From 250dea26eab3894551751381b1757ac2b440d09d Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 24 四月 2024 10:28:54 +0800
Subject: [PATCH] 删除之前的下单方式
---
l2/l2_data_manager_new.py | 177 +++++++++++++++++++---------------------------------------
1 files changed, 58 insertions(+), 119 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index 023fe07..7a431e9 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -947,12 +947,13 @@
# 2.鎬诲崠棰濅负0
if abs(float(limit_up_price) - float(trade_price)) < 0.001:
sell_data = cls.__L2MarketSellManager.get_current_total_sell_data(code)
- if sell_data and sell_data[1]<=0:
+ if sell_data and sell_data[1] <= 0:
# 鏉夸笂鏀鹃噺锛屽垽鏂槸鍚︽湁鏀鹃噺锛屾斁閲忔墠浼氫笅鍗�
# 鑾峰彇鏈�杩�1s鐨勪富鍔ㄥ崠閲戦
- min_time = total_data[order_begin_pos.buy_single_index]['val']['time']
+ min_time = total_data[order_begin_pos.buy_single_index]['val']['time']
min_time = tool.trade_time_add_second(min_time, -1)
- sell_orders = HuaXinSellOrderStatisticManager.get_latest_transaction_datas(code, min_deal_time=min_time)
+ sell_orders = HuaXinSellOrderStatisticManager.get_latest_transaction_datas(code,
+ min_deal_time=min_time)
sell_order_num = sum([x[1] for x in sell_orders])
sell_money = int(float(limit_up_price) * sell_order_num)
if sell_money < 2990000:
@@ -1337,37 +1338,17 @@
# if code.find('60') == 0:
# 婵�杩涗拱
continue_count = 1
- has_single, _index, sell_info, single_msg = cls.__compute_active_order_begin_pos(code, continue_count,
- compute_start_index,
- compute_end_index)
+ has_single, _index, sell_info, single_msg, mode = cls.__compute_active_order_begin_pos(code, continue_count,
+ compute_start_index,
+ compute_end_index)
fast_msg = None
if has_single:
- order_begin_pos.mode = OrderBeginPosInfo.MODE_ACTIVE
+ order_begin_pos.mode = mode
order_begin_pos.sell_info = sell_info
fast_msg = sell_info
# 鐢ㄤ簡淇″彿灏卞繀椤绘竻闄ゆ帀鍘熸湁淇″彿
place_order_single_data_manager.L2TradeSingleDataManager.clear_data(code)
- # if not has_single:
- # # 绗簩姝ワ細璁＄畻闂數涓嬪崟淇″彿
- # has_single, _index, sell_info = cls.__compute_fast_order_begin_pos(code, compute_start_index,
- # compute_end_index)
- # fast_msg = None
- # if has_single:
- # order_begin_pos.mode = OrderBeginPosInfo.MODE_FAST
- # order_begin_pos.sell_info = sell_info
- # elif _index is not None and _index < 0:
- # fast_msg = sell_info
- # # 绗笁姝�: 璁＄畻甯歌涔板叆淇″彿
- # has_single, _index = cls.__compute_order_begin_pos(code, max(
- # (compute_start_index - continue_count - 1) if new_add else compute_start_index, 0),
- # continue_count,
- # compute_end_index)
- # order_begin_pos.mode = OrderBeginPosInfo.MODE_NORMAL
- # # 鑾峰彇鏈�鏂扮殑涔颁俊鎭�
- # sell_info = cls.__L2MarketSellManager.get_current_total_sell_data(code)
- # order_begin_pos.sell_info = sell_info
- # 濡傛灉涔板叆淇″彿涓庝笂娆＄殑涔板叆淇″彿涓�鏍峰氨涓嶈兘绠楁柊鐨勪俊鍙�
if cls.__last_buy_single_dict.get(code) == _index:
has_single = None
_index = None
@@ -1377,32 +1358,34 @@
order_begin_pos.at_limit_up = cls.__is_at_limit_up_buy(code)
# -------------璁＄畻淇″彿浣嶅埌鎴愪氦浣嶇殑绾拱棰濓紙杩囪繙鍒欎负鏃犳晥浣嶇疆锛�-------------------
if order_begin_pos.at_limit_up:
+ # 淇″彿浣嶆槸鍚︽湁鏁�
+ pass
# 鑾峰彇鎴愪氦杩涘害浣嶇疆
- trade_index, is_default = TradeBuyQueue().get_traded_index(code)
- if trade_index and not is_default:
- m_base_val = l2_trade_factor.L2PlaceOrderParamsManager.get_base_m_val(code)
- thresh_hold_num = m_base_val * 4 // (float(gpcode_manager.get_limit_up_price(code)) * 100)
- # 鐪熷疄涓嬪崟浣嶅埌鎴愪氦浣嶇疆鐨勭函涔伴 * 3
- total_num = 0
- for i in range(trade_index + 1, buy_single_index):
- data = total_datas[i]
- val = data["val"]
- if not L2DataUtil.is_limit_up_price_buy(val):
- continue
- left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(
- code,
- data["index"],
- total_datas,
- local_today_canceled_buyno_map.get(
- code))
- total_num += left_count * val["num"]
- if total_num > thresh_hold_num:
- break
- if total_num > thresh_hold_num:
- # 璺濈鎴愪氦杩涘害浣嶇疆杩囪繙
- l2_log.debug(code,
- f"鑾峰彇鐨勪俊鍙蜂綅鏃犳晥锛堟澘涓婁拱锛岃寖鍥达細{trade_index + 1}-{order_begin_pos.buy_single_index} 鏈垚浜ゆ�绘墜{total_num}/闃堝�納thresh_hold_num}锛�")
- return None
+ # trade_index, is_default = TradeBuyQueue().get_traded_index(code)
+ # if trade_index and not is_default:
+ # m_base_val = l2_trade_factor.L2PlaceOrderParamsManager.get_base_m_val(code)
+ # thresh_hold_num = m_base_val * 4 // (float(gpcode_manager.get_limit_up_price(code)) * 100)
+ # # 鐪熷疄涓嬪崟浣嶅埌鎴愪氦浣嶇疆鐨勭函涔伴 * 3
+ # total_num = 0
+ # for i in range(trade_index + 1, buy_single_index):
+ # data = total_datas[i]
+ # val = data["val"]
+ # if not L2DataUtil.is_limit_up_price_buy(val):
+ # continue
+ # left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(
+ # code,
+ # data["index"],
+ # total_datas,
+ # local_today_canceled_buyno_map.get(
+ # code))
+ # total_num += left_count * val["num"]
+ # if total_num > thresh_hold_num:
+ # break
+ # if total_num > thresh_hold_num:
+ # # 璺濈鎴愪氦杩涘害浣嶇疆杩囪繙
+ # l2_log.debug(code,
+ # f"鑾峰彇鐨勪俊鍙蜂綅鏃犳晥锛堟澘涓婁拱锛岃寖鍥达細{trade_index + 1}-{order_begin_pos.buy_single_index} 鏈垚浜ゆ�绘墜{total_num}/闃堝�納thresh_hold_num}锛�")
+ # return None
# -----------------------------涔板叆璁＄畻鍒濆鍖�,璁＄畻绾拱棰濋槇鍊�-----------------------
cls.__last_buy_single_dict[code] = buy_single_index
@@ -1411,25 +1394,8 @@
order_begin_pos.count = 0
order_begin_pos.buy_single_index = buy_single_index
# 璋冩暣闂數涓嬪崟鐨勪拱鍏ラ槇鍊�
- if order_begin_pos.sell_info and order_begin_pos.mode == OrderBeginPosInfo.MODE_FAST:
- situation = cls.__MarketSituationManager.get_situation_cache()
- if sell_info[1] > 2000 * 10000 and situation != MarketSituationManager.SITUATION_GOOD:
- # 甯傚満琛屾儏濂芥椂涓嶆墦鎶�
- if code.find('00') == 0:
- # 娣卞湷棣栨涓嬪崟鎵撴姌
- place_order_count = trade_data_manager.PlaceOrderCountManager().get_place_order_count(code)
- if place_order_count is not None and place_order_count == 0:
- order_begin_pos.threshold_money = int(sell_info[1])
- else:
- order_begin_pos.threshold_money = int(sell_info[1] * 0.6)
-
- else:
- order_begin_pos.threshold_money = int(sell_info[1] * 0.8)
- else:
- order_begin_pos.threshold_money = int(sell_info[1])
- if order_begin_pos.sell_info and order_begin_pos.mode == OrderBeginPosInfo.MODE_ACTIVE:
- # 鎬诲崠棰濈殑1鍊�
- order_begin_pos.threshold_money = int(sell_info[1] * 1.0)
+ # 鎬诲崠棰濈殑1鍊�
+ order_begin_pos.threshold_money = int(sell_info[1] * 1.0)
l2_log.debug(code, "鑾峰彇鍒颁拱鍏ヤ俊鍙疯捣濮嬬偣锛歿} ,璁＄畻鑼冨洿锛歿}-{} 锛岄噺姣旓細{}锛屾槸鍚︽澘涓婁拱锛歿}锛屾暟鎹細{} 妯″紡锛歿}锛坽}锛� 淇″彿绫诲瀷锛歿}",
buy_single_index,
@@ -1457,42 +1423,19 @@
# 涔板叆绾拱棰濈粺璁�
new_buy_exec_index, buy_nums, buy_count, rebegin_buy_pos, max_num_set_new, not_buy_msg = None, None, None, None, [], ""
- if order_begin_pos.mode == OrderBeginPosInfo.MODE_ACTIVE:
- # 璁剧疆涓烘�诲崠棰�
- new_buy_exec_index, buy_nums, buy_count, rebegin_buy_pos, threshold_money_new, max_num_set_new, not_buy_msg = cls.__sum_buy_num_for_order_active(
- code,
- start_process_index,
- compute_end_index,
- order_begin_pos.num,
- order_begin_pos.count,
- order_begin_pos.threshold_money,
- order_begin_pos.buy_single_index, order_begin_pos.max_num_set, order_begin_pos.sell_info[1])
- threshold_money = threshold_money_new
- order_begin_pos.threshold_money = threshold_money
- elif order_begin_pos.mode == OrderBeginPosInfo.MODE_FAST:
- threshold_money = order_begin_pos.threshold_money
- new_buy_exec_index, buy_nums, buy_count, rebegin_buy_pos, threshold_money_new, max_num_set_new, not_buy_msg = cls.__sum_buy_num_for_order_fast(
- code,
- start_process_index,
- compute_end_index,
- order_begin_pos.num,
- order_begin_pos.count,
- threshold_money,
- order_begin_pos.buy_single_index, order_begin_pos.max_num_set)
- threshold_money = threshold_money_new
- order_begin_pos.threshold_money = threshold_money
- else:
- new_buy_exec_index, buy_nums, buy_count, rebegin_buy_pos, max_num_set_new, not_buy_msg = cls.__sum_buy_num_for_order_3(
- code,
- start_process_index,
- compute_end_index,
- order_begin_pos.num,
- order_begin_pos.count,
- threshold_money,
- order_begin_pos.buy_single_index,
- order_begin_pos.max_num_set,
- order_begin_pos.at_limit_up)
+ # 璁剧疆涓烘�诲崠棰�
+ new_buy_exec_index, buy_nums, buy_count, rebegin_buy_pos, threshold_money_new, max_num_set_new, not_buy_msg = cls.__sum_buy_num_for_order_active(
+ code,
+ start_process_index,
+ compute_end_index,
+ order_begin_pos.num,
+ order_begin_pos.count,
+ order_begin_pos.threshold_money,
+ order_begin_pos.buy_single_index, order_begin_pos.max_num_set, order_begin_pos.sell_info[1])
+ threshold_money = threshold_money_new
+ order_begin_pos.threshold_money = threshold_money
+
l2_log.debug(code, "m鍊�-{} 閲忔瘮:{} rebegin_buy_pos:{}", threshold_money, cls.volume_rate_info[code][0],
rebegin_buy_pos)
@@ -1522,11 +1465,6 @@
l2_log.debug(code, "delete_buy_cancel_point")
# 鐩存帴涓嬪崟
ordered = cls.__buy(code, capture_time, total_datas[-1], total_datas[-1]["index"], is_first_code)
-
- # 淇濆瓨闂數涓嬪崟鐨勪拱鍏ヤ俊鎭�
- if order_begin_pos.mode == OrderBeginPosInfo.MODE_FAST:
- cls.__latest_fast_place_order_info_dict[code] = (
- order_begin_pos.sell_info[0], order_begin_pos.sell_info[1])
# 鏁版嵁鏄惁澶勭悊瀹屾瘯
if new_buy_exec_index < compute_end_index:
@@ -1733,7 +1671,7 @@
total_datas = local_today_datas[code]
start_time_str = total_datas[start_index]["val"]["time"]
if end_index - start_index + 1 < continue_count:
- return False, -1, "淇″彿涓嶈繛缁�", ''
+ return False, -1, "淇″彿涓嶈繛缁�", '', OrderBeginPosInfo.MODE_NORMAL
# 鑾峰彇鏈�杩戠殑鎬诲崠淇℃伅
# (time_str, round(money), volume, sell_1_info)
refer_sell_data = cls.__L2MarketSellManager.get_refer_sell_data(code, start_time_str)
@@ -1752,12 +1690,12 @@
# 閲戦瑕佸ぇ浜�50涓�
if _val["num"] * float(_val["price"]) < 5000:
continue
- return True, i, [refer_sell_data[0], 0], '涓婅瘉涔板叆'
- return False, -1, "鏈幏鍙栧埌婵�杩涗拱鐨勮捣濮嬩俊鍙�", ''
+ return True, i, [refer_sell_data[0], 0], '涓婅瘉涔板叆', OrderBeginPosInfo.MODE_FAST
+ return False, -1, "鏈幏鍙栧埌婵�杩涗拱鐨勮捣濮嬩俊鍙�", '', OrderBeginPosInfo.MODE_NORMAL
else:
# 娣辫瘉
if refer_sell_data is None:
- return False, -1, "鎬诲崠涓虹┖", ''
+ return False, -1, "鎬诲崠涓虹┖", '', OrderBeginPosInfo.MODE_NORMAL
if refer_sell_data is None:
refer_sell_data = (start_time_str, 0, 0, (round(float(total_datas[start_index]["val"]["price"]), 2), 0))
l2_log.debug(code, f"涓㈠け鎬诲崠棰濓紝璁剧疆榛樿涓�0锛岃绠楄寖鍥达細{start_index}-{end_index}")
@@ -1793,22 +1731,23 @@
buy_single_index = cls.__get_active_single_start_index(code, start_index, end_index, continue_count,
valid_single=False)
if buy_single_index is not None:
- return True, buy_single_index, [refer_sell_data[0], threshold_money], "涓婃澘鏃犳定鍋滃崠"
+ return True, buy_single_index, [refer_sell_data[0],
+ threshold_money], "涓婃澘鏃犳定鍋滃崠", OrderBeginPosInfo.MODE_NORMAL
else:
# 鎸夌収鎴愪氦涔板叆淇″彿璁＄畻
buy_single_index = cls.__get_active_single_start_index(code, start_index, end_index, continue_count,
valid_single=True)
if buy_single_index is not None:
- return True, buy_single_index, [refer_sell_data[0], 0], "涓婃澘鏈夋垚浜や拱鍏ヤ俊鍙�"
+ return True, buy_single_index, [refer_sell_data[0], 0], "涓婃澘鏈夋垚浜や拱鍏ヤ俊鍙�", OrderBeginPosInfo.MODE_FAST
else:
# 鏉夸笂鏀鹃噺锛氬彧闇�瑕佷竴绗旀定鍋滀拱鍙綔涓轰俊鍙�
buy_single_index = cls.__get_active_single_start_index(code, start_index, end_index, continue_count,
valid_single=False)
if buy_single_index is not None:
- return True, buy_single_index, [refer_sell_data[0], 0], "鏉夸笂鏀鹃噺"
+ return True, buy_single_index, [refer_sell_data[0], 0], "鏉夸笂鏀鹃噺", OrderBeginPosInfo.MODE_NORMAL
- return False, -1, "鏈幏鍙栧埌婵�杩涗拱鐨勮捣濮嬩俊鍙�", ''
+ return False, -1, "鏈幏鍙栧埌婵�杩涗拱鐨勮捣濮嬩俊鍙�", '', OrderBeginPosInfo.MODE_NORMAL
@classmethod
def test__compute_active_order_begin_pos(cls, code, continue_count, start_index, end_index):
--
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