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
---
l2/l2_data_manager_new.py | 55 +++++++++++++++++++++++++++++++++++++++++++++----------
1 files changed, 45 insertions(+), 10 deletions(-)
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"
--
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