From a00da3062c6c825b585f82275823ac45cdeb6502 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 19 一月 2024 19:16:20 +0800
Subject: [PATCH] L后成交太快撤单

---
 l2/l2_data_manager_new.py |  192 ++++++++++++++++++++++++++++++-----------------
 1 files changed, 123 insertions(+), 69 deletions(-)

diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index 7bf7e81..ee7e1d3 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -28,7 +28,8 @@
 from l2.l2_data_util import local_today_datas, L2DataUtil, local_today_num_operate_map, local_today_buyno_map, \
     local_latest_datas, local_today_canceled_buyno_map
 import l2.l2_data_util
-from log_module.log import logger_l2_trade_buy, logger_l2_process, logger_l2_error, logger_debug
+from log_module.log import logger_l2_trade_buy, logger_l2_process, logger_l2_error, logger_debug, \
+    logger_l2_not_buy_reasons
 
 from trade.trade_data_manager import CodeActualPriceProcessor, PlaceOrderCountManager
 
@@ -518,7 +519,6 @@
                 pass
             return None, ""
 
-
         # L鎾�
         def l_cancel(_buy_single_index, _buy_exec_index):
             _start_time = round(t.time() * 1000)
@@ -990,25 +990,47 @@
         has_limit_down_in_5 = True if k_format and len(k_format) >= 13 and k_format[12] else False
         # 鏄惁鏄己鍔�10鍒嗛挓
         is_in_strong_time = now_timestamp <= int("094000")
+        # 鏄惁鏄己鍔�30鍒嗛挓
+        is_in_strong_time_30 = now_timestamp <= int("100000")
+
+        # 閲忓弬鑰冩槸鍚﹀湪鏈�杩�30澶�
+        # is_refer_volume_date_in_30_days = False
+        # try:
+        #     volume_refer_date, volume_refer_date_distance = code_volumn_manager.get_volume_refer_date(code)
+        #     if volume_refer_date_distance < 30:
+        #         is_refer_volume_date_in_30_days = True
+        # except:
+        #     pass
+
+        # 鑾峰彇甯傚満琛屾儏
+        situation = cls.__MarketSituationManager.get_situation_cache()
+        zylt_threshold_as_yi = buy_condition_util.get_zyltgb_threshold(situation)
+        zyltgb_as_yi = round(global_util.zyltgb_map.get(code) / 100000000, 2)
+
+        if zyltgb_as_yi >= zylt_threshold_as_yi[1]:
+            return False, True, f"{zylt_threshold_as_yi[1]}浜夸互涓婄殑閮戒笉涔帮紙{zyltgb_as_yi}锛�"
+
+        if zyltgb_as_yi < zylt_threshold_as_yi[0]:
+            return False, True, f"{zylt_threshold_as_yi[0]}浜夸互涓嬬殑閮戒笉涔帮紙{zyltgb_as_yi}锛�"
+
+        # 鏈�浼樺競鍊�
+        is_best_zylt = True if zylt_threshold_as_yi[4] <= zyltgb_as_yi <= zylt_threshold_as_yi[5] else False
+
+        if is_special:
+            # 鍏锋湁杈ㄨ瘑搴︼紝绠椾綔鏈�浼樺競鍊�
+            zyltgb_as_yi = zylt_threshold_as_yi[2] + 1
+
+        # 鏄惁鏄渶浼樿嚜鐢辨祦閫氬競鍊�
+        is_better_zylt = True if zylt_threshold_as_yi[2] <= zyltgb_as_yi <= zylt_threshold_as_yi[3] else False
+
+        if is_in_strong_time_30 and is_best_zylt and can_buy_result[0]:
+            # 寮哄娍30鍒嗛挓锛屾渶浼樺競鍊�, 鏈夊彲浠ヤ笅鍗曠殑鏉垮潡锛屼笉鐪嬮噺
+            return True, False, can_buy_result[2]
 
         if k_format and (k_format[1][0] or k_format[3][0]) and len(k_format) >= 12 and k_format[11]:
             # 鐮村墠楂�/鎺ヨ繎鍓嶉珮涓�30澶╁唴鏈夋定鍋�
             if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < volume_rate_thresholds[1]:
                 return False, True, f"鑲′环鍒涙柊楂樻垨鑰呴�艰繎鍓嶉珮涓�30澶╁唴鏈夋定鍋�,褰撴棩閲忔瘮({cls.volume_rate_info[code][0]})灏忎簬{volume_rate_thresholds[1]}"
-
-        # 鑾峰彇甯傚満琛屾儏
-        situation = cls.__MarketSituationManager.get_situation_cache()
-        zylt_threshold = buy_condition_util.get_zyltgb_threshold(situation)
-        zyltgb = global_util.zyltgb_map.get(code)
-        if is_special:
-            # 鍏锋湁杈ㄨ瘑搴�
-            zyltgb = zylt_threshold[2] + 1
-
-        if zyltgb >= zylt_threshold[1]:
-            return False, True, f"{zylt_threshold[1] // 100000000}浜夸互涓婄殑閮戒笉涔帮紙{zyltgb}锛�"
-
-        if zyltgb < zylt_threshold[0]:
-            return False, True, f"{zylt_threshold[0] // 100000000}浜夸互涓嬬殑閮戒笉涔帮紙{zyltgb}锛�"
 
         if HighIncreaseCodeManager().is_in(code):
             if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < 0.8:
@@ -1026,7 +1048,6 @@
                 if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < 0.15:
                     return False, True, f"寮哄娍10鍒嗛挓,涓�5涓氦鏄撴棩璺屽仠,閲忔湭杈惧埌{0.15}({cls.volume_rate_info[code][0]})"
 
-
             # 鑾峰彇閲忕殑鍙傝�冩棩鏈�
             if code in global_util.max60_volumn:
                 day = global_util.max60_volumn[code][1]
@@ -1037,10 +1058,10 @@
             # 鐙嫍
             if not can_buy_result[0] and can_buy_result[1]:
                 msg_list.append("鐙嫍")
-                if zyltgb < zylt_threshold[2] or zyltgb > zylt_threshold[3]:
+                if not is_best_zylt:
                     # 濡傛灉娌℃湁杈ㄨ瘑搴︽墠涓嶄拱
                     if not is_special:
-                        return False, True, f"寮哄娍10鍒嗛挓锛屾棤杈ㄨ瘑搴︼紝 鐙嫍锛坽can_buy_result[4]}锛変笉涓嬪崟锛坽can_buy_result[4]}锛夎嚜鐢辨祦閫氬競鍊硷紙{zyltgb}锛変笉婊¤冻鏉′欢"
+                        return False, True, f"寮哄娍10鍒嗛挓锛屾棤杈ㄨ瘑搴︼紝 鐙嫍锛坽can_buy_result[4]}锛変笉涓嬪崟锛坽can_buy_result[4]}锛夎嚜鐢辨祦閫氬競鍊硷紙{zyltgb_as_yi}锛変笉鏄壒浼樺競鍊�"
                 if k_format and (k_format[1][0] or k_format[3][0]):
                     msg_list.append("鑲′环鍒涙柊楂樻垨鑰呴�艰繎鍓嶉珮")
                     # 鑲′环鍒涙柊楂樻垨鑰呴�艰繎鍓嶉珮
@@ -1052,7 +1073,7 @@
                         return False, True, f"寮哄娍10鍒嗛挓锛屾棤杈ㄨ瘑搴︼紝鐙嫍锛坽can_buy_result[4]}锛�,褰撴棩閲忔瘮({cls.volume_rate_info[code][0]})灏忎簬{volume_rate_thresholds[0]}"
             else:
                 msg_list.append("闈炵嫭鑻�")
-                if zyltgb < zylt_threshold[2] or zyltgb > zylt_threshold[3]:
+                if not is_better_zylt:
                     msg_list.append("涓嶆弧瓒宠嚜鐢辨祦閫�")
                     if k_format and (k_format[1][0] or k_format[3][0]):
                         # 鑲′环鍒涙柊楂樻垨鑰呴�艰繎鍓嶉珮
@@ -1088,11 +1109,11 @@
 
             # 闈炲己鍔�10鍒嗛挓鍙拱涓荤嚎
             if not can_buy_result[0] and can_buy_result[1]:
-                if not is_special:
-                    return False, True, f"闈炲己鍔�10鍒嗛挓锛屾棤杈ㄨ瘑搴︼紝鐙嫍锛坽can_buy_result[4]}锛変笉涓嬪崟"
+                if not is_special and not is_best_zylt:
+                    return False, True, f"闈炲己鍔�10鍒嗛挓锛屾棤杈ㄨ瘑搴︼紝闈炵壒浼樺競鍊�,鐙嫍锛坽can_buy_result[4]}锛変笉涓嬪崟"
             if can_buy_result[3]:
                 # 寮哄娍涓荤嚎
-                if zyltgb < zylt_threshold[2] or zyltgb > zylt_threshold[3]:
+                if not is_better_zylt:
                     if k_format and (k_format[1][0] or k_format[3][0]):
                         # 鑲′环鍒涙柊楂樻垨鑰呴�艰繎鍓嶉珮
                         if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < volume_rate_thresholds[1]:
@@ -1107,7 +1128,7 @@
                             return False, True, f"闈炲己鍔�10鍒嗛挓锛屽己鍔夸富绾垮悗鎺�,婊¤冻鑷敱甯傚�硷紝鑲′环鍒涙柊楂樻垨鑰呴�艰繎鍓嶉珮, 褰撴棩閲忔瘮({cls.volume_rate_info[code][0]})灏忎簬{volume_rate_thresholds[0]}"
             else:
                 # 闈炲己鍔夸富绾�
-                if zyltgb < zylt_threshold[2] or zyltgb > zylt_threshold[3]:
+                if not is_better_zylt:
                     if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < volume_rate_thresholds[
                         1] and not is_special:
                         return False, True, f"闈炲己鍔�10鍒嗛挓锛岄潪寮哄娍涓荤嚎鍚庢帓銆愪富绾垮悗鎺掋�戯紝涓嶆弧瓒宠嚜鐢卞競鍊�,鏃犺鲸璇嗗害锛� 褰撴棩閲忔瘮({cls.volume_rate_info[code][0]})灏忎簬{volume_rate_thresholds[1]}"
@@ -1284,23 +1305,28 @@
                 order_begin_pos.count = 0
                 order_begin_pos.buy_single_index = buy_single_index
                 if order_begin_pos.sell_info:
-                    k_format = code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code)
-                    if k_format and (k_format[1][0] or k_format[3][0]):
-                        # 鑲′环鏂伴珮鎴栬�呴�艰繎鍓嶉珮
-                        order_begin_pos.threshold_money = int(sell_info[1])
-                    else:
-                        if float(total_datas[buy_single_index]["val"]["price"]) >= 3 and cls.volume_rate_info[code][
-                            0] > 0.3 and sell_info[1] > 2000 * 10000 and int(
-                            tool.get_now_time_str().replace(":", "")) < int("100000"):
-                            # 鏆傛椂鎵�8鎶�
-                            # order_begin_pos.threshold_money = int(sell_info[1] * 0.8)
-                            # 娣辫瘉鎬诲崠澶т簬1000涓囩殑绁紝m鍊兼墦5鎶�
-                            if code.find('00') == 0:
+                    # k_format = code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code)
+                    # if k_format and (k_format[1][0] or k_format[3][0]):
+                    #     # 鑲′环鏂伴珮鎴栬�呴�艰繎鍓嶉珮
+                    #     order_begin_pos.threshold_money = int(sell_info[1])
+                    # else:
+                    if float(total_datas[buy_single_index]["val"]["price"]) >= 3 and cls.volume_rate_info[code][
+                        0] > 0.3 and sell_info[1] > 2000 * 10000 and int(
+                        tool.get_now_time_str().replace(":", "")) < int("100000"):
+                        # 鏆傛椂鎵�8鎶�
+                        # order_begin_pos.threshold_money = int(sell_info[1] * 0.8)
+                        # 娣辫瘉鎬诲崠澶т簬1000涓囩殑绁紝m鍊兼墦5鎶�
+                        if code.find('00') == 0:
+                            # 娣卞湷棣栨涓嬪崟鎵撴姌
+                            place_order_count = trade_data_manager.PlaceOrderCountManager().get_place_order_count(code)
+                            if place_order_count is not None and place_order_count == 0:
                                 order_begin_pos.threshold_money = int(sell_info[1] * 0.6)
                             else:
-                                order_begin_pos.threshold_money = int(sell_info[1] * 0.8)
+                                order_begin_pos.threshold_money = int(sell_info[1])
                         else:
-                            order_begin_pos.threshold_money = int(sell_info[1])
+                            order_begin_pos.threshold_money = int(sell_info[1] * 0.8)
+                    else:
+                        order_begin_pos.threshold_money = int(sell_info[1])
                 l2_log.debug(code, "鑾峰彇鍒颁拱鍏ヤ俊鍙疯捣濮嬬偣锛歿} ,璁$畻鑼冨洿锛歿}-{} 锛岄噺姣旓細{}锛屾槸鍚︽澘涓婁拱锛歿}锛屾暟鎹細{} 妯″紡锛歿}锛坽}锛�", buy_single_index,
                              compute_start_index,
                              compute_end_index, cls.volume_rate_info[code], order_begin_pos.at_limit_up,
@@ -1325,11 +1351,11 @@
         # _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time, "m鍊奸槇鍊艰绠�")
 
         # 涔板叆绾拱棰濈粺璁�
-        new_buy_exec_index, buy_nums, buy_count, rebegin_buy_pos, max_num_set_new = None, None, None, None, []
+        new_buy_exec_index, buy_nums, buy_count, rebegin_buy_pos, max_num_set_new, not_buy_msg = None, None, None, None, [], ""
         if order_begin_pos.mode == OrderBeginPosInfo.MODE_FAST:
 
             threshold_money = order_begin_pos.threshold_money
-            new_buy_exec_index, buy_nums, buy_count, rebegin_buy_pos, threshold_money_new = cls.__sum_buy_num_for_order_fast(
+            new_buy_exec_index, buy_nums, buy_count, rebegin_buy_pos, threshold_money_new, not_buy_msg = cls.__sum_buy_num_for_order_fast(
                 code,
                 start_process_index,
                 compute_end_index,
@@ -1340,7 +1366,7 @@
             threshold_money = threshold_money_new
             order_begin_pos.threshold_money = threshold_money
         else:
-            new_buy_exec_index, buy_nums, buy_count, rebegin_buy_pos, max_num_set_new = cls.__sum_buy_num_for_order_3(
+            new_buy_exec_index, buy_nums, buy_count, rebegin_buy_pos, max_num_set_new, not_buy_msg = cls.__sum_buy_num_for_order_3(
                 code,
                 start_process_index,
                 compute_end_index,
@@ -1403,6 +1429,8 @@
                                                                 max_num_set=max_num_set_new, mode=order_begin_pos.mode,
                                                                 sell_info=order_begin_pos.sell_info,
                                                                 threshold_money=threshold_money))
+            # 璁板綍娌′笅鍗曞師鍥�
+            async_log_util.info(logger_l2_not_buy_reasons, f"{code}#{not_buy_msg}")
             _start_time = t.time()
         l2_data_log.l2_time_log(code, "__start_compute_buy 缁撴潫")
 
@@ -1587,13 +1615,13 @@
         # 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"])
+        # 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
 
-        # 闂撮殧鏈�澶ф椂闂翠緷娆′负锛�3,9,27,81
-        max_space_time = cls.__l2PlaceOrderParamsManagerDict[code].get_time_range()
+        # 鏈�澶ч棿闅旀椂闂磎s
+        max_space_time_ms = cls.__l2PlaceOrderParamsManagerDict[code].get_time_range() * 1000
         # 鏈�澶т拱閲�
         max_buy_num = 0
         max_buy_num_set = set(max_num_set)
@@ -1604,21 +1632,22 @@
         # 杈冨ぇ鍗曠殑鎵嬫暟
         bigger_num = round(5000 / limit_up_price)
 
+        not_buy_msg = ""
         for i in range(compute_start_index, compute_end_index + 1):
             data = total_datas[i]
             _val = total_datas[i]["val"]
             trigger_buy = False
             # 蹇呴』涓鸿繛缁�2绉掑唴鐨勬暟鎹�
-            if L2DataUtil.get_time_as_second(_val["time"]) - buy_single_time_seconds + 1 > max_space_time:
+            if L2DataUtil.time_sub_as_ms(_val, total_datas[buy_single_index]["val"]) > max_space_time_ms:
                 cls.__TradePointManager.delete_buy_point(code)
                 if i == compute_end_index:
                     # 鏁版嵁澶勭悊瀹屾瘯
-                    return None, buy_nums, buy_count, None, max_buy_num_set
+                    return None, buy_nums, buy_count, None, max_buy_num_set, f"銆恵i}銆戜俊鍙蜂笉杩炵画锛屽泭鎷椂闂�-{max_space_time_ms}ms"
                 else:
                     # 璁$畻涔板叆淇″彿锛屼笉鑳藉悓涓�鏃堕棿寮�濮嬭绠�
                     for ii in range(buy_single_index + 1, compute_end_index + 1):
                         if total_datas[buy_single_index]["val"]["time"] != total_datas[ii]["val"]["time"]:
-                            return None, buy_nums, buy_count, ii, max_buy_num_set
+                            return None, buy_nums, buy_count, ii, max_buy_num_set, f"銆恵i}銆戜俊鍙蜂笉杩炵画锛屽泭鎷椂闂�-{max_space_time_ms}ms"
             # 娑ㄥ仠涔�
             if L2DataUtil.is_limit_up_price_buy(_val):
                 if l2_data_util.is_big_money(_val):
@@ -1667,22 +1696,37 @@
             max_buy_num_set_count = 0
             for i1 in max_buy_num_set:
                 max_buy_num_set_count += total_datas[i1]["re"]
-            # 鏈夋挙鍗曚俊鍙凤紝涓斿皬浜庨槇鍊�
-            if buy_nums >= threshold_num and buy_count >= threshold_count and trigger_buy and max_buy_num_set_count >= big_num_count:
-                try:
-                    info = cls.__trade_log_placr_order_info_dict[code]
-                    info.set_trade_factor(threshold_money, threshold_count, list(max_buy_num_set))
-                except Exception as e:
-                    async_log_util.error(logger_l2_error, f"璁板綍浜ゆ槗鍥犲瓙鍑洪敊锛歿str(e)}")
 
-                return i, buy_nums, buy_count, None, max_buy_num_set
+            if buy_nums < threshold_num:
+                not_buy_msg = f"銆恵i}銆戠函涔伴涓嶈冻锛寋buy_nums}/{threshold_num}"
+                continue
+
+            if buy_count < threshold_count:
+                not_buy_msg = f"銆恵i}銆戝畨鍏ㄧ瑪鏁颁笉澶燂紝{buy_count}/{threshold_count}"
+                continue
+
+            if not trigger_buy:
+                not_buy_msg = f"銆恵i}銆戞病鏈変拱鍗曡Е鍙�"
+                continue
+
+            if max_buy_num_set_count < big_num_count:
+                not_buy_msg = f"銆恵i}銆戝ぇ鍗曟暟閲忎笉瓒筹紝{max_buy_num_set_count}/{big_num_count}"
+                continue
+
+            try:
+                info = cls.__trade_log_placr_order_info_dict[code]
+                info.set_trade_factor(threshold_money, threshold_count, list(max_buy_num_set))
+            except Exception as e:
+                async_log_util.error(logger_l2_error, f"璁板綍浜ゆ槗鍥犲瓙鍑洪敊锛歿str(e)}")
+
+            return i, buy_nums, buy_count, None, max_buy_num_set, "鍙互涓嬪崟"
 
         l2_log.buy_debug(code, "灏氭湭鑾峰彇鍒颁拱鍏ユ墽琛岀偣锛岃捣濮嬭绠椾綅缃細{} 缁熻绾拱鎵嬫暟锛歿} 鐩爣绾拱鎵嬫暟锛歿}  缁熻绾拱鍗曟暟锛歿} 鐩爣绾拱鍗曟暟锛歿} 澶у崟鏁伴噺锛歿} 鐩爣澶у崟鏁伴噺锛歿}",
                          compute_start_index,
                          buy_nums,
                          threshold_num, buy_count, threshold_count, max_buy_num_set_count, big_num_count)
 
-        return None, buy_nums, buy_count, None, max_buy_num_set
+        return None, buy_nums, buy_count, None, max_buy_num_set, not_buy_msg
 
     # 杩斿洖(涔板叆鎵ц鐐�, 鎬绘墜, 鎬荤瑪鏁�, 浠庢柊璁$畻璧风偣, 绾拱棰濋槇鍊�)
     # 璁$畻蹇�熶拱鍏�
@@ -1704,27 +1748,29 @@
         # 鐩爣鎵嬫暟
         threshold_num = round(threshold_money / (limit_up_price * 100))
 
-        buy_single_time_seconds = L2DataUtil.get_time_as_second(total_datas[buy_single_index]["val"]["time"])
+        # 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
         # 闂撮殧鏈�澶ф椂闂翠负3s
-        max_space_time = 3
+        max_space_time_ms = 3 * 1000
+        # 涓嶄笅鍗曠殑淇℃伅
+        not_buy_msg = ""
         for i in range(compute_start_index, compute_end_index + 1):
             data = total_datas[i]
             _val = total_datas[i]["val"]
             trigger_buy = False
             # 蹇呴』涓鸿繛缁�2绉掑唴鐨勬暟鎹�
-            if L2DataUtil.get_time_as_second(_val["time"]) - buy_single_time_seconds + 1 > max_space_time:
+            if L2DataUtil.time_sub_as_ms(_val, total_datas[buy_single_index]["val"]) > max_space_time_ms:
                 cls.__TradePointManager.delete_buy_point(code)
                 if i == compute_end_index:
                     # 鏁版嵁澶勭悊瀹屾瘯
-                    return None, buy_nums, buy_count, None, threshold_money
+                    return None, buy_nums, buy_count, None, threshold_money, f"銆恵i}銆戜俊鍙蜂笉杩炵画锛屽泭鎷椂闂�-{max_space_time_ms}ms"
                 else:
                     # 璁$畻涔板叆淇″彿锛屼笉鑳藉悓涓�鏃堕棿寮�濮嬭绠�
                     for ii in range(buy_single_index + 1, compute_end_index + 1):
                         if total_datas[buy_single_index]["val"]["time"] != total_datas[ii]["val"]["time"]:
-                            return None, buy_nums, buy_count, ii, threshold_money
+                            return None, buy_nums, buy_count, ii, threshold_money, f"銆恵i}銆戜俊鍙蜂笉杩炵画锛屽泭鎷椂闂�-{max_space_time_ms}ms"
             if L2DataUtil.is_sell(_val):
                 threshold_money += _val["num"] * int(float(_val["price"]) * 100)
                 threshold_num = round(threshold_money / (limit_up_price * 100))
@@ -1767,21 +1813,29 @@
             l2_log.buy_debug(code, "浣嶇疆-{}锛屾�绘墜鏁帮細{}锛岀洰鏍囨墜鏁帮細{}", i,
                              buy_nums, threshold_num)
             # 绾拱棰濊冻澶燂紝涓旂瑪鏁板ぇ浜�5绗�
-            if buy_nums >= threshold_num and trigger_buy and buy_count >= 5:
-                try:
-                    info = cls.__trade_log_placr_order_info_dict[code]
-                    info.set_trade_factor(threshold_money, 0, [])
-                except Exception as e:
-                    async_log_util.error(logger_l2_error, f"璁板綍浜ゆ槗鍥犲瓙鍑洪敊锛歿str(e)}")
+            if buy_nums < threshold_num:
+                not_buy_msg = f"銆恵i}銆戠函涔伴涓嶅锛寋buy_nums}/{threshold_num}"
+                continue
+            if not trigger_buy:
+                not_buy_msg = f"銆恵i}銆戞病鏈変拱鍗曡Е鍙�"
+                continue
+            if buy_count < 5:
+                not_buy_msg = f"銆恵i}銆戝畨鍏ㄧ瑪鏁颁笉瓒筹紝{buy_count}/{5}"
+                continue
+            try:
+                info = cls.__trade_log_placr_order_info_dict[code]
+                info.set_trade_factor(threshold_money, 0, [])
+            except Exception as e:
+                async_log_util.error(logger_l2_error, f"璁板綍浜ゆ槗鍥犲瓙鍑洪敊锛歿str(e)}")
 
-                return i, buy_nums, buy_count, None, threshold_money
+            return i, buy_nums, buy_count, None, threshold_money, "鍙互涓嬪崟"
 
         l2_log.buy_debug(code, "灏氭湭鑾峰彇鍒颁拱鍏ユ墽琛岀偣(蹇�熶拱鍏�)锛岃捣濮嬭绠椾綅缃細{} 缁熻绾拱鎵嬫暟锛歿} 鐩爣绾拱鎵嬫暟锛歿}  缁熻绾拱鍗曟暟锛歿}",
                          compute_start_index,
                          buy_nums,
                          threshold_num, buy_count)
 
-        return None, buy_nums, buy_count, None, threshold_money
+        return None, buy_nums, buy_count, None, threshold_money, not_buy_msg
 
 
 def test_trade_record():

--
Gitblit v1.8.0