From 7adad3e127f11ffcd69836257fee2e15f1565daf Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 29 五月 2025 16:18:58 +0800
Subject: [PATCH] 没有订阅的代码，计算比较准确的总大单阈值
---
trade/buy_radical/radical_buy_data_manager.py | 94 ++++++++++++++++++++++++++++++++--------------
servers/data_server.py | 21 ++++++++++
2 files changed, 86 insertions(+), 29 deletions(-)
diff --git a/servers/data_server.py b/servers/data_server.py
index a911462..384cbd5 100644
--- a/servers/data_server.py
+++ b/servers/data_server.py
@@ -950,6 +950,27 @@
th_sell = 0
deal_big_money_info = radical_buy_data_manager.get_total_deal_big_order_info(
code, gpcode_manager.get_limit_up_price_as_num(code))
+ if deal_big_money_info[1] == 0 and len(codes) == 1:
+ deal_big_money_info = list(deal_big_money_info)
+ # 娌℃湁璁㈤槄L2浼氬嚭鐜版病鏈夊�肩殑鎯呭喌锛屽鏋滄定鍋滆繃灏辨媺鍙栦箣鍓嶇殑娑ㄥ仠涔�/鍗栧ぇ鍗�
+ deal_big_orders_result = radical_buy_data_manager.request_deal_big_orders(code)
+ if deal_big_orders_result:
+ buy_datas, sell_datas = deal_big_orders_result[0], deal_big_orders_result[1]
+ limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
+ limit_up_price_money_list = [x[0] for x in buy_datas if x[1] == limit_up_price]
+ threshold_money = BeforeSubDealBigOrderManager.compute_re_limit_up_big_money_threshold(
+ limit_up_price_money_list)
+ # 璁剧疆涔板崟闃堝��
+ th_buy = threshold_money
+ buy_money = sum(limit_up_price_money_list)
+ sell_money = sum([x[0] for x in sell_datas if x[1] == limit_up_price])
+ # 娑ㄥ仠澶у崟鍑�涔板叆
+ deal_big_money_info[1] = buy_money - sell_money
+ deal_big_money_info[
+ 2] = radical_buy_data_manager.compute_total_deal_big_order_threshold_money(code,
+ limit_up_price,
+ threshold_money)
+
big_money_rate = radical_buy_data_manager.TotalDealBigOrderInfoManager.get_big_order_rate(
code)
if not big_money_rate:
diff --git a/trade/buy_radical/radical_buy_data_manager.py b/trade/buy_radical/radical_buy_data_manager.py
index c011a22..cb58cc5 100644
--- a/trade/buy_radical/radical_buy_data_manager.py
+++ b/trade/buy_radical/radical_buy_data_manager.py
@@ -107,6 +107,19 @@
redis_manager.RedisUtils.setex_async(self.__db, f"radical_big_sell_order_threshold-{code}", tool.get_expire(),
f"{threshold_money}")
+ @classmethod
+ def compute_re_limit_up_big_money_threshold(cls, limit_up_price_money_list):
+ """
+ 鑾峰彇鍥炲皝鐨勫ぇ鍗曢槇鍊�
+ @param limit_up_price_money_list:
+ @return:
+ """
+ average_money = sum(limit_up_price_money_list) // len(limit_up_price_money_list)
+ max_money = max(limit_up_price_money_list)
+ # 鍙杕ax((骞冲潎鍊�+鏈�澶у崟涓�鍗�)/2, 骞冲潎鍊�)
+ threshold_money = max((max_money // 2 + average_money) // 2, average_money)
+ return threshold_money
+
def set_big_deal_order_list(self, code, buy_money_list, sell_money_list, limit_up_price):
"""
璁剧疆澶у崟鎴愪氦鏁版嵁
@@ -146,11 +159,7 @@
total_deal_buy_money += info[0]
total_deal_buy_money_info_list.append(info)
if limit_up_price_money_list:
- # 璁＄畻澶у崟鐨勯槇鍊�
- average_money = sum(limit_up_price_money_list) // len(limit_up_price_money_list)
- max_money = max(limit_up_price_money_list)
- # 鍙杕ax((骞冲潎鍊�+鏈�澶у崟涓�鍗�)/2, 骞冲潎鍊�)
- threshold_money = max((max_money // 2 + average_money) // 2, average_money)
+ threshold_money = self.compute_re_limit_up_big_money_threshold(limit_up_price_money_list)
self.set_big_order_threshold(code, threshold_money)
self.__already_total_deal_big_order_money[code] = (total_deal_buy_money, pre_limit_up_price_money_list)
async_log_util.info(logger_l2_radical_buy_data,
@@ -1761,6 +1770,24 @@
return buy_money, before_buy_money, sell_money, before_sell_money
+def compute_total_deal_big_order_threshold_money(code, limit_up_price, threshold_money_per_order):
+ """
+ 璁＄畻绱澶у崟瓒冲鐨勯槇鍊�
+ @param code:
+ @param limit_up_price:
+ @param threshold_money_per_order: 鍧囧ぇ鍗曢槇鍊�
+ @return:
+ """
+
+ TOTAL_BIG_DEAL_MONEY_THRESHOLD_COUNT = round(
+ code_volumn_manager.CodeVolumeManager().get_radical_buy_refer_volume(code,
+ limit_up_price) * limit_up_price / 1e8,
+ 2) * 3
+ if tool.is_ge_code(code):
+ TOTAL_BIG_DEAL_MONEY_THRESHOLD_COUNT *= 1.5
+ return TOTAL_BIG_DEAL_MONEY_THRESHOLD_COUNT * threshold_money_per_order
+
+
def get_total_deal_big_order_info(code, limit_up_price, is_for_buy=False):
"""
鎬绘垚浜ゅぇ鍗曞晩鏄惁瓒冲
@@ -1769,15 +1796,9 @@
"""
THRESHOLD_MONEY, is_temp_threshold_money = BeforeSubDealBigOrderManager().get_big_order_threshold_info(code)
-
- TOTAL_BIG_DEAL_MONEY_THRESHOLD_COUNT = round(
- code_volumn_manager.CodeVolumeManager().get_radical_buy_refer_volume(code,
- limit_up_price) * limit_up_price / 1e8,
- 2) * 3
- if tool.is_ge_code(code):
- TOTAL_BIG_DEAL_MONEY_THRESHOLD_COUNT *= 3.3
-
- TOTAL_BIG_DEAL_MONEY_THRESHOLD_MONEY_WITH_COMPUTE = TOTAL_BIG_DEAL_MONEY_THRESHOLD_COUNT * THRESHOLD_MONEY
+ TOTAL_BIG_DEAL_MONEY_THRESHOLD_MONEY_WITH_COMPUTE = compute_total_deal_big_order_threshold_money(code,
+ limit_up_price,
+ THRESHOLD_MONEY)
human_setting_money = TotalDealBigOrderThresholdMoneyManager().get_money_cache(code)
if human_setting_money is not None:
@@ -2131,6 +2152,26 @@
return round(0 - 0.44 * fvolume_rate + 0.722, 3)
+def request_deal_big_orders(code_):
+ """
+ 璇锋眰澶у崟鎴愪氦
+ @param code_:
+ @return:
+ """
+ response_data = requests.get(
+ "http://127.0.0.1:9005/get_big_order_list?code=" + code_)
+ r_str = response_data.text
+ response_data = json.loads(r_str)
+ if response_data["code"] == 0:
+ datas = response_data["data"]
+ async_log_util.info(logger_debug, f"鎷夊彇璁㈤槄涔嬪墠鐨勬暟鎹細{code_}-{datas}")
+ if datas:
+ buy_datas = datas["buy"]
+ sell_datas = datas["sell"]
+ return buy_datas, sell_datas
+ return None
+
+
def pull_pre_deal_big_orders(code_):
"""
鎷夊彇璁㈤槄涔嬪墠鎴愪氦鐨勫ぇ鍗�
@@ -2140,21 +2181,15 @@
# 鍙湁娑ㄥ仠杩囩殑浠ｇ爜鎵嶉渶瑕佹媺澶у崟
if code_ not in LimitUpDataConstant.get_history_limit_up_codes():
return
- response_data = requests.get(
- "http://127.0.0.1:9005/get_big_order_list?code=" + code_)
- r_str = response_data.text
- response_data = json.loads(r_str)
- if response_data["code"] == 0:
- datas = response_data["data"]
- async_log_util.info(logger_debug, f"鎷夊彇璁㈤槄涔嬪墠鐨勬暟鎹細{code_}-{datas}")
- if datas:
- try:
- buy_datas = datas["buy"]
- sell_datas = datas["sell"]
- BeforeSubDealBigOrderManager().set_big_deal_order_list(code_, buy_datas, sell_datas,
- gpcode_manager.get_limit_up_price_as_num(code_))
- except Exception as e:
- logger_debug.exception(e)
+
+ result = request_deal_big_orders(code_)
+ if result:
+ try:
+ buy_datas, sell_datas = result[0], result[1]
+ BeforeSubDealBigOrderManager().set_big_deal_order_list(code_, buy_datas, sell_datas,
+ gpcode_manager.get_limit_up_price_as_num(code_))
+ except Exception as e:
+ logger_debug.exception(e)
def pull_pre_deal_big_orders_by_codes(codes):
@@ -2180,6 +2215,7 @@
return datas
return None
+
def list_l2_big_order_deal_info(codes):
"""
鑾峰彇鎴愪氦澶у崟淇℃伅
--
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