From a846b46f15ad309a62fe400cf78dd7fc888155d7 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 26 五月 2025 16:39:19 +0800
Subject: [PATCH] 完善大单够了加白机制
---
trade/trade_result_manager.py | 5 +
trade/buy_radical/radical_buy_data_manager.py | 66 +++++++++++++++-
api/outside_api_command_callback.py | 4
l2/l2_data_manager.py | 4
trade/buy_radical/radical_buy_strategy.py | 4
code_attribute/gpcode_manager.py | 30 +++++++
servers/huaxin_trade_server.py | 12 ++
l2/l2_data_manager_new.py | 73 ++++++++++-------
8 files changed, 151 insertions(+), 47 deletions(-)
diff --git a/api/outside_api_command_callback.py b/api/outside_api_command_callback.py
index a1f6ea6..db672cd 100644
--- a/api/outside_api_command_callback.py
+++ b/api/outside_api_command_callback.py
@@ -344,14 +344,14 @@
fresult = {"code": 0, "data": datas}
elif code_list_type == outside_api_command_manager.CODE_LIST_WHITE:
if operate == outside_api_command_manager.OPERRATE_SET:
- gpcode_manager.WhiteListCodeManager().add_code(code)
+ gpcode_manager.WhiteListCodeManager().add_code(code, is_human=True)
name = gpcode_manager.get_code_name(code)
if not name:
results = HistoryKDatasUtils.get_gp_codes_names([code])
if results:
gpcode_manager.CodesNameManager.add_first_code_name(code, results[code])
elif operate == outside_api_command_manager.OPERRATE_DELETE:
- gpcode_manager.WhiteListCodeManager().remove_code(code)
+ gpcode_manager.WhiteListCodeManager().remove_code(code, is_human=True)
elif operate == outside_api_command_manager.OPERRATE_GET:
codes = gpcode_manager.WhiteListCodeManager().list_codes_cache()
datas = []
diff --git a/code_attribute/gpcode_manager.py b/code_attribute/gpcode_manager.py
index 9ab6e76..4dbcfc1 100644
--- a/code_attribute/gpcode_manager.py
+++ b/code_attribute/gpcode_manager.py
@@ -401,6 +401,7 @@
class WhiteListCodeManager:
__instance = None
__redis_manager = redis_manager.RedisManager(2)
+ __human_remove_codes = set()
def __new__(cls, *args, **kwargs):
if not cls.__instance:
@@ -421,14 +422,21 @@
if data:
self.__white_codes_cache |= data
- def add_code(self, code):
+ def add_code(self, code, is_human=False):
+
+ if not is_human and code in self.__human_remove_codes:
+ # 鏈哄櫒鍔犵櫧锛屼笖琚汉涓虹Щ鐧戒簡灏变笉鑳藉啀鍔犵櫧
+ return
+
self.__white_codes_cache.add(code)
RedisUtils.sadd(self.__get_redis(), "white_list_codes", code)
RedisUtils.expire(self.__get_redis(), "white_list_codes", tool.get_expire())
- def remove_code(self, code):
+ def remove_code(self, code, is_human=False):
self.__white_codes_cache.discard(code)
RedisUtils.srem(self.__get_redis(), "white_list_codes", code)
+ if is_human:
+ self.human_remove(code)
def is_in(self, code):
return RedisUtils.sismember(self.__get_redis(), "white_list_codes", code)
@@ -446,6 +454,24 @@
self.__white_codes_cache.clear()
RedisUtils.delete(self.__get_redis(), "white_list_codes")
+ def human_remove(self, code):
+ """
+ 浜轰负绉荤櫧
+ @param code:
+ @return:
+ """
+ self.__human_remove_codes.add(code)
+
+ def clear_huamn_info(self, code):
+ """
+ 绉婚櫎浜轰负骞查淇℃伅
+ @param code:
+ @return:
+ """
+ if code in self.__human_remove_codes:
+ self.__human_remove_codes.discard(code)
+
+
class BlackListCodeManager:
__instance = None
diff --git a/l2/l2_data_manager.py b/l2/l2_data_manager.py
index c298c01..bbbe0ef 100644
--- a/l2/l2_data_manager.py
+++ b/l2/l2_data_manager.py
@@ -23,7 +23,7 @@
# mode: 0-鏅�氫氦鏄� 1-蹇�熶氦鏄�
def __init__(self, buy_single_index=None, buy_exec_index=-1, buy_compute_index=None, num=0, count=0,
max_num_set=None, buy_volume_rate=None, sell_info=None, threshold_money=None, mode=0, mode_desc=None,
- at_limit_up=False, first_limit_up_buy=False):
+ at_limit_up=False, first_limit_up_buy=False, min_order_no = None):
self.buy_single_index = buy_single_index
self.buy_exec_index = buy_exec_index
self.buy_compute_index = buy_compute_index
@@ -42,6 +42,8 @@
self.at_limit_up = at_limit_up
# 鏄惁涓洪灏佷拱
self.first_limit_up_buy = first_limit_up_buy
+ # 缁熻鎵规澶у崟鎴愪氦鐨勬渶灏忚鍗曞彿
+ self.min_order_no = min_order_no
def get_max_num_set(self):
if self.max_num_set:
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index 5d2488e..c1b0e7f 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -1522,32 +1522,35 @@
_start_time = tool.get_now_timestamp()
total_datas = local_today_datas[code]
- if not HumanRadicalBuySingleManager.has_single(code):
- # ---------璁＄畻婵�杩涗拱鍏ョ殑淇″彿---------
- radical_result = cls.__compute_radical_order_begin_pos(code, compute_start_index, compute_end_index)
- else:
- human_radical_result = cls.__compute_human_radical_order_begin_pos(code, compute_start_index,
- compute_end_index)
- l2_log.debug(code, f"澶у崟瓒冲锛屼汉涓轰笅鍗曡绠楃粨鏋�({compute_start_index}-{compute_end_index}):{human_radical_result}")
- if human_radical_result[0]:
- radical_result = list(human_radical_result[2])
- # 鏀瑰彉鎵ц浣嶇疆
- radical_result[1] = human_radical_result[1]["index"]
- else:
- radical_result = None
+ # 涓嶉渶瑕佹牴鎹汉涓轰笅鍗曟潵涓嬪崟
+ # if not HumanRadicalBuySingleManager.has_single(code):
+ # # ---------璁＄畻婵�杩涗拱鍏ョ殑淇″彿---------
+ # radical_result = cls.__compute_radical_order_begin_pos(code, compute_start_index, compute_end_index)
+ # else:
+ # human_radical_result = cls.__compute_human_radical_order_begin_pos(code, compute_start_index,
+ # compute_end_index)
+ # l2_log.debug(code, f"澶у崟瓒冲锛屼汉涓轰笅鍗曡绠楃粨鏋�({compute_start_index}-{compute_end_index}):{human_radical_result}")
+ # if human_radical_result[0]:
+ # radical_result = list(human_radical_result[2])
+ # # 鏀瑰彉鎵ц浣嶇疆
+ # radical_result[1] = human_radical_result[1]["index"]
+ # else:
+ # radical_result = None
+
+ radical_result = cls.__compute_radical_order_begin_pos(code, compute_start_index, compute_end_index)
if radical_result and radical_result[0]:
- if not HumanRadicalBuySingleManager.has_single(code):
- big_order_deal_enough_result = radical_buy_data_manager.is_big_order_deal_enough(code,
- code_volumn_manager.CodeVolumeManager().get_volume_rate_refer_in_5days(
- code), 0)
- if big_order_deal_enough_result[6] <= 0:
- HumanRadicalBuySingleManager.add_single(code, total_datas[-1], radical_result)
- async_log_util.info(logger_l2_not_buy_reasons, f"{code}#澶у崟瓒冲锛岄渶瑕佹牴鎹汉涓轰笅鍗�({compute_start_index}-{compute_end_index})锛歿radical_result[1]}")
- return
- # 涓嬪崟鍓嶄竴姝ワ紝绉婚櫎浜轰负涓嬪崟淇″彿
- is_human_radical_buy = HumanRadicalBuySingleManager.has_single(code)
- HumanRadicalBuySingleManager.remove_single(code)
+ # if not HumanRadicalBuySingleManager.has_single(code):
+ # big_order_deal_enough_result = radical_buy_data_manager.is_big_order_deal_enough(code,
+ # code_volumn_manager.CodeVolumeManager().get_volume_rate_refer_in_5days(
+ # code), 0)
+ # if big_order_deal_enough_result[6] <= 0:
+ # HumanRadicalBuySingleManager.add_single(code, total_datas[-1], radical_result)
+ # async_log_util.info(logger_l2_not_buy_reasons, f"{code}#澶у崟瓒冲锛岄渶瑕佹牴鎹汉涓轰笅鍗�({compute_start_index}-{compute_end_index})锛歿radical_result[1]}")
+ # return
+ # #涓嬪崟鍓嶄竴姝ワ紝绉婚櫎浜轰负涓嬪崟淇″彿
+ # is_human_radical_buy = HumanRadicalBuySingleManager.has_single(code)
+ # HumanRadicalBuySingleManager.remove_single(code)
buy_single_index, buy_exec_index = radical_result[1], radical_result[1]
buy_volume_rate = cls.volume_rate_info[code][0]
@@ -1566,9 +1569,11 @@
max_num_set=set(),
buy_volume_rate=buy_volume_rate,
mode=OrderBeginPosInfo.MODE_RADICAL,
- mode_desc=f"澶у崟涓嶈冻鎵叆:{radical_result[2]} 鏄惁璺熶汉涔板叆-{is_human_radical_buy}",
+ mode_desc=f"澶у崟涓嶈冻鎵叆:{radical_result[2]}",
sell_info=sell_info,
- threshold_money=threshold_money)
+ threshold_money=threshold_money,
+ min_order_no=radical_result[5]
+ )
order_begin_pos_info.at_limit_up = cls.__is_at_limit_up_buy(code)
ordered = cls.__process_with_find_exec_index(code, order_begin_pos_info, compute_end_index,
block_info=radical_result[3])
@@ -2021,11 +2026,10 @@
@param code:
@param start_index:
@param end_index:
- @return: (鏄惁鑾峰彇鍒颁俊鍙�, 淇″彿浣嶇疆, 鎵叆鏉垮潡/娑堟伅, 鎵叆鏉垮潡澶у崟娴佸叆淇℃伅, 闇�瑕佺洃鍚殑澶у崟)
+ @return: (鏄惁鑾峰彇鍒颁俊鍙�, 淇″彿浣嶇疆, 鎵叆鏉垮潡/娑堟伅, 鎵叆鏉垮潡澶у崟娴佸叆淇℃伅, 闇�瑕佺洃鍚殑澶у崟, 缁熻涓婃澘澶у崟鎴愪氦鐨勬渶灏忚鍗曞彿)
"""
# 婵�杩涗拱淇″彿鐨勬椂闂�
-
def __can_order():
# 鍒ゆ柇鏄惁鏄澘涓婃斁閲�
# if cls.__is_at_limit_up_buy(code, start_index):
@@ -2126,8 +2130,13 @@
single_index = i
break
if single_index is not None:
- return True, single_index, f"鏈夊ぇ鍗�,澶у崟鎯呭喌锛歿big_order_deal_enough_result[1]}", watch_indexes
- return False, None, f"澶у崟涓嶈冻锛歿trade_index}-{end_index} 缂哄皯鐨勫ぇ鍗�-{max(current_lack_money, total_lack_money)} 澶у崟鎯呭喌锛歿big_order_deal_enough_result[1]}", watch_indexes
+ every_time_big_orders = EveryLimitupBigDealOrderManager.list_big_buy_deal_orders(code)
+ if every_time_big_orders:
+ min_order_no = min(min(every_time_big_orders, key=lambda e: e[0])[0], radical_data[1])
+ else:
+ min_order_no = radical_data[1]
+ return True, single_index, f"鏈夊ぇ鍗�,澶у崟鎯呭喌锛歿big_order_deal_enough_result[1]}", watch_indexes, min_order_no
+ return False, None, f"澶у崟涓嶈冻锛歿trade_index}-{end_index} 缂哄皯鐨勫ぇ鍗�-{max(current_lack_money, total_lack_money)} 澶у崟鎯呭喌锛歿big_order_deal_enough_result[1]}", watch_indexes, None
radical_data = RadicalBuyDealCodesManager.buy_by_l2_delegate_expire_time_dict.get(code)
record_codes = radical_buy_data_manager.BlockPlaceOrderRecordManager().get_codes()
@@ -2171,7 +2180,7 @@
# 濡傛灉鏉夸笂鏀鹃噺涓嶅彲涔板叆灏遍渶瑕佸垹闄や俊鍙�
if not constant.CAN_RADICAL_BUY_AT_LIMIT_UP and code in RadicalBuyDealCodesManager.buy_by_l2_delegate_expire_time_dict:
RadicalBuyDealCodesManager.buy_by_l2_delegate_expire_time_dict.pop(code)
- return True, result[1], radical_data[2], radical_data[4], result[3]
+ return True, result[1], radical_data[2], radical_data[4], result[3], result[4]
else:
async_log_util.info(logger_l2_not_buy_reasons, f"{code}#{result[2]}")
return result
@@ -2245,6 +2254,8 @@
@param end_index:
@return: 淇″彿淇℃伅锛堜俊鍙蜂綅,鎵ц浣嶏級, 娑堟伅, 鍙拱鍏ョ殑鏉垮潡
"""
+ if True:
+ return None, "姝ゆ潯涓嶇敓鏁�", None
if not tool.is_sz_code(code):
return None, "闈炴繁璇佺殑绁�", None
# 鍒ゆ柇鎶涘帇鏄惁澶т簬5000w
diff --git a/servers/huaxin_trade_server.py b/servers/huaxin_trade_server.py
index eb0827a..0d5f94e 100644
--- a/servers/huaxin_trade_server.py
+++ b/servers/huaxin_trade_server.py
@@ -839,6 +839,12 @@
if refer_sell_data:
sell_info = (refer_sell_data[0], refer_sell_data[1])
threshold_money = 0
+ every_deal_orders = EveryLimitupBigDealOrderManager.list_big_buy_deal_orders(code)
+ if every_deal_orders:
+ min_order_no = min(every_deal_orders, lambda x: x[0])[0]
+ else:
+ min_order_no = transaction_datas[-1][6]
+
order_begin_pos_info = OrderBeginPosInfo(buy_single_index=buy_single_index,
buy_exec_index=buy_exec_index,
buy_compute_index=buy_exec_index,
@@ -846,9 +852,11 @@
max_num_set=set(),
buy_volume_rate=buy_volume_rate,
mode=OrderBeginPosInfo.MODE_RADICAL,
- mode_desc=f"鎵叆涔板叆锛歿buy_blocks}",
+ mode_desc=f"鎵叆涔板叆锛歿buy_blocks}, 澶у崟鎴愪氦鏈�灏忚鍗曞彿锛歿min_order_no}",
sell_info=sell_info,
- threshold_money=threshold_money)
+ threshold_money=threshold_money,
+ min_order_no= min_order_no
+ )
L2TradeDataProcessor.save_order_begin_data(code, order_begin_pos_info)
buy_result = L2TradeDataProcessor.start_buy(code, total_datas[-1], total_datas[-1]["index"],
True, block_info=buy_blocks_with_money)
diff --git a/trade/buy_radical/radical_buy_data_manager.py b/trade/buy_radical/radical_buy_data_manager.py
index 83d919b..b2d2a64 100644
--- a/trade/buy_radical/radical_buy_data_manager.py
+++ b/trade/buy_radical/radical_buy_data_manager.py
@@ -11,7 +11,7 @@
import constant
import l2_data_util
from code_attribute.code_volumn_manager import CodeVolumeManager
-from l2 import l2_data_util as l2_data_util_new, l2_log
+from l2 import l2_data_util as l2_data_util_new, l2_log, l2_data_manager
from code_attribute import code_nature_analyse, code_volumn_manager, gpcode_manager
from code_attribute.code_l1_data_manager import L1DataManager
from code_attribute.gpcode_manager import WantBuyCodesManager
@@ -560,6 +560,7 @@
@param count:
@return:
"""
+ cls.__process_add_white(code)
if gpcode_manager.MustBuyCodesManager().is_in_cache(code):
return
total_deal_big_order_result = get_total_deal_big_order_info(code,
@@ -570,15 +571,54 @@
@classmethod
def place_order_success(cls, code):
# 濡傛灉鏄姞鎯筹紝涓旀垚浜ゅぇ鍗曡冻澶熷氨鍔犵孩
+ total_deal_big_order_result = get_total_deal_big_order_info(code,
+ gpcode_manager.get_limit_up_price_as_num(code))
if WantBuyCodesManager().is_in_cache(code):
- big_order_deal_enough_result = is_big_order_deal_enough(code,
- code_volumn_manager.CodeVolumeManager().get_volume_rate_refer_in_5days(
- code),
- 0)
- if big_order_deal_enough_result[6] <= 0:
+ if total_deal_big_order_result[0] <= 0:
# 绱澶у崟瓒冲闇�瑕佸姞绾�
gpcode_manager.MustBuyCodesManager().add_code(code)
trade_record_log_util.add_must_buy(code, "绱鎴愪氦澶у崟瓒冲")
+ cls.__process_add_white(code)
+
+ @classmethod
+ def __process_add_white(cls, code):
+ """
+ 澶勭悊鍔犵櫧
+ @param code:
+ @return:
+ """
+ if gpcode_manager.WhiteListCodeManager().is_in_cache(code):
+ return
+ try:
+ total_deal_big_order_result = get_total_deal_big_order_info(code,
+ gpcode_manager.get_limit_up_price_as_num(code))
+ if total_deal_big_order_result[0] <= 0 and total_deal_big_order_result[2] >= 1e8:
+ # 1涓嚎浠ヤ笂鐨勪笖鏈壒娆℃垚浜ょ殑澶у崟閲戦澶т簬2鍊嶅ぇ鍗曢噾棰濆氨鍔犵櫧
+ order_begin_pos = TradePointManager().get_buy_compute_start_data_cache(code)
+ is_placed_order = l2_data_manager.TradePointManager.is_placed_order(order_begin_pos)
+ if not is_placed_order:
+ # 娌℃湁涓嬭繃鍗�
+ return
+ if order_begin_pos and order_begin_pos.min_order_no is not None:
+ # 鍦� min_order_no 涔嬪悗鎴愪氦鐨勫ぇ鍗曢噾棰�
+ total_buy_data_list = BigOrderDealManager().get_total_buy_data_list(code)
+ min_order_no = order_begin_pos.min_order_no
+ if min_order_no is None:
+ async_log_util.warning(logger_debug, "澶勭悊鎴愪氦澶у崟瓒冲鍔犵櫧: 鏈�灏忚鍗曞彿涓虹┖")
+ return
+ bigger_money = l2_data_util.get_big_money_val(gpcode_manager.get_limit_up_price_as_num(code),
+ tool.is_ge_code(code))
+ deal_money = sum(
+ [x[2] for x in total_buy_data_list if x[0] >= min_order_no and x[2] >= bigger_money])
+ # 鑾峰彇鍧囧ぇ鍗�
+ THRESHOLD_MONEY, is_temp_threshold_money = BeforeSubDealBigOrderManager().get_big_order_threshold_info(
+ code)
+ if deal_money >= 2 * THRESHOLD_MONEY:
+ gpcode_manager.WhiteListCodeManager().add_code(code)
+ trade_record_log_util.add_common_msg(code, "鍔犵櫧", f"{code}澶у崟鎴愪氦瓒冲鍔犵櫧锛� 鏈壒娆℃垚浜ら噾棰�-{deal_money}/{THRESHOLD_MONEY * 2} 绱澶у崟閲戦锛歿total_deal_big_order_result[1]}/{total_deal_big_order_result[2]}")
+ except Exception as e:
+ logger_debug.exception(e)
+ async_log_util.info(logger_debug, f"澶勭悊鎴愪氦澶у崟瓒冲鍔犵櫧鐨勯棶棰�:{str(e)}")
@classmethod
def market_info_change(cls, code):
@@ -1854,11 +1894,25 @@
@classmethod
def get_big_buy_deal_order_money_info(cls, code):
+ """
+ 鑾峰彇鎴愪氦澶у崟鐨勪俊鎭�
+ @param code:
+ @return: (鎬诲叡澶у崟鎴愪氦閲戦, 鏈�杩戞垚浜ゅぇ鍗曠殑鏈�鍚庢垚浜ゆ椂闂�)
+ """
if cls.__deal_big_order_infos_dict.get(code):
return sum([x[1] for x in cls.__deal_big_order_infos_dict[code]]), l2_huaxin_util.convert_time(
cls.__deal_big_order_infos_dict[code][-1][2])
return None
+ @classmethod
+ def list_big_buy_deal_orders(cls, code):
+ """
+
+ @param code:
+ @return:[(璁㈠崟鍙�,閲戦, 鏈�鍚庢垚浜ゆ椂闂�)]
+ """
+ return cls.__deal_big_order_infos_dict.get(code, [])
+
class EveryLimitupBigDelegateOrderManager:
"""
diff --git a/trade/buy_radical/radical_buy_strategy.py b/trade/buy_radical/radical_buy_strategy.py
index 3e52795..8753d20 100644
--- a/trade/buy_radical/radical_buy_strategy.py
+++ b/trade/buy_radical/radical_buy_strategy.py
@@ -165,8 +165,8 @@
left_limit_up_sell_money = selling_num * price
# 姣忔涓婃澘鐨勫ぇ鍗曚笌閲戦
- big_order_count = radical_buy_data_manager.EveryLimitupBigDealOrderManager().get_big_buy_deal_order_count(code)
- big_order_money = radical_buy_data_manager.EveryLimitupBigDealOrderManager().get_big_buy_deal_order_money(code)
+ big_order_count = radical_buy_data_manager.EveryLimitupBigDealOrderManager.get_big_buy_deal_order_count(code)
+ big_order_money = radical_buy_data_manager.EveryLimitupBigDealOrderManager.get_big_buy_deal_order_money(code)
if big_order_count >= 2:
average_big_order_money = int(big_order_money / big_order_count)
# 濡傛灉鍧囦环娑ㄥ箙灏忎簬7%鍧囧ぇ鍗曠瓑浜�299w
diff --git a/trade/trade_result_manager.py b/trade/trade_result_manager.py
index fc503a0..445956d 100644
--- a/trade/trade_result_manager.py
+++ b/trade/trade_result_manager.py
@@ -4,7 +4,8 @@
from cancel_strategy.s_l_h_cancel_strategy import HourCancelBigNumComputer
from cancel_strategy.s_l_h_cancel_strategy import LCancelBigNumComputer
from cancel_strategy.s_l_h_cancel_strategy import SCancelBigNumComputer
-from code_attribute.gpcode_manager import MustBuyCodesManager, GreenListCodeManager, WantBuyCodesManager
+from code_attribute.gpcode_manager import MustBuyCodesManager, GreenListCodeManager, WantBuyCodesManager, \
+ WhiteListCodeManager
from l2 import l2_data_manager, place_order_single_data_manager
from l2.cancel_buy_strategy import FCancelBigNumComputer, \
NewGCancelBigNumComputer, JCancelBigNumComputer, NBCancelBigNumComputer
@@ -111,6 +112,8 @@
# 濡傛灉鏄壂鍏ヤ笅鍗曪紝涓嬪崟涔嬪悗灏卞姞绾�
if order_begin_pos.mode == OrderBeginPosInfo.MODE_RADICAL:
+ # 绉婚櫎浜轰负绉荤櫧
+ WhiteListCodeManager().clear_huamn_info(code)
RadicalBuyDataManager.place_order_success(code)
# 娓呴櫎涓嬪崟淇″彿
--
Gitblit v1.8.0