L前的比例修改

Administrator

2024-06-19 ff14ed4736013d224ddd6582e8229a01074d542f

L前的比例修改

 cancel_strategy/s_l_h_cancel_strategy.py

@@ -529,6 +529,7 @@
# ---------------------------------L撤-------------------------------
class LCancelRateManager:
    __block_limit_up_count_dict = {}
    __block_limit_up_count_for_l_up_dict = {}
    __big_num_deal_rate_dict = {}
    __MustBuyCodesManager = gpcode_manager.MustBuyCodesManager()

@@ -548,10 +549,15 @@
        base_rate = constant.L_CANCEL_RATE
        if is_up:
            base_rate = constant.L_CANCEL_RATE_UP
            if tool.is_sh_code(code):
                base_rate = constant.L_CANCEL_RATE_UP_SH
        try:
            block_rate = 0
            if code in cls.__block_limit_up_count_dict:
                count = cls.__block_limit_up_count_dict[code]
            count_dict = cls.__block_limit_up_count_dict
            if is_up:
                count_dict = cls.__block_limit_up_count_for_l_up_dict
            if code in count_dict:
                count = count_dict[code]
                rates = [0, 0.03, 0.06, 0.08, 0.12]
                if count >= len(rates):
                    block_rate = rates[-1]
@@ -578,11 +584,20 @@

    # 设置板块涨停数量（除开自己）
    @classmethod
    def set_block_limit_up_count(cls, reason_codes_dict):
    def set_block_limit_up_count(cls, reason_codes_dict, limit_up_time_dict: dict):
        for reason in reason_codes_dict:
            codes = reason_codes_dict[reason]
            for c in codes:
            codes = list(codes)
            # 目标票在确认的涨停原因中，在总的身位的≤50%以外，则L前的涨停影响比例因素不生效。
            codes.sort(key=lambda x: (
                int(limit_up_time_dict.get(x).replace(":", "")) if x in limit_up_time_dict else int("150000")))
            for i in range(len(codes)):
                c = codes[i]
                cls.__block_limit_up_count_dict[c] = len(codes) - 1
                if i < len(codes) / 2:
                    cls.__block_limit_up_count_for_l_up_dict[c] = len(codes) - 1
                else:
                    cls.__block_limit_up_count_for_l_up_dict[c] = 0

    @classmethod
    def set_big_num_deal_info(cls, code, buy_money, sell_money):
@@ -834,6 +849,8 @@
                    # 取后1/5的数据
                    if temp_count >= 30:
                        temp_index = int(temp_count * 4 / 5)
                        if tool.is_sh_code(code):  # 上证取后3/10
                            temp_index = int(temp_count * 7 / 10)
                        re_start_index = not_cancel_indexes_with_num[temp_index][0]
                        MAX_COUNT = len(not_cancel_indexes_with_num[temp_index:])
                    else:
@@ -1487,7 +1504,7 @@
                # 更新后半段
                watch_indexes = self.__compute_l_down_watch_index_after_real_place_order_index(code)
                if watch_indexes:
                    l2_log.l_cancel_debug(code,"L后后半段囊括：{}", watch_indexes)
                    l2_log.l_cancel_debug(code, "L后后半段囊括：{}", watch_indexes)
                    watch_indexes_info = self.__get_watch_indexes_cache(code)
                    if watch_indexes_info and watch_indexes_info[2]:
                        # 没有囊括

 constant.py

@@ -140,6 +140,8 @@
# L上撤单比例
L_CANCEL_RATE_UP = 0.79  # L前

L_CANCEL_RATE_UP_SH = 0.69  # 上证L前

L_CANCEL_RATE_UP_WITH_MUST_BUY = 0.95  # 加红L前

# 大金额

 third_data/code_plate_key_manager.py

@@ -760,7 +760,7 @@
        is_strong_block = False

        # 最多买老几
        RANKS = [5, 4, 3, 3, 3, 2, 2]
        RANKS = [6, 5, 4, 4, 3, 3, 2]
        RANK_TIMES = ["10:00:00", "10:30:00", "11:00:00", "11:30:00", "13:30:00", "14:00:00", "15:00:00"]
        now_time_str = tool.get_now_time_str()
        max_rank = 2

 third_data/data_server.py

@@ -717,13 +717,15 @@
                    # 保存涨停时间
                    codes_set = set()
                    limit_up_reasons = {}
                    limit_up_time_dict = {}
                    for d in result_list_:
                        code = d[0]
                        limit_up_reasons[code] = d[5]
                        codes_set.add(code)
                        limit_up_time = time.strftime("%H:%M:%S", time.localtime(d[2]))
                        if tool.is_can_buy_code(code):
                            limit_up_time = time.strftime("%H:%M:%S", time.localtime(d[2]))
                            code_price_manager.Buy1PriceManager().set_limit_up_time(code, limit_up_time)
                        limit_up_time_dict[code] = limit_up_time
                    add_codes = codes_set - self.__latest_limit_up_codes_set
                    self.__latest_limit_up_codes_set = codes_set

@@ -735,7 +737,8 @@
                            if b not in limit_up_reason_code_dict:
                                limit_up_reason_code_dict[b] = set()
                            limit_up_reason_code_dict[b].add(code)
                        LCancelRateManager.set_block_limit_up_count(limit_up_reason_code_dict)
                        # 涨停时间code
                        LCancelRateManager.set_block_limit_up_count(limit_up_reason_code_dict, limit_up_time_dict)

                    if add_codes:
                        for code in add_codes:

 third_data/kpl_api.py

@@ -258,4 +258,9 @@


if __name__ == "__main__":
    print(getZYLTAmount("300198"))
    # getCodeBlocks("300198")
    data = (getMarketJingXuanRealRankingInfo())
    data=json.loads(data)
    print(len(data["list"]))
    # data = json.loads(getCodesByPlate("801235"))
    # print(data)