From e70bdf6ab8e20c122cd5eb9e5fd6e384ab903b8d Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 11 七月 2024 13:24:40 +0800
Subject: [PATCH] 买点的策略类型区分

---
 main.py |   11 ++++++-----
 1 files changed, 6 insertions(+), 5 deletions(-)

diff --git a/main.py b/main.py
index efa7748..7805672 100644
--- a/main.py
+++ b/main.py
@@ -18,7 +18,7 @@
 from third_data import kpl_data_manager, kpl_util
 from third_data.kpl_data_manager import PullTask, KPLCodeJXBlockManager, KPLLimitUpDataRecordManager
 from trade import huaxin_trade_api, huaxin_trade_data_update, huaxin_sell_util, backtest_trade, buy_strategy
-from trade.buy_strategy import BuyStrategyDataManager
+from trade.buy_strategy import BuyStrategyDataManager, StrategyBuyOrderRefManager
 from trade.trade_manager import CodeTradeStateManager
 from trade.trade_settings import WantBuyCodesManager, TradeStateManager
 from utils import middle_api_protocol, outside_api_command_manager, constant, tool, huaxin_util, socket_util, sell_util, \
@@ -216,7 +216,7 @@
                     for k in temp_dict:
                         volume = sum([x["volume"] for x in temp_dict[k]])
                         x = temp_dict[k][0]
-                        r["buy_list"].append({"price": str(x["price"]), "tradeTime": x["tradeTime"], "volume": volume})
+                        r["buy_list"].append({"price": str(x["price"]), "tradeTime": x["tradeTime"], "volume": volume, "type":StrategyBuyOrderRefManager().get_strategy_type(x["orderRef"])})
                     r["createTime"] = int(buys[0]["tradeTime"].replace(":", ""))
 
                 if "sell_list" not in r:
@@ -328,11 +328,12 @@
     else:
         money = 10000
     if strategy_type == buy_strategy.STRATEGY_TYPE_RISE_HIGH_WITH_BLOCKS:
-        return int(money*0.2)
-    elif  strategy_type == buy_strategy.STRATEGY_TYPE_LIMIT_UP:
         return int(money * 0.8)
+    elif strategy_type == buy_strategy.STRATEGY_TYPE_LIMIT_UP:
+        return int(money * 0.2)
     else:
         return money
+
 
 def read_l2_results(trade_call_back_queue):
     while True:
@@ -371,7 +372,7 @@
                             result = huaxin_trade_api.order(1, cb_code, volume, buy_price, blocking=True)
                             if type(result) == dict and result['code'] == 0:
                                 orderRef = result['data']['orderRef']
-                                async_log_util.info(logger_trade, f"鍙浆杞界瓥鐣ヤ笅鍗曠粨鏋滐細({orderRef},{strategy_type})")
+                                StrategyBuyOrderRefManager().add(orderRef, strategy_type)
                             CodeTradeStateManager().set_trade_state(cb_code, strategy_type,
                                                                     CodeTradeStateManager.TRADE_STATE_ALREADY_BUY)
                             # 绉婚櫎鎯充拱鍗�

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