From 36367e32a8c00cbbacb2cc7f7a09adde3e0cfaa9 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 11 十一月 2024 18:37:32 +0800
Subject: [PATCH] 扫过的单可继续扫/扫了未成交遵循顺位机制/唯一涨停原因的高位板要计算其身位
---
l2/l2_data_manager_new.py | 182 +++++++++++++++++++++++++++++++++------------
1 files changed, 132 insertions(+), 50 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index 78520f0..2aa1cca 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -17,13 +17,15 @@
from l2.place_order_single_data_manager import L2TradeSingleDataProcessor
from log_module import async_log_util, log_export
from third_data import kpl_data_manager, block_info
+from third_data.kpl_data_constant import LimitUpDataConstant
+from trade.buy_money_count_setting import RadicalBuyBlockCodeCountManager
from utils import global_util, ths_industry_util, tool, buy_condition_util, buy_strategy_util, trade_util
import l2_data_util
from db import redis_manager_delegate as redis_manager
from third_data.code_plate_key_manager import CodePlateKeyBuyManager, KPLCodeJXBlockManager
from trade import trade_manager, trade_queue_manager, l2_trade_factor, l2_trade_util, \
trade_result_manager, current_price_process_manager, trade_data_manager, trade_huaxin, trade_record_log_util, \
- trade_constant
+ trade_constant, buy_open_limit_up_strategy, radical_buy_data_manager
from l2 import l2_data_manager, l2_log, l2_data_source_util, code_price_manager, \
transaction_progress, cancel_buy_strategy, place_order_single_data_manager
from l2.cancel_buy_strategy import DCancelBigNumComputer, \
@@ -432,6 +434,44 @@
# place_order_index = add_datas[-1]["index"]
# cls.set_real_place_order_index(code, place_order_index, order_begin_pos.buy_single_index)
else:
+ # ------------09:30:00涔嬪墠澶勭悊鎺�1鐨勯棶棰�--------------
+ if int(add_datas[-1]["val"]["time"].replace(":", "")) < 93000:
+ # 鑾峰彇鏄惁涓嬪崟
+ buy_info = buy_open_limit_up_strategy.BuyOpenLimitupDataManager().get_place_order_info(code)
+ # 璁剧疆铏氭嫙涓嬪崟淇℃伅
+ if buy_info:
+ try:
+ buy_single_index, buy_exec_index, buy_exec_index = add_datas[0]["index"], \
+ add_datas[0]["index"], \
+ add_datas[0]["index"]
+ buy_volume_rate = 0
+ sell_info = ("09:15:00", 0)
+ threshold_money = 0
+ order_begin_pos_info = OrderBeginPosInfo(buy_single_index=buy_single_index,
+ buy_exec_index=buy_exec_index,
+ buy_compute_index=buy_exec_index,
+ num=1, count=1,
+ max_num_set=set(),
+ buy_volume_rate=buy_volume_rate,
+ mode=OrderBeginPosInfo.MODE_RADICAL,
+ mode_desc=f"鎺�1涓嬪崟",
+ sell_info=sell_info,
+ threshold_money=threshold_money)
+ cls.__save_order_begin_data(code, order_begin_pos_info)
+ # 璁剧疆涓嬪崟淇℃伅
+ limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
+ shadow_price = tool.get_shadow_price(limit_up_price)
+ huaxin_delegate_postion_manager.place_order(code, limit_up_price, buy_info[0],
+ buy_exec_index,
+ add_datas[0], buy_info[2],
+ shadow_price=shadow_price,
+ shadow_volume=buy_info[1])
+ cls.__place_order_success(code, order_begin_pos_info)
+ except Exception as e:
+ logger_l2_error.exception(e)
+ finally:
+ buy_open_limit_up_strategy.BuyOpenLimitupDataManager().remove_place_order_info(code)
+
# 鑾峰彇涓嬪崟浣嶇疆
place_order_index, order_info, compute_type = huaxin_delegate_postion_manager.get_l2_place_order_position(
code, float(
@@ -739,7 +779,7 @@
@classmethod
def start_buy(cls, code, last_data, last_data_index, is_first_code):
- cls.__buy(code, 0, last_data, last_data_index, is_first_code)
+ return cls.__buy(code, 0, last_data, last_data_index, is_first_code)
@classmethod
def get_active_buy_blocks(cls, code):
@@ -770,6 +810,52 @@
if tool.trade_time_sub(tool.get_now_time_str(), "10:00:00") <= 0:
return ["鐙嫍"]
return None
+
+ @classmethod
+ def __place_order_success(cls, code, order_begin_pos):
+ ################涓嬪崟鎴愬姛澶勭悊################
+ trade_result_manager.real_buy_success(code, cls.__TradePointManager)
+ l2_log.debug(code, "澶勭悊涔板叆鎴愬姛1")
+ cancel_buy_strategy.set_real_place_position(code, local_today_datas.get(code)[-1]["index"],
+ order_begin_pos.buy_single_index, is_default=True)
+ l2_log.debug(code, "澶勭悊涔板叆鎴愬姛2")
+ params_desc = cls.__l2PlaceOrderParamsManagerDict[code].get_buy_rank_desc()
+ l2_log.debug(code, params_desc)
+ ############璁板綍涓嬪崟鏃剁殑鏁版嵁############
+ try:
+ jx_blocks, jx_blocks_by = KPLCodeJXBlockManager().get_jx_blocks_cache(
+ code), KPLCodeJXBlockManager().get_jx_blocks_cache(code, by=True)
+ if jx_blocks:
+ jx_blocks = jx_blocks[0]
+ if jx_blocks_by:
+ jx_blocks_by = jx_blocks_by[0]
+
+ info = cls.__trade_log_placr_order_info_dict[code]
+ info.mode = order_begin_pos.mode
+ info.mode_desc = order_begin_pos.mode_desc
+ info.set_buy_index(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
+ info.set_sell_info(order_begin_pos.sell_info)
+ if jx_blocks:
+ info.set_kpl_blocks(list(jx_blocks))
+ elif jx_blocks_by:
+ info.set_kpl_blocks(list(jx_blocks_by))
+ else:
+ info.set_kpl_blocks([])
+ can_buy_result = CodePlateKeyBuyManager.can_buy(code)
+ if can_buy_result:
+ if not can_buy_result[0] and can_buy_result[1]:
+ info.set_kpl_match_blocks(["鐙嫍"])
+ elif not can_buy_result[0] and not can_buy_result[1]:
+ info.set_kpl_match_blocks(["闈炵嫭鑻椾笉婊¤冻韬綅"])
+ else:
+ temps = []
+ temps.extend([f"{x[0]}" for x in can_buy_result[0]])
+ if can_buy_result[5]:
+ temps.append(f"绉瀬涔板叆锛歿can_buy_result[5]}")
+ info.set_kpl_match_blocks(temps)
+ trade_record_log_util.add_place_order_log(code, info)
+ except Exception as e:
+ async_log_util.error(logger_l2_error, f"鍔犲叆涔板叆璁板綍鏃ュ織鍑洪敊锛歿str(e)}")
@classmethod
def __buy(cls, code, capture_timestamp, last_data, last_data_index, is_first_code):
@@ -822,51 +908,8 @@
trade_manager.start_buy(code, capture_timestamp, last_data,
last_data_index, order_begin_pos.mode, order_begin_pos.buy_exec_index)
l2_log.debug(code, "鎵ц涔板叆鎴愬姛")
- ################涓嬪崟鎴愬姛澶勭悊################
- trade_result_manager.real_buy_success(code, cls.__TradePointManager)
- l2_log.debug(code, "澶勭悊涔板叆鎴愬姛1")
- cancel_buy_strategy.set_real_place_position(code, local_today_datas.get(code)[-1]["index"],
- order_begin_pos.buy_single_index, is_default=True)
- l2_log.debug(code, "澶勭悊涔板叆鎴愬姛2")
- params_desc = cls.__l2PlaceOrderParamsManagerDict[code].get_buy_rank_desc()
- l2_log.debug(code, params_desc)
- ############璁板綍涓嬪崟鏃剁殑鏁版嵁############
- try:
- jx_blocks, jx_blocks_by = KPLCodeJXBlockManager().get_jx_blocks_cache(
- code), KPLCodeJXBlockManager().get_jx_blocks_cache(code, by=True)
- if jx_blocks:
- jx_blocks = jx_blocks[0]
- if jx_blocks_by:
- jx_blocks_by = jx_blocks_by[0]
- info = cls.__trade_log_placr_order_info_dict[code]
- info.mode = order_begin_pos.mode
- info.mode_desc = order_begin_pos.mode_desc
- info.set_buy_index(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
- info.set_sell_info(order_begin_pos.sell_info)
- if jx_blocks:
- info.set_kpl_blocks(list(jx_blocks))
- elif jx_blocks_by:
- info.set_kpl_blocks(list(jx_blocks_by))
- else:
- info.set_kpl_blocks([])
- can_buy_result = CodePlateKeyBuyManager.can_buy(code)
- if can_buy_result:
- if not can_buy_result[0] and can_buy_result[1]:
- info.set_kpl_match_blocks(["鐙嫍"])
- elif not can_buy_result[0] and not can_buy_result[1]:
- info.set_kpl_match_blocks(["闈炵嫭鑻椾笉婊¤冻韬綅"])
- else:
- temps = []
- temps.extend([f"{x[0]}" for x in can_buy_result[0]])
- if can_buy_result[5]:
- temps.append(f"绉瀬涔板叆锛歿can_buy_result[5]}")
- info.set_kpl_match_blocks(temps)
- trade_record_log_util.add_place_order_log(code, info)
- except Exception as e:
- async_log_util.error(logger_l2_error, f"鍔犲叆涔板叆璁板綍鏃ュ織鍑洪敊锛歿str(e)}")
-
-
+ cls.__place_order_success(code, order_begin_pos)
except Exception as e:
async_log_util.exception(logger_l2_error, e)
@@ -1503,6 +1546,7 @@
order_begin_pos.threshold_money,
0,
True, False)
+ return ordered
@classmethod
def __start_compute_buy(cls, code, compute_start_index, compute_end_index, threshold_money, capture_time,
@@ -1560,7 +1604,9 @@
sell_info=sell_info,
threshold_money=threshold_money)
order_begin_pos_info.at_limit_up = cls.__is_at_limit_up_buy(code)
- cls.__process_with_find_exec_index(code, order_begin_pos_info, compute_end_index)
+ ordered = cls.__process_with_find_exec_index(code, order_begin_pos_info, compute_end_index)
+ if ordered:
+ radical_buy_data_manager.BlockPlaceOrderRecordManager().add_record(code, radical_result[2])
return
# 鑾峰彇涔板叆淇″彿璁＄畻璧峰浣嶇疆
@@ -1968,7 +2014,7 @@
@param code:
@param start_index:
@param end_index:
- @return: (鏄惁鑾峰彇鍒颁俊鍙�, 淇″彿浣嶇疆, 娑堟伅)
+ @return: (鏄惁鑾峰彇鍒颁俊鍙�, 淇″彿浣嶇疆, 鎵叆鏉垮潡/娑堟伅)
"""
# 婵�杩涗拱淇″彿鐨勬椂闂�
@@ -2020,14 +2066,50 @@
return False, None, "鏃犲ぇ鍗�"
radical_data = RadicalBuyDealCodesManager.buy_by_l2_delegate_expire_time_dict.get(code)
+ record_codes = radical_buy_data_manager.BlockPlaceOrderRecordManager().get_codes()
+ # 鏄惁鎵叆杩�
+ is_radical_buy = code in record_codes
+
if not radical_data:
return False, None, "涓嶆弧瓒虫縺杩涗拱鐨勬潯浠�"
- if t.time() > radical_data[0]:
+ if t.time() > radical_data[0] and not is_radical_buy:
+ # 娌℃壂鍏ヨ繃鎵嶉渶瑕佸垽鏂椂闂�
return False, None, "瓒呰繃鐢熸晥鏃堕棿"
result = __can_order()
l2_log.debug(code, f"L2鎵叆鍒ゆ柇锛歿result}")
if result[0]:
- return True, result[1], f"鎵叆鏉垮潡锛歿radical_data[2]}"
+ # 宸茬粡鎵叆涓嬭繃鍗曠殑灏遍渶瑕佸垽鏂澘涓婃斁閲忕殑璺濈
+ if is_radical_buy:
+ is_limit_up_buy = cls.__is_at_limit_up_buy(code)
+ 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:
+ trade_index = 0
+ can_place_order, msg = buy_strategy_util.is_near_by_trade_index(code, trade_index)
+ if not can_place_order:
+ return False, result[1], "鎵叆杩囩殑浠ｇ爜鏉夸笂鏀鹃噺璺濈杩�"
+ else:
+ # 鍒ゆ柇璇ユ澘鍧楀墠鎺掓槸鍚﹀凡缁忔湁鎴愪氦
+ deal_codes = RadicalBuyDealCodesManager().get_deal_codes()
+ for b in radical_data[2]:
+ temp_deal_codes = radical_buy_data_manager.get_deal_codes_by_block(b, deal_codes)
+ if len(temp_deal_codes) > 0:
+ max_count = RadicalBuyBlockCodeCountManager().get_block_code_count(b)
+ if len(temp_deal_codes) > max_count:
+ return False, result[1], f"鍓嶆帓浠ｇ爜鎴愪氦鏁伴噺瓒冲澶氾細{temp_deal_codes}"
+ # 鍓嶆帓浠ｇ爜鎵嶄細缁х画涔�
+ limit_up_timestamp = LimitUpDataConstant.get_first_limit_up_time(code)
+ if not limit_up_timestamp:
+ limit_up_timestamp = t.time()
+ front_infos = []
+ for _code in temp_deal_codes:
+ temp_limit_up_timestamp = LimitUpDataConstant.get_first_limit_up_time(_code)
+ if temp_limit_up_timestamp and limit_up_timestamp > temp_limit_up_timestamp:
+ front_infos.append((_code, temp_limit_up_timestamp))
+ if len(front_infos) >= max_count:
+ return False, result[1], f"鍓嶆帓浠ｇ爜宸茬粡鎴愪氦锛歿front_infos}"
+ return True, result[1], radical_data[2]
return result
@classmethod
--
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