From 96dc1a4cc38b588f39387b5a85b9677100e357f1 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 23 三月 2023 23:55:40 +0800
Subject: [PATCH] 首板买入打分机制
---
l2/l2_data_manager_new.py | 19 ++++++++++---------
1 files changed, 10 insertions(+), 9 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index e4dfe44..bc39a88 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -229,14 +229,13 @@
# 璁＄畻閲�
volume_rate = code_volumn_manager.get_volume_rate(code)
volume_rate_index = code_volumn_manager.get_volume_rate_index(volume_rate)
+ l2_log.debug(code,"閲忔瘮锛歿}锛岄噺绱㈠紩锛歿}",volume_rate,volume_rate_index)
cls.volume_rate_info[code] = (volume_rate, volume_rate_index)
# 鏄惁涓洪鏉夸唬鐮�
is_first_code = gpcode_manager.FirstCodeManager.is_in_first_record(code)
latest_time = add_datas[len(add_datas) - 1]["val"]["time"]
# 鏃堕棿宸笉鑳藉お澶ф墠鑳藉鐞�
- if l2.l2_data_util.L2DataUtil.is_same_time(now_time_str,
- latest_time) and not l2_trade_util.is_in_forbidden_trade_codes(
- code):
+ if not l2_trade_util.is_in_forbidden_trade_codes(code):
# 鍒ゆ柇鏄惁宸茬粡鎸傚崟
state = trade_manager.get_trade_state(code)
start_index = len(total_datas) - len(add_datas)
@@ -245,8 +244,9 @@
# 宸叉寕鍗�
cls.__process_order(code, start_index, end_index, capture_timestamp, is_first_code)
else:
- # 鏈寕鍗�
- cls.__process_not_order(code, start_index, end_index, capture_timestamp, is_first_code)
+ # 鏈寕鍗�,鏃堕棿鐩稿樊涓嶅ぇ鎵嶈兘鎸傚崟
+ if l2.l2_data_util.L2DataUtil.is_same_time(now_time_str, latest_time):
+ cls.__process_not_order(code, start_index, end_index, capture_timestamp, is_first_code)
logger_l2_process.info("code:{} 澶勭悊鏁版嵁鑼冨洿: {}-{} 澶勭悊鏃堕棿:{} 鎴浘鏃堕棿鎴筹細{}", code, add_datas[0]["index"],
add_datas[-1]["index"], round(t.time() * 1000) - __start_time,
@@ -321,8 +321,7 @@
b_need_cancel, b_cancel_data = SecondCancelBigNumComputer.need_cancel(code, buy_single_index,
buy_exec_index, start_index,
end_index, total_data,
- code_volumn_manager.get_volume_rate_index(
- buy_volume_rate),
+ code_volumn_manager.get_volume_rate_index(buy_volume_rate),
cls.volume_rate_info[code][1],
is_first_code)
if b_need_cancel:
@@ -566,9 +565,11 @@
logging.exception(e)
# 閲忔瘮瓒呰繃1.3鐨勪笉鑳戒拱
- volumn_rate = l2_trade_factor.L2TradeFactorUtil.get_volumn_rate_by_code(code)
- if volumn_rate >= 1.3:
+ volumn_rate = cls.volume_rate_info[code][0]
+ if not is_first_code and volumn_rate >= 1.3:
return False, False, "鏈�澶ч噺姣旇秴杩�1.3涓嶈兘涔�"
+ elif is_first_code and volumn_rate >= 1.1:
+ return False, False, "棣栨澘鏈�澶ч噺姣旇秴杩�1.1涓嶈兘涔�"
limit_up_time = limit_up_time_manager.get_limit_up_time(code)
if limit_up_time is not None:
--
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