From 81f328532e366eef171b71810b221a9294dda78f Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 21 十二月 2023 14:31:58 +0800
Subject: [PATCH] 买入条件调整/L撤调整
---
trade/trade_result_manager.py | 12 ++
third_data/history_k_data_util.py | 32 ++++++
third_data/block_info.py | 2
code_attribute/code_nature_analyse.py | 23 +++-
code_attribute/first_target_code_data_processor.py | 2
trade/huaxin/huaxin_trade_server.py | 12 --
test/test_code_attribute.py | 16 ++-
code_attribute/gpcode_manager.py | 6 +
l2/cancel_buy_strategy.py | 91 +++++++++++-------
l2/l2_data_manager_new.py | 55 +++++++++--
server.py | 2
11 files changed, 177 insertions(+), 76 deletions(-)
diff --git a/code_attribute/code_nature_analyse.py b/code_attribute/code_nature_analyse.py
index 1328355..f5c0d23 100644
--- a/code_attribute/code_nature_analyse.py
+++ b/code_attribute/code_nature_analyse.py
@@ -218,7 +218,8 @@
# 鏄惁鍏锋湁杈ㄨ瘑搴�
p9 = is_special(record_datas)
p10 = is_latest_10d_max_volume_at_latest_2d(record_datas)
- p11 = __is_yesterday_open_limit_up(record_datas)
+ # 鏈�杩�5澶╂槸鍚﹁穼鍋�/鐐告澘
+ p11 = __is_latest_open_limit_up_or_limit_down(record_datas, 5)
# 30澶╁唴鏄惁鏈夋定鍋�
p12 = __has_limit_up(record_datas, 30)
@@ -476,15 +477,21 @@
return False, ''
-# 鏄ㄥぉ鏄惁鐐告澘
-def __is_yesterday_open_limit_up(datas):
+# 鏈�杩戝嚑澶╂槸鍚︽湁鐐告澘鎴栬穼鍋�
+def __is_latest_open_limit_up_or_limit_down(datas, day_count):
datas = copy.deepcopy(datas)
datas.sort(key=lambda x: x["bob"])
- item = datas[-1]
- limit_up_price = float(gpcode_manager.get_limit_up_price_by_preprice(item["pre_close"]))
- if abs(limit_up_price - item["high"]) < 0.001 and abs(limit_up_price - item["close"]) > 0.001:
- # 鐐告澘
- return True
+ items = datas[0-day_count]
+ for item in items:
+ limit_up_price = float(gpcode_manager.get_limit_up_price_by_preprice(item["pre_close"]))
+ if abs(limit_up_price - item["high"]) < 0.001 and abs(limit_up_price - item["close"]) > 0.001:
+ # 鐐告澘
+ return True
+ # 鏄惁鏈夎穼鍋�
+ limit_down_price = float(gpcode_manager.get_limit_down_price_by_preprice(item["pre_close"]))
+ if abs(limit_down_price - item["close"]) < 0.001:
+ # 璺屽仠
+ return True
return False
diff --git a/code_attribute/first_target_code_data_processor.py b/code_attribute/first_target_code_data_processor.py
index 544d9b7..b7db9e6 100644
--- a/code_attribute/first_target_code_data_processor.py
+++ b/code_attribute/first_target_code_data_processor.py
@@ -22,6 +22,8 @@
def process_first_codes_datas(dataList, request_id=None):
logger_l2_codes_subscript.info(f"{request_id}鍔犺浇l2浠ｇ爜鐩稿叧鏁版嵁")
print("棣栨澘浠ｇ爜鏁伴噺锛�", len(dataList))
+ # 鑾峰彇鏈�杩�5澶╃殑浜ゆ槗鏃ユ湡锛屼负鍚庨潰鐨勬暟鎹绠楀仛鍑嗗
+ HistoryKDatasUtils.get_latest_trading_date_cache(5)
limit_up_price_dict = {}
temp_codes = []
codes = []
diff --git a/code_attribute/gpcode_manager.py b/code_attribute/gpcode_manager.py
index 0bef2bf..5f119e3 100644
--- a/code_attribute/gpcode_manager.py
+++ b/code_attribute/gpcode_manager.py
@@ -763,6 +763,12 @@
return tool.to_price(decimal.Decimal(str(price)) * decimal.Decimal("1.1"))
+def get_limit_down_price_by_preprice(price):
+ if price is None:
+ return None
+ return tool.to_price(decimal.Decimal(str(price)) * decimal.Decimal("0.9"))
+
+
# 鑾峰彇璺屽仠浠�
def get_limit_down_price(code):
price = CodePrePriceManager.get_price_pre_cache(code)
diff --git a/l2/cancel_buy_strategy.py b/l2/cancel_buy_strategy.py
index f2c7814..c7f3ab8 100644
--- a/l2/cancel_buy_strategy.py
+++ b/l2/cancel_buy_strategy.py
@@ -35,6 +35,7 @@
SecondCancelBigNumComputer().set_real_place_order_index(code, index)
LCancelBigNumComputer().set_real_place_order_index(code, index, buy_single_index=buy_single_index)
HourCancelBigNumComputer().set_real_place_order_index(code, index, buy_single_index)
+ GCancelBigNumComputer().set_real_place_order_index(code, index)
class SecondCancelBigNumComputer:
@@ -686,7 +687,7 @@
code))
cancel_num += val['num'] * (data['re'] - left_count)
rate = round(cancel_num / total_num, 4)
- must_buy_cancel_rate = constant.H_CANCEL_RATE
+ must_buy_cancel_rate = constant.H_CANCEL_RATE
try:
temp_rate = gpcode_manager.MustBuyCodesManager().get_cancel_rate_cache(code)
if temp_rate:
@@ -834,7 +835,7 @@
if must_buy_cancel_rate is not None:
return must_buy_cancel_rate
except Exception as e:
- async_log_util.error(logger_l2_l_cancel,str(e))
+ async_log_util.error(logger_l2_l_cancel, str(e))
base_rate = constant.L_CANCEL_RATE
if is_up:
@@ -913,8 +914,6 @@
__near_by_trade_progress_index_cache = {}
__SecondCancelBigNumComputer = SecondCancelBigNumComputer()
-
-
__last_l_up_compute_info = {}
@@ -1286,8 +1285,11 @@
watch_indexes = set([int(i) for i in watch_indexes_info[2]])
# 璁＄畻鐩戝惉鐨勬�绘潯鏁�
total_num = 0
+ max_num = 0
for wi in watch_indexes:
total_num += total_data[wi]["val"]["num"] * total_data[wi]["re"]
+ if total_data[wi]["val"]["num"] > max_num:
+ max_num = total_data[wi]["val"]["num"]
# 鍒ゆ柇鎾ゅ崟涓槸鍚︽湁鐩戝惉涓殑绱㈠紩
need_compute = False
for i in range(start_index, end_index + 1):
@@ -1324,6 +1326,9 @@
rate = round(canceled_num / total_num, 3)
thresh_hold_rate = LCancelRateManager.get_cancel_rate(code)
+ # 闄ゅ紑鏈�澶у崟鐨勫奖鍝嶆潈閲�
+ temp_thresh_hold_rate = round((total_num - max_num)*0.9/total_num, 2)
+ thresh_hold_rate = min(thresh_hold_rate, temp_thresh_hold_rate)
l2_log.l_cancel_debug(code, f"璁＄畻鑼冨洿锛歿start_index}-{end_index},宸叉挙鍗曟瘮渚嬶細{rate}/{thresh_hold_rate}")
if rate >= thresh_hold_rate:
canceled_indexes.sort()
@@ -1452,7 +1457,7 @@
def need_cancel(self, code, buy_exec_index, start_index, end_index, total_data, is_first_code):
if buy_exec_index is None:
- return False, "灏氭湭鎵惧埌涓嬪崟浣嶇疆", ""
+ return False, None, "灏氭湭鎵惧埌涓嬪崟浣嶇疆"
# 瀹堟姢S鎾や互澶栫殑鏁版嵁
if int(tool.get_now_time_str().replace(":", "")) > int("145700") and not constant.TEST:
return False, None, ""
@@ -1666,38 +1671,52 @@
# ---------------------------------G鎾�-------------------------------
class GCancelBigNumComputer:
- __SecondCancelBigNumComputer = SecondCancelBigNumComputer()
+ __real_place_order_index_dict = {}
+ __instance = None
- # 寮�濮嬫挙鍗�
- def start_cancel(self, code, buy_no, total_datas, m_val_num):
- # TODO 鏆傛椂娉ㄩ噴鎺塆鎾�
- return False, "鏆傛椂涓嶆墽琛孏鎾�"
- thresh_num = int(m_val_num * 1)
- place_order_index = self.__SecondCancelBigNumComputer.get_real_place_order_index_cache(code)
- if place_order_index is None:
- raise Exception("鏈幏鍙栧埌涓嬪崟鐪熷疄浣嶇疆")
- buy_data = buy_order_no_map.get(buy_no)
- if not buy_data:
- raise Exception(f"灏氭湭鑾峰彇鍒版挙涔板崟璇︽儏鏁版嵁: order_no:{buy_no} map鏁伴噺锛歿len(buy_order_no_map)}")
- # 浠庢垚浜や綅缃埌涓嬪崟浣嶇疆璁＄畻m鍊�
- transaction_index = buy_data["index"]
- need_cancel = True
- buy_nums = 0
- for index in range(transaction_index + 1, place_order_index):
- data = total_datas[index]
- if L2DataUtil.is_limit_up_price_buy(data["val"]):
- # 鑾峰彇鏄惁鍦ㄤ拱鍏ユ墽琛屼俊鍙峰懆鍥�2s
- left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(code, index,
- total_datas,
- local_today_canceled_buyno_map.get(
- code))
- if left_count > 0:
- buy_nums += left_count * data["val"]["num"]
- if buy_nums > thresh_num:
- break
- if buy_nums > thresh_num:
- need_cancel = False
- return need_cancel, f"鎴愪氦杩涘害浣�({transaction_index})-鐪熷疄涓嬪崟浣�({place_order_index}) 绾拱鎵嬫暟:{buy_nums}/1.8鍊峬鍊兼墜鏁�:{thresh_num}"
+ def __new__(cls, *args, **kwargs):
+ if not cls.__instance:
+ cls.__instance = super(GCancelBigNumComputer, cls).__new__(cls, *args, **kwargs)
+ return cls.__instance
+
+ def set_real_place_order_index(self, code, index):
+ self.__real_place_order_index_dict[code] = index
+
+ def clear(self, code=None):
+ if code:
+ if code in self.__real_place_order_index_dict:
+ self.__real_place_order_index_dict.pop(code)
+ else:
+ self.__real_place_order_index_dict.clear()
+
+ def need_cancel(self, code, buy_exec_index, start_index, end_index):
+ if code not in self.__real_place_order_index_dict:
+ return False, None, "娌℃湁鎵惧埌鐪熷疄涓嬪崟浣�"
+ real_place_order_index = self.__real_place_order_index_dict.get(code)
+ total_datas = local_today_datas.get(code)
+ # 30s鍐呮湁鏁�
+ if tool.trade_time_sub(total_datas[end_index]["val"]["time"], total_datas[buy_exec_index]["val"]["time"]) > 30:
+ return False, None, "涓嬪崟30s鍐呮墠鐢熸晥"
+
+ for i in range(start_index, end_index + 1):
+ data = total_datas[i]
+ val = data["val"]
+ if not L2DataUtil.is_limit_up_price_buy_cancel(val):
+ continue
+ if val["num"] * float(val["price"]) < 30000:
+ continue
+ buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data_v2(data,
+ local_today_buyno_map.get(
+ code))
+ if buy_index is not None and buy_index < real_place_order_index:
+ return True, data, ""
+ return False, None, ""
+
+ def place_order_success(self, code):
+ self.clear(code)
+
+ def cancel_success(self, code):
+ self.clear(code)
# ---------------------------------鐙嫍鎾�-------------------------------
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index 550d20f..e708f6e 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -12,7 +12,8 @@
from l2.l2_sell_manager import L2MarketSellManager, L2LimitUpSellManager
from l2.transaction_progress import TradeBuyQueue
from log_module import async_log_util, log_export
-from third_data import kpl_data_manager, block_info
+from third_data import kpl_data_manager, block_info, history_k_data_util
+from third_data.history_k_data_util import HistoryKDatasUtils
from utils import global_util, ths_industry_util, tool
import l2_data_util
from db import redis_manager_delegate as redis_manager
@@ -22,7 +23,7 @@
from l2 import l2_data_manager, l2_log, l2_data_source_util, code_price_manager, \
transaction_progress, cancel_buy_strategy, l2_data_log
from l2.cancel_buy_strategy import SecondCancelBigNumComputer, HourCancelBigNumComputer, DCancelBigNumComputer, \
- LCancelBigNumComputer, LatestCancelIndexManager, FastCancelBigNumComputer, LCancelRateManager
+ LCancelBigNumComputer, LatestCancelIndexManager, FastCancelBigNumComputer, LCancelRateManager, GCancelBigNumComputer
from l2.l2_data_manager import L2DataException, OrderBeginPosInfo
from l2.l2_data_util import local_today_datas, L2DataUtil, local_today_num_operate_map, local_today_buyno_map, \
local_latest_datas, local_today_canceled_buyno_map
@@ -221,6 +222,7 @@
__SecondCancelBigNumComputer = SecondCancelBigNumComputer()
__HourCancelBigNumComputer = HourCancelBigNumComputer()
__LCancelBigNumComputer = LCancelBigNumComputer()
+ __GCancelBigNumComputer = GCancelBigNumComputer()
__TradeStateManager = trade_manager.TradeStateManager()
__CodesTradeStateManager = trade_manager.CodesTradeStateManager()
__PauseBuyCodesManager = gpcode_manager.PauseBuyCodesManager()
@@ -557,6 +559,25 @@
pass
return None, ""
+ # G鎾�
+ def g_cancel(_buy_single_index, _buy_exec_index):
+ try:
+ b_need_cancel, b_cancel_data, extra_msg = cls.__GCancelBigNumComputer.need_cancel(code,
+ _buy_exec_index,
+ start_index,
+ end_index)
+ if b_need_cancel and b_cancel_data:
+ return b_cancel_data, f"G鎾�({extra_msg})"
+ except Exception as e:
+ async_log_util.error(logger_l2_error,
+ f"G鎾ゅ嚭閿� 鍙傛暟锛歜uy_single_index-{_buy_single_index} buy_exec_index-{_buy_exec_index} 閿欒鍘熷洜锛歿str(e)}")
+ # logger_l2_error.exception(e)
+ async_log_util.exception(logger_l2_error, e)
+ finally:
+ # l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time, "宸蹭笅鍗�-L鎾ゅぇ鍗曡绠�")
+ pass
+ return None, ""
+
if start_index < 0:
start_index = 0
@@ -573,6 +594,9 @@
cancel_data, cancel_msg = None, ""
if order_begin_pos.mode == OrderBeginPosInfo.MODE_FAST:
cancel_data, cancel_msg = f_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
+
+ if not cancel_data:
+ cancel_data, cancel_msg = g_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
# 渚濇澶勭悊
if not cancel_data:
@@ -942,8 +966,6 @@
# if cls.__TradeTargetCodeModeManager.get_mode_cache() == TradeTargetCodeModeManager.MODE_ONLY_BUY_WANT_CODES:
# return False, True, f"鍙拱鎯充拱鍗曚腑鐨勪唬鐮�"
- if HighIncreaseCodeManager().is_in(code):
- return False, True, f"娑ㄥ箙杩囬珮锛�5澶╁唴3娆℃定鍋�"
return cls.can_buy_first(code, limit_up_price)
# else:
# return True, False, "鍦ㄦ兂涔板悕鍗曚腑"
@@ -980,15 +1002,29 @@
if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < 0.6:
return False, True, f"鑲′环鍒涙柊楂樻垨鑰呴�艰繎鍓嶉珮涓�30澶╁唴鏈夋定鍋�,褰撴棩閲忔瘮({cls.volume_rate_info[code][0]})灏忎簬0.6"
- # 鍓嶄竴澶╃偢鏉夸箣鍚庯紝浠婃棩10:00涔嬪墠鎵嶈兘涓嬪崟
+ # 涓�5涓氦鏄撴棩鏈夌偢鏉�/璺屽仠涔嬪悗
if k_format and len(k_format) >= 11 and k_format[10]:
- if now_timestamp > int("100000"):
- return False, True, f"涓婁釜浜ゆ槗鏃ョ偢鏉�,褰撴棩10鐐逛互鍚庝笉涓嬪崟"
+ if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < 0.6:
+ return False, True, f"涓�5涓氦鏄撴棩鐐告澘/璺屽仠,閲忔湭杈惧埌60%({cls.volume_rate_info[code][0]})"
+
+ # 鑾峰彇閲忕殑鍙傝�冩棩鏈�
+ if code in global_util.max60_volumn:
+ day = global_util.max60_volumn[code][1]
+ if day in HistoryKDatasUtils.get_latest_trading_date_cache(5):
+ if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < 0.6:
+ return False, True, f"鍙傝�冮噺鍦ㄦ渶杩�5澶�,閲忔湭杈惧埌60%({cls.volume_rate_info[code][0]})"
+
+ zyltgb = global_util.zyltgb_map.get(code)
+ if zyltgb >= 40 * 100000000:
+ return False, True, f"40浜夸互涓婄殑閮戒笉涔帮紙{zyltgb}锛�"
+
+ if HighIncreaseCodeManager().is_in(code):
+ if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < 0.8:
+ return False, True, f"5澶╁唴3娆℃定鍋滐紝閲忔湭杈惧埌80%锛坽cls.volume_rate_info[code][0]}锛�"
msg_list = []
- if can_buy_result[3] and now_timestamp <= int("094000"):
+ if now_timestamp <= int("094000"):
msg_list.append("寮哄娍10鍒嗛挓")
- zyltgb = global_util.zyltgb_map.get(code)
# 鐙嫍
if not can_buy_result[0] and can_buy_result[1]:
msg_list.append("鐙嫍")
@@ -1019,7 +1055,6 @@
return True, False, can_buy_result[2]
return True, False, can_buy_result[2]
else:
- zyltgb = global_util.zyltgb_map.get(code)
# 闈炲己鍔�10鍒嗛挓鍙拱涓荤嚎
if not can_buy_result[0] and can_buy_result[1]:
return False, True, f"闈炲己鍔�10鍒嗛挓锛岀嫭鑻椾笉涓嬪崟"
diff --git a/server.py b/server.py
index 455701d..211b373 100644
--- a/server.py
+++ b/server.py
@@ -593,7 +593,7 @@
day = tool.get_now_date_str()
data_dict = {}
for i in range(0, 2):
- day = HistoryKDatasUtils.get_previous_trading_date(day)
+ day = HistoryKDatasUtils.get_previous_trading_date_cache(day)
data_list = list(block_info.KPLLimitUpDataRecordManager.list_all(day))
codes_set = set()
if data_list:
diff --git a/test/test_code_attribute.py b/test/test_code_attribute.py
index 26689ca..e3732e7 100644
--- a/test/test_code_attribute.py
+++ b/test/test_code_attribute.py
@@ -10,15 +10,21 @@
if __name__ == "__main__":
- code_str = "603178"
+ code_str = "002861"
codes = code_str.split(",")
for code in codes:
if not tool.is_shsz_code(code):
continue
try:
- datas = init_data_util.get_volumns_by_code(code, 120)
- result = is_too_high(datas)
- if result:
- print(code, result)
+ limit_up_price = 16.96
+ volumes_data = init_data_util.get_volumns_by_code(code, 150)
+ volumes_data = volumes_data[1:]
+ volumes = init_data_util.parse_max_volume(volumes_data[:90],
+ code_nature_analyse.is_new_top(
+ limit_up_price,
+ volumes_data[:90]) or code_nature_analyse.is_near_top(
+ limit_up_price,
+ volumes_data[:90]))
+ print(volumes)
except:
print(code, "鍑洪敊")
diff --git a/third_data/block_info.py b/third_data/block_info.py
index 7682066..b492143 100644
--- a/third_data/block_info.py
+++ b/third_data/block_info.py
@@ -69,7 +69,7 @@
if now_day in __blocks_dict:
return __blocks_dict[now_day]
now_date = datetime.datetime.now()
- end_date = HistoryKDatasUtils.get_previous_trading_date(tool.get_now_date_str())
+ end_date = HistoryKDatasUtils.get_previous_trading_date_cache(tool.get_now_date_str())
start_date = now_date - datetime.timedelta(days=(day_count * 2 + 10))
start_date = start_date.strftime("%Y-%m-%d")
days = HistoryKDatasUtils.get_trading_dates(start_date, end_date)
diff --git a/third_data/history_k_data_util.py b/third_data/history_k_data_util.py
index bfc77b7..26208f5 100644
--- a/third_data/history_k_data_util.py
+++ b/third_data/history_k_data_util.py
@@ -11,6 +11,8 @@
from db.redis_manager_delegate import RedisUtils
from utils import tool, middle_api_protocol
from db import redis_manager_delegate as redis_manager
+
+
# import gm.api as gmapi
@@ -194,7 +196,8 @@
class HistoryKDatasUtils(object):
- __previous_trading_date_cache={}
+ __previous_trading_date_cache = {}
+ __latest_trading_date_cache = {}
@classmethod
def get_gp_latest_info(cls, codes, fields=None):
@@ -221,6 +224,26 @@
if fdata:
cls.__previous_trading_date_cache[date] = fdata
return fdata
+
+ # 鑾峰彇鏈�杩戠殑浜ゆ槗鏃�
+ @classmethod
+ def get_latest_trading_date(cls, day_count):
+ now_day = tool.get_now_date_str()
+ days = []
+ for i in range(day_count):
+ pday = cls.get_previous_trading_date_cache(now_day)
+ days.append(pday)
+ now_day = pday
+ return days
+
+ @classmethod
+ def get_latest_trading_date_cache(cls, day_count):
+ key = f"{tool.get_now_date_str()}-{day_count}"
+ if key in cls.__latest_trading_date_cache:
+ return cls.__latest_trading_date_cache[key]
+ days = cls.get_latest_trading_date(day_count)
+ cls.__latest_trading_date_cache[key] = days
+ return days
# 杩斿洖鎸囧畾鏃ユ湡鐨勪笅涓氦鏄撴棩
@classmethod
@@ -285,4 +308,9 @@
if __name__ == "__main__":
constant.JUEJIN_LOCAL_API = False
- print(HistoryKDatasUtils.get_lowest_price_rate("000725", 30))
+ print(tool.get_now_time_str())
+ print(HistoryKDatasUtils.get_latest_trading_date(5))
+ print(tool.get_now_time_str())
+ print(HistoryKDatasUtils.get_latest_trading_date(5))
+ print(tool.get_now_time_str())
+ print(HistoryKDatasUtils.get_latest_trading_date(5))
diff --git a/trade/huaxin/huaxin_trade_server.py b/trade/huaxin/huaxin_trade_server.py
index c2a737c..05e4d07 100644
--- a/trade/huaxin/huaxin_trade_server.py
+++ b/trade/huaxin/huaxin_trade_server.py
@@ -464,18 +464,6 @@
if limit_up_price:
rate = round(total_deal_nums / (thresh_hold_money // (float(limit_up_price) * 100)), 2)
LCancelRateManager().set_big_num_deal_rate(code, rate)
- try:
- need_cancel, msg = cls.__GCancelBigNumComputer.start_cancel(code, f"{order_no}",
- l2_data_util.local_today_datas.get(
- code), m_val_num)
- if need_cancel:
- # 闇�瑕佹挙鍗�
- l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, "G鎾ゆ挙鍗�", "G鎾�")
- async_log_util.info(logger_l2_g_cancel, f"{code}-闇�瑕佹挙鍗曪細{msg}")
- else:
- async_log_util.info(logger_l2_g_cancel, f"{code}-涓嶉渶瑕佹挙鍗曪細{msg}")
- except Exception as e:
- async_log_util.error(logger_l2_g_cancel, f"{code}-鎾ゅ崟寮傚父锛歿str(e)}")
@classmethod
def test_sell(cls):
diff --git a/trade/trade_result_manager.py b/trade/trade_result_manager.py
index efeca7e..f36a3c3 100644
--- a/trade/trade_result_manager.py
+++ b/trade/trade_result_manager.py
@@ -3,7 +3,7 @@
from l2 import l2_data_manager
from l2.cancel_buy_strategy import HourCancelBigNumComputer, SecondCancelBigNumComputer, \
- LCancelBigNumComputer, DCancelBigNumComputer, FastCancelBigNumComputer
+ LCancelBigNumComputer, DCancelBigNumComputer, FastCancelBigNumComputer, GCancelBigNumComputer
from l2.l2_data_manager import OrderBeginPosInfo
from l2.l2_data_util import local_today_datas, local_today_num_operate_map
from l2.l2_sell_manager import L2MarketSellManager
@@ -29,6 +29,7 @@
SecondCancelBigNumComputer().cancel_success(code)
DCancelBigNumComputer().cancel_success(code)
LCancelBigNumComputer().cancel_success(code)
+ GCancelBigNumComputer().cancel_success(code)
# dask.compute(f1, f2, f5, f6, f7, f8)
@@ -67,6 +68,13 @@
logging.exception(e)
logger_l2_error.exception(e)
+ def g_cancel(code):
+ try:
+ GCancelBigNumComputer().place_order_success(code)
+ except Exception as e:
+ logging.exception(e)
+ logger_l2_error.exception(e)
+
order_begin_pos = tradePointManager.get_buy_compute_start_data_cache(
code)
@@ -75,6 +83,7 @@
# H鎾ゆ殏鏃朵笉鐢熸晥
h_cancel(code, order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
l_cancel(code)
+ g_cancel(code)
if order_begin_pos.mode == OrderBeginPosInfo.MODE_FAST:
f_cancel(code)
# 璁板綍鍗栫洏缁熻鏃堕棿琚敤
@@ -92,6 +101,7 @@
DCancelBigNumComputer().cancel_success(code)
LCancelBigNumComputer().cancel_success(code)
FastCancelBigNumComputer().cancel_success(code)
+ GCancelBigNumComputer().cancel_success(code)
if __name__ == "__main__":
--
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