From c8ea1ff2ad99112d20f0cecd34508d030b3da4bb Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 16 十月 2023 18:12:57 +0800
Subject: [PATCH] 委托优化
---
code_attribute/first_target_code_data_processor.py | 21 +++++++++++++--------
1 files changed, 13 insertions(+), 8 deletions(-)
diff --git a/code_attribute/first_target_code_data_processor.py b/code_attribute/first_target_code_data_processor.py
index 16eaa62..dc3e594 100644
--- a/code_attribute/first_target_code_data_processor.py
+++ b/code_attribute/first_target_code_data_processor.py
@@ -3,27 +3,24 @@
"""
# 澶勭悊棣栨澘浠ｇ爜淇℃伅
-import logging
import constant
import inited_data
-from code_attribute import gpcode_manager, gpcode_first_screen_manager, global_data_loader, code_nature_analyse, \
+from code_attribute import gpcode_manager, gpcode_first_screen_manager, code_nature_analyse, \
code_volumn_manager
from code_attribute.code_data_util import ZYLTGBUtil
from log_module.log import logger_first_code_record, logger_l2_codes_subscript
-from third_data import kpl_api, block_info
from third_data.code_plate_key_manager import CodesHisReasonAndBlocksManager
from third_data.history_k_data_util import HistoryKDatasUtils
-from third_data.kpl_data_manager import KPLLimitUpDataRecordManager
from ths import l2_code_operate
-from trade import trade_data_manager
+from trade import trade_data_manager, l2_trade_util
from utils import global_util, tool
__CodesPlateKeysManager = CodesHisReasonAndBlocksManager()
-def process_first_codes_datas(dataList):
- logger_l2_codes_subscript.info("鍔犺浇l2浠ｇ爜鐩稿叧鏁版嵁")
+def process_first_codes_datas(dataList, request_id=None):
+ logger_l2_codes_subscript.info(f"{request_id}鍔犺浇l2浠ｇ爜鐩稿叧鏁版嵁")
print("棣栨澘浠ｇ爜鏁伴噺锛�", len(dataList))
limit_up_price_dict = {}
temp_codes = []
@@ -121,6 +118,14 @@
volumes_data[:90]))
logger_first_code_record.info("{} 鑾峰彇鍒伴鏉�60澶╂渶澶ч噺锛歿}", code, volumes)
code_volumn_manager.set_histry_volumn(code, volumes[0], volumes[1], volumes[2])
+ if code_nature_analyse.is_up_too_high_in_10d(volumes_data):
+ # 鍒ゆ柇鏄惁澶珮
+ l2_trade_util.forbidden_trade(code, "鑲′环闀垮緱澶珮")
+
+ if code_nature_analyse.is_up_too_high_in_120d(volumes_data):
+ # 鍒ゆ柇鏄惁澶珮
+ l2_trade_util.forbidden_trade(code, "120澶╁唴鑲′环闀垮緱澶珮")
+
# 鍒ゆ柇K绾垮舰鎬�
# is_has_k_format, msg = code_nature_analyse.is_has_k_format(
# gpcode_manager.get_limit_up_price(code), volumes_data)
@@ -209,5 +214,5 @@
trade_data_manager.PlaceOrderCountManager().place_order(code)
gpcode_first_screen_manager.process_ticks(prices)
- logger_l2_codes_subscript.info("l2浠ｇ爜鐩稿叧鏁版嵁鍔犺浇瀹屾垚")
+ logger_l2_codes_subscript.info(f"({request_id})l2浠ｇ爜鐩稿叧鏁版嵁鍔犺浇瀹屾垚")
return tick_datas
--
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