}/logs/huaxin_local/l2/l2_buy_no.{tool.get_now_date_str()}.log"
@@ -488,7 +500,7 @@


if __name__ == '__main__':
    fdatas = get_l2_cant_buy_reasons("002731")
    fdatas = load_kpl_open_limit_up()
    print(len(fdatas))
    # print(get_h_cancel_compute_info("603912"))


 third_data/data_server.py

@@ -495,6 +495,26 @@
                    code_info[5] = 1

            response_data = json.dumps({"code": 0, "data": codes_info})
        elif url.path == "/kpl/get_open_limit_up_count_rank":
            # 获取炸板次数排行
            ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])
            code = ps_dict.get("code")
            results = log_export.load_kpl_open_limit_up()
            statistic = {}
            for result in results:
                for c in result[1]:
                    if code and code != c:
                        continue
                    if c not in statistic:
                        statistic[c] = 0
                    statistic[c] += 1
            # 倒序排
            statistic_list = [(k, statistic[k]) for k in statistic]
            statistic_list.sort(key=lambda x: x[1], reverse=True)
            fresults = []
            for x in statistic_list:
                fresults.append((x[0], gpcode_manager.get_code_name(x[0]), x[1]))
            response_data = json.dumps({"code": 0, "data": fresults})
        elif url.path == "/get_h_cancel_data":
            ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])
            code = ps_dict["code"]

 third_data/kpl_data_manager.py

@@ -14,7 +14,8 @@

# 开盘啦历史涨停数据管理
from db import mysql_data_delegate as mysql_data, redis_manager_delegate as redis_manager
from log_module.log import logger_kpl_limit_up_reason_change, logger_debug, logger_kpl_limit_up
from log_module.log import logger_kpl_limit_up_reason_change, logger_debug, logger_kpl_limit_up, \
    logger_kpl_open_limit_up
from third_data import kpl_util, kpl_api
from third_data.code_plate_key_manager import LimitUpCodesPlateKeyManager, CodesHisReasonAndBlocksManager

@@ -67,6 +68,20 @@

    @classmethod
    def save_record(cls, day, records):
        # 统计炸板
        try:
            last_codes = set()
            if cls.latest_origin_datas:
                last_codes = set([x[0] for x in cls.latest_origin_datas])
            now_codes = set()
            if records:
                now_codes = set([x[0] for x in records])
            open_limit_up_codes = last_codes - now_codes
            if open_limit_up_codes:
                logger_kpl_open_limit_up.info(f"炸板代码：{open_limit_up_codes}")
        except Exception as e:
            pass

        # 统计代码所属板块
        code_block_dict = {}
        for data in records:
@@ -77,6 +92,7 @@
                    code_block_dict[code] = set()
                code_block_dict[code].add(b)
                # 设置涨停数据

        if records:
            cls.latest_origin_datas = records
            cls.__LimitUpCodesPlateKeyManager.set_today_limit_up([(r[0], r[5]) for r in records])