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
---
l2/l2_data_manager_new.py | 73 +++++++++++++++++++++---------------
1 files changed, 42 insertions(+), 31 deletions(-)
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
--
Gitblit v1.8.0