From 53755dd13c6c921d3b3a65b1aed54b563f84d152 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 13 六月 2024 17:34:50 +0800
Subject: [PATCH] L后后半段更新
---
cancel_strategy/s_l_h_cancel_strategy.py | 143 +++++++++++++++++++++++++++++++++++++----------
1 files changed, 111 insertions(+), 32 deletions(-)
diff --git a/cancel_strategy/s_l_h_cancel_strategy.py b/cancel_strategy/s_l_h_cancel_strategy.py
index 50e158e..4128085 100644
--- a/cancel_strategy/s_l_h_cancel_strategy.py
+++ b/cancel_strategy/s_l_h_cancel_strategy.py
@@ -672,8 +672,6 @@
CodeDataCacheUtil.set_cache(cls.__cancel_l_down_after_place_order_index_cache, code, val)
except:
pass
-
-
finally:
RedisUtils.realse(__redis)
@@ -916,42 +914,109 @@
watch_indexes.add(i)
break
# 鑾峰彇鐪熷疄涓嬪崟浣嶅悗闈�10绗斿ぇ鍗�
- try:
- # 鐪熷疄涓嬪崟浣嶇疆鍚庨潰鐨勬暟鎹氨鍙湅澶у崟
- MIN_NUM = int(5000 / (float(gpcode_manager.get_limit_up_price(code))))
- real_place_order_info = self.__real_place_order_index_dict.get(code)
- if real_place_order_info and not real_place_order_info[1]:
- # 浠庣湡瀹炰笅鍗曚綅寰�鍚庢壘
- after_count = 0
- for i in range(real_place_order_info[0] + 1, total_datas[-1]['index'] + 1):
- if after_count > 10:
- break
- data = total_datas[i]
- val = data['val']
- # 娑ㄥ仠涔帮紝涓旀湭鎾ゅ崟
- if not L2DataUtil.is_limit_up_price_buy(val):
- continue
- # 灏忛噾棰濊繃婊�
- if val['num'] < MIN_NUM:
- continue
- left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(
- code, i,
- total_datas,
- local_today_canceled_buyno_map.get(
- code))
- if left_count > 0:
- after_count += 1
- if l2_data_util.is_big_money(val):
- watch_indexes.add(i)
- self.__set_cancel_l_down_after_place_order_index(code, i, after_count - 1)
- except Exception as e:
- pass
+ watch_indexes_after = self.__compute_l_down_watch_index_after_real_place_order_index(code)
+ if watch_indexes_after:
+ watch_indexes |= watch_indexes_after
self.__set_watch_indexes(code, buy_single_index, re_compute, watch_indexes)
l2_log.l_cancel_debug(code,
f"璁剧疆鐩戝惉鑼冨洿({msg}){'(閲嶆柊璁＄畻)' if re_compute else ''}锛� 鏁版嵁鑼冨洿锛歿re_start_index}-{end_index} 鐩戝惉鑼冨洿-{watch_indexes}")
except Exception as e:
l2_log.l_cancel_debug(code, f"璁＄畻L鍚庡泭鎷寖鍥村嚭閿欙細{str(e)}")
async_log_util.exception(logger_l2_l_cancel, e)
+
+ def __need_update_l_down_after(self, code, start_index, end_index):
+ """
+ 鏄惁闇�瑕佹洿鏂發鍚庣湡瀹炰笅鍗曚綅缃箣鍚庣殑鍥婃嫭鑼冨洿
+ @param code:
+ @return:
+ """
+ real_place_order_info = self.__real_place_order_index_dict.get(code)
+ if not real_place_order_info or real_place_order_info[1]:
+ return False
+ # 鍒ゆ柇L鍚庢槸鍚﹀寘鍚悗闈㈢殑鏁版嵁
+ watch_indexes_info = self.__get_watch_indexes_cache(code)
+ if not watch_indexes_info:
+ # 娌℃湁鍥婃嫭
+ return False
+ watch_indexes = set([int(i) for i in watch_indexes_info[2]])
+ real_place_order_index = real_place_order_info[0]
+ for index in watch_indexes:
+ if index > real_place_order_index:
+ # L鍚庡悗娈靛凡缁忓泭鎷�
+ return False
+ # 涓嬪崟浣嶇疆涔嬪悗鏁�10绗斿崠鍗�
+ watch_indexes = set()
+ total_datas = local_today_datas.get(code)
+ MIN_NUM = int(5000 / (float(gpcode_manager.get_limit_up_price(code))))
+ MAX_COUNT = 10
+ for i in range(real_place_order_index + 1, end_index):
+ data = total_datas[i]
+ val = data['val']
+ if not L2DataUtil.is_limit_up_price_buy(val):
+ continue
+ if val['num'] < MIN_NUM:
+ continue
+ watch_indexes.add(i)
+ if len(watch_indexes) >= MAX_COUNT:
+ break
+ # 鐪嬮噷闈㈢殑鎾ゅ崟鐜囨槸鍚�
+ if len(watch_indexes) < MAX_COUNT:
+ # 鏁伴噺涓嶅
+ return False
+ # 璁＄畻鎾ゅ崟姣斾緥鏄惁瓒冲
+ canceled_buyno_map = local_today_canceled_buyno_map.get(code)
+ cancel_count = 0
+ for index in watch_indexes:
+ # 鏄惁鎾ゅ崟
+ left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(
+ code, index,
+ total_datas,
+ canceled_buyno_map)
+ if left_count <= 0:
+ cancel_count += 1
+ if cancel_count > len(watch_indexes) * 0.5:
+ return True
+ return False
+
+ def __compute_l_down_watch_index_after_real_place_order_index(self, code):
+ """
+ 璁＄畻L鍚庣湡瀹炰笅鍗曚綅缃箣鍚庣殑鐩戞帶绱㈠紩
+ @return:
+ """
+ watch_indexes = set()
+ total_datas = local_today_datas.get(code)
+ try:
+ # 鐪熷疄涓嬪崟浣嶇疆鍚庨潰鐨勬暟鎹氨鍙湅澶у崟
+ MIN_NUM = int(5000 / (float(gpcode_manager.get_limit_up_price(code))))
+ real_place_order_info = self.__real_place_order_index_dict.get(code)
+ if real_place_order_info and not real_place_order_info[1]:
+ # 浠庣湡瀹炰笅鍗曚綅寰�鍚庢壘
+ after_count = 0
+ for i in range(real_place_order_info[0] + 1, total_datas[-1]['index'] + 1):
+ if after_count > 10:
+ break
+ data = total_datas[i]
+ val = data['val']
+ # 娑ㄥ仠涔帮紝涓旀湭鎾ゅ崟
+ if not L2DataUtil.is_limit_up_price_buy(val):
+ continue
+ # 灏忛噾棰濊繃婊�
+ if val['num'] < MIN_NUM:
+ continue
+ left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(
+ code, i,
+ total_datas,
+ local_today_canceled_buyno_map.get(
+ code))
+ if left_count > 0:
+ after_count += 1
+ if l2_data_util.is_big_money(val):
+ watch_indexes.add(i)
+ # 璁板綍绱㈠紩鐨勪綅缃�
+ self.__set_cancel_l_down_after_place_order_index(code, i, after_count - 1)
+ except Exception as e:
+ pass
+ return watch_indexes
# 璁剧疆鐪熷疄涓嬪崟浣嶇疆
def set_real_place_order_index(self, code, index, buy_single_index=None, is_default=False):
@@ -1411,6 +1476,20 @@
except Exception as e:
logger_l2_l_cancel.exception(e)
raise e
+
+ try:
+ if self.__need_update_l_down_after(code, start_index, end_index):
+ # 鏇存柊鍚庡崐娈�
+ watch_indexes = self.__compute_l_down_watch_index_after_real_place_order_index(code)
+ if watch_indexes:
+ watch_indexes_info = self.__get_watch_indexes_cache(code)
+ if watch_indexes_info and watch_indexes_info[2]:
+ # 娌℃湁鍥婃嫭
+ watch_indexes|=set(watch_indexes_info[2])
+ self.__set_watch_indexes(code, watch_indexes_info[0], watch_indexes_info[1], watch_indexes)
+ except Exception as e:
+ l2_log.l_cancel_debug(code,"L鍚庡悗鍗婃璁＄畻鍑洪敊锛歿}", str(e))
+
return can_cancel, cancel_data, extra_msg
def place_order_success(self, code):
--
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