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/transaction_progress.py | 54 ++++++++++++++++++++++++++++++------------------------
1 files changed, 30 insertions(+), 24 deletions(-)
diff --git a/l2/transaction_progress.py b/l2/transaction_progress.py
index df52f47..81c0449 100644
--- a/l2/transaction_progress.py
+++ b/l2/transaction_progress.py
@@ -10,7 +10,7 @@
from db import redis_manager
import tool
import l2.l2_data_util
-from log import logger_l2_trade_buy_queue
+from log import logger_l2_trade_buy_queue, logger_l2_trade_buy_progress
class TradeBuyQueue:
@@ -55,7 +55,9 @@
def __get_latest_not_limit_up_time(self, code):
key = "latest_not_limit_up_time-{}".format(code)
- self.__getRedis().get(key)
+ if not constant.TEST:
+ return self.__getRedis().get(key)
+ return None
# 淇濆瓨鏁版嵁,杩斿洖淇濆瓨鏁版嵁鐨勬潯鏁�
def save(self, code, limit_up_price, buy_1_price, buy_1_time, queues):
@@ -80,21 +82,17 @@
return num_list
# 淇濆瓨鎴愪氦绱㈠紩
- def compute_traded_index(self, code, buy1_price, buyQueueBig):
+ def compute_traded_index(self, code, buy1_price, buyQueueBig, exec_time=None):
total_datas = l2.l2_data_util.local_today_datas.get(code)
today_num_operate_map = l2.l2_data_util.local_today_num_operate_map.get(code)
index = None
- for i in range(0, len(buyQueueBig)):
- buyQueueBigTemp = buyQueueBig[i:]
- if i > 0 and len(buyQueueBigTemp) < 2:
- # 宸茬粡鎵ц杩囦竴娆★紝涓旀暟鎹噺灏忎簬2鏉″氨缁堟璁＄畻
- break
-
+ if True:
+ buyQueueBigTemp = buyQueueBig
last_index, is_default = self.get_traded_index(code)
-
c_last_index = 0
if not is_default and last_index is not None:
c_last_index = last_index
+ latest_not_limit_up_time = self.__get_latest_not_limit_up_time(code)
# 濡傛灉鏄�3涓�/4涓暟鎹壘涓嶅埌灏辫皟鏁撮『搴�
fbuyQueueBigTempList = []
if 3 <= len(buyQueueBigTemp) <= 4:
@@ -105,33 +103,41 @@
fbuyQueueBigTempList.insert(0, buyQueueBigTemp)
for temp in fbuyQueueBigTempList:
try:
- index = l2.l2_data_util.L2TradeQueueUtils.find_traded_progress_index(buy1_price, total_datas,
+ index = l2.l2_data_util.L2TradeQueueUtils.find_traded_progress_index(code, buy1_price, total_datas,
today_num_operate_map,
temp,
c_last_index,
- self.__get_latest_not_limit_up_time(
- code))
+ latest_not_limit_up_time
+ )
if index is not None:
- break
+ # 鍒ゆ柇浣嶇疆鏄惁澶т簬鎵ц浣�2s
+ if exec_time and tool.trade_time_sub(total_datas[index]["val"]["time"], exec_time) > 5:
+ # 浣嶇疆鏄惁澶т簬鎵ц浣�2s琛ㄧず鏃犳晥
+ index = None
+ continue
+ # 鍙兘鍓婂噺涓�鍗婁互涓嬫墠鑳界粓姝�
+ if len(temp) * 2 < len(buyQueueBig):
+ index = None
+ break
except:
pass
- if index is not None:
- break
- if index is not None:
- logger_l2_trade_buy_queue.info(f"纭畾浜ゆ槗杩涘害锛歝ode-{code} index-{index}")
- # 淇濆瓨鎴愪氦杩涘害
- # self.__save_buy_progress_index(code, index, False)
- return index
+ if index is not None:
+ logger_l2_trade_buy_queue.info(f"纭畾浜ゆ槗杩涘害锛歝ode-{code} index-{index}")
+ logger_l2_trade_buy_progress.info(
+ f"纭畾浜ゆ槗杩涘害鎴愬姛锛歝ode-{code} index-{index} queues:{buyQueueBig} last_index-{c_last_index} latest_not_limit_up_time-{latest_not_limit_up_time} exec_time-{exec_time}")
+ # 淇濆瓨鎴愪氦杩涘害
+ # self.__save_buy_progress_index(code, index, False)
+ return index
+ else:
+ logger_l2_trade_buy_progress.warning(
+ f"纭畾浜ゆ槗杩涘害澶辫触锛歝ode-{code} queues:{buyQueueBig} last_index-{c_last_index} latest_not_limit_up_time-{latest_not_limit_up_time} exec_time-{exec_time}")
return index
# 鑾峰彇鎴愪氦杩涘害绱㈠紩
def get_traded_index(self, code):
index, is_default = self.__get_buy_progress_index(code)
return index, is_default
-
- def set_default_traded_index(self, code, index):
- self.__save_buy_progress_index(code, index, True)
def set_traded_index(self, code, index):
self.__save_buy_progress_index(code, index, False)
--
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