From b03f1ca7c2d77be46ca55c7fb68ae6215783840a Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 17 四月 2024 18:46:35 +0800
Subject: [PATCH] 买入调整
---
l2/l2_data_manager_new.py | 179 +++++++++++++++++++++++++++++++++++++----------------------
1 files changed, 111 insertions(+), 68 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index 14a093c..c312313 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -1360,8 +1360,9 @@
# if code.find('60') == 0:
# 婵�杩涗拱
continue_count = 1
- has_single, _index, sell_info = cls.__compute_active_order_begin_pos(code, continue_count,
- compute_start_index, compute_end_index)
+ has_single, _index, sell_info, single_msg = cls.__compute_active_order_begin_pos(code, continue_count,
+ compute_start_index,
+ compute_end_index)
fast_msg = None
if has_single:
order_begin_pos.mode = OrderBeginPosInfo.MODE_ACTIVE
@@ -1453,11 +1454,12 @@
# 鎬诲崠棰濈殑1鍊�
order_begin_pos.threshold_money = int(sell_info[1] * 1.0)
- 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,
+ 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� 淇″彿绫诲瀷锛歿}",
+ buy_single_index,
compute_start_index,
compute_end_index, cls.volume_rate_info[code], order_begin_pos.at_limit_up,
total_datas[buy_single_index],
- order_begin_pos.mode, fast_msg)
+ order_begin_pos.mode, fast_msg, single_msg)
# _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time, "涓嬪崟淇″彿璁＄畻鏃堕棿")
@@ -1695,11 +1697,66 @@
return True, i, [refer_sell_data[0], threshold_money]
return False, None, None
+ @classmethod
+ def __get_active_single_start_index(cls, code, start_index, end_index, continue_count, valid_single=False):
+ """
+ 鑾峰彇涓诲姩涔扮殑淇″彿璧峰绱㈠紩
+ @param code:
+ @param start_index:
+ @param end_index:
+ @param continue_count:
+ @param valid_single: 鏄惁楠岃瘉鎴愪氦涔板叆淇″彿
+ @return:
+ """
+ total_datas = local_today_datas[code]
+ last_index = None
+ count = 0
+ start = None
+ for i in range(start_index, end_index + 1):
+ _val = total_datas[i]["val"]
+ if L2DataUtil.is_limit_up_price_buy(_val):
+ # 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
+ if last_index is None or (
+ total_datas[last_index]["val"]["time"] == total_datas[i]["val"]["time"]):
+ # 娣辫瘉闈炴澘涓婃斁閲忛渶瑕佸垽鏂槸鍚︽湁淇″彿
+ if valid_single:
+ _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 start
+ 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 None
+
# 璁＄畻婵�杩涗拱鐨勪笅鍗曚俊鍙�
@classmethod
def __compute_active_order_begin_pos(cls, code, continue_count, start_index, end_index):
total_datas = local_today_datas[code]
start_time_str = total_datas[start_index]["val"]["time"]
+ if end_index - start_index + 1 < continue_count:
+ return False, -1, "淇″彿涓嶈繛缁�", ''
# 鑾峰彇鏈�杩戠殑鎬诲崠淇℃伅
# (time_str, round(money), volume, sell_1_info)
refer_sell_data = cls.__L2MarketSellManager.get_refer_sell_data(code, start_time_str)
@@ -1718,12 +1775,12 @@
# 閲戦瑕佸ぇ浜�50涓�
if _val["num"] * float(_val["price"]) < 5000:
continue
- return True, i, [refer_sell_data[0], refer_sell_data[1]]
- return False, -1, "鏈幏鍙栧埌婵�杩涗拱鐨勮捣濮嬩俊鍙�"
+ return True, i, [refer_sell_data[0], 0], '涓婅瘉涔板叆'
+ return False, -1, "鏈幏鍙栧埌婵�杩涗拱鐨勮捣濮嬩俊鍙�", ''
else:
# 娣辫瘉
if refer_sell_data is None:
- return False, -1, "鎬诲崠涓虹┖"
+ 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}")
@@ -1738,66 +1795,47 @@
is_limit_up = True
if refer_sell_data[1] > 0 or single or not is_limit_up:
# 涓嶆槸鏉夸笂鏀鹃噺
- pass
+ # 鍒ゆ柇鏈�杩戞湁娌℃湁娑ㄥ仠鍗栨暟鎹�
+ limit_up_sell_count = L2TradeSingleDataProcessor.get_latest_limit_up_sell_order_count(code)
+ if limit_up_sell_count == 0 and not single:
+ # 濡傛灉娌℃湁娑ㄥ仠鍗栨暟鎹�屼笖杩樻病鏈夋垚浜や拱鍏ヤ俊鍙凤紝灏辨寜鐓у師鏉ョ殑鎬诲崠棰濊绠�
+ threshold_money, sell_1_price = refer_sell_data[1], refer_sell_data[3][0]
+ 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)
+ buy_single_index = cls.__get_active_single_start_index(code, start_index, end_index, continue_count,
+ valid_single=False)
+ if buy_single_index is not None:
+ return True, buy_single_index, [refer_sell_data[0], threshold_money], "涓婃澘鏃犳定鍋滃崠"
+
+ else:
+ # 鎸夌収鎴愪氦涔板叆淇″彿璁＄畻
+ buy_single_index = cls.__get_active_single_start_index(code, start_index, end_index, continue_count,
+ valid_single=True)
+ if buy_single_index is not None:
+ return True, buy_single_index, [refer_sell_data[0], 0], "涓婃澘鏈夋垚浜や拱鍏ヤ俊鍙�"
else:
- # 鏉夸笂鏀鹃噺
- pass
+ # 鏉夸笂鏀鹃噺锛氬彧闇�瑕佷竴绗旀定鍋滀拱鍙綔涓轰俊鍙�
+ buy_single_index = cls.__get_active_single_start_index(code, start_index, end_index, continue_count,
+ valid_single=False)
+ if buy_single_index is not None:
+ return True, buy_single_index, [refer_sell_data[0], 0], "鏉夸笂鏀鹃噺"
- # 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]
- # 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
+ return False, -1, "鏈幏鍙栧埌婵�杩涗拱鐨勮捣濮嬩俊鍙�", ''
- 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 test__compute_active_order_begin_pos(cls, code, continue_count, start_index, end_index):
+ return cls.__compute_active_order_begin_pos(code, continue_count, start_index, end_index)
@classmethod
def __get_threshmoney(cls, code):
@@ -2159,9 +2197,16 @@
raise Exception("娑ㄥ仠浠锋棤娉曡幏鍙�")
limit_up_price = float(limit_up_price)
+ is_at_limit_up = False
+ current_sell_data = cls.__L2MarketSellManager.get_current_total_sell_data(code)
+ if current_sell_data and current_sell_data[1] ==0:
+ # 鏉夸笂鏀鹃噺涔�
+ is_at_limit_up = True
+
+
threshold_money = threshold_money_origin
# 鐩爣鎵嬫暟
- threshold_num = 0 # round(threshold_money / (limit_up_price * 100))
+ threshold_num = round(threshold_money / (limit_up_price * 100))
bigger_threshold_num = round(5000 / (limit_up_price))
# buy_single_time_seconds = L2DataUtil.get_time_as_second(total_datas[buy_single_index]["val"]["time"])
@@ -2170,11 +2215,9 @@
trigger_buy = True
# 闂撮殧鏈�澶ф椂闂翠负3s
max_space_time_ms = 3 * 1000
- if code.find("00") == 0 and threshold_money > 0:
+ if code.find("00") == 0 and not is_at_limit_up:
# 娣辫瘉闈炴澘涓婃斁閲�
max_space_time_ms = 1 * 1000
- # 涓嶇湅绾拱棰�
- threshold_num = 0
# 涓嶄笅鍗曠殑淇℃伅
not_buy_msg = ""
--
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