From 6b77c1709908133c040778f5f775432c4ce7efd7 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 09 六月 2023 19:08:44 +0800
Subject: [PATCH] 优化L2卡位分配/增加想买单第一时间加入L2卡位
---
l2/l2_data_manager_new.py | 23 +++++++++++++++--------
1 files changed, 15 insertions(+), 8 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index c6c0e15..7665ba8 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -32,6 +32,8 @@
import dask
+from trade.trade_manager import TradeTargetCodeModeManager
+
class L2DataManager:
# 鏍煎紡鍖栨暟鎹�
@@ -673,21 +675,24 @@
if not trade_manager.TradeStateManager.is_can_buy():
return False, True, f"浠婃棩宸茬姝氦鏄�"
+ if gpcode_manager.PauseBuyCodesManager.is_in(code):
+ return False, True, f"璇ヤ唬鐮佽鏆傚仠浜ゆ槗"
+
# 鍒ゆ柇涔�1浠锋牸妗ｄ綅
zyltgb = global_util.zyltgb_map.get(code)
if zyltgb is None:
global_data_loader.load_zyltgb()
zyltgb = global_util.zyltgb_map.get(code)
- # buy1_price = code_price_manager.Buy1PriceManager.get_buy1_price(code)
- # if buy1_price is None:
- # return False, True, f"灏氭湭鑾峰彇鍒颁拱1浠�"
+ buy1_price = code_price_manager.Buy1PriceManager.get_buy1_price(code)
+ if buy1_price is None:
+ return False, True, f"灏氭湭鑾峰彇鍒颁拱1浠�"
limit_up_price = gpcode_manager.get_limit_up_price(code)
- # dif = float(limit_up_price) - float(buy1_price)
- # if zyltgb >= 100 * 100000000:
- # # 澶т簬2妗�
- # if dif > 0.01001:
- # return False, True, f"涔�1鍓╀綑妗ｆ暟澶т簬1妗ｏ紝涔颁竴锛坽buy1_price}锛夋定鍋滐紙{limit_up_price}锛�"
+ dif = float(limit_up_price) - float(buy1_price)
+ if zyltgb >= 200 * 100000000:
+ # 澶т簬10妗�
+ if dif > 0.10001:
+ return False, True, f"鑷敱娴侀��200浜夸互涓婏紝涔�1鍓╀綑妗ｆ暟澶т簬10妗ｏ紝涔颁竴锛坽buy1_price}锛夋定鍋滐紙{limit_up_price}锛�"
# elif zyltgb >= 80 * 100000000:
# # 澶т簬2妗�
# if dif > 0.02001:
@@ -733,6 +738,8 @@
cls.__l2PlaceOrderParamsManagerDict[code].score_info)
if not gpcode_manager.WantBuyCodesManager.is_in(code):
+ if TradeTargetCodeModeManager.get_mode() == TradeTargetCodeModeManager.MODE_ONLY_BUY_WANT_CODES:
+ return False, True, f"鍙拱鎯充拱鍗曚腑鐨勪唬鐮�"
score_index = cls.__l2PlaceOrderParamsManagerDict[code].score_index
score = cls.__l2PlaceOrderParamsManagerDict[code].score
score_info = cls.__l2PlaceOrderParamsManagerDict[code].score_info
--
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