gp-server.git - Gitblit

			@@ -1239,17 +1239,18 @@

			@classmethod
			def __cancel_buy(cls, code):
			try:
			l2_log.debug(code, "开始执行撤单")
			trade_manager.start_cancel_buy(code)
			l2_log.debug(code, "执行撤单成功")
			return True
			except Exception as e:
			logging.exception(e)
			l2_log.debug(code, "执行撤单异常：{}", str(e))
			return False
			finally:
			pass
			with cls.__buy_lock_dict[code]:
			try:
			l2_log.debug(code, "开始执行撤单")
			trade_manager.start_cancel_buy(code)
			l2_log.debug(code, "执行撤单成功")
			return True
			except Exception as e:
			logging.exception(e)
			l2_log.debug(code, "执行撤单异常：{}", str(e))
			return False
			finally:
			pass

			@classmethod
			def cancel_buy(cls, code, msg=None, source="l2", cancel_index=None):
			@@ -1466,7 +1467,8 @@
			# 买入纯买额统计
			new_buy_exec_index, buy_nums, buy_count, rebegin_buy_pos, max_num_set_new, not_buy_msg = None, None, None, None, [], ""
			if order_begin_pos.mode == OrderBeginPosInfo.MODE_ACTIVE:
			threshold_money = order_begin_pos.threshold_money
			# 设置为总卖额
			threshold_money = order_begin_pos.sell_info[0]
			new_buy_exec_index, buy_nums, buy_count, rebegin_buy_pos, threshold_money_new, max_num_set_new, not_buy_msg = cls.__sum_buy_num_for_order_active(
			code,
			start_process_index,
			@@ -1572,7 +1574,7 @@

			@classmethod
			def save_order_begin_data(cls, code, info: OrderBeginPosInfo):
			cls.__save_order_begin_data(code,info)
			cls.__save_order_begin_data(code, info)

			# 计算下单起始信号
			# compute_data_count 用于计算的l2数据数量
			@@ -1689,83 +1691,101 @@
			start_time_str = total_datas[start_index]["val"]["time"]
			# 获取最近的总卖信息
			refer_sell_data = cls.__L2MarketSellManager.get_refer_sell_data(code, start_time_str)
			if refer_sell_data is None and start_time_str != '09:30:00':
			return False, -1, "总卖为空"
			if refer_sell_data is None:
			refer_sell_data = (start_time_str, 0, 0, (round(float(total_datas[start_index]["val"]["price"]), 2), 0))
			l2_log.debug(code, f"丢失总卖额，设置默认为0，计算范围：{start_index}-{end_index}")
			# 获取当前是否可激进买
			# 获取板块是否可以激进买
			# 可买的板块, 是否独苗, 消息, 可买的强势板块, 关键词, 激进买的板块
			can_buy_result = CodePlateKeyBuyManager.can_buy(code)
			if (can_buy_result and can_buy_result[0] and can_buy_result[5]) or constant.ALL_ACTIVE_BUY:
			# 有可买板块，有激进买板块
			# 第一步：计算总卖额
			threshold_money, sell_1_price = refer_sell_data[1], refer_sell_data[3][0]
			if code.find("60") == 0:
			threshold_money = 0
			else:
			pass
			# for i in range(start_index - 1, -1, -1):
			# val = total_datas[i]["val"]
			# if tool.compare_time(val["time"], refer_sell_data[0]) < 0:
			# # 将本s的计算上去
			# break
			# if L2DataUtil.is_sell(val):
			# threshold_money += val["num"] * int(float(val["price"]) * 100)
			# elif L2DataUtil.is_sell_cancel(val):
			# threshold_money -= val["num"] * int(float(val["price"]) * 100)
			# elif L2DataUtil.is_buy(val):
			# # 判断价格（大于卖1）被买吃掉
			# if round(float(val["price"]), 2) - sell_1_price >= 0:
			# threshold_money -= val["num"] * int(float(val["price"]) * 100)
			# 第二步：计算起始信号
			second_930 = 9 * 3600 + 30 * 60 + 0
			total_datas = local_today_datas.get(code)
			if end_index - start_index + 1 < continue_count:
			return False, -1, "信号不连续"
			last_index = None
			count = 0
			start = None
			if code.find("60") == 0:
			if refer_sell_data is None:
			# 设置默认卖信息
			refer_sell_data = (start_time_str, 0, 0, (round(float(total_datas[start_index]["val"]["price"]), 2), 0))
			# 上证:只要有一个涨停买的就是信号
			for i in range(start_index, end_index + 1):
			_val = total_datas[i]["val"]
			time_s = L2DataUtil.get_time_as_second(_val["time"])
			# 时间要>=09:30:00
			if time_s < second_930:
			if not L2DataUtil.is_limit_up_price_buy(_val):
			continue
			if L2DataUtil.is_limit_up_price_buy(_val):
			# 金额要大于50万
			if _val["num"] * float(_val["price"]) < 5000:
			continue
			if last_index is None or (total_datas[last_index]["val"]["time"] == total_datas[i]["val"]["time"]):
			if code.find("00") == 0 and threshold_money > 0:
			# 深证非板上放量需要判断是否有信号
			single = place_order_single_data_manager.L2TradeSingleDataManager.get_valid_trade_single(code,
			tool.to_time_with_ms(
			_val['time'],
			_val['tms']))
			if not single:
			continue
			if start is None:
			start = i
			last_index = i
			count += total_datas[i]["re"]
			if count >= continue_count:
			return True, start, [refer_sell_data[0], threshold_money]
			else:
			# 本条数据作为起点
			last_index = i
			count = total_datas[i]["re"]
			start = i

			elif not L2DataUtil.is_sell(_val) and not L2DataUtil.is_sell_cancel(_val):
			# 剔除卖与卖撤
			last_index = None
			count = 0
			start = None
			return False, -1, "未获取到激进买的起始信号"
			# 时间要>=09:30:00
			if tool.trade_time_sub(_val["time"], "09:30:00") < 0:
			continue
			# 金额要大于50万
			if _val["num"] * float(_val["price"]) < 5000:
			continue
			return True, i, [refer_sell_data[0], 0]
			else:
			return False, -1, "不可激进买"
			# 深证
			if refer_sell_data is None and start_time_str != '09:30:00':
			return False, -1, "总卖为空"
			if refer_sell_data is None:
			refer_sell_data = (start_time_str, 0, 0, (round(float(total_datas[start_index]["val"]["price"]), 2), 0))
			l2_log.debug(code, f"丢失总卖额，设置默认为0，计算范围：{start_index}-{end_index}")
			# 获取当前是否可激进买
			# 获取板块是否可以激进买
			# 可买的板块, 是否独苗, 消息, 可买的强势板块, 关键词, 激进买的板块
			can_buy_result = CodePlateKeyBuyManager.can_buy(code)
			if (can_buy_result and can_buy_result[0] and can_buy_result[5]) or constant.ALL_ACTIVE_BUY:
			# 有可买板块，有激进买板块
			# 第一步：计算总卖额
			threshold_money, sell_1_price = refer_sell_data[1], refer_sell_data[3][0]
			if code.find("60") == 0:
			threshold_money = 0
			else:
			pass
			# for i in range(start_index - 1, -1, -1):
			# val = total_datas[i]["val"]
			# if tool.compare_time(val["time"], refer_sell_data[0]) < 0:
			# # 将本s的计算上去
			# break
			# if L2DataUtil.is_sell(val):
			# threshold_money += val["num"] * int(float(val["price"]) * 100)
			# elif L2DataUtil.is_sell_cancel(val):
			# threshold_money -= val["num"] * int(float(val["price"]) * 100)
			# elif L2DataUtil.is_buy(val):
			# # 判断价格（大于卖1）被买吃掉
			# if round(float(val["price"]), 2) - sell_1_price >= 0:
			# threshold_money -= val["num"] * int(float(val["price"]) * 100)
			# 第二步：计算起始信号
			second_930 = 9 * 3600 + 30 * 60 + 0
			total_datas = local_today_datas.get(code)
			if end_index - start_index + 1 < continue_count:
			return False, -1, "信号不连续"
			last_index = None
			count = 0
			start = None
			for i in range(start_index, end_index + 1):
			_val = total_datas[i]["val"]
			time_s = L2DataUtil.get_time_as_second(_val["time"])
			# 时间要>=09:30:00
			if time_s < second_930:
			continue
			if L2DataUtil.is_limit_up_price_buy(_val):
			# 金额要大于50万
			if _val["num"] * float(_val["price"]) < 5000:
			continue
			if last_index is None or (
			total_datas[last_index]["val"]["time"] == total_datas[i]["val"]["time"]):
			if code.find("00") == 0 and threshold_money > 0:
			# 深证非板上放量需要判断是否有信号
			single = place_order_single_data_manager.L2TradeSingleDataManager.get_valid_trade_single(
			code,
			tool.to_time_with_ms(
			_val['time'],
			_val['tms']))
			if not single:
			continue
			if start is None:
			start = i
			last_index = i
			count += total_datas[i]["re"]
			if count >= continue_count:
			return True, start, [refer_sell_data[0], threshold_money]
			else:
			# 本条数据作为起点
			last_index = i
			count = total_datas[i]["re"]
			start = i

			elif not L2DataUtil.is_sell(_val) and not L2DataUtil.is_sell_cancel(_val):
			# 剔除卖与卖撤
			last_index = None
			count = 0
			start = None
			return False, -1, "未获取到激进买的起始信号"

			@classmethod
			def __get_threshmoney(cls, code):
			@@ -2141,7 +2161,8 @@
			if code.find("00") == 0 and threshold_money > 0:
			# 深证非板上放量
			max_space_time_ms = 1 * 1000
			threshold_num = 0
			# 不看纯买额
			threshold_num = 0

			# 不下单的信息
			not_buy_msg = ""