From 967abfe26abe09c26df61fe48bab1d64e2253cef Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 20 十一月 2024 15:26:37 +0800
Subject: [PATCH] 添加新接口
---
l2/l2_data_manager_new.py | 39 +++++++++++++++++++++++++--------------
1 files changed, 25 insertions(+), 14 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index 40959db..c962bf9 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -466,7 +466,7 @@
add_datas[0], buy_info[2],
shadow_price=shadow_price,
shadow_volume=buy_info[1])
- cls.__place_order_success(code, order_begin_pos_info)
+ cls.__place_order_success(code, order_begin_pos_info, None)
except Exception as e:
logger_l2_error.exception(e)
finally:
@@ -778,8 +778,17 @@
return True, False, f"", False
@classmethod
- def start_buy(cls, code, last_data, last_data_index, is_first_code):
- return cls.__buy(code, 0, last_data, last_data_index, is_first_code)
+ def start_buy(cls, code, last_data, last_data_index, is_first_code, block_info):
+ """
+ 寮�濮嬩拱鍏�
+ @param code:
+ @param last_data:
+ @param last_data_index:
+ @param is_first_code:
+ @param block_info:鏉垮潡淇℃伅:[(鏉垮潡,娴佸叆淇℃伅)]
+ @return:
+ """
+ return cls.__buy(code, 0, last_data, last_data_index, is_first_code, block_info=block_info)
@classmethod
def get_active_buy_blocks(cls, code):
@@ -812,7 +821,7 @@
return None
@classmethod
- def __place_order_success(cls, code, order_begin_pos):
+ def __place_order_success(cls, code, order_begin_pos, block_info):
################涓嬪崟鎴愬姛澶勭悊################
trade_result_manager.real_buy_success(code, cls.__TradePointManager)
l2_log.debug(code, "澶勭悊涔板叆鎴愬姛1")
@@ -835,6 +844,7 @@
info.mode_desc = order_begin_pos.mode_desc
info.set_buy_index(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
info.set_sell_info(order_begin_pos.sell_info)
+ info.set_block_info(block_info)
if jx_blocks:
info.set_kpl_blocks(list(jx_blocks))
elif jx_blocks_by:
@@ -858,7 +868,7 @@
async_log_util.error(logger_l2_error, f"鍔犲叆涔板叆璁板綍鏃ュ織鍑洪敊锛歿str(e)}")
@classmethod
- def __buy(cls, code, capture_timestamp, last_data, last_data_index, is_first_code):
+ def __buy(cls, code, capture_timestamp, last_data, last_data_index, is_first_code, block_info=None):
pre_result = cls.__is_pre_can_buy(code)
if not pre_result[0]:
return False
@@ -909,7 +919,7 @@
last_data_index, order_begin_pos.mode, order_begin_pos.buy_exec_index)
l2_log.debug(code, "鎵ц涔板叆鎴愬姛")
- cls.__place_order_success(code, order_begin_pos)
+ cls.__place_order_success(code, order_begin_pos, block_info)
except Exception as e:
async_log_util.exception(logger_l2_error, e)
@@ -1512,7 +1522,7 @@
trade_result_manager.virtual_buy_success(code)
@classmethod
- def __process_with_find_exec_index(cls, code, order_begin_pos: OrderBeginPosInfo, compute_end_index):
+ def __process_with_find_exec_index(cls, code, order_begin_pos: OrderBeginPosInfo, compute_end_index, block_info):
"""
澶勭悊鎵惧埌鎵ц浣嶇疆
@return:
@@ -1535,7 +1545,7 @@
cls.__latest_exec_indexes[code] = cls.__latest_exec_indexes[code][-3:]
# 鐩存帴涓嬪崟
- ordered = cls.__buy(code, 0, total_datas[-1], total_datas[-1]["index"], True)
+ ordered = cls.__buy(code, 0, total_datas[-1], total_datas[-1]["index"], True, block_info=block_info)
# 鏁版嵁鏄惁澶勭悊瀹屾瘯
if order_begin_pos.buy_exec_index < compute_end_index:
@@ -1601,11 +1611,12 @@
max_num_set=set(),
buy_volume_rate=buy_volume_rate,
mode=OrderBeginPosInfo.MODE_RADICAL,
- mode_desc=f"鎬绘姏鍘嬪皬鎵叆:{radical_result[2]}",
+ mode_desc=f"澶у崟涓嶈冻鎵叆:{radical_result[2]}",
sell_info=sell_info,
threshold_money=threshold_money)
order_begin_pos_info.at_limit_up = cls.__is_at_limit_up_buy(code)
- ordered = cls.__process_with_find_exec_index(code, order_begin_pos_info, compute_end_index)
+ ordered = cls.__process_with_find_exec_index(code, order_begin_pos_info, compute_end_index,
+ block_info=radical_result[3])
if ordered:
radical_buy_data_manager.BlockPlaceOrderRecordManager().add_record(code, radical_result[2])
return
@@ -1718,7 +1729,7 @@
mode_desc=order_begin_pos.mode_desc,
sell_info=order_begin_pos.sell_info,
threshold_money=threshold_money),
- compute_end_index)
+ compute_end_index, block_info=None)
else:
# 鏈揪鍒颁笅鍗曟潯浠讹紝淇濆瓨绾拱棰濓紝璁剧疆绾拱棰�
# 璁板綍涔板叆淇″彿浣嶇疆
@@ -2022,7 +2033,7 @@
@param code:
@param start_index:
@param end_index:
- @return: (鏄惁鑾峰彇鍒颁俊鍙�, 淇″彿浣嶇疆, 鎵叆鏉垮潡/娑堟伅)
+ @return: (鏄惁鑾峰彇鍒颁俊鍙�, 淇″彿浣嶇疆, 鎵叆鏉垮潡/娑堟伅, 鎵叆鏉垮潡澶у崟娴佸叆淇℃伅)
"""
# 婵�杩涗拱淇″彿鐨勬椂闂�
@@ -2053,7 +2064,7 @@
THRESHOLD_MONEY = 2990000 * 2
else:
THRESHOLD_MONEY = 2990000
- if total_deal_money >= THRESHOLD_MONEY:
+ if total_deal_money >= THRESHOLD_MONEY:
min_num = int(5000 / limit_up_price)
# 鎬诲鎵樺ぇ鍗曢噾棰�
@@ -2132,7 +2143,7 @@
# 濡傛灉鏉夸笂鏀鹃噺涓嶅彲涔板叆灏遍渶瑕佸垹闄や俊鍙�
if not constant.CAN_RADICAL_BUY_AT_LIMIT_UP and code in RadicalBuyDealCodesManager.buy_by_l2_delegate_expire_time_dict:
RadicalBuyDealCodesManager.buy_by_l2_delegate_expire_time_dict.pop(code)
- return True, result[1], radical_data[2]
+ return True, result[1], radical_data[2], radical_data[3]
return result
@classmethod
--
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