From 92cb2dd75ea37b64b174f42ddd0b5b17d6a4634a Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 16 二月 2023 16:04:11 +0800
Subject: [PATCH] H撤策略优化，新增热门板块爬取，新增windows截图工具
---
l2/l2_data_manager_new.py | 47 +++++++++++++++++++++++------------------------
1 files changed, 23 insertions(+), 24 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index 3d741bc..6ef1ca8 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -16,7 +16,7 @@
import tool
from trade import trade_data_manager, trade_manager, trade_queue_manager, l2_trade_factor, l2_trade_util, \
trade_result_manager
-from l2 import safe_count_manager, l2_data_manager, l2_data_log, l2_log
+from l2 import safe_count_manager, l2_data_manager, l2_data_log, l2_log, l2_data_source_util
from l2.cancel_buy_strategy import SecondCancelBigNumComputer, HourCancelBigNumComputer, L2LimitUpMoneyStatisticUtil, \
L2LimitUpSellStatisticUtil
from l2.l2_data_manager import L2DataException, TradePointManager
@@ -121,8 +121,9 @@
# 濡傛灉鏄定鍋滀拱鎾や俊鍙烽渶瑕佺湅鏁版嵁浣嶇疆鏄惁姣斿紑濮嬪鐞嗘椂闂存棭
if L2DataUtil.is_limit_up_price_buy_cancel(data["val"]):
# 鑾峰彇涔板叆淇″彿
- buy_index, buy_data = l2_data_util.get_buy_data_with_cancel_data(total_datas[i],
- local_today_num_operate_map.get(code))
+ buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data(code, total_datas[i],
+ local_today_num_operate_map.get(
+ code))
if buy_index is not None and buy_index < begin_pos:
continue
@@ -152,7 +153,6 @@
class L2TradeDataProcessor:
unreal_buy_dict = {}
- random_key = {}
l2BigNumForMProcessor = L2BigNumForMProcessor()
__codeActualPriceProcessor = CodeActualPriceProcessor()
buy1PriceManager = trade_queue_manager.Buy1PriceManager()
@@ -164,8 +164,7 @@
# 鏁版嵁澶勭悊鍏ュ彛
# datas: 鏈鎴浘鏁版嵁
# capture_timestamp:鎴浘鏃堕棿鎴�
- def process(cls, code, datas, capture_timestamp, do_id):
- cls.random_key[code] = do_id
+ def process(cls, code, datas, capture_timestamp):
__start_time = round(t.time() * 1000)
try:
if len(datas) > 0:
@@ -189,7 +188,7 @@
finally:
# 淇濆瓨鏁版嵁
__start_time = round(t.time() * 1000)
- l2.l2_data_util.save_l2_data(code, datas, add_datas, cls.random_key[code])
+ l2.l2_data_util.save_l2_data(code, datas, add_datas)
__start_time = l2_data_log.l2_time(code,
round(t.time() * 1000) - __start_time,
"淇濆瓨鏁版嵁鏃堕棿锛坽}锛�".format(len(add_datas)))
@@ -204,7 +203,7 @@
print(id(local_today_datas))
# 鎷兼帴鏁版嵁
local_today_datas[code].extend(add_datas)
- l2.l2_data_util.load_num_operate_map(l2.l2_data_util.local_today_num_operate_map, code, add_datas)
+ l2.l2_data_util.load_num_operate_map(local_today_num_operate_map, code, add_datas)
# 绗�1鏉℃暟鎹槸鍚︿负09:30:00
if add_datas[0]["val"]["time"] == "09:30:00":
@@ -291,12 +290,14 @@
def buy_1_cancel():
_start_time = round(t.time() * 1000)
# 鎾ゅ崟璁＄畻,鍙湅涔�1
- cancel_data, cancel_msg = L2LimitUpMoneyStatisticUtil.process_data(cls.random_key[code], code, start_index,
+ cancel_data, cancel_msg = L2LimitUpMoneyStatisticUtil.process_data(code, start_index,
end_index,
buy_single_index, buy_exec_index)
l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time,
"宸蹭笅鍗�-涔�1缁熻鑰楁椂")
+ if constant.TEST:
+ return None, ""
return cancel_data, cancel_msg
# S鎾�
@@ -307,8 +308,7 @@
try:
b_need_cancel, b_cancel_data = SecondCancelBigNumComputer.need_cancel(code, buy_single_index,
buy_exec_index, start_index,
- end_index, total_data,
- cls.random_key[code])
+ end_index, total_data)
if b_need_cancel:
return b_cancel_data, "S澶у崟鎾ら攢姣斾緥瑙﹀彂闃堝��"
except Exception as e:
@@ -324,9 +324,8 @@
_start_time = round(t.time() * 1000)
try:
b_need_cancel, b_cancel_data = HourCancelBigNumComputer.need_cancel(code, buy_exec_index, start_index,
- end_index, total_data,
- cls.random_key[code])
- if b_need_cancel and not cancel_data:
+ end_index, total_data, local_today_num_operate_map.get(code))
+ if b_need_cancel and b_cancel_data:
return b_cancel_data, "H鎾ら攢姣斾緥瑙﹀彂闃堝��"
except Exception as e:
logging.exception(e)
@@ -340,7 +339,7 @@
_start_time = round(t.time() * 1000)
# 缁熻鏉夸笂鍗�
try:
- cancel_data, cancel_msg = L2LimitUpSellStatisticUtil.process(cls.random_key[code], code, start_index,
+ cancel_data, cancel_msg = L2LimitUpSellStatisticUtil.process(code, start_index,
end_index,
buy_exec_index)
return cancel_data, cancel_msg
@@ -714,7 +713,7 @@
f2 = dask.delayed(limit_up_time_manager.save_limit_up_time)(code, total_datas[compute_index]["val"]["time"])
f3 = dask.delayed(cls.__virtual_buy)(code, buy_single_index, compute_index, capture_time)
f4 = dask.delayed(l2_data_manager.TradePointManager.delete_buy_cancel_point)(code)
- f5 = dask.delayed(L2LimitUpMoneyStatisticUtil.process_data)(cls.random_key[code], code, buy_single_index,
+ f5 = dask.delayed(L2LimitUpMoneyStatisticUtil.process_data)(code, buy_single_index,
compute_index,
buy_single_index,
buy_exec_index, False)
@@ -744,7 +743,7 @@
need_cancel, cancel_data = SecondCancelBigNumComputer.need_cancel(code, buy_single_index,
compute_index,
buy_single_index, compute_index,
- total_datas, cls.random_key[code],
+ total_datas,
True)
_start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time,
"S绾уぇ鍗曞鐞嗚�楁椂", force=True)
@@ -758,7 +757,7 @@
cls.__buy(code, capture_time, total_datas[compute_index], compute_index)
else:
SecondCancelBigNumComputer.need_cancel(code, buy_single_index, compute_index, buy_single_index,
- compute_index, total_datas, cls.random_key[code], False)
+ compute_index, total_datas, False)
_start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time,
"S绾уぇ鍗曞鐞嗚�楁椂", force=True)
@@ -927,9 +926,9 @@
# 鍙粺璁�59涓囦互涓婄殑閲戦
# 娑ㄥ仠涔版挙
# 鍒ゆ柇涔板叆浣嶇疆鏄惁鍦ㄤ拱鍏ヤ俊鍙蜂箣鍓�
- buy_index, buy_data = l2_data_util.get_buy_data_with_cancel_data(total_datas[i],
- local_today_num_operate_map.get(
- code))
+ buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data(code, total_datas[i],
+ local_today_num_operate_map.get(
+ code))
if buy_index is not None:
# 鎵惧埌涔版挙鏁版嵁鐨勪拱鍏ョ偣
if buy_index >= buy_single_index:
@@ -940,7 +939,7 @@
l2_log.buy_debug(code, "{}鏁版嵁鍦ㄤ拱鍏ヤ俊鍙蜂箣鍚� 鎾や拱绾拱鎵嬫暟锛歿} 鐩爣鎵嬫暟锛歿}", i, buy_nums, threshold_num)
else:
l2_log.buy_debug(code, "{}鏁版嵁鍦ㄤ拱鍏ヤ俊鍙蜂箣鍓嶏紝涔板叆浣嶏細{}", i, buy_index)
- if total_datas[buy_single_index]["val"]["time"] == buy_data["val"]["time"]:
+ if total_datas[buy_single_index]["val"]["time"] == total_datas[buy_index]["val"]["time"]:
# 鍚屼竴绉�,褰撲綔涔板叆淇″彿涔嬪悗澶勭悊
buy_nums -= int(_val["num"]) * int(data["re"])
buy_count -= int(data["re"])
@@ -1102,9 +1101,9 @@
cls.random_key[code] = random.randint(0, 100000)
buy_single_begin_index, buy_exec_index = 426, 479
- L2LimitUpMoneyStatisticUtil.process_data(cls.random_key[code], code, 480, 519,
+ L2LimitUpMoneyStatisticUtil.process_data(code, 480, 519,
buy_single_begin_index, buy_exec_index, False)
- L2LimitUpMoneyStatisticUtil.process_data(cls.random_key[code], code, 480, 519,
+ L2LimitUpMoneyStatisticUtil.process_data(code, 480, 519,
buy_single_begin_index, buy_exec_index, False)
@classmethod
--
Gitblit v1.8.0