From a20fbda0343efeab3f477ba0d5596f4e9b867c66 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 15 四月 2024 13:32:34 +0800
Subject: [PATCH] 新版深证下单完善
---
l2/l2_data_manager_new.py | 195 +++++++++++++++++++++++++++---------------------
1 files changed, 108 insertions(+), 87 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index 003a75d..0e934e1 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -1239,17 +1239,18 @@
@classmethod
def __cancel_buy(cls, code):
- try:
- l2_log.debug(code, "寮�濮嬫墽琛屾挙鍗�")
- trade_manager.start_cancel_buy(code)
- l2_log.debug(code, "鎵ц鎾ゅ崟鎴愬姛")
- return True
- except Exception as e:
- logging.exception(e)
- l2_log.debug(code, "鎵ц鎾ゅ崟寮傚父锛歿}", str(e))
- return False
- finally:
- pass
+ with cls.__buy_lock_dict[code]:
+ try:
+ l2_log.debug(code, "寮�濮嬫墽琛屾挙鍗�")
+ trade_manager.start_cancel_buy(code)
+ l2_log.debug(code, "鎵ц鎾ゅ崟鎴愬姛")
+ return True
+ except Exception as e:
+ logging.exception(e)
+ l2_log.debug(code, "鎵ц鎾ゅ崟寮傚父锛歿}", str(e))
+ return False
+ finally:
+ pass
@classmethod
def cancel_buy(cls, code, msg=None, source="l2", cancel_index=None):
@@ -1466,7 +1467,8 @@
# 涔板叆绾拱棰濈粺璁�
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_ACTIVE:
- threshold_money = order_begin_pos.threshold_money
+ # 璁剧疆涓烘�诲崠棰�
+ threshold_money = order_begin_pos.sell_info[0]
new_buy_exec_index, buy_nums, buy_count, rebegin_buy_pos, threshold_money_new, max_num_set_new, not_buy_msg = cls.__sum_buy_num_for_order_active(
code,
start_process_index,
@@ -1572,7 +1574,7 @@
@classmethod
def save_order_begin_data(cls, code, info: OrderBeginPosInfo):
- cls.__save_order_begin_data(code,info)
+ cls.__save_order_begin_data(code, info)
# 璁＄畻涓嬪崟璧峰淇″彿
# compute_data_count 鐢ㄤ簬璁＄畻鐨刲2鏁版嵁鏁伴噺
@@ -1689,83 +1691,101 @@
start_time_str = total_datas[start_index]["val"]["time"]
# 鑾峰彇鏈�杩戠殑鎬诲崠淇℃伅
refer_sell_data = cls.__L2MarketSellManager.get_refer_sell_data(code, start_time_str)
- if refer_sell_data is None and start_time_str != '09:30:00':
- return False, -1, "鎬诲崠涓虹┖"
- if refer_sell_data is None:
- refer_sell_data = (start_time_str, 0, 0, (round(float(total_datas[start_index]["val"]["price"]), 2), 0))
- l2_log.debug(code, f"涓㈠け鎬诲崠棰濓紝璁剧疆榛樿涓�0锛岃绠楄寖鍥达細{start_index}-{end_index}")
- # 鑾峰彇褰撳墠鏄惁鍙縺杩涗拱
- # 鑾峰彇鏉垮潡鏄惁鍙互婵�杩涗拱
- # 鍙拱鐨勬澘鍧�, 鏄惁鐙嫍, 娑堟伅, 鍙拱鐨勫己鍔挎澘鍧�, 鍏抽敭璇�, 婵�杩涗拱鐨勬澘鍧�
- can_buy_result = CodePlateKeyBuyManager.can_buy(code)
- if (can_buy_result and can_buy_result[0] and can_buy_result[5]) or constant.ALL_ACTIVE_BUY:
- # 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]
- if code.find("60") == 0:
- threshold_money = 0
- else:
- pass
- # 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)
- if end_index - start_index + 1 < continue_count:
- return False, -1, "淇″彿涓嶈繛缁�"
- last_index = None
- count = 0
- start = None
+ if code.find("60") == 0:
+ if refer_sell_data is None:
+ # 璁剧疆榛樿鍗栦俊鎭�
+ refer_sell_data = (start_time_str, 0, 0, (round(float(total_datas[start_index]["val"]["price"]), 2), 0))
+ # 涓婅瘉:鍙鏈変竴涓定鍋滀拱鐨勫氨鏄俊鍙�
for i in range(start_index, end_index + 1):
_val = total_datas[i]["val"]
- time_s = L2DataUtil.get_time_as_second(_val["time"])
- # 鏃堕棿瑕�>=09:30:00
- if time_s < second_930:
+ if not L2DataUtil.is_limit_up_price_buy(_val):
continue
- if L2DataUtil.is_limit_up_price_buy(_val):
- # 閲戦瑕佸ぇ浜�50涓�
- if _val["num"] * float(_val["price"]) < 5000:
- continue
- if last_index is None or (total_datas[last_index]["val"]["time"] == total_datas[i]["val"]["time"]):
- if code.find("00") == 0 and threshold_money > 0:
- # 娣辫瘉闈炴澘涓婃斁閲忛渶瑕佸垽鏂槸鍚︽湁淇″彿
- single = place_order_single_data_manager.L2TradeSingleDataManager.get_valid_trade_single(code,
- tool.to_time_with_ms(
- _val['time'],
- _val['tms']))
- if not single:
- continue
- if start is None:
- start = i
- last_index = i
- count += total_datas[i]["re"]
- if count >= continue_count:
- return True, start, [refer_sell_data[0], threshold_money]
- else:
- # 鏈潯鏁版嵁浣滀负璧风偣
- last_index = i
- count = total_datas[i]["re"]
- start = i
-
- elif not L2DataUtil.is_sell(_val) and not L2DataUtil.is_sell_cancel(_val):
- # 鍓旈櫎鍗栦笌鍗栨挙
- last_index = None
- count = 0
- start = None
- return False, -1, "鏈幏鍙栧埌婵�杩涗拱鐨勮捣濮嬩俊鍙�"
+ # 鏃堕棿瑕�>=09:30:00
+ if tool.trade_time_sub(_val["time"], "09:30:00") < 0:
+ continue
+ # 閲戦瑕佸ぇ浜�50涓�
+ if _val["num"] * float(_val["price"]) < 5000:
+ continue
+ return True, i, [refer_sell_data[0], 0]
else:
- return False, -1, "涓嶅彲婵�杩涗拱"
+ # 娣辫瘉
+ if refer_sell_data is None and start_time_str != '09:30:00':
+ return False, -1, "鎬诲崠涓虹┖"
+ if refer_sell_data is None:
+ refer_sell_data = (start_time_str, 0, 0, (round(float(total_datas[start_index]["val"]["price"]), 2), 0))
+ l2_log.debug(code, f"涓㈠け鎬诲崠棰濓紝璁剧疆榛樿涓�0锛岃绠楄寖鍥达細{start_index}-{end_index}")
+ # 鑾峰彇褰撳墠鏄惁鍙縺杩涗拱
+ # 鑾峰彇鏉垮潡鏄惁鍙互婵�杩涗拱
+ # 鍙拱鐨勬澘鍧�, 鏄惁鐙嫍, 娑堟伅, 鍙拱鐨勫己鍔挎澘鍧�, 鍏抽敭璇�, 婵�杩涗拱鐨勬澘鍧�
+ can_buy_result = CodePlateKeyBuyManager.can_buy(code)
+ if (can_buy_result and can_buy_result[0] and can_buy_result[5]) or constant.ALL_ACTIVE_BUY:
+ # 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]
+ if code.find("60") == 0:
+ threshold_money = 0
+ else:
+ pass
+ # 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)
+ if end_index - start_index + 1 < continue_count:
+ return False, -1, "淇″彿涓嶈繛缁�"
+ last_index = None
+ count = 0
+ start = None
+ for i in range(start_index, end_index + 1):
+ _val = total_datas[i]["val"]
+ time_s = L2DataUtil.get_time_as_second(_val["time"])
+ # 鏃堕棿瑕�>=09:30:00
+ if time_s < second_930:
+ continue
+ if L2DataUtil.is_limit_up_price_buy(_val):
+ # 閲戦瑕佸ぇ浜�50涓�
+ if _val["num"] * float(_val["price"]) < 5000:
+ continue
+ if last_index is None or (
+ total_datas[last_index]["val"]["time"] == total_datas[i]["val"]["time"]):
+ if code.find("00") == 0 and threshold_money > 0:
+ # 娣辫瘉闈炴澘涓婃斁閲忛渶瑕佸垽鏂槸鍚︽湁淇″彿
+ single = place_order_single_data_manager.L2TradeSingleDataManager.get_valid_trade_single(
+ code,
+ tool.to_time_with_ms(
+ _val['time'],
+ _val['tms']))
+ if not single:
+ continue
+ if start is None:
+ start = i
+ last_index = i
+ count += total_datas[i]["re"]
+ if count >= continue_count:
+ return True, start, [refer_sell_data[0], threshold_money]
+ else:
+ # 鏈潯鏁版嵁浣滀负璧风偣
+ last_index = i
+ count = total_datas[i]["re"]
+ start = i
+
+ elif not L2DataUtil.is_sell(_val) and not L2DataUtil.is_sell_cancel(_val):
+ # 鍓旈櫎鍗栦笌鍗栨挙
+ last_index = None
+ count = 0
+ start = None
+ return False, -1, "鏈幏鍙栧埌婵�杩涗拱鐨勮捣濮嬩俊鍙�"
@classmethod
def __get_threshmoney(cls, code):
@@ -2141,7 +2161,8 @@
if code.find("00") == 0 and threshold_money > 0:
# 娣辫瘉闈炴澘涓婃斁閲�
max_space_time_ms = 1 * 1000
- threshold_num = 0
+ # 涓嶇湅绾拱棰�
+ threshold_num = 0
# 涓嶄笅鍗曠殑淇℃伅
not_buy_msg = ""
--
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