上证不激进买入

Administrator

2024-05-20 e41262c3763d4a9b9d92fd354cebd18e627006f6

上证不激进买入

 l2/l2_data_manager_new.py

@@ -663,6 +663,16 @@
        @param code:
        @return:
        """
        if code.find("60") == 0:
            # 上证不激进下单
            return None

        current_total_sell_data = L2MarketSellManager().get_current_total_sell_data(code)
        place_order_count = trade_data_manager.PlaceOrderCountManager().get_place_order_count(code)
        # 只有初次下单 + 总抛压大于500w能激进下单
        if place_order_count > 0 or current_total_sell_data[1] < 500 * 10000:
            return None

        if global_util.zyltgb_map.get(code) > 50 * 100000000:
            # 50亿以上的无法激进下单
            return None
@@ -991,7 +1001,8 @@
            if abs(float(limit_up_price) - float(trade_price)) < 0.001:
                # 获取最近的非涨停价成交时间
                not_limit_up_info = current_price_process_manager.get_trade_not_limit_up_info(code)
                if not not_limit_up_info or tool.trade_time_sub( total_data[-1]['val']['time'], not_limit_up_info[1])>10:
                if not not_limit_up_info or tool.trade_time_sub(total_data[-1]['val']['time'],
                                                                not_limit_up_info[1]) > 10:
                    # 非涨停价成交10s后才有可能判断为板上放量
                    sell_data = cls.__L2MarketSellManager.get_current_total_sell_data(code)
                    if sell_data and sell_data[1] <= 0:
@@ -2194,6 +2205,10 @@
            # 深证非板上放量
            max_space_time_ms = 1 * 1000

        # 上证的间隔时间为1s
        if code.find("60") == 0:
            max_space_time_ms = 1 * 1000

        # 不下单的信息
        not_buy_msg = ""
        max_buy_num_set = set(max_num_set)

 trade/huaxin/huaxin_trade_server.py

@@ -1761,8 +1761,7 @@
            if _type == L2TradeSingleDataManager.TYPE_PASSIVE and mode_descs:
                # 可以激进下单且必须是首次下单才能激进
                place_order_count = trade_data_manager.PlaceOrderCountManager().get_place_order_count(code)

                if place_order_count == 0 and current_total_sell_data[1] > 500 * 10000 and global_util.zyltgb_map.get(
                if code.find("00") == 0 and place_order_count == 0 and current_total_sell_data[1] > 500 * 10000 and global_util.zyltgb_map.get(
                        code) < 50 * 100000000:
                    # 首次下单，自由流通50亿以下，总卖额500w才能激进下单
                    mode_descs.insert(0, "成交触发")