加红日志/加绿修改/L后大单定义修改

Administrator

2025-01-14 e12181ed11086f331d370aabf7e3884ad0ecf4dd

加红日志/加绿修改/L后大单定义修改

 api/outside_api_command_callback.py

@@ -46,7 +46,7 @@
from third_data.kpl_limit_up_data_manager import CodeLimitUpSequenceManager
from third_data.kpl_util import KPLDataType
from third_data.third_blocks_manager import CodeThirdBlocksManager, SOURCE_TYPE_KPL, BlockMapManager
from trade import trade_manager, l2_trade_util, trade_data_manager, trade_constant
from trade import trade_manager, l2_trade_util, trade_data_manager, trade_constant, trade_record_log_util
import l2_data_util as l2_data_util_old
from trade.buy_money_count_setting import BuyMoneyAndCountSetting, RadicalBuyBlockCodeCountManager
from trade.buy_radical import block_special_codes_manager, radical_buy_data_manager
@@ -375,6 +375,7 @@
            elif code_list_type == outside_api_command_manager.CODE_LIST_MUST_BUY:
                if operate == outside_api_command_manager.OPERRATE_SET:
                    gpcode_manager.MustBuyCodesManager().add_code(code)
                    trade_record_log_util.add_must_buy(code, "手动拉红")
                    name = gpcode_manager.get_code_name(code)
                    if not name:
                        results = HistoryKDatasUtils.get_gp_codes_names([code])

 cancel_strategy/s_l_h_cancel_strategy.py

@@ -976,12 +976,15 @@
                        break
                if watch_indexes:
                    ##判断监听的数据中是否有大单##
                    # 之前的大单为100w，现在改为正常大单
                    has_big_num = False
                    BIG_ORDER_NUM_THRESHOLD = l2_data_util.get_big_money_val(gpcode_manager.get_limit_up_price_as_num(code), tool.is_ge_code(code))
                    BIG_ORDER_NUM_THRESHOLD = int(round(BIG_ORDER_NUM_THRESHOLD/(gpcode_manager.get_limit_up_price_as_num(code)*100)))
                    for i in watch_indexes:
                        # 是否有大单
                        data = total_datas[i]
                        val = data['val']
                        if float(val['price']) * val['num'] > 100 * 100:
                        if val['num'] > BIG_ORDER_NUM_THRESHOLD:
                            has_big_num = True
                            break
                    if not has_big_num:
@@ -993,7 +996,7 @@
                            if not L2DataUtil.is_limit_up_price_buy(val):
                                continue
                            # 小金额过滤
                            if float(val['price']) * val['num'] < 100 * 100:
                            if val['num'] < BIG_ORDER_NUM_THRESHOLD:
                                continue
                            cancel_data = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_canceled_data_v2(code,
                                                                                                                  i,

 output/code_info_output.py

@@ -494,6 +494,8 @@
                elif type == trade_record_log_util.TYPE_CANCEL:
                    load_cancel_watch_index(latest_cancel_watch_index_dict)
                    records_new_data.append((time_, "撤单", f"原因：{data['msg']}", []))
                elif type == trade_record_log_util.TYPE_ACTION:
                    records_new_data.append((time_, data['type'], f"{data['msg']}", []))
            load_cancel_watch_index(latest_cancel_watch_index_dict)
            records_new_data.sort(key=lambda x: x[0])
            if records_new_data:

 trade/buy_radical/radical_buy_data_manager.py

@@ -25,6 +25,7 @@
from third_data.kpl_data_constant import LimitUpDataConstant, LimitUpCodesBlockRecordManager
from third_data.kpl_data_manager import CodeHighLevel
from third_data.third_blocks_manager import BlockMapManager
from trade import trade_record_log_util
from trade.buy_money_count_setting import RadicalBuyBlockCodeCountManager
from trade.buy_radical.block_special_codes_manager import BlockSpecialCodesManager
from trade.trade_data_manager import RadicalBuyDealCodesManager
@@ -148,7 +149,8 @@
            # 计算卖单阈值
            if total_deal_sell_money_info_list:
                max_sell_money = max([x[0] for x in total_deal_sell_money_info_list])
                average_sell_money = sum([x[0] for x in total_deal_sell_money_info_list])//len(total_deal_sell_money_info_list)
                average_sell_money = sum([x[0] for x in total_deal_sell_money_info_list]) // len(
                    total_deal_sell_money_info_list)
                threshold_sell_money = int(
                    round(max(self.__get_base_big_order_threshold(code),
                              min((max_sell_money // 2 + average_sell_money) // 2, average_sell_money))))
@@ -452,9 +454,18 @@
        @param code:
        @return:
        """
        if gpcode_manager.MustBuyCodesManager().is_in_cache(code):
            return
        gpcode_manager.MustBuyCodesManager().add_code(code)

        # 如果加绿了就直接拉白
        if gpcode_manager.GreenListCodeManager().is_in_cache(code):
            if gpcode_manager.WhiteListCodeManager().is_in_cache(code):
                return
            gpcode_manager.WhiteListCodeManager().add_code(code)
            trade_record_log_util.add_white_buy(code, "已加绿且大单足够")
        else:
            if gpcode_manager.MustBuyCodesManager().is_in_cache(code):
                return
            gpcode_manager.MustBuyCodesManager().add_code(code)
            trade_record_log_util.add_must_buy(code, "大单足够")


class RadicalBuyBlockManager:
@@ -1356,7 +1367,9 @@
    """
    THRESHOLD_MONEY = BeforeSubDealBigOrderManager().get_big_order_threshold(code)
    TOTAL_BIG_DEAL_MONEY_THRESHOLD_COUNT = round(
        code_volumn_manager.CodeVolumeManager().get_radical_buy_refer_volume(code, limit_up_price) * limit_up_price / 1e8, 2) * 1.2
        code_volumn_manager.CodeVolumeManager().get_radical_buy_refer_volume(code,
                                                                             limit_up_price) * limit_up_price / 1e8,
        2) * 1.2
    if tool.is_ge_code(code):
        TOTAL_BIG_DEAL_MONEY_THRESHOLD_COUNT *= 3.3


 trade/trade_record_log_util.py

@@ -14,6 +14,7 @@
TYPE_FORBIDDEN_BUY = "forbidden_buy"  # 禁止买入
TYPE_CANT_PLACE_ORDER = "can_not_place_order"  # 不能下单
TYPE_CANCEL = "cancel"  # 撤单
TYPE_ACTION = "action"  # 针对代码的操作


class PlaceOrderInfo(object):
@@ -139,5 +140,20 @@
    __add_log(TYPE_CANCEL, code, {"msg": msg, "real_place_order_index": real_place_order_index})


# 加红信息
def add_must_buy(code, msg=""):
    __add_log(TYPE_ACTION, code, {"type": "加红", "msg": msg})


# 加绿
def add_green(code, msg=""):
    __add_log(TYPE_ACTION, code, {"type": "加绿", "msg": msg})


# 加白
def add_white_buy(code, msg=""):
    __add_log(TYPE_ACTION, code, {"type": "加白", "msg": msg})


if __name__ == "__main__":
    pass

 trade/trade_result_manager.py

@@ -12,6 +12,7 @@
from l2.l2_data_util import local_today_datas, L2DataUtil
from l2.l2_sell_manager import L2MarketSellManager
from log_module.log import logger_l2_error
from trade import trade_record_log_util
from trade.buy_radical.radical_buy_data_manager import RadicalBuyDataManager
from trade.trade_data_manager import PlaceOrderCountManager
from trade.trade_queue_manager import THSBuy1VolumnManager
@@ -106,6 +107,7 @@
    # 如果是绿名单，下单之后就加红
    if GreenListCodeManager().is_in_cache(code):
        MustBuyCodesManager().add_code(code)
        trade_record_log_util.add_must_buy(code, "如果是绿名单，下单之后就加红")

    # 如果是扫入下单，下单之后就加红
    if order_begin_pos.mode == OrderBeginPosInfo.MODE_RADICAL: