From 89e49e197ec232fc6ae99c22b8ffb2be64108ee4 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 19 八月 2025 12:17:22 +0800
Subject: [PATCH] 接口优化
---
cancel_strategy/s_l_h_cancel_strategy.py | 101 +++++++++++++++++++++++++-------------------------
1 files changed, 50 insertions(+), 51 deletions(-)
diff --git a/cancel_strategy/s_l_h_cancel_strategy.py b/cancel_strategy/s_l_h_cancel_strategy.py
index 9f28fa1..16ce320 100644
--- a/cancel_strategy/s_l_h_cancel_strategy.py
+++ b/cancel_strategy/s_l_h_cancel_strategy.py
@@ -610,13 +610,12 @@
# threshold_rate = max(threshold_rate, 0.79)
threshold_rate = constant.L_CANCEL_RATE
if constant.CAN_AUTO_L_DOWN_RATE_CHANGE:
- # TODO 鏈�闀挎定鍋滄椂闂磋秴杩�1鍒嗛挓
try:
if MaxPriceInfoManager().get_max_limit_up_time(code) > 60:
deal_big_order_info = radical_buy_data_manager.get_total_deal_big_order_info(code,
gpcode_manager.get_limit_up_price_as_num(
code))
- if deal_big_order_info:
+ if deal_big_order_info and deal_big_order_info[5]>5000e4:
temp_rate = round(deal_big_order_info[1] / deal_big_order_info[5], 2)
threshold_rate = min(max(temp_rate, 0.3), 0.9)
except:
@@ -2111,55 +2110,55 @@
not_deal_indexes]
return all_money_list, deal_money_list, canceled_money_list, not_deal_money_list
- def statistic_total_big_order_info(self, code):
- """
- 缁熻L鍚庣殑澶у崟淇℃伅
- @param code:
- @return: 鍥婃嫭閲戦鍒楄〃, 鎴愪氦閲戦鍒楄〃, 鎾ゅ崟閲戦鍒楄〃, 寰呮垚浜ゅ垪琛�
- """
- trade_index, is_default = TradeBuyQueue().get_traded_index(code)
- if trade_index is None:
- trade_index = 0
- real_place_order_index_info = self.__real_place_order_index_dict.get(code)
- if not real_place_order_index_info:
- return None
- total_datas = local_today_datas.get(code)
- # 缁熻鍥婃嫭锛屽凡鎴愶紝宸叉挙锛屽緟鎴愪氦
- all_indexes = set()
- deal_indexes = set()
- canceled_indexes = set()
- not_deal_indexes = set()
- big_money_threshold = l2_data_util.get_big_money_val(gpcode_manager.get_limit_up_price_as_num(code), tool.is_ge_code(code))
- big_num_threshold = int(big_money_threshold/gpcode_manager.get_limit_up_price_as_num(code)/100)
- for index in range(0,total_datas[-1]):
- data = total_datas[index]
- val = data["val"]
- if val['num']<big_num_threshold:
- continue
- if not L2DataUtil.is_limit_up_price_buy(val):
- continue
- all_indexes.add(index)
- 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:
- canceled_indexes.add(index)
- continue
- if index < trade_index:
- deal_indexes.add(index)
- continue
- not_deal_indexes.add(index)
- all_money_list = [int(float(total_datas[x]['val']['price'] * total_datas[x]['val']['num'] * 100)) for x in
- all_indexes]
- deal_money_list = [int(float(total_datas[x]['val']['price'] * total_datas[x]['val']['num'] * 100)) for x in
- deal_indexes]
- canceled_money_list = [int(float(total_datas[x]['val']['price'] * total_datas[x]['val']['num'] * 100)) for x in
- canceled_indexes]
- not_deal_money_list = [int(float(total_datas[x]['val']['price'] * total_datas[x]['val']['num'] * 100)) for x in
- not_deal_indexes]
- return all_money_list, deal_money_list, canceled_money_list, not_deal_money_list
+ # def statistic_total_big_order_info(self, code):
+ # """
+ # 缁熻L鍚庣殑澶у崟淇℃伅
+ # @param code:
+ # @return: 鍥婃嫭閲戦鍒楄〃, 鎴愪氦閲戦鍒楄〃, 鎾ゅ崟閲戦鍒楄〃, 寰呮垚浜ゅ垪琛�
+ # """
+ # trade_index, is_default = TradeBuyQueue().get_traded_index(code)
+ # if trade_index is None:
+ # trade_index = 0
+ # real_place_order_index_info = self.__real_place_order_index_dict.get(code)
+ # if not real_place_order_index_info:
+ # return None
+ # total_datas = local_today_datas.get(code)
+ # # 缁熻鍥婃嫭锛屽凡鎴愶紝宸叉挙锛屽緟鎴愪氦
+ # all_indexes = set()
+ # deal_indexes = set()
+ # canceled_indexes = set()
+ # not_deal_indexes = set()
+ # big_money_threshold = l2_data_util.get_big_money_val(gpcode_manager.get_limit_up_price_as_num(code), tool.is_ge_code(code))
+ # big_num_threshold = int(big_money_threshold/gpcode_manager.get_limit_up_price_as_num(code)/100)
+ # for index in range(0,total_datas[-1]):
+ # data = total_datas[index]
+ # val = data["val"]
+ # if val['num']<big_num_threshold:
+ # continue
+ # if not L2DataUtil.is_limit_up_price_buy(val):
+ # continue
+ # all_indexes.add(index)
+ # 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:
+ # canceled_indexes.add(index)
+ # continue
+ # if index < trade_index:
+ # deal_indexes.add(index)
+ # continue
+ # not_deal_indexes.add(index)
+ # all_money_list = [int(float(total_datas[x]['val']['price'] * total_datas[x]['val']['num'] * 100)) for x in
+ # all_indexes]
+ # deal_money_list = [int(float(total_datas[x]['val']['price'] * total_datas[x]['val']['num'] * 100)) for x in
+ # deal_indexes]
+ # canceled_money_list = [int(float(total_datas[x]['val']['price'] * total_datas[x]['val']['num'] * 100)) for x in
+ # canceled_indexes]
+ # not_deal_money_list = [int(float(total_datas[x]['val']['price'] * total_datas[x]['val']['num'] * 100)) for x in
+ # not_deal_indexes]
+ # return all_money_list, deal_money_list, canceled_money_list, not_deal_money_list
def statistic_l_down_watch_indexes_info(self, code):
"""
--
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