From 302500d0ddcaf02b6dc3e182ad77d78178deaa44 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 30 八月 2024 14:46:28 +0800
Subject: [PATCH] 板上买判断
---
l2/l2_data_manager_new.py | 39 +++++++++++++++++++++++++++++++++------
1 files changed, 33 insertions(+), 6 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index 3f9ca9b..1ee1ba3 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -263,6 +263,9 @@
# 涓柇鏈壒娆′拱鍏ユ暟鎹鐞�
__break_current_batch_data_for_buy_dict = {}
+ # 鏈�杩戠殑鎵ц浣嶇疆
+ __latest_exec_indexes = {}
+
# 鑾峰彇浠ｇ爜璇勫垎
@classmethod
def get_code_scores(cls):
@@ -947,13 +950,28 @@
# 1.褰撳墠鎴愪氦浠蜂负娑ㄥ仠浠�
# 2.璺濈鏈�杩戠殑闈炴澘涓婃垚浜ょ殑鏃堕棿澶т簬涓�涓槇鍊�
if abs(limit_up_price - float(trade_price)) < 0.001:
+ latest_exec_indexes = cls.__latest_exec_indexes[code]
+ # 鍒ゆ柇鏄惁鏄偢寮�鍚庝拱鍏�
+ last_exec_index = 0
+ if len(latest_exec_indexes) > 1:
+ last_exec_index = latest_exec_indexes[-2]
# 鑾峰彇鏈�杩戠殑闈炴定鍋滀环鎴愪氦鏃堕棿
not_limit_up_trade_time_with_ms = current_price_process_manager.get_trade_not_limit_up_time_with_ms(
code)
- threshold_time_space = buy_condition_util.get_cancel_and_buy_space_time(code)
- if not not_limit_up_trade_time_with_ms or tool.trade_time_sub_with_ms(
- L2DataUtil.get_time_with_ms(total_data[-1]['val']),
- not_limit_up_trade_time_with_ms) >= threshold_time_space:
+
+ is_limit_up_buy = True
+ if not_limit_up_trade_time_with_ms:
+ t1 = int(
+ L2DataUtil.get_time_with_ms(total_data[last_exec_index]["val"]).replace(":", "").replace(".",
+ ""))
+ t2 = int(not_limit_up_trade_time_with_ms.replace(":", "").replace(".", ""))
+ t3 = int(L2DataUtil.get_time_with_ms(total_data[order_begin_pos.buy_exec_index]["val"]).replace(":",
+ "").replace(
+ ".", ""))
+ if t1 < t2 <= t3:
+ # 鐐告澘鏃堕棿鍦ㄤ袱娆′笅鍗曟椂闂翠腑闂�
+ is_limit_up_buy = False
+ if is_limit_up_buy:
# 鍒ゆ柇鎴愪氦杩涘害鍒板綋鍓嶆暟鎹殑绗旀暟锛屽鏋滃皯浜�10绗斾笖杩樻湁鏈垚浜ょ殑澶у崟锛�>=299锛夊氨鍙互涓嬪崟
trade_index, is_default = cls.__TradeBuyQueue.get_traded_index(code)
if trade_index is None:
@@ -1390,8 +1408,10 @@
if not has_single:
# 娌℃湁淇″彿锛屽鏋滃綋鍓嶆暟鎹槸娑ㄥ仠涔板氨璁板綍鏃ュ織锛岄槻姝㈣褰曡繃澶氱殑鏃ュ織
if L2DataUtil.is_limit_up_price_buy(
- total_datas[compute_start_index]["val"]) and L2DataUtil.is_limit_up_price_buy(total_datas[compute_end_index]["val"]):
- async_log_util.info(logger_l2_trade_buy_queue, "灏氭湭鑾峰彇鍒颁拱鍏ヤ俊鍙凤細 code-{} start_index-{} end_index-{} msg-{}", code,
+ total_datas[compute_start_index]["val"]) and L2DataUtil.is_limit_up_price_buy(
+ total_datas[compute_end_index]["val"]):
+ async_log_util.info(logger_l2_trade_buy_queue,
+ "灏氭湭鑾峰彇鍒颁拱鍏ヤ俊鍙凤細 code-{} start_index-{} end_index-{} msg-{}", code,
compute_start_index, compute_end_index, sell_info)
fast_msg = None
if has_single:
@@ -1484,6 +1504,13 @@
threshold_money=threshold_money))
cls.__LimitUpTimeManager.save_limit_up_time(code, total_datas[new_buy_exec_index]["val"]["time"])
l2_log.debug(code, "delete_buy_cancel_point")
+ if code not in cls.__latest_exec_indexes:
+ cls.__latest_exec_indexes[code] = []
+ cls.__latest_exec_indexes[code].append(new_buy_exec_index)
+ # 淇濈暀鏈�杩�3娆＄殑涔板叆鎵ц浣嶇疆
+ if len(cls.__latest_exec_indexes[code]) > 3:
+ cls.__latest_exec_indexes[code] = cls.__latest_exec_indexes[code][-3:]
+
# 鐩存帴涓嬪崟
ordered = cls.__buy(code, capture_time, total_datas[-1], total_datas[-1]["index"], is_first_code)
--
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