From 9a8a924d75fd4e29c4c14c86c041c00ba89f615a Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 10 四月 2024 18:07:22 +0800
Subject: [PATCH] 下单策略修改
---
l2/l2_data_manager_new.py | 34 +++++++++++++++++++++-------------
1 files changed, 21 insertions(+), 13 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index 4e5c9f0..710d5bc 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -458,8 +458,9 @@
cls.__process_order(code, start_index, end_index, capture_timestamp, is_first_code)
else:
# 鏈寕鍗�,鏃堕棿鐩稿樊涓嶅ぇ鎵嶈兘鎸傚崟
- # if tool.trade_time_sub(latest_time, "09:32:00") < 0 or 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)
+ if tool.trade_time_sub(latest_time, "09:32:00") < 0 or 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)
l2_log.info(code, logger_l2_process, "code:{} 澶勭悊鏁版嵁鑼冨洿: {}-{} 澶勭悊鏃堕棿:{} 绾跨▼ID锛歿}", code,
add_datas[0]["index"],
add_datas[-1]["index"], round(t.time() * 1000) - __start_time,
@@ -1305,6 +1306,9 @@
# ------------------------------纭畾淇″彿绉嶇被----------------------------------
# 绗竴姝ワ細鑾峰彇婵�杩涗笅鍗曚俊鍙�
continue_count = cls.__l2PlaceOrderParamsManagerDict[code].get_begin_continue_buy_count()
+ # if code.find('60') == 0:
+ # 婵�杩涗拱
+ continue_count = 1
has_single, _index, sell_info = cls.__compute_active_order_begin_pos(code, continue_count, max(
(compute_start_index - continue_count - 1) if new_add else compute_start_index, 0), compute_end_index)
fast_msg = None
@@ -1651,18 +1655,22 @@
# 鏈夊彲涔版澘鍧楋紝鏈夋縺杩涗拱鏉垮潡
# 绗竴姝ワ細 璁＄畻鎬诲崠棰�
threshold_money, sell_1_price = refer_sell_data[1], refer_sell_data[3][0]
- for i in range(start_index - 1, -1, -1):
- val = total_datas[i]["val"]
- if tool.compare_time(val["time"], refer_sell_data[0]) <= 0:
- break
- if L2DataUtil.is_sell(val):
- threshold_money += val["num"] * int(float(val["price"]) * 100)
- elif L2DataUtil.is_sell_cancel(val):
- threshold_money -= val["num"] * int(float(val["price"]) * 100)
- elif L2DataUtil.is_buy(val):
- # 鍒ゆ柇浠锋牸锛堝ぇ浜庡崠1锛� 琚拱鍚冩帀
- if round(float(val["price"]), 2) - sell_1_price >= 0:
+ if code.find("60") == 0:
+ threshold_money = 0
+ else:
+ for i in range(start_index - 1, -1, -1):
+ val = total_datas[i]["val"]
+ if tool.compare_time(val["time"], refer_sell_data[0]) < 0:
+ # 灏嗘湰s鐨勮绠椾笂鍘�
+ break
+ if L2DataUtil.is_sell(val):
+ threshold_money += val["num"] * int(float(val["price"]) * 100)
+ elif L2DataUtil.is_sell_cancel(val):
threshold_money -= val["num"] * int(float(val["price"]) * 100)
+ elif L2DataUtil.is_buy(val):
+ # 鍒ゆ柇浠锋牸锛堝ぇ浜庡崠1锛� 琚拱鍚冩帀
+ if round(float(val["price"]), 2) - sell_1_price >= 0:
+ threshold_money -= val["num"] * int(float(val["price"]) * 100)
# 绗簩姝ワ細璁＄畻璧峰淇″彿
second_930 = 9 * 3600 + 30 * 60 + 0
total_datas = local_today_datas.get(code)
--
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