委托列表输出量比/动态L后撤单比例修改/最大单价买到250/参考量不取最近5个交易日最大/下午1点过后不自动加想

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6 天以前 e155f71d1fda90ecf5ffc5bc9b4baeb06579ddbe

委托列表输出量比/动态L后撤单比例修改/最大单价买到250/参考量不取最近5个交易日最大/下午1点过后不自动加想

 api/outside_api_command_callback.py

@@ -1194,6 +1194,7 @@
                                    async_log_util.info(logger_debug, f"统计实撤用时：{code} - {use_time}")
                            except Exception as e:
                                logger_debug.exception(e)
                            fdata["volume_info"] = code_volumn_manager.CodeVolumeManager().get_volume_rate(code, with_info=True)
                            fdatas.append(fdata)
                        except Exception as e:
                            logger_debug.exception(e)

 cancel_strategy/s_l_h_cancel_strategy.py

@@ -612,12 +612,14 @@
                    if constant.CAN_AUTO_L_DOWN_RATE_CHANGE:
                        try:
                            if MaxPriceInfoManager().get_max_limit_up_time(code) > 60:
                                deal_big_order_info = radical_buy_data_manager.get_total_deal_big_order_info(code,
                                                                                                             gpcode_manager.get_limit_up_price_as_num(
                                                                                                                 code))
                                if deal_big_order_info and deal_big_order_info[5] > 5000e4:
                                    temp_rate = round(deal_big_order_info[1] / deal_big_order_info[5], 2)
                                    threshold_rate = min(max(temp_rate, 0.3), 0.9)
                                # deal_big_order_info = radical_buy_data_manager.get_total_deal_big_order_info(code,
                                #                                                                              gpcode_manager.get_limit_up_price_as_num(
                                #                                                                                  code))
                                # if deal_big_order_info and deal_big_order_info[5] > 5000e4:
                                #     temp_rate = round(deal_big_order_info[1] / deal_big_order_info[5], 2)
                                #     threshold_rate = min(max(temp_rate, 0.3), 0.7)
                                volume_rate = code_volumn_manager.CodeVolumeManager().get_volume_rate(code)
                                threshold_rate = min(max(volume_rate, 0.3), 0.7)
                        except:
                            pass
                    return human_rate if human_rate > 0 else threshold_rate, False, (threshold_rate, human_rate)

 code_attribute/code_volumn_manager.py

@@ -96,13 +96,13 @@
        @return:
        """
        # 60个交易日未涨停取
        k_format = code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code)
        has_limit_up_in_60 = True
        if k_format and not k_format[13]:
            has_limit_up_in_60 = False
        volume = self.get_max_volume_in_5days(code)
        if volume and volume * limit_up_price >= 9e8 and has_limit_up_in_60:
            return volume
        # k_format = code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code)
        # has_limit_up_in_60 = True
        # if k_format and not k_format[13]:
        #     has_limit_up_in_60 = False
        # volume = self.get_max_volume_in_5days(code)
        # if volume and volume * limit_up_price >= 9e8 and has_limit_up_in_60:
        #     return volume
        return int(self.get_reference_volume_as_money_y(code) * 1e8 / limit_up_price)

    def get_radical_buy_refer_volume_info(self, code, limit_up_price):
@@ -116,14 +116,14 @@
        @return:
        """
        # 60个交易日未涨停取
        k_format = code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code)
        has_limit_up_in_60 = True
        if k_format and not k_format[13]:
            has_limit_up_in_60 = False
        # k_format = code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code)
        # has_limit_up_in_60 = True
        # if k_format and not k_format[13]:
        #     has_limit_up_in_60 = False
        # (量, 日期)
        volume_info = self.__max_volume_info_in_5days.get(code, None)
        if volume_info and volume_info[0] * limit_up_price >= 9e8 and has_limit_up_in_60:
            return volume_info
        # volume_info = self.__max_volume_info_in_5days.get(code, None)
        # if volume_info and volume_info[0] * limit_up_price >= 9e8 and has_limit_up_in_60:
        #     return volume_info
        return self.get_reference_volume_info(code)

    def get_volume_rate_refer_in_5days(self, code, total_sell_volume=0):
@@ -136,7 +136,7 @@
        max_volume = self.get_max_volume_in_5days(code)
        if not max_volume:
            return 0
        today_volume = self.get_today_volumn(code)
        today_volume = self.get_today_volumn_cache(code)
        return round((today_volume + total_sell_volume) / max_volume, 2)

    # 获取历史量
@@ -184,16 +184,20 @@
        _volumn = global_util.today_volumn.get(code)
        if _volumn is None:
            _volumn = RedisUtils.get(self.__redis_manager.getRedis(), "volumn_today-{}".format(code))
        if not _volumn:
            _volumn = 0
        return int(_volumn)

    # 获取今日量
    def get_today_volumn_cache(self, code):
        return global_util.today_volumn.get(code)
        if code in global_util.today_volumn:
            return global_util.today_volumn.get(code)
        return 0

    # 获取量比（今日量/max(60天最大量,昨日量)）
    # 将总卖量计算在内
    def get_volume_rate(self, code, total_sell_volume=0, with_info=False):
        today = self.get_today_volumn(code)
        today = self.get_today_volumn_cache(code)
        max60, yesterday = self.get_histry_volumn(code)
        if today is None:
            today = 0

 constant.py

@@ -193,9 +193,9 @@
    TRADE_ENABLE = True

# 最大的代码价格
MAX_CODE_PRICE = 100
MAX_CODE_PRICE = 250
MIN_CODE_PRICE = 2
MAX_SUBSCRIPT_CODE_PRICE = 100
MAX_SUBSCRIPT_CODE_PRICE = 250

# 扫入价格区间
MAX_CODE_RADICAL_BUY_PRICE = 50

 l2/huaxin/huaxin_target_codes_manager.py

@@ -92,6 +92,8 @@

        for d in datas:
            code = d[0]
            # 保存今日实时量
            temp_volumns.append((code, d[3]))
            if not tool.is_can_buy_code(code):
                continue
            # 如果现价是0.0就取买1价
@@ -122,8 +124,7 @@
                    if limit_up_price:
                        zylt = int(zylt / price * float(limit_up_price))
                    global_util.zyltgb_map[code] = int(zylt)
            # 保存今日实时量
            temp_volumns.append((code, d[3]))

            zyltgb = 0
            if code in global_util.zyltgb_map:
                zyltgb = global_util.zyltgb_map[code]

 l2/l2_data_manager_new.py

@@ -2053,7 +2053,7 @@
                refer_sell_money = refer_sell_data[1]
            # 判断还需大单的金额（max(每次上板大单,累计成交大单)）
            big_order_deal_enough_result = radical_buy_data_manager.is_big_order_deal_enough(code,
                                                                                             code_volumn_manager.CodeVolumeManager().get_volume_rate_refer_in_5days(
                                                                                             code_volumn_manager.CodeVolumeManager().get_volume_rate(
                                                                                                 code),
                                                                                             refer_sell_money,
                                                                                             for_buy=True,

 servers/data_server.py

@@ -1218,7 +1218,9 @@
                        refer_volume_info = code_volumn_manager.CodeVolumeManager().get_radical_buy_refer_volume_info(
                            code, limit_up_price)
                        if refer_volume_info:
                            data.append(refer_volume_info[1])
                            # (日期,(量比, (今日量, 参考量)))
                            data.append((refer_volume_info[1],
                                         code_volumn_manager.CodeVolumeManager().get_volume_rate(code, with_info=True)))
                        else:
                            data.append("--")
                        # L后撤单比例

 trade/auto_add_want_buy_strategy.py

@@ -35,6 +35,9 @@
    执行自动加想策略
    @return:
    """
    if tool.get_now_time_str() > '13:00:00':
        # 下午不自动加想
        return
    codes = LimitUpDataConstant.get_history_limit_up_codes()
    if not codes:
        return

 utils/init_data_util.py

@@ -26,7 +26,8 @@
# 获取近90天的最大量与最近的量
# 获取最近一次涨停/涨停下一个交易日的最大值
def get_volumns_by_code(code, count=60, juejin=False):
    datas = HistoryKDatasUtils.get_history_tick_n(code, count, "open,high,low,close,volume,pre_close,bob,amount", juejin=juejin)
    datas = HistoryKDatasUtils.get_history_tick_n(code, count, "open,high,low,close,volume,pre_close,bob,amount",
                                                  juejin=juejin)
    if not datas:
        return None
    # 计算
@@ -82,9 +83,11 @@

    # 判断是否涨停过
    target_index = None
    has_limited_up = False
    for i in range(len(datas)):
        data = datas[i]
        if __is_limited_up(data):
            has_limited_up = True
            next_data = None
            if i > 0:
                next_data = datas[i - 1]
@@ -102,7 +105,9 @@
                target_index = i
            if data['volume'] > datas[target_index]['volume']:
                target_index = i
    return datas[target_index]['volume'], datas[target_index]['volume'], datas[target_index]['bob'].strftime(
    # 如果60个交易日没涨停，需要在最高量的基础上x2
    return datas[target_index]['volume'] * (2 if not has_limited_up else 1), datas[target_index]['volume'] * (
        2 if not has_limited_up else 1), datas[target_index]['bob'].strftime(
        "%Y-%m-%d"), target_index


@@ -122,7 +127,7 @@
        if d["volume"] > max_volume_info[0]:
            max_volume_info = (d["volume"], d)
    if max_volume_info:
        return max_volume_info[0],  max_volume_info[1]['bob'].strftime("%Y-%m-%d")
        return max_volume_info[0], max_volume_info[1]['bob'].strftime("%Y-%m-%d")
    return None, None