From cd830d988be0dfacd4fd5fac30630ae509fdb71b Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 05 六月 2024 16:14:51 +0800
Subject: [PATCH] 上证买入修改
---
l2/l2_data_manager_new.py | 105 ++++++++++++++++++++++++----------------------------
1 files changed, 48 insertions(+), 57 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index e88d6c4..16c0adf 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -11,7 +11,7 @@
from db.redis_manager_delegate import RedisUtils
from l2.huaxin import l2_huaxin_util, huaxin_delegate_postion_manager
from l2.l2_sell_manager import L2MarketSellManager, L2LimitUpSellManager
-from l2.l2_transaction_data_manager import HuaXinSellOrderStatisticManager
+from l2.l2_transaction_data_manager import HuaXinSellOrderStatisticManager, BigOrderDealManager
from l2.place_order_single_data_manager import L2TradeSingleDataProcessor
from log_module import async_log_util, log_export
from third_data import kpl_data_manager, block_info
@@ -497,7 +497,8 @@
cls.__process_order(code, start_index, end_index, capture_timestamp, is_first_code)
else:
# 鏈寕鍗�,鏃堕棿鐩稿樊涓嶅ぇ鎵嶈兘鎸傚崟
- if tool.trade_time_sub(latest_time, "09:32:00") < 0 or l2.l2_data_util.L2DataUtil.is_same_time(
+ # tool.trade_time_sub(latest_time, "09:32:00") < 0
+ if l2.l2_data_util.L2DataUtil.is_same_time(
now_time_str, latest_time):
cls.__process_not_order(code, start_index, end_index, capture_timestamp, is_first_code)
l2_log.info(code, logger_l2_process, "code:{} 澶勭悊鏁版嵁鑼冨洿: {}-{} 澶勭悊鏃堕棿:{} 绾跨▼ID锛歿}", code,
@@ -964,7 +965,7 @@
now_time_int = int(tool.get_now_time_str().replace(":", ""))
if now_time_int >= 145700:
return False, True, f"14:57鍚庝笉鑳戒氦鏄�"
- if 130100 >= now_time_int >= 112900 or now_time_int<93100:
+ if 130100 >= now_time_int >= 112900 or now_time_int < 93100:
return False, True, f"09:31:00涔嬪墠锛�11:29:00-13:01:00涓嶈兘浜ゆ槗"
# place_order_count = cls.__PlaceOrderCountManager.get_place_order_count(code)
@@ -1054,41 +1055,26 @@
not_cancel_money = not_cancel_num * 100 * float(gpcode_manager.get_limit_up_price(code))
if m_base_val > not_cancel_money:
return False, False, f"鎴愪氦浣嶇疆璺濈褰撳墠浣嶇疆绾拱棰�({not_cancel_money})灏忎簬m鍊�({m_base_val})"
- else:
- # 鍒ゆ柇涔�1浠锋牸妗ｄ綅
- zyltgb = global_util.zyltgb_map.get(code)
- if zyltgb is None:
- global_data_loader.load_zyltgb()
- zyltgb = global_util.zyltgb_map.get(code)
- if zyltgb >= 200 * 100000000:
- buy1_price = cls.__Buy1PriceManager.get_buy1_price(code)
- if buy1_price is None:
- return False, True, f"灏氭湭鑾峰彇鍒颁拱1浠�"
- dif = float(limit_up_price) - float(buy1_price)
- # 澶т簬10妗�
- if dif > 0.10001:
- return False, True, f"鑷敱娴侀��200浜夸互涓婏紝涔�1鍓╀綑妗ｆ暟澶т簬10妗ｏ紝涔颁竴锛坽buy1_price}锛夋定鍋滐紙{limit_up_price}锛�"
+ # 涓婅瘉涓嬪崟闇�瑕佹湁鎴愪氦澶у崟锛堝寘鍚富鍔ㄤ拱涓庤鍔ㄤ拱锛夋垨鑰呮寕涔扮殑澶у崟
+ if code.find("60") == 0:
+ deal_big_order_count = BigOrderDealManager().get_total_buy_count(code)
+ if deal_big_order_count < 1:
+ # 缁熻鎸備拱澶у崟
+ trade_index, is_default = cls.__TradeBuyQueue.get_traded_index(code)
+ if trade_index is None:
+ trade_index = 0
+ limit_up_price = round(float(gpcode_manager.get_limit_up_price(code)), 2)
+ # 浠庢垚浜よ繘搴︿綅鍒版埅鑷充綅缃绠楀ぇ鍗�
+ min_money = l2_data_util.get_big_money_val(limit_up_price)
+ left_count, left_money = cancel_buy_strategy.L2DataComputeUtil.compute_left_buy_order(code, trade_index, total_data[-1]["index"],
+ limit_up_price,
+ min_money=min_money)
+ if left_count < 1:
+ return False, False, f"娌℃湁宸叉寕鎴栬�呮垚浜ょ殑澶у崟"
- open_limit_up_lowest_price = cls.__Buy1PriceManager.get_open_limit_up_lowest_price(code)
- # price_pre_close = gpcode_manager.CodePrePriceManager.get_price_pre_cache(code)
- # if open_limit_up_lowest_price and (
- # float(open_limit_up_lowest_price) - price_pre_close) / price_pre_close < 0.05:
- # return False, True, f"鐐告澘鍚庢渶浣庝环璺岃嚦5%浠ヤ笅"
- # 鍥炲皝鐨勭エ锛屼笅13:15涔板叆闇�瑕佸垽鏂澘鍧楁槸鍚︿负鐙嫍
- # if open_limit_up_lowest_price and int(total_data[-1]["val"]["time"].replace(":", "")) > 131500:
- # # 鑾峰彇褰撳墠绁ㄧ殑娑ㄥ仠鍘熷洜
- # if code in LimitUpCodesPlateKeyManager.today_total_limit_up_reason_dict:
- # limit_up_reason = kpl_data_manager.KPLLimitUpDataRecordManager.get_current_block(code)
- # if limit_up_reason and limit_up_reason not in constant.KPL_INVALID_BLOCKS:
- # # 鍒ゆ柇鏄惁鏄嫭鑻�
- # codes = kpl_data_manager.KPLLimitUpDataRecordManager.get_current_codes_by_block(limit_up_reason)
- # if codes:
- # codes = copy.deepcopy(codes)
- # codes.discard(code)
- # if not codes:
- # return False, True, f"13:15浠ュ悗鐐告澘涔嬪悗涓嬪崟锛岋紙{limit_up_reason}锛� 涓虹嫭鑻�"
+
# 鏆傛椂娉ㄩ噴鎯充拱鍗曞姛鑳�
if not cls.__WantBuyCodesManager.is_in_cache(code):
# if cls.__TradeTargetCodeModeManager.get_mode_cache() == TradeTargetCodeModeManager.MODE_ONLY_BUY_WANT_CODES:
@@ -1302,8 +1288,6 @@
@classmethod
def can_buy_first_new(cls, code, limit_up_price):
- if 1>0:
- return True, False, "涔版墍鏈�"
now_timestamp = int(tool.get_now_time_str().replace(":", ""))
# 鍒ゆ柇鏉垮潡
@@ -1320,11 +1304,14 @@
zylt_threshold_as_yi = buy_condition_util.get_zyltgb_threshold(situation)
zyltgb_as_yi = round(global_util.zyltgb_map.get(code) / 100000000, 2)
- if zyltgb_as_yi >= zylt_threshold_as_yi[1]:
- return False, True, f"{zylt_threshold_as_yi[1]}浜夸互涓婄殑閮戒笉涔帮紙{zyltgb_as_yi}锛�"
-
if zyltgb_as_yi < zylt_threshold_as_yi[0]:
return False, True, f"{zylt_threshold_as_yi[0]}浜夸互涓嬬殑閮戒笉涔帮紙{zyltgb_as_yi}锛�"
+
+ if 1 > 0:
+ return True, False, "涔版墍鏈�"
+
+ if zyltgb_as_yi >= zylt_threshold_as_yi[1]:
+ return False, True, f"{zylt_threshold_as_yi[1]}浜夸互涓婄殑閮戒笉涔帮紙{zyltgb_as_yi}锛�"
msg_list = []
if is_in_strong_time_30:
@@ -1514,7 +1501,7 @@
# _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time, "m鍊奸槇鍊艰绠�")
# 璁剧疆涓烘�诲崠棰�
- new_buy_exec_index, buy_nums, buy_count, rebegin_buy_pos, threshold_money_new, max_num_set_new, not_buy_msg = cls.__sum_buy_num_for_order_active(
+ new_buy_exec_index, buy_nums, buy_count, rebegin_buy_pos, threshold_money_new, max_num_set_new, not_buy_msg, clear_buy_single = cls.__sum_buy_num_for_order_active(
code,
start_process_index,
compute_end_index,
@@ -1525,8 +1512,9 @@
threshold_money = threshold_money_new
order_begin_pos.threshold_money = threshold_money
- l2_log.debug(code, "m鍊�-{} 閲忔瘮:{} rebegin_buy_pos:{}", threshold_money, cls.volume_rate_info[code][0],
- rebegin_buy_pos)
+ l2_log.debug(code, "鑼冨洿锛歿}-{} m鍊�-{} 閲忔瘮:{} rebegin_buy_pos:{} clear_buy_single:{}", compute_start_index, compute_end_index,
+ threshold_money, cls.volume_rate_info[code][0],
+ rebegin_buy_pos, clear_buy_single)
# 涔板叆淇″彿浣嶄笌璁＄畻浣嶇疆闂撮殧2s鍙婁互涓婁簡
if rebegin_buy_pos is not None:
@@ -1568,16 +1556,18 @@
else:
# 鏈揪鍒颁笅鍗曟潯浠讹紝淇濆瓨绾拱棰濓紝璁剧疆绾拱棰�
# 璁板綍涔板叆淇″彿浣嶇疆
- cls.__save_order_begin_data(code, OrderBeginPosInfo(buy_single_index=buy_single_index, buy_exec_index=-1,
- buy_compute_index=compute_end_index, num=buy_nums,
- count=buy_count,
- mode_desc=order_begin_pos.mode_desc,
- max_num_set=max_num_set_new, mode=order_begin_pos.mode,
- sell_info=order_begin_pos.sell_info,
- threshold_money=threshold_money))
- # 璁板綍娌′笅鍗曞師鍥�
- async_log_util.info(logger_l2_not_buy_reasons, f"{code}#{not_buy_msg}")
- _start_time = t.time()
+ if not clear_buy_single:
+ # 娌℃湁娓呴櫎淇″彿浣嶇疆灏变繚瀛樹笅鍗曚綅缃俊鎭�
+ cls.__save_order_begin_data(code, OrderBeginPosInfo(buy_single_index=buy_single_index, buy_exec_index=-1,
+ buy_compute_index=compute_end_index, num=buy_nums,
+ count=buy_count,
+ mode_desc=order_begin_pos.mode_desc,
+ max_num_set=max_num_set_new, mode=order_begin_pos.mode,
+ sell_info=order_begin_pos.sell_info,
+ threshold_money=threshold_money))
+ # 璁板綍娌′笅鍗曞師鍥�
+ async_log_util.info(logger_l2_not_buy_reasons, f"{code}#{not_buy_msg}")
+ _start_time = t.time()
# 鑾峰彇涓嬪崟璧峰淇″彿
@classmethod
@@ -2245,15 +2235,16 @@
trigger_buy = False
# 蹇呴』涓鸿繛缁�2绉掑唴鐨勬暟鎹�
if L2DataUtil.time_sub_as_ms(_val, total_datas[buy_single_index]["val"]) > max_space_time_ms:
+ # 娓呴櫎涔扮偣鏁版嵁
cls.__TradePointManager.delete_buy_point(code)
if i == compute_end_index:
# 鏁版嵁澶勭悊瀹屾瘯
- return None, buy_nums, buy_count, None, threshold_money, max_buy_num_set, f"銆恵i}銆戜俊鍙蜂笉杩炵画锛屽泭鎷椂闂�-{max_space_time_ms}ms"
+ return None, buy_nums, buy_count, None, threshold_money, max_buy_num_set, f"銆恵i}銆戜俊鍙蜂笉杩炵画锛屽泭鎷椂闂�-{max_space_time_ms}ms", True
else:
# 璁＄畻涔板叆淇″彿锛屼笉鑳藉悓涓�鏃堕棿寮�濮嬭绠�
for ii in range(buy_single_index + 1, compute_end_index + 1):
if total_datas[buy_single_index]["val"]["time"] != total_datas[ii]["val"]["time"]:
- return None, buy_nums, buy_count, ii, threshold_money, max_buy_num_set, f"銆恵i}銆戜俊鍙蜂笉杩炵画锛屽泭鎷椂闂�-{max_space_time_ms}ms"
+ return None, buy_nums, buy_count, ii, threshold_money, max_buy_num_set, f"銆恵i}銆戜俊鍙蜂笉杩炵画锛屽泭鎷椂闂�-{max_space_time_ms}ms", True
# if L2DataUtil.is_sell(_val):
# threshold_money += _val["num"] * int(float(_val["price"]) * 100)
# threshold_num = round(threshold_money / (limit_up_price * 100))
@@ -2357,14 +2348,14 @@
async_log_util.error(logger_l2_error, f"璁板綍浜ゆ槗鍥犲瓙鍑洪敊锛歿str(e)}")
l2_log.buy_debug(code, f"婵�杩涗拱涓诲姩鍗栨墜鏁帮細{sell_order_num}")
- return i, buy_nums, buy_count, None, threshold_money, max_buy_num_set, "鍙互涓嬪崟"
+ return i, buy_nums, buy_count, None, threshold_money, max_buy_num_set, "鍙互涓嬪崟", False
l2_log.buy_debug(code, "灏氭湭鑾峰彇鍒颁拱鍏ユ墽琛岀偣(婵�杩涗拱鍏�)锛岃捣濮嬭绠椾綅缃細{} 缁熻绾拱鎵嬫暟锛歿} 鐩爣绾拱鎵嬫暟锛歿} 缁熻绾拱鍗曟暟锛歿} ",
compute_start_index,
buy_nums,
threshold_num, buy_count)
- return None, buy_nums, buy_count, None, threshold_money, max_buy_num_set, not_buy_msg
+ return None, buy_nums, buy_count, None, threshold_money, max_buy_num_set, not_buy_msg, False
def test_trade_record():
--
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