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 -- Gitblit v1.8.0