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 | 139 ++++++++++++++++++++++++++++++++++-----------
1 files changed, 104 insertions(+), 35 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index 9bde625..30015b9 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -5,15 +5,17 @@
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, block_info
from utils import global_util, ths_industry_util, tool
import l2_data_util
from db import redis_manager
from third_data.code_plate_key_manager import CodePlateKeyBuyManager
from trade import trade_manager, trade_queue_manager, l2_trade_factor, l2_trade_util, \
- trade_result_manager, first_code_score_manager
-from l2 import safe_count_manager, l2_data_manager, l2_data_log, l2_log, l2_data_source_util, code_price_manager
+ trade_result_manager, first_code_score_manager, current_price_process_manager
+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
@@ -160,6 +162,7 @@
__buyL2SafeCountManager = safe_count_manager.BuyL2SafeCountManager()
__l2PlaceOrderParamsManagerDict = {}
__last_buy_single_dict = {}
+ __TradeBuyQueue = transaction_progress.TradeBuyQueue()
# 鑾峰彇浠ｇ爜璇勫垎
@classmethod
@@ -234,6 +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)
@@ -292,6 +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
@@ -414,6 +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():
@@ -461,9 +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()
@@ -534,6 +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:
@@ -711,37 +738,58 @@
if gpcode_manager.PauseBuyCodesManager.is_in(code):
return False, True, f"璇ヤ唬鐮佽鏆傚仠浜ゆ槗"
- # 鍒ゆ柇涔�1浠锋牸妗ｄ綅
- zyltgb = global_util.zyltgb_map.get(code)
- if zyltgb is None:
- global_data_loader.load_zyltgb()
- zyltgb = global_util.zyltgb_map.get(code)
-
limit_up_price = gpcode_manager.get_limit_up_price(code)
- if zyltgb >= 200 * 100000000:
- buy1_price = code_price_manager.Buy1PriceManager.get_buy1_price(code)
- if buy1_price is None:
- return False, True, f"灏氭湭鑾峰彇鍒颁拱1浠�"
- dif = float(limit_up_price) - float(buy1_price)
- # 澶т簬10妗�
- if dif > 0.10001:
- return False, True, f"鑷敱娴侀��200浜夸互涓婏紝涔�1鍓╀綑妗ｆ暟澶т簬10妗ｏ紝涔颁竴锛坽buy1_price}锛夋定鍋滐紙{limit_up_price}锛�"
- # elif zyltgb >= 80 * 100000000:
- # # 澶т簬2妗�
- # if dif > 0.02001:
- # return False, True, f"涔�1鍓╀綑妗ｆ暟澶т簬2妗ｏ紝涔颁竴锛坽buy1_price}锛夋定鍋滐紙{limit_up_price}锛�"
- # elif zyltgb >= 60 * 100000000:
- # # 澶т簬2妗�
- # if dif > 0.03001:
- # return False, True, f"涔�1鍓╀綑妗ｆ暟澶т簬3妗ｏ紝涔颁竴锛坽buy1_price}锛夋定鍋滐紙{limit_up_price}锛�"
- # elif zyltgb >= 40 * 100000000:
- # # 澶т簬2妗�
- # if dif > 0.04001:
- # return False, True, f"涔�1鍓╀綑妗ｆ暟澶т簬4妗ｏ紝涔颁竴锛坽buy1_price}锛夋定鍋滐紙{limit_up_price}锛�"
- # else:
- # if dif > 0.05001:
- # return False, True, f"涔�1鍓╀綑妗ｆ暟澶т簬5妗ｏ紝涔颁竴锛坽buy1_price}锛夋定鍋滐紙{limit_up_price}锛�"
+ 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:
+ return False, True, f"灏氭湭鑾峰彇鍒板綋鍓嶆垚浜や环"
+ if float(limit_up_price) - float(trade_price) > 0.02001:
+ return False, False, f"褰撳墠鎴愪氦浠凤紙{trade_price}锛夊皻鏈湪2妗ｅ強浠ュ唴"
+
+ # 鍒ゆ柇鎴愪氦杩涘害鏄惁璺濈鎴戜滑鐨勪綅缃緢杩�
+ total_data = local_today_datas.get(code)
+ trade_index, is_default = cls.__TradeBuyQueue.get_traded_index(code)
+ if not is_default and trade_index:
+ buy_index_set = set()
+ num_operate_map = local_today_num_operate_map.get(code)
+ for i in range(trade_index + 1, total_data[-1]["index"] + 1):
+ if L2DataUtil.is_limit_up_price_buy(total_data[i]["val"]):
+ left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count(code,
+ total_data[
+ i][
+ "index"],
+ total_data,
+ num_operate_map)
+ if left_count > 0:
+ buy_index_set.add(total_data[i]["index"])
+
+ if len(buy_index_set) < 5:
+ return False, False, f"鎴愪氦浣嶇疆璺濈褰撳墠浣嶇疆灏忎簬5绗�"
+ else:
+ # 鍒ゆ柇涔�1浠锋牸妗ｄ綅
+ 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 >= 200 * 100000000:
+ buy1_price = code_price_manager.Buy1PriceManager.get_buy1_price(code)
+ if buy1_price is None:
+ return False, True, f"灏氭湭鑾峰彇鍒颁拱1浠�"
+ dif = float(limit_up_price) - float(buy1_price)
+ # 澶т簬10妗�
+ if dif > 0.10001:
+ return False, True, f"鑷敱娴侀��200浜夸互涓婏紝涔�1鍓╀綑妗ｆ暟澶т簬10妗ｏ紝涔颁竴锛坽buy1_price}锛夋定鍋滐紙{limit_up_price}锛�"
+
+ open_limit_up_lowest_price = code_price_manager.Buy1PriceManager.get_open_limit_up_lowest_price(code)
+ price_pre_close = gpcode_manager.get_price_pre(code)
+ if open_limit_up_lowest_price and (
+ float(open_limit_up_lowest_price) - price_pre_close) / price_pre_close < 0.05:
+ return False, True, f"鐐告澘鍚庢渶浣庝环璺岃嚦5%浠ヤ笅"
limit_up_info = code_price_manager.Buy1PriceManager.get_limit_up_info(code)
if limit_up_info[0] is None and False:
@@ -783,12 +831,33 @@
@classmethod
def can_buy_first(cls, code, limit_up_price, score_index, score, score_info, volume_rate_info):
+ def is_has_k_format(score_info):
+ # (15涓氦鏄撴棩娑ㄥ箙鏄惁澶т簬24.9%,鏄惁鐮村墠楂橈紝鏄惁瓒呰穼锛屾槸鍚︽帴杩戝墠楂橈紝鏄惁N,鏄惁V,鏄惁鏈夊舰鎬�,澶╅噺澶ч槼淇℃伅,鏄惁鍏锋湁杈ㄨ瘑搴�)
+
+ if score_info[1][3][6][0] and not score_info[1][3][3][0]:
+ return True
+ if score_info[1][3][7][0]:
+ return True
+ return False
+
if float(limit_up_price) >= 40:
return False, True, "鑲′环澶т簬40鍧�"
+
+ # 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 = CodePlateKeyBuyManager.can_buy(code)
+ 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
+ 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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