From e23a2fc711caf409359648572828111981ec3681 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 15 十月 2024 18:13:20 +0800
Subject: [PATCH] 更改买入票的单价上限/板块更新
---
l2/l2_data_manager_new.py | 87 ++++++++++++++++++++++++-------------------
1 files changed, 49 insertions(+), 38 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index e6b4b57..13187da 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -340,11 +340,12 @@
if order_begin_pos.mode != OrderBeginPosInfo.MODE_RADICAL:
# 闈炴壂鍏ヤ笅鍗曡鍒ゆ柇鎵ц浣嶇疆涓庣湡瀹炰笅鍗曚綅鐨勯棿闅旀椂闂�
total_datas = local_today_datas.get(code)
- if tool.trade_time_sub_with_ms(L2DataUtil.get_time_with_ms(total_datas[index]["val"]), L2DataUtil.get_time_with_ms(total_datas[order_begin_pos.buy_exec_index]["val"])) > 2000:
+ if tool.trade_time_sub_with_ms(L2DataUtil.get_time_with_ms(total_datas[index]["val"]),
+ L2DataUtil.get_time_with_ms(
+ total_datas[order_begin_pos.buy_exec_index]["val"])) > 2000:
L2TradeDataProcessor.cancel_buy(code, f"鐪熷疄涓嬪崟浣�({index})涓庢墽琛屼綅({order_begin_pos.buy_exec_index})鐩稿樊2s浠ヤ笂",
cancel_type=trade_constant.CANCEL_TYPE_F)
return
-
# 澶勭悊鍗庨懌L2鏁版嵁
@classmethod
@@ -724,9 +725,7 @@
@classmethod
def start_buy(cls, code, last_data, last_data_index, is_first_code):
- pre_result = cls.__is_pre_can_buy(code)
- if pre_result[0]:
- cls.__buy(code, 0, last_data, last_data_index, is_first_code)
+ cls.__buy(code, 0, last_data, last_data_index, is_first_code)
@classmethod
def get_active_buy_blocks(cls, code):
@@ -760,6 +759,9 @@
@classmethod
def __buy(cls, code, capture_timestamp, last_data, last_data_index, is_first_code):
+ pre_result = cls.__is_pre_can_buy(code)
+ if not pre_result[0]:
+ return False
# 娣诲姞涔板叆閿�
if code not in cls.__buy_lock_dict:
cls.__buy_lock_dict[code] = threading.Lock()
@@ -940,7 +942,7 @@
pre_result = cls.__is_pre_can_buy(code)
if not pre_result[0]:
- return pre_result[0],pre_result[1], pre_result[2], pre_result[3]
+ return pre_result[0], pre_result[1], pre_result[2], pre_result[3]
now_time_int = int(tool.get_now_time_str().replace(":", ""))
if 130100 >= now_time_int >= 112900 or now_time_int < 93100:
@@ -1008,7 +1010,8 @@
# ------------鎸傚崟鏃堕棿绾︽潫----------
order_begin_pos = cls.__get_order_begin_pos(
code)
- if not trade_result_manager.can_place_order_for_cancel_time(code, total_data[order_begin_pos.buy_exec_index]) and not gpcode_manager.GreenListCodeManager().is_in_cache(code):
+ if not trade_result_manager.can_place_order_for_cancel_time(code, total_data[
+ order_begin_pos.buy_exec_index]) and not gpcode_manager.GreenListCodeManager().is_in_cache(code):
return False, True, f"璺濈涓婃鎸傚崟灏忎簬鏃堕棿闄愬埗", True
# ------------鏉垮潡绾︽潫-------------
@@ -1356,41 +1359,49 @@
@classmethod
def cancel_buy(cls, code, msg=None, source="l2", cancel_index=None, cancel_type=None):
- # 鏄惁鏄氦鏄撻槦鍒楄Е鍙�
+
+ finally_can_cancel = True
+ total_datas = local_today_datas.get(code)
order_begin_pos = cls.__get_order_begin_pos(
code)
- # 鎵叆涓嬪崟鍙湁L鎾よ兘鎾ゅ崟
- if order_begin_pos and order_begin_pos.mode == OrderBeginPosInfo.MODE_RADICAL and cancel_type not in {
- trade_constant.CANCEL_TYPE_L, trade_constant.CANCEL_TYPE_L_UP, trade_constant.CANCEL_TYPE_L_DOWN}:
- l2_log.cancel_debug(code, "鎾ゅ崟涓柇锛屽師鍥狅細{}", "鎵叆涓嬪崟涓嶆槸L鎾�")
- return False
- # 鍔犵豢鍙湁L鎾ょ敓鏁�
- if gpcode_manager.GreenListCodeManager().is_in_cache(code):
- if cancel_type not in { trade_constant.CANCEL_TYPE_L, trade_constant.CANCEL_TYPE_L_UP, trade_constant.CANCEL_TYPE_L_DOWN}:
- l2_log.cancel_debug(code, "鎾ゅ崟涓柇锛屽師鍥狅細{}", "鍔犵豢涓嶆槸L鎾�")
+ if cancel_type != trade_constant.CANCEL_TYPE_HUMAN:
+ # 鏄惁鏄氦鏄撻槦鍒楄Е鍙�
+ # 鎵叆涓嬪崟鍙湁L鎾よ兘鎾ゅ崟
+ if order_begin_pos and order_begin_pos.mode == OrderBeginPosInfo.MODE_RADICAL and cancel_type not in {
+ trade_constant.CANCEL_TYPE_L, trade_constant.CANCEL_TYPE_L_UP, trade_constant.CANCEL_TYPE_L_DOWN}:
+ l2_log.cancel_debug(code, "鎾ゅ崟涓柇锛屽師鍥狅細{}", "鎵叆涓嬪崟涓嶆槸L鎾�")
return False
- total_datas = local_today_datas.get(code)
- if not total_datas:
- return False
- if source == "trade_queue":
- # 浜ゆ槗闃熷垪瑙﹀彂鐨勯渶瑕佷笅鍗曞悗5s
- if order_begin_pos.buy_exec_index is not None and order_begin_pos.buy_exec_index > 0:
- now_time_str = tool.get_now_time_str()
- if tool.trade_time_sub(now_time_str, total_datas[order_begin_pos.buy_exec_index]["val"]["time"]) < 5:
+ # 鍔犵豢鍙湁L鎾�/浜烘挙鐢熸晥
+ if gpcode_manager.GreenListCodeManager().is_in_cache(code):
+ if cancel_type not in {trade_constant.CANCEL_TYPE_L, trade_constant.CANCEL_TYPE_L_UP,
+ trade_constant.CANCEL_TYPE_L_DOWN}:
+ l2_log.cancel_debug(code, "鎾ゅ崟涓柇锛屽師鍥狅細{}", "鍔犵豢涓嶆槸L鎾�")
return False
- if code in cls.unreal_buy_dict:
- cls.unreal_buy_dict.pop(code)
- # 鍙栨秷涔板叆鏍囪瘑
- trade_result_manager.virtual_cancel_success(code, order_begin_pos.buy_single_index,
- order_begin_pos.buy_exec_index, total_datas)
- else:
- can_cancel, reason = cls.__can_cancel(code)
- if not can_cancel and cancel_type != trade_constant.CANCEL_TYPE_HUMAN:
- # 涓嶈兘鍙栨秷涓斾笉鏄汉宸ユ挙鍗�
- l2_log.cancel_debug(code, "鎾ゅ崟涓柇锛屽師鍥狅細{}", reason)
- l2_log.debug(code, "鎾ゅ崟涓柇锛屽師鍥狅細{}", reason)
+ if not total_datas:
return False
+ if source == "trade_queue":
+ # 浜ゆ槗闃熷垪瑙﹀彂鐨勯渶瑕佷笅鍗曞悗5s
+ if order_begin_pos.buy_exec_index is not None and order_begin_pos.buy_exec_index > 0:
+ now_time_str = tool.get_now_time_str()
+ if tool.trade_time_sub(now_time_str,
+ total_datas[order_begin_pos.buy_exec_index]["val"]["time"]) < 5:
+ return False
+
+ if code in cls.unreal_buy_dict:
+ cls.unreal_buy_dict.pop(code)
+ # 鍙栨秷涔板叆鏍囪瘑
+ trade_result_manager.virtual_cancel_success(code, order_begin_pos.buy_single_index,
+ order_begin_pos.buy_exec_index, total_datas)
+ else:
+ can_cancel, reason = cls.__can_cancel(code)
+ if not can_cancel:
+ # 涓嶈兘鍙栨秷涓斾笉鏄汉宸ユ挙鍗�
+ l2_log.cancel_debug(code, "鎾ゅ崟涓柇锛屽師鍥狅細{}", reason)
+ l2_log.debug(code, "鎾ゅ崟涓柇锛屽師鍥狅細{}", reason)
+ return False
+
+ if finally_can_cancel:
if cancel_index is None:
cancel_index = total_datas[-1]["index"]
cls.__LatestCancelIndexManager.set_latest_cancel_index(code, cancel_index)
@@ -1404,7 +1415,7 @@
trade_result_manager.real_cancel_success(code, order_begin_pos.buy_single_index,
order_begin_pos.buy_exec_index, total_datas,
from_real_cancel=True)
- l2_log.debug(code, "鎵ц鎾ゅ崟缁撴潫锛屽師鍥狅細{}", msg)
+ l2_log.debug(code, "鎵ц鎾ゅ崟缁撴潫锛屽師鍥狅細{}", msg)
return True
# 铏氭嫙涓嬪崟
@@ -1502,7 +1513,7 @@
max_num_set=set(),
buy_volume_rate=buy_volume_rate,
mode=OrderBeginPosInfo.MODE_RADICAL,
- mode_desc="婵�杩涗拱鍏�",
+ mode_desc="鎬绘姏鍘嬪皬鎵叆",
sell_info=sell_info,
threshold_money=threshold_money)
order_begin_pos_info.at_limit_up = cls.__is_at_limit_up_buy(code)
--
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