From 96ede6bdcb28d8d2a8d50146564cbbc67bacf23b Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 13 三月 2024 16:21:46 +0800
Subject: [PATCH] 板上买的条件调整
---
third_data/data_server.py | 20 ++++++++++
log_module/log_export.py | 14 ++++++
third_data/kpl_data_manager.py | 18 ++++++++
log_module/log.py | 11 ++++-
l2/cancel_buy_strategy.py | 2
l2/l2_data_manager_new.py | 40 ++++++++++++++++++--
6 files changed, 95 insertions(+), 10 deletions(-)
diff --git a/l2/cancel_buy_strategy.py b/l2/cancel_buy_strategy.py
index fafb09e..5700c6c 100644
--- a/l2/cancel_buy_strategy.py
+++ b/l2/cancel_buy_strategy.py
@@ -1744,7 +1744,7 @@
total_deal_num += (total_datas[trade_index]["val"]["num"] - dealing_info[1] // 100)
limit_up_price = gpcode_manager.get_limit_up_price(code)
deal_money = int(total_deal_num * float(limit_up_price) * 100)
- if deal_money >= order_position.sell_info[1] * 2 and order_position.sell_info[1] > 500*10000:
+ if deal_money >= order_position.sell_info[1] * 2 and order_position.sell_info[1] > 1000*10000:
return True, f"鎴愪氦閲戦锛歿deal_money}/{order_position.sell_info[1] * 2}"
return False, "鎴愪氦閲戦涓嶆弧瓒�"
except Exception as e:
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index 7eae4e3..d611564 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -1619,10 +1619,18 @@
limit_up_price = gpcode_manager.get_limit_up_price(code)
if limit_up_price is None:
raise Exception("娑ㄥ仠浠锋棤娉曡幏鍙�")
+ limit_up_price = float(limit_up_price)
threshold_num = None
# 澶х洰鏍囨墜鏁帮紙婊¤冻杩欎釜灏变笉闇�瑕佺湅瀹夊叏绗旀暟锛�
threshold_max_num = None
+
+ # 鐩爣璁㈠崟鏁伴噺
+ threshold_count = cls.__l2PlaceOrderParamsManagerDict[code].get_safe_count()
+
+ # 鏈�澶ч棿闅旀椂闂磎s
+ max_space_time_ms = cls.__l2PlaceOrderParamsManagerDict[code].get_time_range() * 1000
+
# ----------------璋冩暣鏉夸笂涓嬪崟鐨刴鍊间笌瀹夊叏绗旀暟----------------
if at_limit_up:
# 鏉夸笂涔帮紝鑾峰彇鏈�杩戜竴娆￠棯鐢典笅鍗曠殑鎬诲崠棰�
@@ -1632,6 +1640,32 @@
# 鎬诲崠鐨勪竴鍗婁綔涓簃鍊�
threshold_num = int(sell_data[1] / (limit_up_price * 100)) // 2
threshold_max_num = 1
+ # 淇″彿涓轰箣鍓嶆湁寰呮垚浜ょ殑澶у崟锛堜笉鏄鍦ㄦ垚浜わ級
+ trade_index,is_default = cls.__TradeBuyQueue.get_traded_index(code)
+ if not is_default and trade_index is not None:
+ temp_big_num = int(30000/limit_up_price)
+ for i in range(trade_index+1, buy_single_index):
+ data = total_datas[i]
+ val = data['val']
+ if not L2DataUtil.is_limit_up_price_buy(val):
+ continue
+ # 鍒ゆ柇鏄惁鏈夊ぇ鍗曟湭鎴愪氦
+ if temp_big_num > val["num"]:
+ continue
+
+ left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(code,
+ data[
+ "index"],
+ total_datas,
+ local_today_canceled_buyno_map.get(
+ code))
+ if left_count > 0:
+ # 瀹夊叏绗旀暟涓庡泭鎷椂闂磋寖鍥翠慨鏀�
+ threshold_count = 3
+ max_space_time_ms = 9*1000
+ break
+
+
if not threshold_num:
# 鐩爣鎵嬫暟
@@ -1640,16 +1674,14 @@
threshold_max_num = int(threshold_num * 1.2)
# place_order_count = trade_data_manager.PlaceOrderCountManager().get_place_order_count(code)
- # 鐩爣璁㈠崟鏁伴噺
- threshold_count = cls.__l2PlaceOrderParamsManagerDict[code].get_safe_count()
+
# buy_single_time_seconds = L2DataUtil.get_time_as_second(total_datas[buy_single_index]["val"]["time"])
# 鍙互瑙﹀彂涔帮紝褰撴湁娑ㄥ仠涔颁俊鍙锋椂鎵嶄細瑙﹀彂涔�
trigger_buy = True
- # 鏈�澶ч棿闅旀椂闂磎s
- max_space_time_ms = cls.__l2PlaceOrderParamsManagerDict[code].get_time_range() * 1000
+
# 濡傛灉澶у崟鍚湁鐜囧ぇ浜�50%锛屽垯鏃堕棿鍥婃嫭鑼冨洿鎻愰珮鍒�3s
if max_num_set and origin_count:
if len(max_num_set) / origin_count > 0.5:
diff --git a/log_module/log.py b/log_module/log.py
index af0b7ae..c4ab4a3 100644
--- a/log_module/log.py
+++ b/log_module/log.py
@@ -197,6 +197,10 @@
filter=lambda record: record["extra"].get("name") == "kpl_block_can_buy",
rotation="00:00", compression="zip", enqueue=True)
+ logger.add(self.get_path("kpl", "kpl_open_limit_up"),
+ filter=lambda record: record["extra"].get("name") == "kpl_open_limit_up",
+ rotation="00:00", compression="zip", enqueue=True)
+
# 鐪嬬洏鏃ュ織
logger.add(self.get_path("kp", "kp_msg"),
filter=lambda record: record["extra"].get("name") == "kp_msg",
@@ -380,6 +384,8 @@
logger_kpl_block_can_buy = __mylogger.get_logger("kpl_block_can_buy")
+logger_kpl_open_limit_up = __mylogger.get_logger("kpl_open_limit_up")
+
logger_kp_msg = __mylogger.get_logger("kp_msg")
logger_redis_debug = __mylogger.get_logger("redis_debug")
@@ -424,6 +430,5 @@
if __name__ == "__main__":
- close_print()
- logger_local_huaxin_l1.info("娴嬭瘯")
- input()
+ open_limit_up_codes = set({"000333","000222"})
+ logger_kpl_open_limit_up.info(f"鐐告澘浠ｇ爜锛歿open_limit_up_codes}")
diff --git a/log_module/log_export.py b/log_module/log_export.py
index 8dfa4da..b42ce5b 100644
--- a/log_module/log_export.py
+++ b/log_module/log_export.py
@@ -402,6 +402,18 @@
return fdatas
+def load_kpl_open_limit_up():
+ path = f"{constant.get_path_prefix()}/logs/gp/kpl/kpl_open_limit_up.{tool.get_now_date_str()}.log"
+ fdatas = []
+ lines = __load_file_content(path)
+ for line in lines:
+ if line.find("鐐告澘") > 0:
+ time_str = __get_log_time(line)
+ data = line[line.find("锛�") + 1:]
+ codes = eval(data)
+ fdatas.append((time_str, codes))
+ return fdatas
+
# 鍔犺浇鍗庨懌鏈湴涔板叆璁㈠崟鍙�
def load_huaxin_local_buy_no():
path = f"{constant.get_path_prefix()}/logs/huaxin_local/l2/l2_buy_no.{tool.get_now_date_str()}.log"
@@ -488,7 +500,7 @@
if __name__ == '__main__':
- fdatas = get_l2_cant_buy_reasons("002731")
+ fdatas = load_kpl_open_limit_up()
print(len(fdatas))
# print(get_h_cancel_compute_info("603912"))
diff --git a/third_data/data_server.py b/third_data/data_server.py
index dec747d..42701ae 100644
--- a/third_data/data_server.py
+++ b/third_data/data_server.py
@@ -495,6 +495,26 @@
code_info[5] = 1
response_data = json.dumps({"code": 0, "data": codes_info})
+ elif url.path == "/kpl/get_open_limit_up_count_rank":
+ # 鑾峰彇鐐告澘娆℃暟鎺掕
+ ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])
+ code = ps_dict.get("code")
+ results = log_export.load_kpl_open_limit_up()
+ statistic = {}
+ for result in results:
+ for c in result[1]:
+ if code and code != c:
+ continue
+ if c not in statistic:
+ statistic[c] = 0
+ statistic[c] += 1
+ # 鍊掑簭鎺�
+ statistic_list = [(k, statistic[k]) for k in statistic]
+ statistic_list.sort(key=lambda x: x[1], reverse=True)
+ fresults = []
+ for x in statistic_list:
+ fresults.append((x[0], gpcode_manager.get_code_name(x[0]), x[1]))
+ response_data = json.dumps({"code": 0, "data": fresults})
elif url.path == "/get_h_cancel_data":
ps_dict = dict([(k, v[0]) for k, v in parse_qs(url.query).items()])
code = ps_dict["code"]
diff --git a/third_data/kpl_data_manager.py b/third_data/kpl_data_manager.py
index 01d2c1f..b2ae85d 100644
--- a/third_data/kpl_data_manager.py
+++ b/third_data/kpl_data_manager.py
@@ -14,7 +14,8 @@
# 寮�鐩樺暒鍘嗗彶娑ㄥ仠鏁版嵁绠＄悊
from db import mysql_data_delegate as mysql_data, redis_manager_delegate as redis_manager
-from log_module.log import logger_kpl_limit_up_reason_change, logger_debug, logger_kpl_limit_up
+from log_module.log import logger_kpl_limit_up_reason_change, logger_debug, logger_kpl_limit_up, \
+ logger_kpl_open_limit_up
from third_data import kpl_util, kpl_api
from third_data.code_plate_key_manager import LimitUpCodesPlateKeyManager, CodesHisReasonAndBlocksManager
@@ -67,6 +68,20 @@
@classmethod
def save_record(cls, day, records):
+ # 缁熻鐐告澘
+ try:
+ last_codes = set()
+ if cls.latest_origin_datas:
+ last_codes = set([x[0] for x in cls.latest_origin_datas])
+ now_codes = set()
+ if records:
+ now_codes = set([x[0] for x in records])
+ open_limit_up_codes = last_codes - now_codes
+ if open_limit_up_codes:
+ logger_kpl_open_limit_up.info(f"鐐告澘浠ｇ爜锛歿open_limit_up_codes}")
+ except Exception as e:
+ pass
+
# 缁熻浠ｇ爜鎵�灞炴澘鍧�
code_block_dict = {}
for data in records:
@@ -77,6 +92,7 @@
code_block_dict[code] = set()
code_block_dict[code].add(b)
# 璁剧疆娑ㄥ仠鏁版嵁
+
if records:
cls.latest_origin_datas = records
cls.__LimitUpCodesPlateKeyManager.set_today_limit_up([(r[0], r[5]) for r in records])
--
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