From b37fe91f5eed9ac691a4ee9acaec506af1267506 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 12 三月 2025 18:51:28 +0800
Subject: [PATCH] 日志调整/L后重新囊括修改
---
cancel_strategy/s_l_h_cancel_strategy.py | 85 +++++++++++++++++++++++++++++++++++++++++-
1 files changed, 82 insertions(+), 3 deletions(-)
diff --git a/cancel_strategy/s_l_h_cancel_strategy.py b/cancel_strategy/s_l_h_cancel_strategy.py
index 97fc51c..53b6009 100644
--- a/cancel_strategy/s_l_h_cancel_strategy.py
+++ b/cancel_strategy/s_l_h_cancel_strategy.py
@@ -222,7 +222,8 @@
if cancel_result[0]:
return True, f"S鎱㈢牳:{cancel_result[1]}"
# 鍗栭噾棰�>=鍧囧ぇ鍗曟墠瑙﹀彂閲嶆柊鍥婃嫭
- THRESHOLD_MONEY, is_temp_threshold_money = radical_buy_data_manager.BeforeSubDealBigOrderManager().get_big_order_threshold_info(code)
+ THRESHOLD_MONEY, is_temp_threshold_money = radical_buy_data_manager.BeforeSubDealBigOrderManager().get_big_order_threshold_info(
+ code)
if total_deal_money >= THRESHOLD_MONEY:
l2_log.s_cancel_debug(code, "鍑嗗鏇存柊L鍚庡泭鎷�")
start_order_no = big_sell_order_info[1][-1][4][1]
@@ -577,7 +578,7 @@
# 鏍规嵁鎴愪氦棰濈殑澶у崟鎴愪氦鍗犳瘮鏉ヨ绠楁挙鍗曟瘮渚�
big_money_rate = radical_buy_data_manager.TotalDealBigOrderInfoManager.get_big_order_rate(code)
if big_money_rate is not None:
- threshold_rate = min(big_money_rate*3, 0.95)
+ threshold_rate = min(big_money_rate * 3, 0.95)
return threshold_rate, False
else:
deal_big_order_info = radical_buy_data_manager.get_total_deal_big_order_info(code,
@@ -1548,7 +1549,7 @@
temp_thresh_hold_rate = round((total_num - max_num) * 0.9 / total_num, 2)
if thresh_hold_rate > temp_thresh_hold_rate:
# 鐩爣鎾ゅ崟姣斾緥澶т簬澶у崟鎾ゅ崟姣斾緥灏卞彇姣斾緥鍧囧��
- thresh_hold_rate = round((thresh_hold_rate+temp_thresh_hold_rate)/2, 2)
+ thresh_hold_rate = round((thresh_hold_rate + temp_thresh_hold_rate) / 2, 2)
l2_log.l_cancel_debug(code,
f"L鍚庤绠楄寖鍥达細{start_index}-{end_index},宸叉挙鍗曟瘮渚嬶細{rate}/{thresh_hold_rate}, 涓嬪崟浣嶄箣鍚庣殑绱㈠紩锛歿after_place_order_index_dict}")
@@ -1658,6 +1659,84 @@
return False, None
+ # L鍚庨噸鏂板泭鎷殑鏃堕棿
+ __recompute_l_down_time_dict = {}
+
+ def set_big_sell_order_info(self, code, big_sell_order_info):
+ """
+ 璁剧疆澶у崠鍗曚俊鎭�
+ @param code:
+ @param big_sell_order_info:
+ @return:
+ """
+ total_datas = local_today_datas.get(code)
+ # 鏌ヨ鏄惁鏄湡鐨勭湡瀹炰笅鍗曚綅缃�
+ trade_index, is_default = TradeBuyQueue().get_traded_index(code)
+ if trade_index is None:
+ trade_index = 0
+ real_order_index_info = self.get_real_place_order_index_info(code)
+ if real_order_index_info is None or real_order_index_info[1]:
+ return False, "娌℃壘鍒扮湡瀹炰笅鍗曚綅"
+ real_order_index = real_order_index_info[0]
+ total_deal_money = sum([x[1] * x[2] for x in big_sell_order_info[1]])
+ start_order_no = big_sell_order_info[1][0][3][1]
+ # 闃叉鍒嗘瘝浣�0
+ total_num = 1
+ # 鑾峰彇姝ｅ湪鎴愪氦鐨勬暟鎹�
+ dealing_info = HuaXinBuyOrderManager.get_dealing_order_info(code)
+ for i in range(trade_index, real_order_index):
+ data = total_datas[i]
+ val = data['val']
+ if not L2DataUtil.is_limit_up_price_buy(val):
+ continue
+ if int(val['orderNo']) < start_order_no:
+ continue
+ if i == trade_index and dealing_info and str(total_datas[trade_index]["val"]["orderNo"]) == str(
+ dealing_info[0]):
+ # 鍑忓幓褰撳墠姝ｅ湪鎴愪氦鐨勬暟鎹腑宸茬粡鎴愪氦浜嗙殑鏁版嵁
+ total_num -= dealing_info[1] // 100
+ left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(code, i,
+ total_datas,
+ local_today_canceled_buyno_map.get(
+ code))
+ if left_count > 0:
+ total_num += val["num"]
+
+ # 鍗栭噾棰�>=鍧囧ぇ鍗曟墠瑙﹀彂閲嶆柊鍥婃嫭
+ THRESHOLD_MONEY, is_temp_threshold_money = radical_buy_data_manager.BeforeSubDealBigOrderManager().get_big_order_threshold_info(
+ code)
+ if total_deal_money >= THRESHOLD_MONEY:
+ l2_log.l_cancel_debug(code, "鍑嗗鏇存柊L鍚庡泭鎷�(澶у崠鍗�)")
+ start_order_no = big_sell_order_info[1][-1][4][1]
+ latest_deal_time_ms = l2_huaxin_util.convert_time(big_sell_order_info[1][-1][4][0], with_ms=True)
+ real_trade_index = None
+ for i in range(trade_index, real_order_index):
+ data = total_datas[i]
+ val = data['val']
+ if not L2DataUtil.is_limit_up_price_buy(val):
+ continue
+ if int(val['orderNo']) < start_order_no:
+ continue
+ real_trade_index = i
+ break
+ if real_trade_index is None:
+ l2_log.l_cancel_debug(code, f"娌℃壘鍒扮湡瀹炵殑鎴愪氦杩涘害(澶у崠鍗�)锛歴tart_order_no-{start_order_no} 鍗栧崟-{big_sell_order_info}")
+ return False, ""
+ # 闂撮殧1S浠ヤ笂鎵嶈兘閲嶆柊鍥婃嫭
+ if code in self.__recompute_l_down_time_dict and tool.trade_time_sub_with_ms(latest_deal_time_ms,
+ self.__recompute_l_down_time_dict[
+ code]) < 1000:
+ l2_log.s_cancel_debug(code,
+ f"鏇存柊L鍚庡泭鎷�(澶у崠鍗�)锛氭洿鏂伴棿闅斿湪1s鍐咃紝{latest_deal_time_ms}-{self.__recompute_l_down_time_dict[code]}")
+ return False, ""
+ self.__recompute_l_down_time_dict[code] = latest_deal_time_ms
+ # 閲嶆柊鍥婃嫭L鍚�
+ # 鎾ゅ崟鏃堕棿姣旀棭鎴愪氦鏃堕棿澶у氨闇�瑕佽绠楀湪閲岄潰
+ self.re_compute_l_down_watch_indexes(code, big_sell_info=(
+ real_trade_index, latest_deal_time_ms))
+ l2_log.l_cancel_debug(code, f"鏇存柊L鍚庡泭鎷畬鎴�(澶у崠鍗�)锛歿(real_trade_index, latest_deal_time_ms)}")
+ return False, ""
+
# L鍚庢槸鍚﹁繕鏈夊彲鑳芥挙鍗�
def __is_l_down_can_cancel(self, code, buy_exec_index):
watch_indexes_info = self.__get_watch_indexes_cache(code)
--
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