P撤修改/大单输出修改

Administrator

2024-06-06 be8ea2a61d15a49d995390031a9c25b56c6220ab

P撤修改/大单输出修改

 l2/cancel_buy_strategy.py

@@ -399,13 +399,11 @@
            return True, f"剩余笔数({total_left_count})/金额({round(total_left_num * float(limit_up_price) * 100)})不足，成交进度：{trade_index},真实下单位置：{real_order_index} 阈值：({THRESHOLD_MONEY_W},{THRESHOLD_COUNT}) "
        return False, f"不满足撤单条件: 成交进度-{trade_index} 真实下单位置-{real_order_index} total_left_count-{total_left_count} total_left_num-{total_left_num}"

    # 距离太近，封单不足，有大单50w大单砸下来就撤
    def need_cancel_for_p(self, code, big_sell_order_info, order_begin_pos):
    # 距离太近，封单不足
    def need_cancel_for_p(self, code, order_begin_pos):
        if not order_begin_pos or not order_begin_pos.buy_exec_index or order_begin_pos.buy_exec_index < 0:
            return False, "尚未下单"

        if big_sell_order_info[0] < 50 * 10000 or not big_sell_order_info[1]:
            return False, "不为大单"
        # 判断是否具有真实的下单位置
        real_order_index_info = self.__get_real_order_index_cache(code)
        if not real_order_index_info:
@@ -417,23 +415,9 @@
        if trade_index is None:
            trade_index = 0
        real_order_index = real_order_index_info[0]
        if real_order_index_info[0] <= trade_index:
        if real_order_index <= trade_index:
            return False, "真实下单位在成交位之前"

        start_order_no = big_sell_order_info[1][-1][4][1]
        real_trade_index = trade_index
        # 统计未撤订单的数量与金额
        total_datas = local_today_datas.get(code)
        for i in range(trade_index, real_order_index):
            data = total_datas[i]
            val = data['val']
            if not L2DataUtil.is_limit_up_price_buy(val):
                continue
            if int(val['orderNo']) < start_order_no:
                continue
            real_trade_index = i
            break

        # 是否是下单3分钟内
        sub_time = tool.trade_time_sub(total_datas[-1]['val']['time'], total_datas[real_order_index]['val']['time'])
        if sub_time > 30:
@@ -467,7 +451,7 @@
        left_money = total_left_num * float(limit_up_price)
        if left_money < 1000 * 100:
            # 实际下单位后方所有涨停纯买额≤1000万
            return True, f"P撤：封单纯买额-{round(left_money / 100, 1)}万 大单数量-{total_big_num_count} 下单位-{real_order_index} 成交位-{real_trade_index}"
            return True, f"P撤：封单纯买额-{round(left_money / 100, 1)}万 大单数量-{total_big_num_count} 下单位-{real_order_index}"
        return False, "不满足撤单条件"

    # w撤

 l2/l2_transaction_data_processor.py

@@ -112,7 +112,7 @@
                    if need_cancel:
                        cancel_msg = f"S撤:{cancel_msg}"
                    if not need_cancel:
                        need_cancel, cancel_msg = FCancelBigNumComputer().need_cancel_for_p(code, big_sell_order_info,
                        need_cancel, cancel_msg = FCancelBigNumComputer().need_cancel_for_p(code,
                                                                                            order_begin_pos)
                    # 判断时间是否与本地时间相差5s以上
                    if tool.trade_time_sub(tool.get_now_time_str(), l2_huaxin_util.convert_time(datas[-1][3])) > 10:

 trade/huaxin/huaxin_trade_server.py

@@ -1706,7 +1706,13 @@
                # 获取大单成交列表
                code = data["code"]
                data_list = BigOrderDealManager().get_total_buy_money_list(code)
                results = [ output_util.money_desc(d) for d in data_list]
                bigger_money = l2_data_util_old.get_big_money_val(float(gpcode_manager.get_limit_up_price(code)))
                fdatas = []
                for d in data_list:
                    if d<bigger_money:
                        continue
                    fdatas.append(d)
                results = [output_util.money_desc(d) for d in fdatas]
                self.send_response({"code": 0, "data": results}, client_id, request_id)