From 3cfa1332c0807a74b4ac5a2150500841f5299147 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 08 三月 2023 22:54:09 +0800
Subject: [PATCH] 首板加入，安全笔数与H撤笔数优化
---
l2/l2_data_manager_new.py | 67 ++++++++++++++++++++++-----------
1 files changed, 45 insertions(+), 22 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index 6ef1ca8..7ef1e69 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -172,8 +172,12 @@
if not code_data_util.is_same_code_with_price(code, float(datas[0]["val"]["price"])):
raise L2DataException(L2DataException.CODE_PRICE_ERROR,
"鑲′环涓嶅尮閰� code-{} price-{}".format(code, datas[0]["val"]["price"]))
- # 鍔犺浇鍘嗗彶鏁版嵁
- l2.l2_data_util.load_l2_data(code)
+ # 鍔犺浇鍘嗗彶鏁版嵁,杩斿洖鏁版嵁鏄惁姝ｅ父
+ is_normal = l2.l2_data_util.load_l2_data(code)
+ if not is_normal:
+ print("鍘嗗彶鏁版嵁寮傚父:",code)
+ # 鏁版嵁涓嶆甯搁渶瑕佺姝氦鏄�
+ l2_trade_util.forbidden_trade(code)
# 绾犳鏁版嵁
datas = l2.l2_data_util.L2DataUtil.correct_data(code, local_latest_datas.get(code), datas)
_start_index = 0
@@ -296,9 +300,9 @@
l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time,
"宸蹭笅鍗�-涔�1缁熻鑰楁椂")
- if constant.TEST:
- return None, ""
- return cancel_data, cancel_msg
+ # 涔�1涓嶄細瑙﹀彂鎾ゅ崟
+ return None, ""
+ # return cancel_data, cancel_msg
# S鎾�
@dask.delayed
@@ -324,7 +328,9 @@
_start_time = round(t.time() * 1000)
try:
b_need_cancel, b_cancel_data = HourCancelBigNumComputer.need_cancel(code, buy_exec_index, start_index,
- end_index, total_data, local_today_num_operate_map.get(code))
+ end_index, total_data,
+ local_today_num_operate_map.get(
+ code))
if b_need_cancel and b_cancel_data:
return b_cancel_data, "H鎾ら攢姣斾緥瑙﹀彂闃堝��"
except Exception as e:
@@ -413,7 +419,7 @@
@classmethod
def __buy(cls, code, capture_timestamp, last_data, last_data_index):
__start_time = tool.get_now_timestamp()
- can, reason = cls.__can_buy(code)
+ can, need_clear_data, reason = cls.__can_buy(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:
@@ -421,7 +427,7 @@
if not can:
l2_log.debug(code, "涓嶅彲浠ヤ笅鍗曪紝鍘熷洜锛歿}", reason)
- if not reason.startswith("涔�1浠蜂笉涓烘定鍋滀环"):
+ if need_clear_data:
# 涓柇涔板叆
trade_manager.break_buy(code, reason)
return
@@ -472,9 +478,18 @@
return True, ""
# 鏄惁鍙互涔�
+ # 杩斿洖鏄惁鍙互涔�,鏄惁闇�瑕佹竻闄や箣鍓嶇殑涔板叆淇℃伅锛屽師鍥�
@classmethod
def __can_buy(cls, code):
__start_time = t.time()
+ # 鍒ゆ柇鏄惁涓洪鏉夸唬鐮�
+ is_first = gpcode_manager.FirstCodeManager.is_in_first_record(code)
+ if is_first:
+ # 棣栨澘浠ｇ爜涓斿皻鏈定鍋滆繃鐨勪笉鑳戒笅鍗�
+ is_limited_up = gpcode_manager.FirstCodeManager.is_limited_up(code)
+ if not is_limited_up:
+ return False, True, "棣栨澘浠ｇ爜锛屼笖灏氭湭娑ㄥ仠杩�"
+
try:
# 涔�1浠锋牸蹇呴』涓烘定鍋滀环鎵嶈兘涔�
# buy1_price = cls.buy1PriceManager.get_price(code)
@@ -487,6 +502,10 @@
# return False, "涔�1浠蜂笉涓烘定鍋滀环锛屼拱1浠�-{} 娑ㄥ仠浠�-{}".format(buy1_price, limit_up_price)
# 浠庝拱鍏ヤ俊鍙疯捣濮嬬偣鍒板綋鍓嶆暟鎹湯灏剧殑绾拱鎵嬫暟涓庡綋鍓嶇殑鍗�1鍋氭瘮杈冿紝濡傛灉姣斿崠1灏忓垯涓嶈兘涔板叆
total_datas = local_today_datas[code]
+ if total_datas[-1]["index"] + 1 > len(total_datas):
+ return False, True, "L2鏁版嵁閿欒"
+
+
try:
sell1_time, sell1_price, sell1_volumn = cls.__ths_l2_trade_queue_manager.get_sell1_info(code)
l2_log.buy_debug(code, "鍗�1淇℃伅涓猴細({},{},{})", sell1_time, sell1_price, sell1_volumn)
@@ -505,30 +524,30 @@
elif L2DataUtil.is_limit_up_price_buy_cancel(_val):
buy_nums -= _val["num"] * total_datas[i]["re"]
if buy_nums < sell1_volumn * 0.49:
- return False, "绾拱閲�({})灏忎簬鍗�1閲忕殑49%{} 鍗�1鏃堕棿锛歿}".format(buy_nums, sell1_volumn, sell1_time)
+ return False, True, "绾拱閲�({})灏忎簬鍗�1閲忕殑49%{} 鍗�1鏃堕棿锛歿}".format(buy_nums, sell1_volumn, sell1_time)
except Exception as e:
logging.exception(e)
# 閲忔瘮瓒呰繃1.3鐨勪笉鑳戒拱
volumn_rate = l2_trade_factor.L2TradeFactorUtil.get_volumn_rate_by_code(code)
if volumn_rate >= 1.3:
- return False, "鏈�澶ч噺姣旇秴杩�1.3涓嶈兘涔�"
+ return False, True, "鏈�澶ч噺姣旇秴杩�1.3涓嶈兘涔�"
limit_up_time = limit_up_time_manager.get_limit_up_time(code)
if limit_up_time is not None and l2.l2_data_util.L2DataUtil.get_time_as_second(
limit_up_time) >= l2.l2_data_util.L2DataUtil.get_time_as_second(
"14:30:00"):
- return False, "14:30鍚庢定鍋滅殑涓嶈兘涔帮紝娑ㄥ仠鏃堕棿涓簕}".format(limit_up_time)
+ return False, True, "14:55鍚庢定鍋滅殑涓嶈兘涔帮紝娑ㄥ仠鏃堕棿涓簕}".format(limit_up_time)
# 鍚屼竴鏉垮潡涓�佷簩鍚庨潰鐨勪笉鑳戒拱
industry, codes = ths_industry_util.get_same_industry_codes(code, gpcode_manager.get_gp_list())
if industry is None:
- return True, "娌℃湁鑾峰彇鍒拌涓�"
+ return True, True, "娌℃湁鑾峰彇鍒拌涓�"
codes_index = industry_codes_sort.sort_codes(codes, code)
if codes_index is not None and codes_index.get(code) is not None and codes_index.get(code) > 1:
# 褰撹�佸ぇ鑰佷簩褰撳墠娌℃定鍋�
- return False, "鍚屼竴鏉垮潡涓�佷笁,鑰佸洓,...涓嶈兘涔�"
+ return False, True, "鍚屼竴鏉垮潡涓�佷笁,鑰佸洓,...涓嶈兘涔�"
if cls.__codeActualPriceProcessor.is_under_water(code, total_datas[-1]["val"]["time"]):
# 姘翠笅鎹炰笖鏉垮潡涓殑绁ㄥ皬浜�16涓嶈兘涔�
@@ -540,7 +559,7 @@
# 鑾峰彇鑰佸ぇ鐨勫競鍊�
for c in codes_index:
if codes_index.get(c) == 0 and global_util.zyltgb_map.get(code) > global_util.zyltgb_map.get(c):
- return False, "姘翠笅鎹烇紝涓嶆槸鑰佸ぇ锛屼笖鑷敱娴侀�氬競鍊煎ぇ浜庤�佸ぇ"
+ return False, True, "姘翠笅鎹烇紝涓嶆槸鑰佸ぇ锛屼笖鑷敱娴侀�氬競鍊煎ぇ浜庤�佸ぇ"
# 13:30鍚庢定鍋滐紝鏈澘鍧椾腑娑ㄥ仠绁ㄦ暟<29涓嶈兘涔�
# if limit_up_time is not None:
@@ -576,7 +595,7 @@
# if global_util.industry_hot_num.get(industry) < 29:
# return False, "鑰佷簩锛屾湰鏉垮潡涓定鍋滅エ鏁�<29涓嶈兘涔�"
# 鍙互涓嬪崟
- return True, None
+ return True, False, None
finally:
l2_data_log.l2_time(code, round((t.time() - __start_time) * 1000), "鏄惁鍙互涓嬪崟璁＄畻")
@@ -672,8 +691,9 @@
return None
# 寮�濮嬭绠楃殑浣嶇疆
- start_process_index = min(buy_single_index, compute_start_index) if new_get_single else max(buy_single_index,
- compute_start_index)
+ start_process_index = max(buy_single_index, compute_start_index)
+ if new_get_single:
+ start_process_index = buy_single_index
# 璁＄畻m鍊煎ぇ鍗�
cls.l2BigNumForMProcessor.process(code, start_process_index,
@@ -859,6 +879,7 @@
_start_time = t.time()
total_datas = local_today_datas[code]
+ is_first_code = gpcode_manager.FirstCodeManager.is_in_first_record(code)
buy_nums = origin_num
buy_count = origin_count
@@ -869,14 +890,15 @@
# 鐩爣鎵嬫暟
threshold_num = round(threshold_money / (limit_up_price * 100))
+ place_order_count = trade_data_manager.placeordercountmanager.get_place_order_count(code)
# 鐩爣璁㈠崟鏁伴噺
- threshold_count = cls.__buyL2SafeCountManager.get_safe_count(code)
+ threshold_count = cls.__buyL2SafeCountManager.get_safe_count(code,is_first_code, place_order_count)
buy_single_time_seconds = L2DataUtil.get_time_as_second(total_datas[buy_single_index]["val"]["time"])
# 鍙互瑙﹀彂涔帮紝褰撴湁娑ㄥ仠涔颁俊鍙锋椂鎵嶄細瑙﹀彂涔�
trigger_buy = True
- place_order_count = trade_data_manager.placeordercountmanager.get_place_order_count(code)
+
if place_order_count > 3:
place_order_count = 3
# 闂撮殧鏈�澶ф椂闂翠緷娆′负锛�3,9,27,81
@@ -926,7 +948,8 @@
# 鍙粺璁�59涓囦互涓婄殑閲戦
# 娑ㄥ仠涔版挙
# 鍒ゆ柇涔板叆浣嶇疆鏄惁鍦ㄤ拱鍏ヤ俊鍙蜂箣鍓�
- buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data(code, total_datas[i],
+ buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data(code,
+ total_datas[i],
local_today_num_operate_map.get(
code))
if buy_index is not None:
@@ -1039,8 +1062,8 @@
limit_up_time = limit_up_time_manager.get_limit_up_time(code)
if limit_up_time is not None and l2.l2_data_util.L2DataUtil.get_time_as_second(
limit_up_time) >= l2.l2_data_util.L2DataUtil.get_time_as_second(
- "14:30:00"):
- return False, "14:30鍚庢定鍋滅殑涓嶈兘涔帮紝娑ㄥ仠鏃堕棿涓簕}".format(limit_up_time)
+ "14:55:00"):
+ return False, "14:55鍚庢定鍋滅殑涓嶈兘涔帮紝娑ㄥ仠鏃堕棿涓簕}".format(limit_up_time)
# 鍚屼竴鏉垮潡涓�佷簩鍚庨潰鐨勪笉鑳戒拱
industry, codes = ths_industry_util.get_same_industry_codes(code, gpcode_manager.get_gp_list())
--
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