From 8165b72761b0729e5cc3ca00c9f2f52215055229 Mon Sep 17 00:00:00 2001 From: Administrator <admin@example.com> Date: 星期六, 09 九月 2023 11:51:33 +0800 Subject: [PATCH] 涨停后板块不是老大撤单 --- third_data/data_server.py | 32 ++++++++++++++++++++++++++++---- 1 files changed, 28 insertions(+), 4 deletions(-) diff --git a/third_data/data_server.py b/third_data/data_server.py index 70d0b66..f39037c 100644 --- a/third_data/data_server.py +++ b/third_data/data_server.py @@ -10,11 +10,11 @@ from utils import global_util, tool from code_attribute import gpcode_manager from log_module import log, log_analyse, log_export -from l2 import code_price_manager, l2_data_util +from l2 import code_price_manager, l2_data_util, l2_data_manager_new from l2.cancel_buy_strategy import HourCancelBigNumComputer from output.limit_up_data_filter import IgnoreCodeManager -from third_data import kpl_util, kpl_data_manager, kpl_api -from third_data.code_plate_key_manager import RealTimeKplMarketData, KPLPlateForbiddenManager +from third_data import kpl_util, kpl_data_manager, kpl_api, block_info +from third_data.code_plate_key_manager import RealTimeKplMarketData, KPLPlateForbiddenManager, CodePlateKeyBuyManager from third_data.history_k_data_util import HistoryKDatasUtils from third_data.kpl_data_manager import KPLDataManager, KPLLimitUpDataRecordManager, \ KPLCodeLimitUpReasonManager @@ -23,7 +23,7 @@ from urllib.parse import parse_qs from output import code_info_output, limit_up_data_filter, output_util, kp_client_msg_manager -from trade import bidding_money_manager, trade_manager +from trade import bidding_money_manager, trade_manager, l2_trade_util from trade.l2_trade_util import BlackListCodeManager @@ -41,6 +41,7 @@ # 绮鹃��,琛屼笟鏁版嵁缂撳瓨 __jingxuan_cache_dict = {} __industry_cache_dict = {} + __latest_limit_up_codes_set = set() def __get_limit_up_list(self): # 缁熻鐩墠涓烘鐨勪唬鐮佹定鍋滄暟閲忥紙鍒嗘定鍋滃師鍥狅級 @@ -481,11 +482,34 @@ def do_limit_up(result_list_): if result_list_: # 淇濆瓨娑ㄥ仠鏃堕棿 + codes_set = set() + limit_up_reasons = {} for d in result_list_: code = d[0] + limit_up_reasons[code] = d[5] + codes_set.add(code) if code.find("00") == 0 or code.find("60") == 0: limit_up_time = time.strftime("%H:%M:%S", time.localtime(d[2])) code_price_manager.Buy1PriceManager().set_limit_up_time(code, limit_up_time) + add_codes = codes_set - self.__latest_limit_up_codes_set + self.__latest_limit_up_codes_set = codes_set + if add_codes: + for code in add_codes: + # 鏍规嵁娑ㄥ仠鍘熷洜鍒ゆ柇鏄惁鍙互涔� + if code.find("00") == 0 or code.find("60") == 0: + # 鍒ゆ柇鏄惁涓嬪崟 + trade_state = trade_manager.CodesTradeStateManager().get_trade_state(code) + if trade_state == trade_manager.TRADE_STATE_BUY_PLACE_ORDER or trade_state == trade_manager.TRADE_STATE_BUY_DELEGATED: + # 濮旀墭涓殑璁㈠崟锛屽垽鏂槸鍚﹂渶瑕佹挙鍗� + if not gpcode_manager.WantBuyCodesManager().is_in_cache(code): + yesterday_codes = kpl_data_manager.get_yesterday_limit_up_codes() + current_limit_up_datas, limit_up_record_datas, yesterday_current_limit_up_codes, before_blocks_dict = kpl_data_manager.KPLLimitUpDataRecordManager.latest_origin_datas, kpl_data_manager.KPLLimitUpDataRecordManager.total_datas, yesterday_codes, block_info.get_before_blocks_dict() + if CodePlateKeyBuyManager.is_need_cancel(code, limit_up_reasons.get(code), + current_limit_up_datas, + limit_up_record_datas, + yesterday_current_limit_up_codes, + before_blocks_dict): + l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, f"娑ㄥ仠鍘熷洜锛坽 limit_up_reasons.get(code)}锛変笉鏄�佸ぇ鎾ゅ崟", "鏉垮潡鎾�") kpl_data_manager.KPLLimitUpDataRecordManager.save_record(tool.get_now_date_str(), result_list_) self.__kplDataManager.save_data(type_, result_list_) -- Gitblit v1.8.0