From 326e0b138c00fe14ab860441b2e05f8c3c37576f Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期日, 25 五月 2025 12:01:56 +0800
Subject: [PATCH] 大单足够下单方式改变
---
l2/l2_data_manager_new.py | 147 +++++++++++++++++++++++++++++++++++++++++++++++-
1 files changed, 143 insertions(+), 4 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index b1f6617..b943351 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -219,6 +219,67 @@
# round(t.time() * 1000) - start_time))
+class HumanRadicalBuySingleManager:
+ """
+ 浜轰负涔板叆绠＄悊
+ """
+ # 浜轰负涓嬪崟鏍囪:{"浠ｇ爜":(淇″彿鏃堕棿, 闂撮殧鏃堕棿,淇″彿鎴嚦鏃堕棿, radical_result)}
+ __human_radical_buy_mark_info = {}
+
+ @classmethod
+ def add_single(cls, code, latest_data, radical_result):
+ """
+ 娣诲姞涔板叆淇″彿
+ @param code:
+ @param latest_data:
+ @param radical_result:
+ @return:
+ """
+ start_time_with_ms = L2DataUtil.get_time_with_ms(latest_data["val"])
+ if tool.is_sh_code(code):
+ cls.__human_radical_buy_mark_info[code] = (
+ start_time_with_ms, 400, tool.trade_time_add_millionsecond(start_time_with_ms, 3000), radical_result)
+ else:
+ cls.__human_radical_buy_mark_info[code] = (
+ start_time_with_ms, 30, tool.trade_time_add_millionsecond(start_time_with_ms, 2000), radical_result)
+
+ @classmethod
+ def remove_single(cls, code):
+ """
+ 绉婚櫎淇″彿
+ @param code:
+ @return:
+ """
+ if code in cls.__human_radical_buy_mark_info:
+ cls.__human_radical_buy_mark_info.pop(code)
+
+ @classmethod
+ def has_single(cls, code):
+ """
+ 鏄惁鏈変俊鍙�
+ @param code:
+ @return:
+ """
+ if code in cls.__human_radical_buy_mark_info:
+ return True
+
+ @classmethod
+ def is_valid(cls, code, data):
+ """
+ 淇″彿鏄惁鏈夋晥
+ @param code:
+ @return: 鏄惁鏈夋晥锛屾棤鏁堟秷鎭�/鏈夋晥瀵硅薄
+ """
+ if code not in cls.__human_radical_buy_mark_info:
+ return False, "娌℃湁浜轰拱鍏ヤ俊鍙�"
+ single_time_ms, space_time_ms, expire_time_ms, _ = cls.__human_radical_buy_mark_info[code]
+ if tool.trade_time_sub_with_ms(L2DataUtil.get_time_with_ms(data["val"]),
+ expire_time_ms) > 0:
+ cls.__human_radical_buy_mark_info.pop(code)
+ return False, "瓒呰繃淇″彿鐢熸晥鏃堕棿"
+ return True, cls.__human_radical_buy_mark_info[code]
+
+
class L2TradeDataProcessor:
unreal_buy_dict = {}
volume_rate_info = {}
@@ -1458,10 +1519,32 @@
_start_time = tool.get_now_timestamp()
total_datas = local_today_datas[code]
- # ---------璁＄畻婵�杩涗拱鍏ョ殑淇″彿---------
- radical_result = cls.__compute_radical_order_begin_pos(code, compute_start_index, compute_end_index)
+ if not HumanRadicalBuySingleManager.has_single(code):
+ # ---------璁＄畻婵�杩涗拱鍏ョ殑淇″彿---------
+ radical_result = cls.__compute_radical_order_begin_pos(code, compute_start_index, compute_end_index)
+ else:
+ human_radical_result = cls.__compute_human_radical_order_begin_pos(code, compute_start_index,
+ compute_end_index)
+ if human_radical_result[0]:
+ radical_result = list(human_radical_result[2])
+ # 鏀瑰彉鎵ц浣嶇疆
+ radical_result[1] = human_radical_result[1]["index"]
+ else:
+ radical_result = None
+ if radical_result and radical_result[0]:
- if radical_result[0]:
+ if not HumanRadicalBuySingleManager.has_single(code):
+ big_order_deal_enough_result = radical_buy_data_manager.is_big_order_deal_enough(code,
+ code_volumn_manager.CodeVolumeManager().get_volume_rate_refer_in_5days(
+ code), 0)
+ if big_order_deal_enough_result[6] <= 0:
+ HumanRadicalBuySingleManager.add_single(code, total_datas[-1], radical_result)
+ async_log_util.info(logger_l2_not_buy_reasons, f"{code}#澶у崟瓒冲锛岄渶瑕佹牴鎹汉涓轰笅鍗�")
+ return
+ # 涓嬪崟鍓嶄竴姝ワ紝绉婚櫎浜轰负涓嬪崟淇″彿
+ is_human_radical_buy = HumanRadicalBuySingleManager.has_single(code)
+ HumanRadicalBuySingleManager.remove_single(code)
+
buy_single_index, buy_exec_index = radical_result[1], radical_result[1]
buy_volume_rate = cls.volume_rate_info[code][0]
refer_sell_data = cls.__L2MarketSellManager.get_refer_sell_data(code, total_datas[buy_single_index]["val"][
@@ -1479,7 +1562,7 @@
max_num_set=set(),
buy_volume_rate=buy_volume_rate,
mode=OrderBeginPosInfo.MODE_RADICAL,
- mode_desc=f"澶у崟涓嶈冻鎵叆:{radical_result[2]}",
+ mode_desc=f"澶у崟涓嶈冻鎵叆:{radical_result[2]} 鏄惁璺熶汉涔板叆-{is_human_radical_buy}",
sell_info=sell_info,
threshold_money=threshold_money)
order_begin_pos_info.at_limit_up = cls.__is_at_limit_up_buy(code)
@@ -2089,6 +2172,62 @@
async_log_util.info(logger_l2_not_buy_reasons, f"{code}#{result[2]}")
return result
+ @classmethod
+ def __compute_human_radical_order_begin_pos(cls, code, start_index, end_index):
+ """
+ 澶勭悊璺熶汉涔�
+ @param code:
+ @param start_index:
+ @param end_index:
+ @return:
+ """
+ total_datas = local_today_datas.get(code)
+ result = HumanRadicalBuySingleManager.is_valid(code, total_datas[start_index])
+ if not result[0]:
+ return False, None, result[1]
+ result = result[1]
+ single_time_ms, space_time_ms, expire_time_ms, radical_result = result[0], result[1], result[2], result[3]
+
+ bigger_num = l2_data_util.get_big_money_val(gpcode_manager.get_limit_up_price_as_num(code),
+ tool.is_ge_code(code)) // (
+ gpcode_manager.get_limit_up_price_as_num(code) * 100)
+ canceled_buyno_map = local_today_buyno_map.get(code)
+ for i in range(start_index, end_index + 1):
+ data = total_datas[i]
+ val = data["val"]
+ if not L2DataUtil.is_limit_up_price_buy(val):
+ continue
+ if val["num"] < bigger_num:
+ continue
+
+ left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(code, i,
+ total_datas,
+ canceled_buyno_map)
+ if left_count == 0:
+ continue
+
+ # 鍒ゆ柇鏄惁瓒呰繃鐢熸晥鏃堕棿
+ if tool.trade_time_sub_with_ms(L2DataUtil.get_time_with_ms(total_datas[i]["val"]),
+ expire_time_ms) > 0:
+ HumanRadicalBuySingleManager.remove_single(code)
+ return False, None, "瓒呰繃淇″彿鐢熸晥鏃堕棿"
+ is_valid = False
+ # 鍒ゆ柇璺濈涓婁釜50w涔板崟鐨勬椂闂存槸鍚﹁秴杩囦簡space_time_ms
+ for ii in range(i - 1, -1, -1):
+ data_child = total_datas[ii]
+ val_child = data_child["val"]
+ if not L2DataUtil.is_limit_up_price_buy(val_child):
+ continue
+ if val_child["num"] * float(val_child["price"]) < 5000:
+ continue
+ if tool.trade_time_sub_with_ms(L2DataUtil.get_time_with_ms(val),
+ L2DataUtil.get_time_with_ms(val_child)) > space_time_ms:
+ is_valid = True
+ break
+ if is_valid:
+ return True, data, radical_result
+ return False, None, "娌℃湁鏈夋晥淇″彿"
+
# 鎬诲崠棰濆弬鑰冩椂闂翠娇鐢ㄨ褰�
__refer_sell_used_times = {}
--
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