From 3da5d1ef00cf7665c2d37f837e6845c92d22e31c Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 15 十二月 2023 16:02:08 +0800
Subject: [PATCH] 前日炸板策略修改
---
l2/l2_transaction_data_manager.py | 31 ++++++++++++++++++++-----------
1 files changed, 20 insertions(+), 11 deletions(-)
diff --git a/l2/l2_transaction_data_manager.py b/l2/l2_transaction_data_manager.py
index c774f9f..c06e3d8 100644
--- a/l2/l2_transaction_data_manager.py
+++ b/l2/l2_transaction_data_manager.py
@@ -10,11 +10,13 @@
from db.redis_manager_delegate import RedisUtils
from l2 import l2_data_util, l2_data_manager, transaction_progress
from l2.cancel_buy_strategy import LCancelRateManager, LCancelBigNumComputer, \
- SecondCancelBigNumComputer, HourCancelBigNumComputer, FastCancelBigNumComputer
+ SecondCancelBigNumComputer, HourCancelBigNumComputer, FastCancelBigNumComputer, UCancelBigNumComputer
+from l2.l2_data_manager_new import L2TradeDataProcessor
from l2.l2_data_util import L2DataUtil
from log_module import async_log_util
from log_module.log import logger_l2_trade_buy_queue, hx_logger_l2_upload, hx_logger_l2_debug, \
- hx_logger_l2_transaction_desc
+ hx_logger_l2_transaction_desc, logger_debug
+from third_data import kpl_data_manager
from trade import current_price_process_manager, trade_manager, l2_trade_factor
from trade.deal_big_money_manager import DealOrderNoManager
from utils import tool
@@ -126,18 +128,11 @@
val = data["val"]
if l2_data_util.is_big_money(val) and L2DataUtil.is_limit_up_price_buy(val):
big_money_count += 1
- DealOrderNoManager().add_orderno(code, deal_info[0])
+ DealOrderNoManager().add_orderno(code, f"{deal_info[0]}")
# L鍚庢槸鍚︽湁鎴愪氦锛屽鏋滄湁鎴愪氦灏遍渶瑕侀櫎鍘诲綋鍓嶇瑪鏁帮紝鐒跺悗閲嶆柊鍥婃嫭涓�绗�
LCancelBigNumComputer().add_deal_index(code, data["index"], order_begin_pos.buy_single_index)
if big_money_count > 0:
- # 缁熻澶у崟/m鍊兼垚浜ゆ瘮
- total_deal_nums = DealOrderNoManager().get_deal_nums(code, buyno_map)
- thresh_hold_money = l2_trade_factor.L2PlaceOrderParamsManager.get_base_m_val(code)
- limit_up_price = gpcode_manager.get_limit_up_price(code)
- if limit_up_price:
- rate = round(total_deal_nums / (thresh_hold_money // (float(limit_up_price) * 100)), 2)
- LCancelRateManager().set_big_num_deal_rate(code, rate)
- # 鑾峰彇鎵ц浣嶆椂闂�
+ LCancelRateManager.compute_big_num_deal_rate(code)
buy_progress_index = self.__compute_latest_trade_progress(code, buyno_map, datas)
if buy_progress_index is not None:
@@ -155,6 +150,20 @@
if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:
HourCancelBigNumComputer().set_transaction_index(code, order_begin_pos.buy_single_index,
buy_progress_index)
+ # ---------------------------------鍒ゆ柇鏉垮潡鏄惁璺熶笂鏉ヤ簡-------------------------------
+ try:
+ order_begin_pos = l2_data_manager.TradePointManager().get_buy_compute_start_data_cache(code)
+ volume_rate = 0
+ volume_info = L2TradeDataProcessor.volume_rate_info.get(code)
+ if volume_info:
+ volume_rate = volume_info[0]
+ need_cancel, msg = UCancelBigNumComputer().need_cancel(code, buy_progress_index, order_begin_pos,
+ kpl_data_manager.KPLLimitUpDataRecordManager.get_current_reason_codes_dict(),
+ volume_rate)
+ if need_cancel:
+ L2TradeDataProcessor.cancel_buy(code, msg)
+ except Exception as e:
+ logger_debug.exception(e)
else:
pass
if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:
--
Gitblit v1.8.0