From 3b872137fb8d0e894c868197eff915748c704a0e Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 09 九月 2024 00:49:58 +0800
Subject: [PATCH] 激进买入-买入完善
---
l2/l2_data_manager_new.py | 114 ++++++++++++++++++++++++++++++++++++++++++---------------
1 files changed, 84 insertions(+), 30 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index e93e0b5..c689068 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -35,7 +35,8 @@
from log_module.log import logger_l2_trade_buy, logger_l2_process, logger_l2_error, logger_debug, \
logger_l2_not_buy_reasons, logger_real_place_order_position, logger_l2_trade_buy_queue
-from trade.trade_data_manager import CodeActualPriceProcessor, PlaceOrderCountManager, AccountMoneyManager
+from trade.trade_data_manager import CodeActualPriceProcessor, PlaceOrderCountManager, AccountMoneyManager, \
+ RadicalBuyDealCodesManager
from trade.trade_manager import TradeTargetCodeModeManager
@@ -730,16 +731,19 @@
# 涓嶅浜庡彲涓嬪崟鐘舵��
return False
__start_time = tool.get_now_timestamp()
+ order_begin_pos = cls.__get_order_begin_pos(
+ code)
- can, need_clear_data, reason, is_valid_exec_index = cls.__can_buy_first(code)
+ if order_begin_pos.MODE_RADICAL == order_begin_pos.mode:
+ # 婵�杩涗笅鍗曚笉鍒ゆ柇鏉′欢
+ can, need_clear_data, reason, is_valid_exec_index = True, False, "婵�杩涗笅鍗�", True
+ else:
+ can, need_clear_data, reason, is_valid_exec_index = cls.__can_buy_first(code)
- # __start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - __start_time, "鏈�鍚庡垽鏂槸鍚﹁兘涓嬪崟", force=True)
# 鍒犻櫎铏氭嫙涓嬪崟
if code in cls.unreal_buy_dict:
cls.unreal_buy_dict.pop(code)
- order_begin_pos = cls.__get_order_begin_pos(
- code)
if not can:
if not is_valid_exec_index:
if cls.__latest_exec_indexes.get(code) and cls.__latest_exec_indexes[code][
@@ -852,6 +856,32 @@
return True, ""
@classmethod
+ def __is_on_limit_up_buy(cls, code, buy_exec_index):
+ total_data = local_today_datas.get(code)
+ latest_exec_indexes = cls.__latest_exec_indexes[code]
+ if not latest_exec_indexes:
+ latest_exec_indexes = []
+ # 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)
+ 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[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
+ return is_limit_up_buy
+
+ @classmethod
def __can_buy_first(cls, code):
"""
鏄惁鍙互涓嬪崟
@@ -954,32 +984,12 @@
# 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]
- if not latest_exec_indexes:
- latest_exec_indexes = []
- # 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)
-
- 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
+ is_limit_up_buy = cls.__is_on_limit_up_buy(code, order_begin_pos.buy_exec_index)
if is_limit_up_buy:
# 鏉夸笂涔颁笖闈炲姞缁�
-
+ # 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)
# 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:
@@ -1726,7 +1736,7 @@
start = None
return None
- # 璁＄畻婵�杩涗拱鐨勪笅鍗曚俊鍙�
+ # 璁＄畻绉瀬涔扮殑涓嬪崟淇″彿
@classmethod
def __compute_active_order_begin_pos(cls, code, continue_count, start_index, end_index):
"""
@@ -1824,6 +1834,50 @@
return False, -1, "鏈幏鍙栧埌婵�杩涗拱鐨勮捣濮嬩俊鍙�", '', OrderBeginPosInfo.MODE_NORMAL
+ # 璁＄畻婵�杩涗拱鐨勪笅鍗曚俊鍙�
+ @classmethod
+ def __compute_radical_order_begin_pos(cls, code, start_index, end_index):
+ """
+ 璁＄畻婵�杩涗拱鍏ヤ俊鍙凤細
+ 1.闈炴澘涓婃斁閲�
+ 2.妫�娴嬪埌299涓囧ぇ鍗曚拱鍏�
+ @param code:
+ @param start_index:
+ @param end_index:
+ @return: (鏄惁鑾峰彇鍒颁俊鍙�, 淇″彿浣嶇疆)
+ """
+ # 婵�杩涗拱淇″彿鐨勬椂闂�
+
+
+ radical_data = RadicalBuyDealCodesManager.buy_by_l2_delegate_expire_time_dict.get(code)
+ 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]:
+ return False, None, "瓒呰繃鐢熸晥鏃堕棿"
+
+
+ # 鍒ゆ柇鏄惁鏄澘涓婃斁閲�
+ if cls.__is_on_limit_up_buy(code, start_index):
+ return False, None, "鏉夸笂鏀鹃噺"
+ total_datas = local_today_datas[code]
+ min_num = int(29900 / gpcode_manager.get_limit_up_price_as_num(code))
+ single_index = None
+ 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"] < min_num:
+ continue
+ if int(val["orderNo"]) <= radical_data[1]:
+ # 涓诲姩涔板崟鍚庣殑鏁版嵁涓嶇畻
+ continue
+ single_index = i
+ break
+ if single_index is not None:
+ return True, single_index, "鏈夊ぇ鍗�"
+ return False, None, "鏃犲ぇ鍗�"
+
@classmethod
def test__compute_active_order_begin_pos(cls, code, continue_count, start_index, end_index):
return cls.__compute_active_order_begin_pos(code, continue_count, start_index, end_index)
--
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