From 6f324f1471a5e28188e9f4206b46cbafdf09d04c Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 16 一月 2023 17:58:31 +0800
Subject: [PATCH] 增加图像识别接口，禁止下单策略优化
---
l2_data_manager_new.py | 88 ++++++++++++++++++++------------------------
1 files changed, 40 insertions(+), 48 deletions(-)
diff --git a/l2_data_manager_new.py b/l2_data_manager_new.py
index 279b9c5..8a55c4f 100644
--- a/l2_data_manager_new.py
+++ b/l2_data_manager_new.py
@@ -211,7 +211,7 @@
@classmethod
def process_add_datas(cls, code, add_datas, capture_timestamp, __start_time):
if len(add_datas) > 0:
- now_time_str = datetime.datetime.now().strftime("%H:%M:%S")
+ now_time_str = tool.get_now_time_str()
# 鎷兼帴鏁版嵁
local_today_datas[code].extend(add_datas)
l2_data_util.load_num_operate_map(l2_data_manager.local_today_num_operate_map, code, add_datas)
@@ -301,7 +301,7 @@
if end_index < start_index:
return
# 鑾峰彇涔板叆淇″彿璧峰鐐�
- buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_index = cls.__get_order_begin_pos(
+ buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set = cls.__get_order_begin_pos(
code)
# 鎾ゅ崟璁＄畻,鍙湅涔�1
@@ -390,7 +390,7 @@
trade_data_manager.placeordercountmanager.place_order(code)
# 鑾峰彇涔板叆浣嶇疆淇℃伅
try:
- buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_index = cls.__get_order_begin_pos(
+ buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set = cls.__get_order_begin_pos(
code)
SecondAverageBigNumComputer.place_order_success(code, buy_single_index, buy_exec_index)
AverageBigNumComputer.place_order_success(code, buy_single_index, buy_exec_index)
@@ -450,13 +450,14 @@
# if abs(float(buy1_price) - float(limit_up_price)) >= 0.01:
# return False, "涔�1浠蜂笉涓烘定鍋滀环锛屼拱1浠�-{} 娑ㄥ仠浠�-{}".format(buy1_price, limit_up_price)
# 浠庝拱鍏ヤ俊鍙疯捣濮嬬偣鍒板綋鍓嶆暟鎹湯灏剧殑绾拱鎵嬫暟涓庡綋鍓嶇殑鍗�1鍋氭瘮杈冿紝濡傛灉姣斿崠1灏忓垯涓嶈兘涔板叆
+ total_datas = local_today_datas[code]
try:
sell1_time, sell1_price, sell1_volumn = cls.__ths_l2_trade_queue_manager.get_sell1_info(code)
cls.buy_debug(code, "鍗�1淇℃伅涓猴細({},{},{})", sell1_time, sell1_price, sell1_volumn)
if sell1_time is not None and sell1_volumn > 0:
# 鑾峰彇鎵ц浣嶄俊鎭�
- total_datas = local_today_datas[code]
- buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_index = cls.__get_order_begin_pos(
+
+ buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set = cls.__get_order_begin_pos(
code)
buy_nums = num
for i in range(buy_exec_index + 1, total_datas[-1]["index"] + 1):
@@ -491,23 +492,25 @@
codes_index = industry_codes_sort.sort_codes(codes, code)
if codes_index is not None and codes_index.get(code) is not None and codes_index.get(code) > 1:
# 褰撹�佸ぇ鑰佷簩褰撳墠娌℃定鍋�
-
return False, "鍚屼竴鏉垮潡涓�佷笁,鑰佸洓,...涓嶈兘涔�"
- if cls.__codeActualPriceProcessor.is_under_water(code):
+ if cls.__codeActualPriceProcessor.is_under_water(code,total_datas[-1]["val"]["time"]):
# 姘翠笅鎹炰笖鏉垮潡涓殑绁ㄥ皬浜�16涓嶈兘涔�
- if global_util.industry_hot_num.get(industry) is not None and global_util.industry_hot_num.get(
- industry) <= 16:
- return False, "姘翠笅鎹�,鏉垮潡涓殑绁ㄥ皬浜�2鍙�,涓簕}".format(global_util.industry_hot_num.get(industry))
-
+ # if global_util.industry_hot_num.get(industry) is not None and global_util.industry_hot_num.get(
+ # industry) <= 16:
+ # return False, "姘翠笅鎹�,鏉垮潡涓殑绁ㄥ皬浜�2鍙�,涓簕}".format(global_util.industry_hot_num.get(industry))
+ # 姘翠笅鎹炶嚜鐢辨祦閫氬競鍊煎ぇ浜庤�佸ぇ鐨勪笉瑕佷拱
if codes_index.get(code) != 0:
- return False, "姘翠笅鎹�,涓嶆槸鑰佸ぇ锛屾槸鑰亄}".format(codes_index.get(code))
+ # 鑾峰彇鑰佸ぇ鐨勫競鍊�
+ for c in codes_index:
+ if codes_index.get(c) == 0 and global_util.zyltgb_map.get(code) > global_util.zyltgb_map.get(c):
+ return False, "姘翠笅鎹烇紝涓嶆槸鑰佸ぇ锛屼笖鑷敱娴侀�氬競鍊煎ぇ浜庤�佸ぇ"
# 13:30鍚庢定鍋滐紝鏈澘鍧椾腑娑ㄥ仠绁ㄦ暟<29涓嶈兘涔�
- if limit_up_time is not None:
- if int(limit_up_time.replace(":", "")) >= 133000 and global_util.industry_hot_num.get(industry) is not None:
- if global_util.industry_hot_num.get(industry) < 16:
- return False, "13:30鍚庢定鍋滐紝鏈澘鍧椾腑娑ㄥ仠绁ㄦ暟<16涓嶈兘涔�"
+ # if limit_up_time is not None:
+ # if int(limit_up_time.replace(":", "")) >= 133000 and global_util.industry_hot_num.get(industry) is not None:
+ # if global_util.industry_hot_num.get(industry) < 16:
+ # return False, "13:30鍚庢定鍋滐紝鏈澘鍧椾腑娑ㄥ仠绁ㄦ暟<16涓嶈兘涔�"
if codes_index.get(code) is not None and codes_index.get(code) == 1:
# 濡傛灉鑰佸ぇ宸茬粡涔版垚鍔熶簡, 鑰佷簩灏变笉闇�瑕佷拱浜�
@@ -561,11 +564,11 @@
# 鏄惁鏄氦鏄撻槦鍒楄Е鍙�
if source == "trade_queue":
# 浜ゆ槗闃熷垪瑙﹀彂鐨勯渶瑕佷笅鍗曞悗5s
- buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_index = cls.__get_order_begin_pos(
+ buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set = cls.__get_order_begin_pos(
code)
total_datas = local_today_datas[code]
if buy_exec_index is not None and buy_exec_index > 0:
- now_time_str = datetime.datetime.now().strftime("%H:%M:%S")
+ now_time_str = tool.get_now_time_str()
if tool.trade_time_sub(now_time_str, total_datas[buy_exec_index]["val"]["time"]) < 5:
return False
@@ -607,7 +610,7 @@
_start_time = round(t.time() * 1000)
total_datas = local_today_datas[code]
# 鑾峰彇涔板叆淇″彿璁＄畻璧峰浣嶇疆
- buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_index = cls.__get_order_begin_pos(
+ buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set = cls.__get_order_begin_pos(
code)
# 鏄惁涓烘柊鑾峰彇鍒扮殑浣嶇疆
@@ -643,16 +646,7 @@
threshold_money, msg = cls.__get_threshmoney(code)
# 涔板叆绾拱棰濈粺璁�
- compute_index, buy_nums, buy_count, rebegin_buy_pos, max_num_index_new = cls.__sum_buy_num_for_order_3(code,
- max(
- buy_single_index,
- compute_start_index),
- compute_end_index,
- num,
- count,
- threshold_money,
- buy_single_index,
- max_num_index)
+ compute_index, buy_nums, buy_count, rebegin_buy_pos, max_num_set_new = cls.__sum_buy_num_for_order_3(code, max(buy_single_index,compute_start_index),compute_end_index,num,count,threshold_money,buy_single_index,max_num_set)
_start_time = l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time, "绾拱棰濈粺璁℃椂闂�")
cls.debug(code, "m鍊�-{} m鍊煎洜瀛�-{}", threshold_money, msg)
@@ -669,7 +663,7 @@
total_datas[compute_index])
# 璁板綍涔板叆淇″彿浣嶇疆
cls.__save_order_begin_data(code, buy_single_index, compute_index, compute_index, buy_nums, buy_count,
- max_num_index_new)
+ max_num_set_new)
# 濡傛灉鏄粖澶╃涓�娆℃湁涓嬪崟鎵ц淇″彿锛屾定鍋滄椂闂达紙涔板叆鎵ц浣嶆椂闂达級
limit_up_time_manager.save_limit_up_time(code, total_datas[compute_index]["val"]["time"])
# 铏氭嫙涓嬪崟
@@ -714,7 +708,7 @@
# 鏈揪鍒颁笅鍗曟潯浠讹紝淇濆瓨绾拱棰濓紝璁剧疆绾拱棰�
# 璁板綍涔板叆淇″彿浣嶇疆
cls.__save_order_begin_data(code, buy_single_index, -1, compute_end_index, buy_nums, buy_count,
- max_num_index_new)
+ max_num_set_new)
print("淇濆瓨澶у崟鏃堕棿", round((t.time() - _start_time) * 1000))
_start_time = t.time()
pass
@@ -722,15 +716,15 @@
# 鑾峰彇涓嬪崟璧峰淇″彿
@classmethod
def __get_order_begin_pos(cls, code):
- buy_single_index, buy_exec_index, compute_index, num, count, max_num_index = l2_data_manager.TradePointManager.get_buy_compute_start_data(
+ buy_single_index, buy_exec_index, compute_index, num, count, max_num_set = l2_data_manager.TradePointManager.get_buy_compute_start_data(
code)
- return buy_single_index, buy_exec_index, compute_index, num, count, max_num_index
+ return buy_single_index, buy_exec_index, compute_index, num, count, max_num_set
# 淇濆瓨涓嬪崟璧峰淇″彿
@classmethod
- def __save_order_begin_data(self, code, buy_single_index, buy_exec_index, compute_index, num, count, max_num_index):
+ def __save_order_begin_data(self, code, buy_single_index, buy_exec_index, compute_index, num, count, max_num_set):
TradePointManager.set_buy_compute_start_data(code, buy_single_index, buy_exec_index, compute_index, num, count,
- max_num_index)
+ max_num_set)
# 璁＄畻涓嬪崟璧峰淇″彿
# compute_data_count 鐢ㄤ簬璁＄畻鐨刲2鏁版嵁鏁伴噺
@@ -803,7 +797,7 @@
# 缁熻涔板叆鍑�涔伴噺锛屼笉璁＄畻鍦ㄤ拱鍏ヤ俊鍙蜂箣鍓嶇殑涔版挙鍗�
@classmethod
def __sum_buy_num_for_order_3(cls, code, compute_start_index, compute_end_index, origin_num, origin_count,
- threshold_money, buy_single_index, max_num_index):
+ threshold_money, buy_single_index, max_num_set):
def get_threshold_count():
count = threshold_count - sub_threshold_count
if count < 3:
@@ -856,9 +850,7 @@
max_space_time = pow(3, place_order_count + 1) - 1
# 鏈�澶т拱閲�
max_buy_num = 0
- max_buy_num_index = max_num_index
- if max_num_index > -1:
- max_buy_num = int(total_datas[max_num_index]["val"]["num"])
+ max_buy_num_set = set(max_num_set)
for i in range(compute_start_index, compute_end_index + 1):
data = total_datas[i]
_val = total_datas[i]["val"]
@@ -868,20 +860,18 @@
TradePointManager.delete_buy_point(code)
if i == compute_end_index:
# 鏁版嵁澶勭悊瀹屾瘯
- return None, buy_nums, buy_count, None, max_buy_num_index
+ return None, buy_nums, buy_count, None, max_buy_num_set
else:
# 璁＄畻涔板叆淇″彿锛屼笉鑳藉悓涓�鏃堕棿寮�濮嬭绠�
for ii in range(buy_single_index + 1, compute_end_index + 1):
if total_datas[buy_single_index]["val"]["time"] != total_datas[ii]["val"]["time"]:
- return None, buy_nums, buy_count, ii, max_buy_num_index
+ return None, buy_nums, buy_count, ii, max_buy_num_set
# 娑ㄥ仠涔�
if L2DataUtil.is_limit_up_price_buy(_val):
if cls.__is_big_money(limit_up_price, _val):
sub_threshold_count += int(total_datas[i]["re"])
+ max_buy_num_set.add(i)
if round(int(_val["num"]) * float(_val["price"])) >= 5900:
- if int(_val["num"]) > max_buy_num:
- max_buy_num = int(_val["num"])
- max_buy_num_index = i
trigger_buy = True
# 鍙粺璁�59涓囦互涓婄殑閲戦
buy_nums += int(_val["num"]) * int(total_datas[i]["re"])
@@ -922,16 +912,15 @@
cls.buy_debug(code, "浣嶇疆-{}锛屾�绘墜鏁帮細{}锛岀洰鏍囨墜鏁帮細{}", i,
buy_nums, threshold_num)
# 鏈夋挙鍗曚俊鍙凤紝涓斿皬浜庨槇鍊�
- if buy_nums >= threshold_num and buy_count >= get_threshold_count() and trigger_buy and max_buy_num_index > -1 and cls.__is_big_money(
- limit_up_price, total_datas[max_buy_num_index]["val"]):
- return i, buy_nums, buy_count, None, max_buy_num_index
+ if buy_nums >= threshold_num and buy_count >= get_threshold_count() and trigger_buy and len(max_buy_num_set)>1:
+ return i, buy_nums, buy_count, None, max_buy_num_set
cls.buy_debug(code, "灏氭湭鑾峰彇鍒颁拱鍏ユ墽琛岀偣锛岃捣濮嬭绠椾綅缃細{} 缁熻绾拱鎵嬫暟锛歿} 鐩爣绾拱鎵嬫暟锛歿} 缁熻绾拱鍗曟暟锛歿} 鐩爣绾拱鍗曟暟锛歿} 澶у崟鏁伴噺锛歿}",
compute_start_index,
buy_nums,
threshold_num, buy_count, get_threshold_count(), sub_threshold_count)
- return None, buy_nums, buy_count, None, max_buy_num_index
+ return None, buy_nums, buy_count, None, max_buy_num_set
@classmethod
def test(cls):
@@ -2078,6 +2067,9 @@
total_data = local_today_datas[code]
latest_index = total_data[-1]["index"]
end_index = total_data[-1]["index"]
+ if end_index >= 434:
+ print("娴嬭瘯")
+
start_index = buy_exec_index
if tool.trade_time_sub(total_data[end_index]["val"]["time"], total_data[buy_exec_index]["val"]["time"]) < 3:
return
--
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