From 0e68e24f54db11d340785b17570fff2bc5fc7ac6 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 24 七月 2023 13:05:16 +0800
Subject: [PATCH] bug修复
---
l2/l2_data_manager_new.py | 71 ++++++++++++++++++++++-------------
1 files changed, 45 insertions(+), 26 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index edfde48..30015b9 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -5,7 +5,7 @@
limit_up_time_manager, global_data_loader, gpcode_manager
import constant
from l2.huaxin import l2_huaxin_util, huaxin_delegate_postion_manager
-from third_data import kpl_data_manager
+from third_data import kpl_data_manager, block_info
from utils import global_util, ths_industry_util, tool
import l2_data_util
from db import redis_manager
@@ -15,7 +15,7 @@
from l2 import safe_count_manager, l2_data_manager, l2_data_log, l2_log, l2_data_source_util, code_price_manager, \
transaction_progress
from l2.cancel_buy_strategy import SecondCancelBigNumComputer, HourCancelBigNumComputer, L2LimitUpMoneyStatisticUtil, \
- L2LimitUpSellStatisticUtil, DCancelBigNumComputer
+ L2LimitUpSellStatisticUtil, DCancelBigNumComputer, LCancelBigNumComputer
from l2.l2_data_manager import L2DataException, TradePointManager
from l2.l2_data_util import local_today_datas, L2DataUtil, local_today_num_operate_map, local_today_buyno_map, \
local_latest_datas
@@ -237,6 +237,7 @@
# 鑾峰彇涓嬪崟浣嶇疆
place_order_index = huaxin_delegate_postion_manager.get_l2_place_order_position(code, datas)
if place_order_index:
+ logger_l2_process.info("code:{} 鑾峰彇鍒颁笅鍗曠湡瀹炰綅缃細{}", code, place_order_index)
DCancelBigNumComputer.set_real_order_index(code, place_order_index)
__start_time = round(t.time() * 1000)
@@ -295,6 +296,9 @@
cls.volume_rate_info[code] = (volume_rate, volume_rate_index)
latest_time = add_datas[len(add_datas) - 1]["val"]["time"]
+
+ __start_time = l2_data_log.l2_time(code, round(t.time() * 1000) - __start_time,
+ "l2鏁版嵁鍑嗗鏃堕棿")
# 鏃堕棿宸笉鑳藉お澶ф墠鑳藉鐞�
if not l2_trade_util.is_in_forbidden_trade_codes(code):
# 鍒ゆ柇鏄惁宸茬粡鎸傚崟
@@ -417,6 +421,24 @@
l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time, "宸蹭笅鍗�-H鎾ゅぇ鍗曡绠�")
return None, ""
+ # L鎾�
+ @dask.delayed
+ def l_cancel():
+ _start_time = round(t.time() * 1000)
+ try:
+ b_need_cancel, b_cancel_data = LCancelBigNumComputer.need_cancel(code,
+ buy_exec_index, start_index,
+ end_index, total_data,
+ local_today_num_operate_map.get(
+ code), is_first_code)
+ if b_need_cancel and b_cancel_data:
+ return b_cancel_data, "L鎾ら攢姣斾緥瑙﹀彂闃堝��"
+ except Exception as e:
+ logging.exception(e)
+ finally:
+ l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time, "宸蹭笅鍗�-L鎾ゅぇ鍗曡绠�")
+ return None, ""
+
# 鏉夸笂鍗栨挙
@dask.delayed
def sell_cancel():
@@ -464,9 +486,10 @@
f4 = h_cancel()
f5 = buy_1_cancel()
f6 = sell_cancel()
- dask_result = is_need_cancel(f1, f2, f3, f4, f5, f6)
+ f7 = l_cancel()
+ dask_result = is_need_cancel(f1, f2, f3, f4, f5, f6, f7)
if is_first_code:
- dask_result = is_need_cancel(f3, f4)
+ dask_result = is_need_cancel(f3, f4, f7)
cancel_data, cancel_msg = dask_result.compute()
@@ -537,6 +560,7 @@
buy_single_index, buy_exec_index, cls.volume_rate_info[code][0],
cls.__l2PlaceOrderParamsManagerDict[code].score, params_desc)
except Exception as e:
+ logger_l2_error.exception(e)
l2_log.debug(code, "鎵ц涔板叆寮傚父:{}", str(e))
pass
finally:
@@ -715,6 +739,10 @@
return False, True, f"璇ヤ唬鐮佽鏆傚仠浜ゆ槗"
limit_up_price = gpcode_manager.get_limit_up_price(code)
+
+ if float(limit_up_price) >= 40:
+ return False, True, "鑲′环澶т簬40鍧�"
+
if constant.L2_SOURCE_TYPE == constant.L2_SOURCE_TYPE_HUAXIN:
trade_price = current_price_process_manager.get_trade_price(code)
if trade_price is None:
@@ -814,31 +842,22 @@
if float(limit_up_price) >= 40:
return False, True, "鑲′环澶т簬40鍧�"
- # 鑾峰彇娑ㄥ仠
- latest_2_day_limit_up_datas_temp = kpl_data_manager.get_current_limit_up_data_records(2)
- latest_2_day_limit_up_datas = []
- for d in latest_2_day_limit_up_datas_temp:
- latest_2_day_limit_up_datas.extend(d[1])
+
+ # 9:35涔嬪墠涔板ぇ甯傚��(>=80浜�)绁�
+ if int(tool.get_now_date_str("%Y%m%d")) < int("093500"):
+ zyltgb = global_util.zyltgb_map.get(code)
+ if zyltgb is None:
+ global_data_loader.load_zyltgb()
+ zyltgb = global_util.zyltgb_map.get(code)
+ if zyltgb >= 80 * 100000000:
+ return True, False, "{9:30:00-9:35:00}鑷敱甯傚�尖墺80浜�"
# 鍒ゆ柇鏉垮潡
- plate_can_buy, msg, block_type = CodePlateKeyBuyManager.can_buy(code,
- kpl_data_manager.KPLLimitUpDataRecordManager.latest_origin_datas,
- latest_2_day_limit_up_datas,
- kpl_data_manager.KPLLimitUpDataRecordManager.total_datas)
+ plate_can_buy, msg = CodePlateKeyBuyManager.can_buy(code,
+ kpl_data_manager.KPLLimitUpDataRecordManager.latest_origin_datas,
+ kpl_data_manager.KPLLimitUpDataRecordManager.total_datas,block_info.get_before_blocks_dict())
if not plate_can_buy:
return False, True, msg
-
- has_k_format = is_has_k_format(score_info)
- # 鐙嫍
- if block_type == CodePlateKeyBuyManager.BLOCK_TYPE_START_UP:
- # 蹇呴』婊¤冻锛堝垎鏁扳墺150涓斾笂鏉挎椂閲忊墺40 % 涓旀湁K绾垮舰鎬侊級鎴栵紙鍏锋湁杈ㄨ瘑搴︼級鐨勬墠鑳戒拱
- if has_k_format and score_index >= 0 and volume_rate_info[0] >= 0.4:
- return True, False, "鐙嫍锛氬垎鏁扳墺150涓斾笂鏉挎椂閲忊墺40% 涓旀湁K绾垮舰鎬�"
- elif score_info[1][3][8][0]:
- return True, False, "鐙嫍锛氬叿鏈夎鲸璇嗗害"
- else:
- return False, True, f"鐙嫍锛氫笉婊¤冻涔板叆鏉′欢"
- else:
- return True, False, msg
+ return True, False, msg
# if volume_rate_info[0] < 0.4:
# return False, True, f"閲忓ぇ浜�40%鎵嶄笅鍗�,閲忔瘮锛歿volume_rate_info[0]}"
--
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