From d163fc446359d66afa10e2ab63e860887aa8732c Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 19 八月 2025 01:33:11 +0800
Subject: [PATCH] 连续涨停时间记录/新增大单概览接口
---
cancel_strategy/s_l_h_cancel_strategy.py | 140 ++++++++++++++++++++++++++++++++++++++++++----
1 files changed, 128 insertions(+), 12 deletions(-)
diff --git a/cancel_strategy/s_l_h_cancel_strategy.py b/cancel_strategy/s_l_h_cancel_strategy.py
index 04c21d8..9f28fa1 100644
--- a/cancel_strategy/s_l_h_cancel_strategy.py
+++ b/cancel_strategy/s_l_h_cancel_strategy.py
@@ -4,6 +4,7 @@
import constant
from code_attribute import gpcode_manager, code_volumn_manager
+from code_attribute.today_max_price_manager import MaxPriceInfoManager
from db import redis_manager_delegate as redis_manager
from db.redis_manager_delegate import RedisUtils
from l2.code_price_manager import Buy1PriceManager
@@ -590,9 +591,7 @@
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:
- # deal_big_order_info = radical_buy_data_manager.get_total_deal_big_order_info(code,
- # gpcode_manager.get_limit_up_price_as_num(
- # code))
+
# # 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:
@@ -610,6 +609,18 @@
# # 澶у崟瓒冲锛屽皢鍩虹姣斾緥璋冩暣鑷�79%
# threshold_rate = max(threshold_rate, 0.79)
threshold_rate = constant.L_CANCEL_RATE
+ if constant.CAN_AUTO_L_DOWN_RATE_CHANGE:
+ # TODO 鏈�闀挎定鍋滄椂闂磋秴杩�1鍒嗛挓
+ try:
+ if MaxPriceInfoManager().get_max_limit_up_time(code) > 60:
+ deal_big_order_info = radical_buy_data_manager.get_total_deal_big_order_info(code,
+ gpcode_manager.get_limit_up_price_as_num(
+ code))
+ if deal_big_order_info:
+ temp_rate = round(deal_big_order_info[1] / deal_big_order_info[5], 2)
+ threshold_rate = min(max(temp_rate, 0.3), 0.9)
+ except:
+ pass
return human_rate if human_rate > 0 else threshold_rate, False, (threshold_rate, human_rate)
if must_buy:
if is_up:
@@ -956,7 +967,7 @@
# 閲嶆柊璁＄畻L涓�
# big_sell_info鍗栧崟淇℃伅锛屾牸寮忥細[鏈�杩戞垚浜ょ储寮�,鏈�杩戞垚浜ゆ椂闂�(甯︽绉�)]
- def re_compute_l_down_watch_indexes(self, code, big_sell_info=None, is_force=False):
+ def re_compute_l_down_watch_indexes(self, code, big_sell_info=None, is_force=False, is_human=False):
watch_index_info = self.__cancel_watch_index_info_cache.get(code)
if not is_force:
if not watch_index_info or watch_index_info[1] > 0:
@@ -976,13 +987,13 @@
real_place_order_index_info[0],
re_compute=1, min_cancel_time_with_ms=min_cancel_time_with_ms,
msg=f"澶у崟鍗�: 鎴愪氦杩涘害-{big_sell_info}" if big_sell_info is not None else '',
- is_force=is_force)
+ is_force=is_force, is_human=is_human)
# 璁＄畻瑙傚療绱㈠紩锛屽�掑簭璁＄畻
# re_compute:鏄惁鏄噸鏂拌绠楃殑
# min_cancel_time_with_ms:鏈�灏忔挙鍗曟椂闂达紝澶т簬绛変簬姝ゆ椂闂寸殑鎾ゅ崟闇�瑕佸泭鎷繘鍘�
def compute_watch_index(self, code, buy_single_index, start_index, end_index, re_compute=0,
- min_cancel_time_with_ms=None, msg="", is_force=False):
+ min_cancel_time_with_ms=None, msg="", is_force=False, is_human=False):
try:
l2_log.l_cancel_debug(code, f"璁＄畻L鍚庡泭鎷寖鍥达細{start_index}-{end_index}")
total_datas = local_today_datas.get(code)
@@ -1037,7 +1048,11 @@
MIN_MONEYS = [300, 200, 100]
watch_indexes = set()
for min_money in MIN_MONEYS:
- for i in range(end_index, re_start_index - 1, -1):
+ start_index_for_compute = re_start_index - 1
+ if is_human and min_money >= 300:
+ # 浜轰负鍥婃嫭浼樺厛鍥婃嫭鎵�鏈夊ぇ鍗�
+ start_index_for_compute = start_index - 1
+ for i in range(end_index, start_index_for_compute, -1):
try:
data = total_datas[i]
val = data['val']
@@ -1134,9 +1149,11 @@
big_order_list.sort(key=lambda x: x[1], reverse=True)
watch_indexes |= set([x[0] for x in big_order_list[:2]])
# 鑾峰彇鐪熷疄涓嬪崟浣嶅悗闈�10绗斿ぇ鍗�
- watch_indexes_after = self.__compute_l_down_watch_index_after_real_place_order_index(code)
- if watch_indexes_after:
- watch_indexes |= watch_indexes_after
+ if not is_human:
+ # 浜轰负涓嶉渶瑕佽缃�
+ watch_indexes_after = self.__compute_l_down_watch_index_after_real_place_order_index(code)
+ if watch_indexes_after:
+ watch_indexes |= watch_indexes_after
self.__set_watch_indexes(code, buy_single_index, re_compute, watch_indexes)
l2_log.l_cancel_debug(code,
f"璁剧疆鐩戝惉鑼冨洿({msg}){'(閲嶆柊璁＄畻)' if re_compute else ''}锛� 鏁版嵁鑼冨洿锛歿re_start_index}-{end_index} 鐩戝惉鑼冨洿-{watch_indexes}")
@@ -1561,9 +1578,8 @@
# 璁＄畻鐩戝惉鐨勬�绘潯鏁�
total_num = 0
# 瓒呭ぇ鍗曠殑鎵嬫暟
- super_big_num_thresold = int(2e7/gpcode_manager.get_limit_up_price_as_num(code)/100)
+ super_big_num_thresold = int(2e7 / gpcode_manager.get_limit_up_price_as_num(code) / 100)
max_num, max_num_count = 0, 0
-
thresh_hold_rate, must_buy, cancel_rate_info = LCancelRateManager.get_cancel_rate(code)
for wi in watch_indexes:
@@ -2045,6 +2061,106 @@
def cancel_success(self, code):
self.clear(code)
+ def statistic_l_down_watch_indexes_of_big_order_info(self, code):
+ """
+ 缁熻L鍚庣殑澶у崟淇℃伅
+ @param code:
+ @return: 鍥婃嫭閲戦鍒楄〃, 鎴愪氦閲戦鍒楄〃, 鎾ゅ崟閲戦鍒楄〃, 寰呮垚浜ゅ垪琛�
+ """
+ watch_indexes_info = self.__get_watch_indexes_cache(code)
+ if not watch_indexes_info:
+ return None
+ trade_index, is_default = TradeBuyQueue().get_traded_index(code)
+ if trade_index is None:
+ trade_index = 0
+ real_place_order_index_info = self.__real_place_order_index_dict.get(code)
+ if not real_place_order_index_info:
+ return None
+
+ total_datas = local_today_datas.get(code)
+ # 缁熻鍥婃嫭锛屽凡鎴愶紝宸叉挙锛屽緟鎴愪氦
+ all_indexes = set()
+ deal_indexes = set()
+ canceled_indexes = set()
+ not_deal_indexes = set()
+ for index in watch_indexes_info[2]:
+ if index > real_place_order_index_info[0]:
+ continue
+ all_indexes.add(index)
+ data = total_datas[index]
+ val = data["val"]
+ left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(code,
+ index,
+ total_datas,
+ local_today_canceled_buyno_map.get(
+ code))
+ if left_count == 0:
+ canceled_indexes.add(index)
+ continue
+ if index < trade_index:
+ deal_indexes.add(index)
+ continue
+ not_deal_indexes.add(index)
+ all_money_list = [int(float(total_datas[x]['val']['price'] * total_datas[x]['val']['num'] * 100)) for x in
+ all_indexes]
+ deal_money_list = [int(float(total_datas[x]['val']['price'] * total_datas[x]['val']['num'] * 100)) for x in
+ deal_indexes]
+ canceled_money_list = [int(float(total_datas[x]['val']['price'] * total_datas[x]['val']['num'] * 100)) for x in
+ canceled_indexes]
+ not_deal_money_list = [int(float(total_datas[x]['val']['price'] * total_datas[x]['val']['num'] * 100)) for x in
+ not_deal_indexes]
+ return all_money_list, deal_money_list, canceled_money_list, not_deal_money_list
+
+ def statistic_total_big_order_info(self, code):
+ """
+ 缁熻L鍚庣殑澶у崟淇℃伅
+ @param code:
+ @return: 鍥婃嫭閲戦鍒楄〃, 鎴愪氦閲戦鍒楄〃, 鎾ゅ崟閲戦鍒楄〃, 寰呮垚浜ゅ垪琛�
+ """
+ trade_index, is_default = TradeBuyQueue().get_traded_index(code)
+ if trade_index is None:
+ trade_index = 0
+ real_place_order_index_info = self.__real_place_order_index_dict.get(code)
+ if not real_place_order_index_info:
+ return None
+ total_datas = local_today_datas.get(code)
+ # 缁熻鍥婃嫭锛屽凡鎴愶紝宸叉挙锛屽緟鎴愪氦
+ all_indexes = set()
+ deal_indexes = set()
+ canceled_indexes = set()
+ not_deal_indexes = set()
+ big_money_threshold = l2_data_util.get_big_money_val(gpcode_manager.get_limit_up_price_as_num(code), tool.is_ge_code(code))
+ big_num_threshold = int(big_money_threshold/gpcode_manager.get_limit_up_price_as_num(code)/100)
+ for index in range(0,total_datas[-1]):
+ data = total_datas[index]
+ val = data["val"]
+ if val['num']<big_num_threshold:
+ continue
+ if not L2DataUtil.is_limit_up_price_buy(val):
+ continue
+ all_indexes.add(index)
+ left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(code,
+ index,
+ total_datas,
+ local_today_canceled_buyno_map.get(
+ code))
+ if left_count == 0:
+ canceled_indexes.add(index)
+ continue
+ if index < trade_index:
+ deal_indexes.add(index)
+ continue
+ not_deal_indexes.add(index)
+ all_money_list = [int(float(total_datas[x]['val']['price'] * total_datas[x]['val']['num'] * 100)) for x in
+ all_indexes]
+ deal_money_list = [int(float(total_datas[x]['val']['price'] * total_datas[x]['val']['num'] * 100)) for x in
+ deal_indexes]
+ canceled_money_list = [int(float(total_datas[x]['val']['price'] * total_datas[x]['val']['num'] * 100)) for x in
+ canceled_indexes]
+ not_deal_money_list = [int(float(total_datas[x]['val']['price'] * total_datas[x]['val']['num'] * 100)) for x in
+ not_deal_indexes]
+ return all_money_list, deal_money_list, canceled_money_list, not_deal_money_list
+
def statistic_l_down_watch_indexes_info(self, code):
"""
缁熻L鍚庣洃鍚暟鎹俊鎭�
--
Gitblit v1.8.0