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 | 406 ++++++++++++++++++++++++++++++++++++++++++++++++++-------
1 files changed, 351 insertions(+), 55 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index 15c035a..c1b0e7f 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -19,6 +19,7 @@
from log_module import async_log_util, log_export
from third_data import kpl_data_manager, block_info
from third_data.kpl_data_constant import LimitUpDataConstant
+from trade.buy_radical.block_special_codes_manager import BlockSpecialCodesManager
from trade.buy_radical.radical_buy_data_manager import EveryLimitupBigDealOrderManager
from utils import global_util, tool, buy_condition_util, buy_strategy_util, trade_util
import l2_data_util
@@ -27,7 +28,7 @@
from trade import trade_manager, trade_queue_manager, l2_trade_factor, l2_trade_util, \
trade_result_manager, current_price_process_manager, trade_data_manager, trade_huaxin, trade_record_log_util, \
trade_constant, buy_open_limit_up_strategy
-from trade.buy_radical import radical_buy_data_manager
+from trade.buy_radical import radical_buy_data_manager, radical_buy_strategy
from l2 import l2_data_manager, l2_log, l2_data_source_util, code_price_manager, \
transaction_progress, cancel_buy_strategy, place_order_single_data_manager
from l2.cancel_buy_strategy import DCancelBigNumComputer, \
@@ -180,6 +181,7 @@
num_splites = [round(5000 / limit_up_price), round(10000 / limit_up_price), round(20000 / limit_up_price),
round(30000 / limit_up_price)]
total_num = 0
+ buyno_map = local_today_buyno_map.get(code)
for i in range(max(start_index, processed_index), end_index + 1):
data = total_datas[i]
if not L2DataUtil.is_limit_up_price_buy_cancel(data["val"]) and not L2DataUtil.is_limit_up_price_buy(
@@ -189,8 +191,7 @@
if L2DataUtil.is_limit_up_price_buy_cancel(data["val"]):
# 鑾峰彇涔板叆淇″彿
buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data_v2(total_datas[i],
- local_today_buyno_map.get(
- code))
+ buyno_map)
if buy_index is not None and buy_index < begin_pos:
continue
@@ -216,6 +217,70 @@
# print("m鍊煎ぇ鍗曡绠楄寖鍥达細{}-{} 鏃堕棿锛歿}".format(max(start_index, processed_index), end_index,
# round(t.time() * 1000) - start_time))
+
+
+class HumanRadicalBuySingleManager:
+ """
+ 浜轰负涔板叆绠＄悊
+ """
+ # 浜轰负涓嬪崟鏍囪:{"浠ｇ爜":(淇″彿鏃堕棿, 闂撮殧鏃堕棿,淇″彿鎴嚦鏃堕棿, radical_result)}
+ __human_radical_buy_mark_info = {}
+
+ @classmethod
+ def add_single(cls, code, latest_data, radical_result):
+ """
+ 娣诲姞涔板叆淇″彿
+ @param code:
+ @param latest_data:
+ @param radical_result:
+ @return:
+ """
+ start_time_with_ms = L2DataUtil.get_time_with_ms(latest_data["val"])
+ if tool.is_sh_code(code):
+ cls.__human_radical_buy_mark_info[code] = (
+ start_time_with_ms, 400, tool.trade_time_add_millionsecond(start_time_with_ms, 3000), radical_result)
+ else:
+ cls.__human_radical_buy_mark_info[code] = (
+ start_time_with_ms, 30, tool.trade_time_add_millionsecond(start_time_with_ms, 2000), radical_result)
+
+ @classmethod
+ def remove_single(cls, code):
+ """
+ 绉婚櫎淇″彿
+ @param code:
+ @return:
+ """
+ if code in cls.__human_radical_buy_mark_info:
+ cls.__human_radical_buy_mark_info.pop(code)
+
+ @classmethod
+ def has_single(cls, code):
+ """
+ 鏄惁鏈変俊鍙�
+ @param code:
+ @return:
+ """
+ if code in cls.__human_radical_buy_mark_info:
+ return True
+ return False
+
+ @classmethod
+ def is_valid(cls, code, data):
+ """
+ 淇″彿鏄惁鏈夋晥
+ @param code:
+ @return: 鏄惁鏈夋晥锛屾棤鏁堟秷鎭�/鏈夋晥瀵硅薄
+ """
+ if code not in cls.__human_radical_buy_mark_info:
+ return False, "娌℃湁浜轰拱鍏ヤ俊鍙�"
+ single_time_ms, space_time_ms, expire_time_ms, _ = cls.__human_radical_buy_mark_info[code]
+ now_time_ms = L2DataUtil.get_time_with_ms(data["val"])
+ if tool.trade_time_sub_with_ms(now_time_ms,
+ expire_time_ms) > 0:
+ cls.__human_radical_buy_mark_info.pop(code)
+ async_log_util.info(logger_l2_not_buy_reasons, f"{code}#澶у崟瓒冲锛屼汉涓轰笅鍗曪細 瓒呰繃淇″彿鐢熸晥鏃堕棿-{now_time_ms}/{expire_time_ms}")
+ return False, "瓒呰繃淇″彿鐢熸晥鏃堕棿"
+ return True, cls.__human_radical_buy_mark_info[code]
class L2TradeDataProcessor:
@@ -325,8 +390,14 @@
cls.unreal_buy_dict.pop(code)
@classmethod
- def set_real_place_order_index(cls, code, index, order_begin_pos: OrderBeginPosInfo):
+ def set_real_place_order_index(cls, code, index, order_begin_pos: OrderBeginPosInfo, last_data):
trade_record_log_util.add_real_place_order_position_log(code, index, order_begin_pos.buy_single_index)
+ total_datas = local_today_datas.get(code)
+ use_time = tool.trade_time_sub_with_ms(L2DataUtil.get_time_with_ms(total_datas[index]["val"]),
+ L2DataUtil.get_time_with_ms(
+ total_datas[order_begin_pos.buy_exec_index]["val"]))
+ trade_record_log_util.add_place_order_use_time(code,
+ f"鎵ц浣嶆椂闂达細{L2DataUtil.get_time_with_ms(total_datas[order_begin_pos.buy_exec_index]['val'])} 鑰楁椂锛歿use_time}")
l2_log.debug(code, "璁剧疆鐪熷疄涓嬪崟浣嶏細{}", index)
cancel_buy_strategy.set_real_place_position(code, index, order_begin_pos.buy_single_index, is_default=False)
# 鑾峰彇鐪熷疄涓嬪崟浣嶇疆涔嬪悗闇�瑕佸垽鏂璅鎾�
@@ -391,7 +462,7 @@
finally:
if datas:
l2.l2_data_util.save_l2_data(code, None, datas)
- origin_datas.clear()
+ # origin_datas.clear()
@classmethod
def __recompute_real_order_index(cls, code, pre_real_order_index, order_info, compute_type):
@@ -401,24 +472,25 @@
code, order_info, pre_real_order_index, compute_type)
if real_order_index and pre_real_order_index != real_order_index:
try:
- exec_index = order_info[6]
+ exec_index = order_info[3]
order_begin_pos = cls.__get_order_begin_pos(
code)
async_log_util.info(logger_debug,
f"涓嬪崟浣嶇煫姝ｏ細鐪熷疄涓嬪崟浣�-{real_order_index} 璁㈠崟淇℃伅-{order_info} 涓嬪崟淇℃伅-{order_begin_pos.to_dict()}")
if order_begin_pos and order_begin_pos.buy_exec_index == exec_index:
- cls.set_real_place_order_index(code, real_order_index, order_begin_pos)
+ cls.set_real_place_order_index(code, real_order_index, order_begin_pos, order_info[1])
async_log_util.info(logger_real_place_order_position,
f"鐪熷疄涓嬪崟浣嶇疆鐭锛歿code}-({real_order_index},1)")
except Exception as e:
logger_debug.exception(e)
+ async_log_util.error(logger_debug, f"閲嶆柊瀵绘壘鐪熷疄涓嬪崟浣嶅紓甯革細{code}-{order_info}")
@classmethod
def process_add_datas(cls, code, add_datas, capture_timestamp, __start_time):
now_time_str = tool.get_now_time_str()
# 灏嗘湰娆′腑鏂缃负
cls.__break_current_batch_data_for_buy_dict[code] = False
- if len(add_datas) > 0:
+ if add_datas:
# 璁板綍褰撳墠鎵规暟鎹殑绱㈠紩
cls.__processing_data_indexes[code] = (add_datas[0]["index"], add_datas[-1]["index"])
if code not in cls.__trade_log_placr_order_info_dict:
@@ -489,7 +561,7 @@
if place_order_index:
order_begin_pos = cls.__get_order_begin_pos(
code)
- cls.set_real_place_order_index(code, place_order_index, order_begin_pos)
+ cls.set_real_place_order_index(code, place_order_index, order_begin_pos, order_info[1])
try:
cls.__re_compute_threading_pool.submit(
cls.__recompute_real_order_index, code, place_order_index, order_info,
@@ -812,15 +884,20 @@
if not cls.__WantBuyCodesManager.is_in_cache(
code) and not gpcode_manager.GreenListCodeManager().is_in_cache(code):
return False, True, f"鍙拱鎯充拱锛氭病鍦ㄦ兂涔板崟鍜岀豢鍗�", True
- if not cls.__WantBuyCodesManager.is_in_cache(code):
- average_rate = cls.__Buy1PriceManager.get_average_rate(code)
- if average_rate :
- if tool.is_ge_code(code):
- if average_rate <= 0.1:
- return False, True, f"鍧囦环娑ㄥ箙({average_rate})灏忎簬10%", True
- else:
- if average_rate <= 0.05:
- return False, True, f"鍧囦环娑ㄥ箙({average_rate})灏忎簬5%", True
+ if cls.__TradeTargetCodeModeManager.get_mode_cache() == TradeTargetCodeModeManager.MODE_ONLY_BUY_SPECIAL_CODES:
+ special_blocks = BlockSpecialCodesManager().get_code_blocks(code)
+ if not special_blocks:
+ return False, True, f"鍙拱杈ㄨ瘑搴�", True
+ # if not cls.__WantBuyCodesManager.is_in_cache(code):
+ average_rate = cls.__Buy1PriceManager.get_average_rate(code)
+ if average_rate:
+ if tool.is_ge_code(code):
+ if average_rate < 0.08:
+ return False, True, f"鍧囦环娑ㄥ箙({average_rate})灏忎簬8%", True
+ else:
+ if average_rate < 0.04:
+ return False, True, f"鍧囦环娑ㄥ箙({average_rate})灏忎簬4%", True
+
return True, False, f"", False
@classmethod
@@ -877,7 +954,7 @@
params_desc = cls.__l2PlaceOrderParamsManagerDict[code].get_buy_rank_desc()
l2_log.debug(code, params_desc)
#################娓呴櫎鏈涓嬪崟鐨勫ぇ鍗曟暟鎹�###############
- EveryLimitupBigDealOrderManager.clear(code)
+ EveryLimitupBigDealOrderManager.clear(code, "涓嬪崟鎴愬姛")
############璁板綍涓嬪崟鏃剁殑鏁版嵁############
try:
jx_blocks, jx_blocks_by = KPLCodeJXBlockManager().get_jx_blocks_cache(
@@ -919,7 +996,7 @@
def __buy(cls, code, capture_timestamp, last_data, last_data_index, is_first_code, block_info=None):
pre_result = cls.__is_pre_can_buy(code)
if not pre_result[0]:
- l2_log.debug(code, "涓嶅彲浠ヤ笅鍗曪紝鍘熷洜锛歿}", pre_result[2])
+ async_log_util.info(logger_l2_not_buy_reasons, f"{code}#{pre_result[2]}")
return False
# 娣诲姞涔板叆閿�
if code not in cls.__buy_lock_dict:
@@ -962,12 +1039,22 @@
local_today_datas.get(code))
return False
else:
- l2_log.debug(code, "鍙互涓嬪崟锛屽師鍥狅細{}锛� 涓嬪崟妯″紡锛歿}", reason, order_begin_pos.mode)
+
try:
# 鍒ゆ柇鏄惁涓洪灏佷笅鍗�
order_begin_pos.first_limit_up_buy = radical_buy_data_manager.is_first_limit_up_buy(code)
+ if not constant.CAN_BUY_FIRST_LIMIT_UP and order_begin_pos.first_limit_up_buy:
+ reason = "棣栧皝涓嶄笅鍗�"
+ l2_log.debug(code, "涓嶅彲浠ヤ笅鍗曪紝鍘熷洜锛歿}", reason)
+ trade_record_log_util.add_cant_place_order_log(code, reason)
+ cls.__break_current_batch_data_for_buy_dict[code] = True
+ trade_result_manager.real_cancel_success(code, order_begin_pos.buy_single_index,
+ order_begin_pos.buy_exec_index,
+ local_today_datas.get(code))
+ return False
+ l2_log.debug(code, "鍙互涓嬪崟锛屽師鍥狅細{}锛� 涓嬪崟妯″紡锛歿}", reason, order_begin_pos.mode)
l2_log.debug(code, "寮�濮嬫墽琛屼拱鍏�")
trade_manager.start_buy(code, capture_timestamp, last_data,
last_data_index, order_begin_pos.mode, order_begin_pos.buy_exec_index)
@@ -1307,13 +1394,15 @@
# 鏄惁鏄氦鏄撻槦鍒楄Е鍙�
# 鎵叆涓嬪崟鍙湁L鎾よ兘鎾ゅ崟
if order_begin_pos and order_begin_pos.mode == OrderBeginPosInfo.MODE_RADICAL and cancel_type not in {
- trade_constant.CANCEL_TYPE_L_DOWN, trade_constant.CANCEL_TYPE_L, trade_constant.CANCEL_TYPE_RD, trade_constant.CANCEL_TYPE_P}:
+ trade_constant.CANCEL_TYPE_L_DOWN, trade_constant.CANCEL_TYPE_L, trade_constant.CANCEL_TYPE_RD,
+ trade_constant.CANCEL_TYPE_P}:
l2_log.cancel_debug(code, "鎾ゅ崟涓柇锛屽師鍥狅細{}", "鎵叆涓嬪崟涓嶆槸L鎾�")
return False
# 鍔犵豢鍙湁L鎾�/浜烘挙鐢熸晥
if gpcode_manager.GreenListCodeManager().is_in_cache(code):
if cancel_type not in {trade_constant.CANCEL_TYPE_L, trade_constant.CANCEL_TYPE_L_UP,
- trade_constant.CANCEL_TYPE_L_DOWN, trade_constant.CANCEL_TYPE_RD, trade_constant.CANCEL_TYPE_P}:
+ trade_constant.CANCEL_TYPE_L_DOWN, trade_constant.CANCEL_TYPE_RD,
+ trade_constant.CANCEL_TYPE_P}:
l2_log.cancel_debug(code, "鎾ゅ崟涓柇锛屽師鍥狅細{}", "鍔犵豢涓嶆槸L鎾�")
return False
@@ -1375,7 +1464,7 @@
order_begin_pos.threshold_money,
order_begin_pos.num,
order_begin_pos.count, order_begin_pos.at_limit_up, total_datas[order_begin_pos.buy_exec_index],
- cls.volume_rate_info[code], order_begin_pos.mode)
+ cls.volume_rate_info[code], order_begin_pos.mode_desc)
cls.__save_order_begin_data(code, order_begin_pos)
cls.__LimitUpTimeManager.save_limit_up_time(code, total_datas[order_begin_pos.buy_exec_index]["val"]["time"])
l2_log.debug(code, "delete_buy_cancel_point")
@@ -1433,9 +1522,36 @@
_start_time = tool.get_now_timestamp()
total_datas = local_today_datas[code]
- # ---------璁＄畻婵�杩涗拱鍏ョ殑淇″彿---------
+ # 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[0]:
+ 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)
+
buy_single_index, buy_exec_index = radical_result[1], radical_result[1]
buy_volume_rate = cls.volume_rate_info[code][0]
refer_sell_data = cls.__L2MarketSellManager.get_refer_sell_data(code, total_datas[buy_single_index]["val"][
@@ -1455,7 +1571,9 @@
mode=OrderBeginPosInfo.MODE_RADICAL,
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])
@@ -1464,7 +1582,36 @@
# 鐩戝惉澶у崟
RDCancelBigNumComputer().set_watch_indexes(code, radical_result[4])
return
+ else:
+ radical_result = cls.__compute_radical_order_begin_pos_for_many_sell(code, compute_start_index,
+ compute_end_index)
+ if radical_result[0]:
+ buy_single_index, buy_exec_index = radical_result[0][0], radical_result[0][1]
+ buy_volume_rate = cls.volume_rate_info[code][0]
+ refer_sell_data = cls.__L2MarketSellManager.get_refer_sell_data(code,
+ total_datas[buy_single_index]["val"][
+ "time"])
+ if refer_sell_data:
+ sell_info = (refer_sell_data[0], refer_sell_data[1])
+ else:
+ sell_info = (total_datas[buy_single_index]["val"]["time"], 0)
+ threshold_money = 0
+ order_begin_pos_info = OrderBeginPosInfo(buy_single_index=buy_single_index,
+ buy_exec_index=buy_exec_index,
+ buy_compute_index=buy_exec_index,
+ num=total_datas[buy_single_index]["val"]["num"], count=1,
+ max_num_set=set(),
+ buy_volume_rate=buy_volume_rate,
+ mode=OrderBeginPosInfo.MODE_RADICAL,
+ mode_desc=f"鎬绘姏鍘嬪ぇ鎵叆:{radical_result[2]}",
+ sell_info=sell_info,
+ threshold_money=threshold_money)
+ 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[2])
+ if ordered:
+ radical_buy_data_manager.BlockPlaceOrderRecordManager().add_record(code, radical_result[2])
if RadicalBuyDealCodesManager().get_code_blocks(code):
# 宸茬粡鎵叆涓嬭繃鍗�
return
@@ -1869,6 +2016,7 @@
return False, -1, "鏈幏鍙栧埌绉瀬涔扮殑璧峰淇″彿", '', OrderBeginPosInfo.MODE_NORMAL
# 璁＄畻婵�杩涗拱鐨勪笅鍗曚俊鍙�
+ # 璁＄畻婵�杩涗拱鐨勪笅鍗曚俊鍙�
@classmethod
def __compute_radical_order_begin_pos(cls, code, start_index, end_index):
"""
@@ -1878,32 +2026,36 @@
@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):
- return False, None, "鏉夸笂鏀鹃噺", None
+ # if cls.__is_at_limit_up_buy(code, start_index):
+ # return False, None, "鏉夸笂鏀鹃噺", None
total_datas = local_today_datas[code]
limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
bigger_money = l2_data_util.get_big_money_val(limit_up_price, tool.is_ge_code(code))
- min_num = int(bigger_money / limit_up_price / 100)
+ bigger_money_num, current_min_num, total_min_num = int(bigger_money / limit_up_price / 100), int(
+ bigger_money / limit_up_price / 100), int(5000 / limit_up_price)
refer_sell_data = L2MarketSellManager().get_refer_sell_data(code, radical_data[3])
# 鍙傝�冩�诲崠棰�
refer_sell_money = 0
if refer_sell_data:
refer_sell_money = refer_sell_data[1]
+ # 鍒ゆ柇杩橀渶澶у崟鐨勯噾棰濓紙max(姣忔涓婃澘澶у崟,绱鎴愪氦澶у崟)锛�
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),
refer_sell_money,
- for_buy=True)
+ for_buy=True,
+ is_almost_open_limit_up=
+ radical_data[5])
# 缂轰箯鐨勫ぇ鍗曢噾棰�
- lack_money = big_order_deal_enough_result[3]
+ current_lack_money = int(big_order_deal_enough_result[5])
+ total_lack_money = int(big_order_deal_enough_result[6])
# 濡傛灉鏈夊ぇ鍗曟垚浜ゅ氨涓嶉渶瑕佺湅澶у崟
if constant.CAN_RADICAL_BUY_NEED_BIG_ORDER_EVERYTIME:
# 姣忔涓嬪崟閮介渶瑕佸ぇ鍗�
@@ -1914,10 +2066,14 @@
# 60s浠ヤ笂灏变笉涓嬪崟浜�
return False, None, "璺濈涓婃缁熻澶у崟鏃堕棿杩囧幓60s", set()
- if lack_money == 0:
- if not tool.is_sh_code(code):
- # 闈炰笂璇佺殑绁ㄧ湅50w
- min_num = int(5000 / limit_up_price)
+ if max(current_lack_money, total_lack_money) <= 0:
+ # 宸茬粡涓嶇己灏戝ぇ鍗曚簡
+ # if not tool.is_sh_code(code):
+ # 闈炰笂璇佺殑绁ㄧ湅50w
+ current_min_num = int(5000 / limit_up_price)
+ # 濡傛灉绱澶у崟鎴愪氦瓒冲锛屽彧闇�鐪�50w
+ # if big_order_deal_enough_result[4]:
+ # min_num = int(5000 / limit_up_price)
# 闇�瑕佺洃鍚殑澶у崟
watch_indexes = set()
# 鎬诲鎵樺ぇ鍗曢噾棰�
@@ -1933,8 +2089,6 @@
val = data["val"]
if not L2DataUtil.is_limit_up_price_buy(val):
continue
- if val["num"] < min_num:
- continue
# 鎾ゅ崟涓嶇畻
left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(code, i,
total_datas,
@@ -1949,23 +2103,40 @@
# 鍒ゆ柇鏄惁涓哄ぇ鍗�
order_money = dealing_active_order_info[2] + round(val["price"], 2) * val["num"] * 100
if order_money >= bigger_money:
- lack_money -= order_money
- watch_indexes.add(i)
- if lack_money < 0:
+ if val["num"] >= bigger_money_num:
+ watch_indexes.add(i)
+ if val["num"] >= current_min_num:
+ current_lack_money -= order_money
+ if val["num"] >= total_min_num:
+ total_lack_money -= order_money
+ if max(current_lack_money, total_lack_money) < 0:
single_index = i
break
if int(val["orderNo"]) <= radical_data[1]:
# 涓诲姩涔板崟鍚庣殑鏁版嵁涓嶇畻
continue
- watch_indexes.add(i)
- lack_money -= round(val["price"], 2) * val["num"] * 100
- if lack_money < 0:
+
+ if val["num"] >= bigger_money_num:
+ watch_indexes.add(i)
+
+ if val["num"] >= current_min_num:
+ current_lack_money -= round(val["price"], 2) * val["num"] * 100
+
+ if val["num"] >= total_min_num:
+ total_lack_money -= round(val["price"], 2) * val["num"] * 100
+
+ if max(current_lack_money, total_lack_money) < 0:
single_index = i
break
if single_index is not None:
- return True, single_index, "鏈夊ぇ鍗�", 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�-{lack_money}", 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()
@@ -1986,7 +2157,7 @@
return False, None, "瓒呰繃鐢熸晥鏃堕棿"
result = __can_order()
- l2_log.debug(code, f"L2鎵叆鍒ゆ柇锛歿result}")
+ l2_log.debug(code, f"L2鎵叆鍒ゆ柇({start_index}-{end_index})锛歿result}")
if result[0]:
# 宸茬粡鎵叆涓嬭繃鍗曚笖鍏佽鏉夸笂鏀鹃噺鎵叆鐨勫氨闇�瑕佸垽鏂澘涓婃斁閲忕殑璺濈
if is_radical_buy and constant.CAN_RADICAL_BUY_AT_LIMIT_UP:
@@ -2009,8 +2180,134 @@
# 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
+
+ @classmethod
+ def __compute_human_radical_order_begin_pos(cls, code, start_index, end_index):
+ """
+ 澶勭悊璺熶汉涔�
+ @param code:
+ @param start_index:
+ @param end_index:
+ @return:
+ """
+ total_datas = local_today_datas.get(code)
+ result = HumanRadicalBuySingleManager.is_valid(code, total_datas[start_index])
+ if not result[0]:
+ return False, None, result[1]
+ result = result[1]
+ single_time_ms, space_time_ms, expire_time_ms, radical_result = result[0], result[1], result[2], result[3]
+
+ bigger_num = l2_data_util.get_big_money_val(gpcode_manager.get_limit_up_price_as_num(code),
+ tool.is_ge_code(code)) // (
+ gpcode_manager.get_limit_up_price_as_num(code) * 100)
+ canceled_buyno_map = local_today_buyno_map.get(code)
+ for i in range(start_index, end_index + 1):
+ data = total_datas[i]
+ val = data["val"]
+ if not L2DataUtil.is_limit_up_price_buy(val):
+ continue
+ if val["num"] < bigger_num:
+ continue
+
+ left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(code, i,
+ total_datas,
+ canceled_buyno_map)
+ if left_count == 0:
+ continue
+
+ # 鍒ゆ柇鏄惁瓒呰繃鐢熸晥鏃堕棿
+ if tool.trade_time_sub_with_ms(L2DataUtil.get_time_with_ms(total_datas[i]["val"]),
+ expire_time_ms) > 0:
+ HumanRadicalBuySingleManager.remove_single(code)
+ return False, None, "瓒呰繃淇″彿鐢熸晥鏃堕棿"
+ is_valid = False
+ # 鍒ゆ柇璺濈涓婁釜50w涔板崟鐨勬椂闂存槸鍚﹁秴杩囦簡space_time_ms
+ buy_exec_index = radical_result[1]
+ for ii in range(i - 1, buy_exec_index, -1):
+ data_child = total_datas[ii]
+ val_child = data_child["val"]
+ if not L2DataUtil.is_limit_up_price_buy(val_child):
+ continue
+ if val_child["num"] * float(val_child["price"]) < 5000:
+ continue
+ if tool.trade_time_sub_with_ms(L2DataUtil.get_time_with_ms(val),
+ L2DataUtil.get_time_with_ms(val_child)) > space_time_ms:
+ is_valid = True
+ break
+ if is_valid:
+ return True, data, radical_result
+ return False, None, "娌℃湁鏈夋晥淇″彿"
+
+ # 鎬诲崠棰濆弬鑰冩椂闂翠娇鐢ㄨ褰�
+ __refer_sell_used_times = {}
+
+ @classmethod
+ def __compute_radical_order_begin_pos_for_many_sell(cls, code, start_index, end_index):
+ """
+ 璁＄畻娣辫瘉楂樻姏鍘嬬殑鍗栫殑涔板叆淇″彿
+ @param code:
+ @param start_index:
+ @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
+ total_datas = local_today_datas.get(code)
+ refer_sell_data = cls.__L2MarketSellManager.get_refer_sell_data(code, total_datas[-1]["val"]["time"])
+ if not refer_sell_data or refer_sell_data[1] < 5e7:
+ return None, "鎬诲崠棰濆皬浜�5000涓�", None
+ if code in cls.__refer_sell_used_times and refer_sell_data[0] in cls.__refer_sell_used_times:
+ return None, f"鏃堕棿宸茬粡琚娇鐢細{refer_sell_data[0]}", None
+
+ deal_codes = RadicalBuyDealCodesManager().get_deal_codes()
+ if code in deal_codes:
+ return None, f"宸茬粡鎴愪氦", None
+
+ f_buy_blocks, orgin_buy_blocks = radical_buy_strategy.compute_can_radical_buy_blocks(code, deal_codes)
+ if not f_buy_blocks:
+ return None, f"鏉垮潡涓嶅彲涔板叆", None
+
+ # 鍒ゆ柇鏄惁鏈夋定鍋滀拱鐨勬暟鎹�
+ has_limit_up = False
+ for i in range(start_index, end_index + 1):
+ data = total_datas[i]
+ val = data["val"]
+ if L2DataUtil.is_limit_up_price_buy(val):
+ has_limit_up = True
+ break
+ if not has_limit_up:
+ return None, "鏃犳定鍋滀拱鏁版嵁", None
+ # 鏌ユ壘璁℃暟璧风偣
+ refer_sell_time_int = int(refer_sell_data[0].replace(":", ""))
+ begin_index = start_index
+ for i in range(start_index - 1, -1, -1):
+ data = total_datas[i]
+ val = data["val"]
+ if int(val["time"].replace(":", "")) < refer_sell_time_int:
+ begin_index = i + 1
+ break
+ threshold_num = int(round(refer_sell_data[1] / gpcode_manager.get_limit_up_price_as_num(code) / 100))
+ total_num = 0
+ for i in range(begin_index, end_index + 1):
+ data = total_datas[i]
+ val = data["val"]
+ if L2DataUtil.is_limit_up_price_buy(val):
+ total_num += val["num"]
+ elif L2DataUtil.is_limit_up_price_buy_cancel(val):
+ total_num -= val["num"]
+ if total_num > threshold_num:
+ if code not in cls.__refer_sell_used_times:
+ cls.__refer_sell_used_times[code] = set()
+ cls.__refer_sell_used_times[code].add(refer_sell_data[0])
+ return (begin_index, end_index), "鍙互涓嬪崟", f_buy_blocks
+ return None, "鎬讳拱棰濅笉婊¤冻", None
@classmethod
def test__compute_active_order_begin_pos(cls, code, continue_count, start_index, end_index):
@@ -2084,6 +2381,7 @@
if place_order_count is None:
place_order_count = 0
is_ge_code = tool.is_ge_code(code)
+ buy_no_map = local_today_buyno_map.get(code)
for i in range(compute_start_index, compute_end_index + 1):
data = total_datas[i]
_val = total_datas[i]["val"]
@@ -2119,10 +2417,8 @@
elif L2DataUtil.is_limit_up_price_buy_cancel(_val):
# 鍒ゆ柇涔板叆浣嶇疆鏄惁鍦ㄤ拱鍏ヤ俊鍙蜂箣鍓�
buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data_v2(total_datas[i],
- local_today_buyno_map.get(
- code))
+ buy_no_map)
if buy_index is not None:
-
# 鎵惧埌涔版挙鏁版嵁鐨勪拱鍏ョ偣
if buy_index >= buy_single_index:
max_buy_num_set.discard(buy_index)
@@ -2223,6 +2519,7 @@
max_buy_num_set = set(max_num_set)
active_buy_blocks = cls.get_active_buy_blocks(code)
is_ge_code = tool.is_ge_code(code)
+ buyno_map = local_today_buyno_map.get(code)
for i in range(compute_start_index, compute_end_index + 1):
data = total_datas[i]
_val = total_datas[i]["val"]
@@ -2261,8 +2558,7 @@
elif L2DataUtil.is_limit_up_price_buy_cancel(_val):
# 鍒ゆ柇涔板叆浣嶇疆鏄惁鍦ㄤ拱鍏ヤ俊鍙蜂箣鍓�
buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data_v2(total_datas[i],
- local_today_buyno_map.get(
- code))
+ buyno_map)
if buy_index is not None:
# 鎵惧埌涔版挙鏁版嵁鐨勪拱鍏ョ偣
--
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