From b381f779ae142d4c63c89ed38942d5920e71b87e Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 07 七月 2025 15:12:10 +0800
Subject: [PATCH] 禁止扫入下单
---
cancel_strategy/s_l_h_cancel_strategy.py | 26 +++++++++++++++++---------
1 files changed, 17 insertions(+), 9 deletions(-)
diff --git a/cancel_strategy/s_l_h_cancel_strategy.py b/cancel_strategy/s_l_h_cancel_strategy.py
index 24ceeb4..970cd10 100644
--- a/cancel_strategy/s_l_h_cancel_strategy.py
+++ b/cancel_strategy/s_l_h_cancel_strategy.py
@@ -568,6 +568,14 @@
# 鑾峰彇鎾ゅ崟姣斾緥,杩斿洖锛堟挙鍗曟瘮渚�,鏄惁蹇呬拱锛�
@classmethod
def get_cancel_rate(cls, code, is_up=False, is_l_down_recomputed=False, buy_mode=None):
+ """
+
+ @param code:
+ @param is_up:
+ @param is_l_down_recomputed:
+ @param buy_mode:
+ @return: 鎾ゅ崟姣斾緥, 鏄惁鍔犵孩, (鍘熷��,浜轰负璁剧疆鐨勫��)
+ """
try:
must_buy = cls.__MustBuyCodesManager.is_in_cache(code)
if buy_mode == OrderBeginPosInfo.MODE_RADICAL:
@@ -579,13 +587,13 @@
human_rate = 0
if must_buy:
# 鎵叆鍔犵孩
- return max(constant.L_CANCEL_RATE_WITH_MUST_BUY_FOR_REDICAL_BUY, human_rate), True
+ return max(constant.L_CANCEL_RATE_WITH_MUST_BUY_FOR_REDICAL_BUY, human_rate), True, (constant.L_CANCEL_RATE_WITH_MUST_BUY_FOR_REDICAL_BUY, human_rate)
else:
# 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, 0.8)
- return max(threshold_rate, human_rate), False
+ return max(threshold_rate, human_rate), False, (threshold_rate, human_rate)
else:
deal_big_order_info = radical_buy_data_manager.get_total_deal_big_order_info(code,
gpcode_manager.get_limit_up_price_as_num(
@@ -594,12 +602,12 @@
threshold_rate = 0.5 * deal_rate + 0.35
threshold_rate = max(threshold_rate, 0.375)
threshold_rate = min(threshold_rate, 0.8)
- return max(threshold_rate, human_rate), False
+ return max(threshold_rate, human_rate), False, (threshold_rate, human_rate)
if must_buy:
if is_up:
- return constant.L_CANCEL_RATE_UP_WITH_MUST_BUY, True
+ return constant.L_CANCEL_RATE_UP_WITH_MUST_BUY, True, None
else:
- return constant.L_CANCEL_RATE_WITH_MUST_BUY, True
+ return constant.L_CANCEL_RATE_WITH_MUST_BUY, True, None
except Exception as e:
async_log_util.error(logger_l2_l_cancel, str(e))
@@ -629,7 +637,7 @@
base_rate += deal_rate
except Exception as e:
l2_log.l_cancel_debug(code, f"璁＄畻鎾ゅ崟姣斾緥鍑洪敊锛歿e}")
- return round(base_rate, 2), False
+ return round(base_rate, 2), False, None
# 鑾峰彇L鍚庢垚浜ゅお蹇殑鎾ゅ崟姣斾緥
@classmethod
@@ -1506,7 +1514,7 @@
# 璁＄畻鐩戝惉鐨勬�绘潯鏁�
total_num = 0
max_num, max_num_count = 0, 0
- thresh_hold_rate, must_buy = LCancelRateManager.get_cancel_rate(code)
+ thresh_hold_rate, must_buy, cancel_rate_info = LCancelRateManager.get_cancel_rate(code)
for wi in watch_indexes:
if str(wi) in after_place_order_index_dict:
@@ -1651,7 +1659,7 @@
else:
canceled_count_weight += WATCH_INDEX_WEIGHTS[-1]
rate = round(canceled_count_weight / total_count_weight, 3)
- thresh_cancel_rate, must_buy = LCancelRateManager.get_cancel_rate(code, is_up=True)
+ thresh_cancel_rate, must_buy, cancel_rate_info = LCancelRateManager.get_cancel_rate(code, is_up=True)
l2_log.l_cancel_debug(code, f"璁＄畻鑼冨洿锛歿start_index}-{end_index},L鍓嶅凡鎾ゅ崟姣斾緥锛歿rate}/{thresh_cancel_rate}")
if rate >= thresh_cancel_rate:
# 璁＄畻鎴愪氦杩涘害浣嶇疆鍒板綋鍓嶄笅鍗曚綅缃殑绾拱棰�
@@ -1804,7 +1812,7 @@
total_nums += val["num"]
if left_count > 0 and index < trade_index:
total_deal_nums += val["num"]
- thresh_hold_rate, must_buy = LCancelRateManager.get_cancel_rate(code)
+ thresh_hold_rate, must_buy, cancel_rate_info = LCancelRateManager.get_cancel_rate(code)
if total_deal_nums / total_nums > 1 - thresh_hold_rate - 0.05:
return False
return True
--
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