From 52c4cb753226d69e9ca04ff73ffa6e8ba79dd917 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 06 十二月 2023 16:36:35 +0800
Subject: [PATCH] 强势时间段调整
---
l2/l2_data_manager_new.py | 178 +++++++++++++++++++++++++----------------------------------
1 files changed, 76 insertions(+), 102 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index d81834a..0763aa4 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -228,8 +228,8 @@
__AccountAvailableMoneyManager = AccountAvailableMoneyManager()
__TradeBuyDataManager = trade_data_manager.TradeBuyDataManager()
__LimitUpTimeManager = limit_up_time_manager.LimitUpTimeManager()
- __BlackListCodeManager = l2_trade_util.BlackListCodeManager()
- __WhiteListCodeManager = l2_trade_util.WhiteListCodeManager()
+ __BlackListCodeManager = gpcode_manager.BlackListCodeManager()
+ __WhiteListCodeManager = gpcode_manager.WhiteListCodeManager()
__WantBuyCodesManager = gpcode_manager.WantBuyCodesManager()
__TradeTargetCodeModeManager = TradeTargetCodeModeManager()
__TradeOrderIdManager = trade_huaxin.TradeOrderIdManager()
@@ -844,39 +844,15 @@
HighIncreaseCodeManager().add_code(code)
return False, True, f"鑲′环澶т簬{constant.MAX_CODE_PRICE}鍧�"
- place_order_count = cls.__PlaceOrderCountManager.get_place_order_count(code)
- if place_order_count and place_order_count >= 10:
- l2_trade_util.forbidden_trade(code, msg="褰撴棩涓嬪崟娆℃暟宸茶揪10娆�")
- return False, True, f"褰撴棩涓嬪崟娆℃暟宸茶揪10娆�"
+ # place_order_count = cls.__PlaceOrderCountManager.get_place_order_count(code)
+ # if place_order_count and place_order_count >= 10:
+ # l2_trade_util.forbidden_trade(code, msg="褰撴棩涓嬪崟娆℃暟宸茶揪10娆�")
+ # return False, True, f"褰撴棩涓嬪崟娆℃暟宸茶揪10娆�"
# ---------鍧囦环绾︽潫-------------
average_rate = cls.__Buy1PriceManager.get_average_rate(code)
if average_rate and average_rate <= 0.01:
return False, True, f"鍧囦环娑ㄥ箙({average_rate})灏忎簬1%"
-
- # -------閲忕殑绾︽潫--------
- if float(limit_up_price) < 3.0 and cls.volume_rate_info[code][0] < 0.6:
- return False, True, f"娑ㄥ仠浠峰皬浜�3鍧楋紝褰撴棩閲忔瘮({cls.volume_rate_info[code][0]})灏忎簬0.6"
-
- if HighIncreaseCodeManager().is_in(code) and cls.volume_rate_info[code][0] < 0.6:
- return False, True, f"鑲′环娑ㄥ緱杩囬珮锛屽綋鏃ラ噺姣�({cls.volume_rate_info[code][0]})灏忎簬0.6"
-
- if int(tool.get_now_time_str().replace(":", "")) <= int("100000"):
- if cls.volume_rate_info[code][0] < 0.1:
- return False, True, f"褰撴棩閲忔瘮({cls.volume_rate_info[code][0]})灏忎簬0.1"
- else:
- if cls.volume_rate_info[code][0] < 0.2:
- return False, True, f"褰撴棩閲忔瘮({cls.volume_rate_info[code][0]})灏忎簬0.2"
- k_format = code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code)
- if k_format and (k_format[1][0] or k_format[3][0]):
- # 鑲′环鍒涙柊楂樻垨鑰呴�艰繎鍓嶉珮
- if cls.volume_rate_info[code][0] < 0.3:
- return False, True, f"鑲′环鍒涙柊楂樻垨鑰呴�艰繎鍓嶉珮,褰撴棩閲忔瘮({cls.volume_rate_info[code][0]})灏忎簬0.3"
- if code_nature_analyse.LatestMaxVolumeManager().is_latest_max_volume(code):
- # 鏈�杩戝嚑澶╂湁鏈�澶ч噺锛屽垽鏂噺姣旀槸鍚﹀ぇ浜�60%
- if cls.volume_rate_info[code][0] < 0.6:
- # HighIncreaseCodeManager().add_code(code)
- return False, True, f"杩戞棩鍑虹幇鏈�澶ч噺锛屽綋鏃ラ噺姣�({cls.volume_rate_info[code][0]})灏忎簬0.6"
total_data = local_today_datas.get(code)
if constant.L2_SOURCE_TYPE == constant.L2_SOURCE_TYPE_HUAXIN:
@@ -960,56 +936,17 @@
codes.discard(code)
if not codes:
return False, True, f"13:15浠ュ悗鐐告澘涔嬪悗涓嬪崟锛岋紙{limit_up_reason}锛� 涓虹嫭鑻�"
+ # 鏆傛椂娉ㄩ噴鎯充拱鍗曞姛鑳�
+ # if not cls.__WantBuyCodesManager.is_in_cache(code):
+ # if cls.__TradeTargetCodeModeManager.get_mode_cache() == TradeTargetCodeModeManager.MODE_ONLY_BUY_WANT_CODES:
+ # return False, True, f"鍙拱鎯充拱鍗曚腑鐨勪唬鐮�"
+ return cls.can_buy_first(code, limit_up_price)
+ # else:
+ # return True, False, "鍦ㄦ兂涔板悕鍗曚腑"
- # limit_up_info = cls.__Buy1PriceManager.get_limit_up_info(code)
- # if limit_up_info[0] is None and False:
- # total_data = local_today_datas.get(code)
- # buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set, buy_volume_rate = cls.__get_order_begin_pos(
- # code)
- # # 涔嬪墠娌℃湁娑ㄥ仠杩�
- # # 缁熻涔板叆淇″彿浣嶅埌褰撳墠浣嶇疆娌℃湁鎾ょ殑澶у崟閲戦
- # min_money_w = l2_data_util.get_big_money_val(float(total_data[buy_single_index]["val"]["price"])) // 10000
- # left_big_num = cls.__SecondCancelBigNumComputer.compute_left_big_num(code,
- # buy_single_index,
- # buy_exec_index,
- # total_data[-1][
- # "index"],
- # total_data,
- # 0, min_money_w)
- # if left_big_num > 0:
- # # 閲嶆柊鑾峰彇鍒嗘暟涓庡垎鏁扮储寮�
- # limit_up_time = cls.__LimitUpTimeManager.get_limit_up_time_cache(code)
- # if limit_up_time is None:
- # limit_up_time = tool.get_now_time_str()
-
- # logger_place_order_score.info("code={},data='score_index':{},'score_info':{}", code,
- # cls.__l2PlaceOrderParamsManagerDict[code].score_index,
- # cls.__l2PlaceOrderParamsManagerDict[code].score_info)
-
- if not cls.__WantBuyCodesManager.is_in_cache(code):
- if cls.__TradeTargetCodeModeManager.get_mode_cache() == TradeTargetCodeModeManager.MODE_ONLY_BUY_WANT_CODES:
- return False, True, f"鍙拱鎯充拱鍗曚腑鐨勪唬鐮�"
- score_index = None # cls.__l2PlaceOrderParamsManagerDict[code].score_index
- score = None # cls.__l2PlaceOrderParamsManagerDict[code].score
- score_info = None # cls.__l2PlaceOrderParamsManagerDict[code].score_info
-
- # lp = LineProfiler()
- # lp.enable()
- # lp_wrap = lp(cls.can_buy_first)
- # results = lp_wrap(code, limit_up_price, score_index, score, score_info, cls.volume_rate_info[code])
- # output = io.StringIO()
- # lp.print_stats(stream=output)
- # lp.disable()
- # with open(f"{constant.get_path_prefix()}/logs/profile/{code}_can_buy_first.txt", 'w') as f:
- # f.write(output.getvalue())
- # return results
- return cls.can_buy_first(code, limit_up_price)
- else:
- return True, False, "鍦ㄦ兂涔板悕鍗曚腑"
-
+ # 鑾峰彇鍙互涔扮殑鏉垮潡
@classmethod
- def can_buy_first(cls, code, limit_up_price):
- # 鍒ゆ柇鏉垮潡
+ def __get_can_buy_block(cls, code):
can_buy_result = CodePlateKeyBuyManager.can_buy(code)
if can_buy_result is None:
async_log_util.warning(logger_debug, "娌℃湁鑾峰彇鍒版澘鍧楃紦瀛橈紝灏嗚幏鍙栨澘鍧�")
@@ -1021,36 +958,73 @@
block_info.get_before_blocks_dict(),
kpl_data_manager.KPLLimitUpDataRecordManager.get_current_reason_codes_dict())
can_buy_result = CodePlateKeyBuyManager.can_buy(code)
+ return can_buy_result
+ @classmethod
+ def can_buy_first(cls, code, limit_up_price):
+ # 鍒ゆ柇鏉垮潡
+ can_buy_result = cls.__get_can_buy_block(code)
if can_buy_result is None:
return False, True, "灏氭湭鑾峰彇鍒版澘鍧椾俊鎭�"
- if can_buy_result[1]:
- # ------鑷敱娴侀�氬競鍊肩害鏉�------
- zyltgb = global_util.zyltgb_map.get(code)
- if zyltgb:
- if zyltgb < 10 * 100000000:
- return False, True, f"鐙嫍锛岃嚜鐢辨祦閫氬皬浜�10浜匡紙{zyltgb}锛�"
- if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < 0.6:
- return False, True, f"鐙嫍锛氶噺姣旓紙{cls.volume_rate_info[code][0]}锛夋湭杈惧埌60%"
-
- # 鑾峰彇K绾垮舰鎬侊紝鍒ゆ柇鏄惁杩�2澶╂槸鍚︿负10澶╁唴鏈�澶ч噺
+ # -------閲忕殑绾︽潫--------
k_format = code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code)
- if k_format and len(k_format) >= 10 and k_format[9]:
- # 鏄嫭鑻�
- if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < 0.3:
- return False, True, f"杩�2澶╂湁10鏃ュ唴鏈�楂橀噺锛岄噺姣旓紙{cls.volume_rate_info[code][0]}锛夋湭杈惧埌30%"
- # 鏄嫭鑻�
- if can_buy_result[1]:
- now_time_int = int(tool.get_now_time_str().replace(":", ""))
- if now_time_int < int("100000") or int("130000") <= now_time_int < int("133000"):
- # 鐙嫍蹇呴』9:30-10:00鍜�13:00-13:30鏃堕棿娈靛唴涔�
- return True, False, f"鐙嫍锛歿can_buy_result[2]}"
- else:
- return False, True, f"鐙嫍锛氬綋鍓嶆椂闂翠笉鑳戒拱"
+ if k_format and (k_format[1][0] or k_format[3][0]):
+ # 鑲′环鍒涙柊楂樻垨鑰呴�艰繎鍓嶉珮
+ if cls.volume_rate_info[code][0] < 0.3:
+ return False, True, f"鑲′环鍒涙柊楂樻垨鑰呴�艰繎鍓嶉珮,褰撴棩閲忔瘮({cls.volume_rate_info[code][0]})灏忎簬0.3"
+
+ # 濡傛灉鏄棭涓婄殑寮哄娍鍚庢帓灏变笉闇�瑕佸垽鏂噺
+ now_timestamp = int(tool.get_now_time_str().replace(":", ""))
+ if can_buy_result[0] and not can_buy_result[1] and now_timestamp <= int("094000"):
+ return True, False, f"9:40:00涔嬪墠闈炵嫭鑻楋細{can_buy_result[0]}"
else:
- if can_buy_result[0]:
- return True, False, can_buy_result[2]
+ if code in cls.volume_rate_info:
+ if float(limit_up_price) < 3.0 and cls.volume_rate_info[code][0] < 0.6:
+ return False, True, f"娑ㄥ仠浠峰皬浜�3鍧楋紝褰撴棩閲忔瘮({cls.volume_rate_info[code][0]})灏忎簬0.6"
+
+ if HighIncreaseCodeManager().is_in(code) and cls.volume_rate_info[code][0] < 0.6:
+ return False, True, f"鑲′环娑ㄥ緱杩囬珮锛屽綋鏃ラ噺姣�({cls.volume_rate_info[code][0]})灏忎簬0.6"
+
+ if now_timestamp <= int("100000"):
+ if cls.volume_rate_info[code][0] < 0.1:
+ return False, True, f"褰撴棩閲忔瘮({cls.volume_rate_info[code][0]})灏忎簬0.1"
+ else:
+ if cls.volume_rate_info[code][0] < 0.2:
+ return False, True, f"褰撴棩閲忔瘮({cls.volume_rate_info[code][0]})灏忎簬0.2"
+
+ if code_nature_analyse.LatestMaxVolumeManager().is_latest_max_volume(code):
+ # 鏈�杩戝嚑澶╂湁鏈�澶ч噺锛屽垽鏂噺姣旀槸鍚﹀ぇ浜�60%
+ if cls.volume_rate_info[code][0] < 0.6:
+ # HighIncreaseCodeManager().add_code(code)
+ return False, True, f"杩戞棩鍑虹幇鏈�澶ч噺锛屽綋鏃ラ噺姣�({cls.volume_rate_info[code][0]})灏忎簬0.6"
+
+ if can_buy_result[1]:
+ # 鐙嫍
+ # ------鑷敱娴侀�氬競鍊肩害鏉�------
+ zyltgb = global_util.zyltgb_map.get(code)
+ if zyltgb:
+ if zyltgb < 10 * 100000000:
+ return False, True, f"鐙嫍锛岃嚜鐢辨祦閫氬皬浜�10浜匡紙{zyltgb}锛�"
+ if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < 0.6:
+ return False, True, f"鐙嫍锛氶噺姣旓紙{cls.volume_rate_info[code][0]}锛夋湭杈惧埌60%"
+
+ # 鍒ゆ柇鏄惁杩�2澶╂槸鍚︿负10澶╁唴鏈�澶ч噺
+ if k_format and len(k_format) >= 10 and k_format[9]:
+ # 鏄嫭鑻�
+ if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < 0.3:
+ return False, True, f"杩�2澶╂湁10鏃ュ唴鏈�楂橀噺锛岄噺姣旓紙{cls.volume_rate_info[code][0]}锛夋湭杈惧埌30%"
+
+ # 鏄嫭鑻�
+ if can_buy_result[1]:
+ if now_timestamp < int("100000") or int("130000") <= now_timestamp < int("133000"):
+ # 鐙嫍蹇呴』9:30-10:00鍜�13:00-13:30鏃堕棿娈靛唴涔�
+ return True, False, f"鐙嫍锛歿can_buy_result[2]}"
+ else:
+ return False, True, f"鐙嫍锛氬綋鍓嶆椂闂翠笉鑳戒拱"
+ else:
+ if can_buy_result[0]:
+ return True, False, can_buy_result[2]
return False, True, can_buy_result[2]
@classmethod
--
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