From 1c04204fcbc958a7bdef2394ff939063e56b6404 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 17 六月 2025 17:15:25 +0800
Subject: [PATCH] L2成交数据中使用的队列容量扩大
---
trade/buy_radical/radical_buy_strategy.py | 46 ----------------------------------------------
1 files changed, 0 insertions(+), 46 deletions(-)
diff --git a/trade/buy_radical/radical_buy_strategy.py b/trade/buy_radical/radical_buy_strategy.py
index 7671276..473bbf8 100644
--- a/trade/buy_radical/radical_buy_strategy.py
+++ b/trade/buy_radical/radical_buy_strategy.py
@@ -186,8 +186,6 @@
# 澶у崟澶熶簡鎵嶈兘鎵叆
can_direct_buy = False
-
-
if total_lack_money_info and total_lack_money_info[2] > 1e8 and total_lack_money_info[0] <= 0:
# 瑕佹眰鐨勫ぇ鍗曞浜� 浠ュ悗锛屽洖灏佷拱锛屽彧瑕佹湁涓や釜澶у崟鎴愪氦浜�,绔嬪嵆涓嬪崟
THRESHOLD_MONEY, is_temp_threshold_money = radical_buy_data_manager.BeforeSubDealBigOrderManager().get_big_order_threshold_info(
@@ -204,25 +202,6 @@
average_big_order_money = 299 * 10000
threshold_left_sell_money = average_big_order_money
- # 杈ㄨ瘑搴︾殑绁ㄥ鏋滄槸闈炴柊棰樻潗鐨勯灏�: 2涓ぇ鍗曠殑鎶樻墸
- # if block_special_codes_manager.BlockSpecialCodesManager().get_code_blocks(code) and radical_buy_data_manager.is_first_limit_up_buy(code) and not LimitUpCodesBlockRecordManager().has_new_block(
- # code):
- # threshold_left_sell_money = average_big_order_money * 2
- # 鍒ゆ柇鏄惁鍙洿鎺ヤ笅鍗曪紝涓嶉渶瑕佺瓑鍒板皝鍗曟秷鑰�
- # if refer_sell_money >= 5e7 and is_first:
- # # 澶ф姏鍘嬶紝鏄灏�
- # zyltgb = global_util.zyltgb_map.get(code)
- # if zyltgb and zyltgb > 50e8 and BlockSpecialCodesManager().get_code_blocks(code):
- # # 鑷敱甯傚��>50浜匡紝鍏锋湁杈ㄨ瘑搴�
- # total_lack_money_info = radical_buy_data_manager.get_total_deal_big_order_info(code,
- # gpcode_manager.get_limit_up_price_as_num(
- # code),
- # is_for_buy=True)
- # if total_lack_money_info[0] <= 0 and total_lack_money_info[1] > 5e7 and total_lack_money_info[1] > \
- # total_lack_money_info[2] * 1.5:
- # # 澶у崟瓒冲锛屾�绘垚浜ら噾棰濇槸澶у崟鐨�1.2鍊嶄互涓�
- # return BUY_MODE_DIRECT, f"棣栧皝涓嬪崟鎶涘帇澶с�佸競鍊煎ぇ銆佹垚浜ゅ銆佺洿鎺ユ壂 鍗�1-{refer_sell_money} 澶у崟-{total_lack_money_info}"
-
if threshold_left_sell_money > left_limit_up_sell_money:
# 鍓╀綑鎬诲崠灏忎簬鍧囧ぇ鍗曟墠鑳戒笅鍗�
# 濡傛灉鏄繁璇佷笖鍗栦竴澶т簬5000w鍙笉鍒ゆ柇澶у崟鏄惁婊¤冻
@@ -238,31 +217,6 @@
return BUY_MODE_BY_L2, f"鍓╀綑鎬诲崠灏忎簬100w({left_limit_up_sell_money}) 鏄惁杩樻湁鍓╀綑娑ㄥ仠鍗�-{no_left_limit_up_sell}"
return BUY_MODE_NONE, f"鍧囧ぇ鍗�-{average_big_order_money}锛坽big_order_money}/{big_order_count}锛夛紝鍓╀綑娑ㄥ仠鍗栵細{left_limit_up_sell_money}"
- # #鎬诲崠 = 娑ㄥ仠涓诲姩涔版垚浜ょ殑绱閲戦 + 澶勪簬濮旀墭鐘舵�佺殑娑ㄥ仠鍗栭噾棰�
- # total_sell = __deal_active_buy_total_money[code] + left_limit_up_sell_money
- # if total_sell == 0:
- # total_sell = 1
- # rate = round(__deal_active_buy_total_money[code] / total_sell, 2)
- # # 鑾峰彇褰撳墠鐨勬垚浜ら噺姣�
- # limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
- # volume_rate = code_volumn_manager.CodeVolumeManager().get_volume_rate_refer_in_5days(code,
- # total_sell_volume=int(
- # total_sell / limit_up_price))
- # if volume_rate is None:
- # volume_rate = 0.5
- #
- # THRESHOLD_RATE = radical_buy_data_manager.get_volume_rate_threshold(code, volume_rate)
- # if rate >= THRESHOLD_RATE:
- # # 鏍规嵁澶у崟鍒ゆ柇鏄惁鍙互鎵�
- # big_order_deal_result = radical_buy_data_manager.is_big_order_deal_enough(code, volume_rate,
- # refer_sell_money, for_buy=True)
- # if big_order_deal_result[0]:
- # return BUY_MODE_DIRECT, f"鍓╀綑娑ㄥ仠鎬诲崠棰�-{selling_num * price}锛屽師娑ㄥ仠鎬诲崠-{total_sell}锛屽凡鎴愪氦棰�-{__deal_active_buy_total_money[code]}锛屾垚浜ゆ瘮渚�-{rate}/{THRESHOLD_RATE}, 澶у崟淇℃伅-{big_order_deal_result}"
- # else:
- # # 鏃犲ぇ鍗曟垚浜ゅ氨鍙兘閫氳繃L2涓嬪崟
- # return BUY_MODE_BY_L2, f"鏃犲ぇ鍗曟垚浜�-{big_order_deal_result}锛屽師娑ㄥ仠鎬诲崠-{total_sell}锛屽凡鎴愪氦棰�-{__deal_active_buy_total_money[code]}锛屾垚浜ゆ瘮渚�-{rate}/{THRESHOLD_RATE} "
- # else:
- # return BUY_MODE_NONE, f"琚姩鍗栨垚浜ゆ瘮渚嬫湭杈惧埌锛氬墿浣欐定鍋滄�诲崠棰�-{selling_num * price}锛屽師娑ㄥ仠鎬诲崠-{total_sell}锛屽凡鎴愪氦棰�-{__deal_active_buy_total_money[code]}锛屾垚浜ゆ瘮渚�-{rate}/{THRESHOLD_RATE}"
def is_can_buy_with_open_price(code, open_price):
--
Gitblit v1.8.0