bug修复/策略完善

Administrator

2025-06-24 5b5d95b4b5e3767adf1610bbaf178fe3f6a9d891

bug修复/策略完善

 strategy/strategy_manager.py

@@ -20,6 +20,8 @@
from trade.trade_manager import DealCodesManager, PlatePlaceOrderManager
from utils import huaxin_util, tool

BIG_ORDER_MAX_SPACE_TIME = 3


@tool.singleton
class TickSummaryDataManager:
@@ -194,7 +196,7 @@
        IS_BY_BIG_ORDER = False
        BIG_ORDER_MONEY_THRESHOLD = 200e4
        big_order_deals = self.__LowSuctionOriginDataExportManager.export_big_order_deal(BIG_ORDER_MONEY_THRESHOLD,
                                                                                         max_deal_space=3)
                                                                                         max_deal_space=BIG_ORDER_MAX_SPACE_TIME)
        if not big_order_deals or IS_BY_BIG_ORDER:
            big_order_deals = self.__LowSuctionOriginDataExportManager.export_big_order_deal_by(
                BIG_ORDER_MONEY_THRESHOLD)
@@ -286,29 +288,38 @@
        for d in big_orders:
            try:
                code = d[0]
                # 只计算200w以上的买单
                if d[2][2] < 200e4:
                    continue
                if d[1] == 0:
                    # 买单
                    if code not in self.big_order_buy:
                        self.big_order_buy[code] = []
                    self.big_order_buy[code].append(d[2])
                else:
                    # 卖单
                    if code not in self.big_order_sell:
                        self.big_order_sell[code] = []
                    self.big_order_sell[code].append(d[2])
                    if code not in codes:
                        codes.append(code)
                # 设置现价
                if code in self.stock_variables_dict:
                    self.stock_variables_dict[code].当前价 = d[2][4]
                try:
                    # 只计算200w以上的买单
                    if d[2][2] < 200e4:
                        continue
                    if d[1] == 0:
                        if tool.trade_time_sub(huaxin_util.convert_time(d[2][3]),
                                               huaxin_util.convert_time(d[2][5])) > BIG_ORDER_MAX_SPACE_TIME:
                            # 成交超过指定时间
                            continue
                        # 买单
                        if code not in self.big_order_buy:
                            self.big_order_buy[code] = []
                        self.big_order_buy[code].append(d[2])
                        if code not in codes:
                            codes.append(code)
                    else:
                        # 卖单
                        if code not in self.big_order_sell:
                            self.big_order_sell[code] = []
                        self.big_order_sell[code].append(d[2])
                finally:
                    # 设置现价
                    if code in self.stock_variables_dict:
                        self.stock_variables_dict[code].当前价 = d[2][4]
            except Exception as e:
                logger_debug.error(f"{d}")
            # 驱动下单
        for code in codes:
            self.__run(code, self.stock_variables_dict.get(code))
            try:
                self.__run(code, self.stock_variables_dict.get(code))
            except Exception as e:
                logger_debug.exception(e)

    def add_ticks(self, ticks):
        """