From e0062b65da7f3ff34f4c831cc2ef3635b0f44437 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 18 七月 2025 15:19:52 +0800
Subject: [PATCH] 加倍控制中心接口内容优化
---
cancel_strategy/s_l_h_cancel_strategy.py | 81 ++++++++++++++++++++++++++++++----------
1 files changed, 61 insertions(+), 20 deletions(-)
diff --git a/cancel_strategy/s_l_h_cancel_strategy.py b/cancel_strategy/s_l_h_cancel_strategy.py
index 19c0e8d..bb67b9b 100644
--- a/cancel_strategy/s_l_h_cancel_strategy.py
+++ b/cancel_strategy/s_l_h_cancel_strategy.py
@@ -954,10 +954,11 @@
# 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):
+ def re_compute_l_down_watch_indexes(self, code, big_sell_info=None, is_force=False):
watch_index_info = self.__cancel_watch_index_info_cache.get(code)
- if not watch_index_info or watch_index_info[1] > 0:
- return
+ if not is_force:
+ if not watch_index_info or watch_index_info[1] > 0:
+ return
# 鑾峰彇鎴愪氦杩涘害浣嶄笌鐪熷疄涓嬪崟浣嶇疆
real_place_order_index_info = self.__real_place_order_index_dict.get(code)
last_trade_progress_index, is_default = TradeBuyQueue().get_traded_index(code)
@@ -972,19 +973,20 @@
self.compute_watch_index(code, watch_index_info[0], last_trade_progress_index + 1,
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 '')
+ 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)
# 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=""):
+ min_cancel_time_with_ms=None, msg="", is_force=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)
- if re_compute > 0 and tool.trade_time_sub(total_datas[-1]["val"]["time"],
- total_datas[buy_single_index]["val"][
- "time"]) < 2 * 60 and min_cancel_time_with_ms is None:
+ if not is_force and re_compute > 0 and tool.trade_time_sub(total_datas[-1]["val"]["time"],
+ total_datas[buy_single_index]["val"][
+ "time"]) < 2 * 60 and min_cancel_time_with_ms is None:
# 灏佸崟棰濈ǔ浜嗕互鍚庯紝闂撮殧瓒呰繃2鍒嗛挓鎵嶈兘閲嶆柊璁＄畻
l2_log.l_cancel_debug(code, f"瑕侀棿闅�2鍒嗛挓杩囧悗鎵嶈兘閲嶆柊璁＄畻")
return
@@ -1523,7 +1525,7 @@
"""
璁＄畻L鍚庣殑宸茬粡鎾ゅ崟鐨勬瘮渚�
@param code:
- @return: 姣斾緥, 宸茬粡鎾ゅ崟鐨勭储寮�
+ @return: 姣斾緥, 宸茬粡鎾ゅ崟鐨勭储寮�, (鍓嶅崐娈靛泭鎷殑淇℃伅锛堢储寮�, 鎵嬫暟锛�, 鍓嶅崐娈靛凡鎾ょ殑淇℃伅锛堢储寮�,鎵嬫暟锛�)
"""
watch_indexes_info = self.__get_watch_indexes_cache(code)
if not watch_indexes_info:
@@ -1582,7 +1584,7 @@
watch_indexes_list.sort()
canceled_num = 0
# 璁板綍鎾ゅ崟绱㈠紩
- canceled_indexes = []
+ canceled_data_indexes = []
deal_order_nos = HuaXinBuyOrderManager().get_deal_buy_order_nos(code)
if deal_order_nos is None:
@@ -1591,22 +1593,31 @@
if is_default:
trade_index = None
canceled_buyno_map = local_today_canceled_buyno_map.get(code)
+ # 鐪熷疄涓嬪崟浣嶄箣鍓嶇殑鎵嬫暟
+ before_nums_info = []
+ before_canceled_nums_info = []
for wi in watch_indexes:
+ data = total_data[wi]
+ val = data["val"]
cancel_data = L2DataComputeUtil.is_canceled(code, wi, total_data, canceled_buyno_map, trade_index,
deal_order_nos)
- if cancel_data:
- if str(wi) in after_place_order_index_dict:
- # 鐪熷疄涓嬪崟浣嶇疆涔嬪悗鐨勬寜鐓ф潈閲嶆瘮渚嬫潵璁＄畻
+ if str(wi) in after_place_order_index_dict:
+ # 鐪熷疄涓嬪崟浣嶇疆涔嬪悗鐨勬寜鐓ф潈閲嶆瘮渚嬫潵璁＄畻
+ if cancel_data:
canceled_num += total_data[wi]["val"]["num"] * (
10 - after_place_order_index_dict[str(wi)]) // 10
- elif str(wi) in after_place_order_index_by_dict:
+ elif str(wi) in after_place_order_index_by_dict:
+ if cancel_data:
canceled_num += total_data[wi]["val"]["num"] * (
10 - after_place_order_index_by_dict[str(wi)]) // 10
- else:
+ else:
+ before_nums_info.append((wi, val["num"]))
+ if cancel_data:
+ before_canceled_nums_info.append((wi, val['num']))
canceled_num += total_data[wi]["val"]["num"]
- canceled_indexes.append(cancel_data["index"])
+ canceled_data_indexes.append(cancel_data["index"])
rate = round(canceled_num / total_num, 3)
- return rate, canceled_indexes
+ return rate, canceled_data_indexes, (before_nums_info, before_canceled_nums_info)
def __compute_need_cancel(self, code, buy_exec_index, start_index, end_index, total_data, is_first_code):
"""
@@ -2025,7 +2036,7 @@
"""
缁熻L鍚庣洃鍚暟鎹俊鎭�
@param code:
- @return:((鎬荤瑪鏁�, 鎬婚噾棰�), (宸叉挙绗旀暟,宸叉挙閲戦), (宸叉垚浜ょ瑪鏁�,宸叉垚浜ら噾棰�), 缁煎悎鎾ゅ崟姣斾緥, 鎾ゅ崟姣斾緥闃堝��)
+ @return:((鎬荤瑪鏁�, 鎬婚噾棰�), (宸叉挙绗旀暟,宸叉挙閲戦), (宸叉垚浜ょ瑪鏁�,宸叉垚浜ら噾棰�), 缁煎悎鎾ゅ崟姣斾緥, 鎾ゅ崟姣斾緥闃堝��, (200w浠ヤ笅鎾ゅ崟鐧惧垎鏁�, 200-300W鎾ゅ崟鐧惧垎鏁�, 300w浠ヤ笂鎾ゅ崟鐧惧垎鏁�))
"""
watch_indexes_info = self.__get_watch_indexes_cache(code)
if not watch_indexes_info:
@@ -2073,8 +2084,38 @@
fresults.append(100.00)
else:
rate_info = self.__compute_l_down_canceled_rate(code, total_datas)
- fresults.append(round(rate_info[0]*100, 2))
- fresults.append(LCancelRateManager.get_cancel_rate(code)[0] * 100)
+ # 宸叉挙姣斾緥
+ fresults.append(round(rate_info[0] * 100, 2))
+ # 鎾ゅ崟姣斾緥闃堝��
+ fresults.append(LCancelRateManager.get_cancel_rate(code)[0] * 100)
+
+ before_watch_indexed_info, before_canceled_watch_indexes_info = rate_info[2][0], rate_info[2][1]
+ canceled_indexes = set([x[0] for x in before_canceled_watch_indexes_info])
+ # [绱鎵嬫暟,绱鎾ゅ崟鎵嬫暟]
+ watch_index_info_less_of_200 = [0, 0]
+ watch_index_info_200_to_300 = [0, 0]
+ watch_index_info_more_than_300 = [0, 0]
+
+ for x in before_watch_indexed_info:
+ money = limit_up_price * x[1]
+ if money >= 300 * 100:
+ watch_index_info_more_than_300[0] += x[1]
+ if x[0] in canceled_indexes:
+ watch_index_info_more_than_300[1] += x[1]
+ elif money >= 200 * 100:
+ watch_index_info_200_to_300[0] += x[1]
+ if x[0] in canceled_indexes:
+ watch_index_info_200_to_300[1] += x[1]
+ else:
+ watch_index_info_less_of_200[0] += x[1]
+ if x[0] in canceled_indexes:
+ watch_index_info_less_of_200[1] += x[1]
+ fresults.append((
+ round(watch_index_info_less_of_200[1] * 100 / max(watch_index_info_less_of_200[0], 1)),
+ round(watch_index_info_200_to_300[1] * 100 / max(watch_index_info_200_to_300[0], 1)),
+ round(watch_index_info_more_than_300[1] * 100 / max(watch_index_info_more_than_300[0], 1)),
+ ))
+
return fresults
--
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