From d9b94154c523e631ac6fa38bce9836f12ac9581e Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 06 三月 2025 16:45:27 +0800
Subject: [PATCH] 总抛压大的扫入策略调整
---
l2/l2_data_manager_new.py | 102 +++++++++++++++++++++++++++++++++++++++++++++++++-
1 files changed, 99 insertions(+), 3 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index 9efbcae..47918a4 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -28,7 +28,7 @@
from trade import trade_manager, trade_queue_manager, l2_trade_factor, l2_trade_util, \
trade_result_manager, current_price_process_manager, trade_data_manager, trade_huaxin, trade_record_log_util, \
trade_constant, buy_open_limit_up_strategy
-from trade.buy_radical import radical_buy_data_manager
+from trade.buy_radical import radical_buy_data_manager, radical_buy_strategy
from l2 import l2_data_manager, l2_log, l2_data_source_util, code_price_manager, \
transaction_progress, cancel_buy_strategy, place_order_single_data_manager
from l2.cancel_buy_strategy import DCancelBigNumComputer, \
@@ -883,7 +883,7 @@
params_desc = cls.__l2PlaceOrderParamsManagerDict[code].get_buy_rank_desc()
l2_log.debug(code, params_desc)
#################娓呴櫎鏈涓嬪崟鐨勫ぇ鍗曟暟鎹�###############
- EveryLimitupBigDealOrderManager.clear(code,"涓嬪崟鎴愬姛")
+ EveryLimitupBigDealOrderManager.clear(code, "涓嬪崟鎴愬姛")
############璁板綍涓嬪崟鏃剁殑鏁版嵁############
try:
jx_blocks, jx_blocks_by = KPLCodeJXBlockManager().get_jx_blocks_cache(
@@ -1443,6 +1443,7 @@
# ---------璁＄畻婵�杩涗拱鍏ョ殑淇″彿---------
radical_result = cls.__compute_radical_order_begin_pos(code, compute_start_index, compute_end_index)
+
if radical_result[0]:
buy_single_index, buy_exec_index = radical_result[1], radical_result[1]
buy_volume_rate = cls.volume_rate_info[code][0]
@@ -1472,7 +1473,35 @@
# 鐩戝惉澶у崟
RDCancelBigNumComputer().set_watch_indexes(code, radical_result[4])
return
+ else:
+ radical_result = cls.__compute_radical_order_begin_pos_for_many_sell(code, start_index, end_index)
+ if radical_result[0]:
+ buy_single_index, buy_exec_index = radical_result[0][0], radical_result[0][1]
+ buy_volume_rate = cls.volume_rate_info[code][0]
+ refer_sell_data = cls.__L2MarketSellManager.get_refer_sell_data(code,
+ total_datas[buy_single_index]["val"][
+ "time"])
+ if refer_sell_data:
+ sell_info = (refer_sell_data[0], refer_sell_data[1])
+ else:
+ sell_info = (total_datas[buy_single_index]["val"]["time"], 0)
+ threshold_money = 0
+ order_begin_pos_info = OrderBeginPosInfo(buy_single_index=buy_single_index,
+ buy_exec_index=buy_exec_index,
+ buy_compute_index=buy_exec_index,
+ num=total_datas[buy_single_index]["val"]["num"], count=1,
+ max_num_set=set(),
+ buy_volume_rate=buy_volume_rate,
+ mode=OrderBeginPosInfo.MODE_RADICAL,
+ mode_desc=f"鎬绘姏鍘嬪ぇ鎵叆:{radical_result[2]}",
+ sell_info=sell_info,
+ threshold_money=threshold_money)
+ order_begin_pos_info.at_limit_up = cls.__is_at_limit_up_buy(code)
+ ordered = cls.__process_with_find_exec_index(code, order_begin_pos_info, compute_end_index,
+ block_info=radical_result[2])
+ if ordered:
+ radical_buy_data_manager.BlockPlaceOrderRecordManager().add_record(code, radical_result[2])
if RadicalBuyDealCodesManager().get_code_blocks(code):
# 宸茬粡鎵叆涓嬭繃鍗�
return
@@ -1909,7 +1938,9 @@
code_volumn_manager.CodeVolumeManager().get_volume_rate_refer_in_5days(
code),
refer_sell_money,
- for_buy=True, is_almost_open_limit_up=radical_data[5])
+ for_buy=True,
+ is_almost_open_limit_up=
+ radical_data[5])
# 缂轰箯鐨勫ぇ鍗曢噾棰�
lack_money = big_order_deal_enough_result[3]
# 濡傛灉鏈夊ぇ鍗曟垚浜ゅ氨涓嶉渶瑕佺湅澶у崟
@@ -2022,6 +2053,71 @@
async_log_util.info(logger_l2_not_buy_reasons, f"{code}#{result[2]}")
return result
+ # 鎬诲崠棰濆弬鑰冩椂闂翠娇鐢ㄨ褰�
+ __refer_sell_used_times = {}
+
+ @classmethod
+ def __compute_radical_order_begin_pos_for_many_sell(cls, code, start_index, end_index):
+ """
+ 璁＄畻娣辫瘉楂樻姏鍘嬬殑鍗栫殑涔板叆淇″彿
+ @param code:
+ @param start_index:
+ @param end_index:
+ @return: 淇″彿淇℃伅锛堜俊鍙蜂綅,鎵ц浣嶏級, 娑堟伅, 鍙拱鍏ョ殑鏉垮潡
+ """
+ if not tool.is_sz_code(code):
+ return None, "闈炴繁璇佺殑绁�", None
+ # 鍒ゆ柇鎶涘帇鏄惁澶т簬5000w
+ total_datas = local_today_datas.get(code)
+ refer_sell_data = cls.__L2MarketSellManager.get_refer_sell_data(code, total_datas[-1]["val"]["time"])
+ if not refer_sell_data or refer_sell_data[1] < 5e7:
+ return None, "鎬诲崠棰濆皬浜�5000涓�", None
+ if code in cls.__refer_sell_used_times and refer_sell_data[0] in cls.__refer_sell_used_times:
+ return None, f"鏃堕棿宸茬粡琚娇鐢細{refer_sell_data[0]}", None
+
+ deal_codes = RadicalBuyDealCodesManager().get_deal_codes()
+ if code in deal_codes:
+ return None, f"宸茬粡鎴愪氦", None
+
+ f_buy_blocks, orgin_buy_blocks = radical_buy_strategy.compute_can_radical_buy_blocks(code, deal_codes)
+ if not f_buy_blocks:
+ return None, f"鏉垮潡涓嶅彲涔板叆", None
+
+ # 鍒ゆ柇鏄惁鏈夋定鍋滀拱鐨勬暟鎹�
+ has_limit_up = False
+ for i in range(start_index, end_index + 1):
+ data = total_datas[i]
+ val = data["val"]
+ if L2DataUtil.is_limit_up_price_buy(val):
+ has_limit_up = True
+ break
+ if not has_limit_up:
+ return None, "鏃犳定鍋滀拱鏁版嵁", None
+ # 鏌ユ壘璁℃暟璧风偣
+ refer_sell_time_int = int(refer_sell_data[0].replace(":", ""))
+ begin_index = start_index
+ for i in range(start_index - 1, -1, -1):
+ data = total_datas[i]
+ val = data["val"]
+ if int(val["time"].replace(":", "")) < refer_sell_time_int:
+ begin_index = i + 1
+ break
+ threshold_num = int(round(refer_sell_data[1] / gpcode_manager.get_limit_up_price_as_num(code) / 100))
+ total_num = 0
+ for i in range(begin_index, end_index + 1):
+ data = total_datas[i]
+ val = data["val"]
+ if L2DataUtil.is_limit_up_price_buy(val):
+ total_num += val["num"]
+ elif L2DataUtil.is_limit_up_price_buy_cancel(val):
+ total_num -= val["num"]
+ if total_num > threshold_num:
+ if code not in cls.__refer_sell_used_times:
+ cls.__refer_sell_used_times[code] = set()
+ cls.__refer_sell_used_times[code].add(refer_sell_data[0])
+ return (begin_index, end_index), "鍙互涓嬪崟", f_buy_blocks
+ return None, "鎬讳拱棰濅笉婊¤冻", None
+
@classmethod
def test__compute_active_order_begin_pos(cls, code, continue_count, start_index, end_index):
return cls.__compute_active_order_begin_pos(code, continue_count, start_index, end_index)
--
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