From e9680308bd91bb112c29f03a1316a0fc49e1917a Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 09 九月 2024 14:58:35 +0800
Subject: [PATCH] 一个板块扫入之后不能再次扫入
---
l2/l2_data_manager_new.py | 175 +++++++++++++++++++++++++++++++++-------------------------
1 files changed, 99 insertions(+), 76 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index c689068..6ec5472 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -691,29 +691,29 @@
@classmethod
def get_active_buy_blocks(cls, code):
"""
- 鑾峰彇婵�杩涗拱鍏ョ殑鏉垮潡
+ 鑾峰彇绉瀬涔板叆鐨勬澘鍧�
@param code:
@return:
"""
if tool.is_sh_code(code):
- # 涓婅瘉涓嶆縺杩涗笅鍗�
+ # 涓婅瘉涓嶇Н鏋佷笅鍗�
return None
current_total_sell_data = L2MarketSellManager().get_current_total_sell_data(code)
place_order_count = trade_data_manager.PlaceOrderCountManager().get_place_order_count(code)
- # 鍙湁鍒濇涓嬪崟 + 鎬绘姏鍘嬪ぇ浜�500w鑳芥縺杩涗笅鍗�
+ # 鍙湁鍒濇涓嬪崟 + 鎬绘姏鍘嬪ぇ浜�500w鑳界Н鏋佷笅鍗�
if place_order_count > 0 or current_total_sell_data is None or current_total_sell_data[1] < 500 * 10000:
return None
if global_util.zyltgb_map.get(code) > 50 * 100000000:
- # 50浜夸互涓婄殑鏃犳硶婵�杩涗笅鍗�
+ # 50浜夸互涓婄殑鏃犳硶绉瀬涓嬪崟
return None
can_buy_result = CodePlateKeyBuyManager.can_buy(code)
if can_buy_result:
if can_buy_result[5]:
return can_buy_result[5]
elif not can_buy_result[0] and can_buy_result[1]:
- # 10:00:00 鍓嶇殑鐙嫍鍙縺杩涗拱鍏�
+ # 10:00:00 鍓嶇殑鐙嫍鍙Н鏋佷拱鍏�
if tool.trade_time_sub(tool.get_now_time_str(), "10:00:00") <= 0:
return ["鐙嫍"]
return None
@@ -735,7 +735,7 @@
code)
if order_begin_pos.MODE_RADICAL == order_begin_pos.mode:
- # 婵�杩涗笅鍗曚笉鍒ゆ柇鏉′欢
+ # 绉瀬涓嬪崟涓嶅垽鏂潯浠�
can, need_clear_data, reason, is_valid_exec_index = True, False, "婵�杩涗笅鍗�", True
else:
can, need_clear_data, reason, is_valid_exec_index = cls.__can_buy_first(code)
@@ -804,7 +804,7 @@
temps = []
temps.extend([f"{x[0]}" for x in can_buy_result[0]])
if can_buy_result[5]:
- temps.append(f"婵�杩涗拱鍏ワ細{can_buy_result[5]}")
+ temps.append(f"绉瀬涔板叆锛歿can_buy_result[5]}")
info.set_kpl_match_blocks(temps)
trade_record_log_util.add_place_order_log(code, info)
except Exception as e:
@@ -856,8 +856,17 @@
return True, ""
@classmethod
- def __is_on_limit_up_buy(cls, code, buy_exec_index):
+ def __is_at_limit_up_buy(cls, code, buy_exec_index=None):
+ """
+ 鏄惁鏄澘涓婃斁閲忎拱
+ @param code:
+ @param buy_exec_index:
+ @return:
+ """
total_data = local_today_datas.get(code)
+ if buy_exec_index is None:
+ # 鎵ц浣嶇疆涓虹┖锛屽氨鍙栨渶杩戠殑涓�鏉℃暟鎹�
+ buy_exec_index = total_data[-1]["index"]
latest_exec_indexes = cls.__latest_exec_indexes[code]
if not latest_exec_indexes:
latest_exec_indexes = []
@@ -984,7 +993,7 @@
# 1.褰撳墠鎴愪氦浠蜂负娑ㄥ仠浠�
# 2.璺濈鏈�杩戠殑闈炴澘涓婃垚浜ょ殑鏃堕棿澶т簬涓�涓槇鍊�
if abs(limit_up_price - float(trade_price)) < 0.001:
- is_limit_up_buy = cls.__is_on_limit_up_buy(code, order_begin_pos.buy_exec_index)
+ is_limit_up_buy = cls.__is_at_limit_up_buy(code, order_begin_pos.buy_exec_index)
if is_limit_up_buy:
# 鏉夸笂涔颁笖闈炲姞缁�
# 鑾峰彇鏈�杩戠殑闈炴定鍋滀环鎴愪氦鏃堕棿
@@ -1360,21 +1369,42 @@
cls.unreal_buy_dict[code] = (buy_exec_index, capture_time)
trade_result_manager.virtual_buy_success(code)
- # 鏄惁鏄湪鏉夸笂涔�
@classmethod
- def __is_at_limit_up_buy(cls, code_):
- # 鎬诲崠涓�0锛屽綋鍓嶆垚浜や环涓烘定鍋滀环灏卞垽鏂负鏉夸笂涔�
- current_sell_data = cls.__L2MarketSellManager.get_current_total_sell_data(code_)
- if current_sell_data and tool.trade_time_sub(tool.get_now_time_str(), current_sell_data[0]) < 5:
- # 5s鍐呯殑鏁版嵁鎵嶆湁鏁�
- if current_sell_data[1] <= 0:
- # 鎬诲崠涓�0
- trade_price = current_price_process_manager.get_trade_price(code_)
- limit_up_price = gpcode_manager.get_limit_up_price(code_)
- if trade_price and limit_up_price and abs(float(trade_price) - float(limit_up_price)) <= 0.001:
- # 褰撳墠鎴愪氦浠蜂负娑ㄥ仠浠�
- return True
- return False
+ def __process_with_find_exec_index(cls, code, order_begin_pos: OrderBeginPosInfo, compute_end_index):
+ """
+ 澶勭悊鎵惧埌鎵ц浣嶇疆
+ @return:
+ """
+ total_datas = local_today_datas.get(code)
+ l2_log.debug(code, "鑾峰彇鍒颁拱鍏ユ墽琛屼綅缃細{} m鍊硷細{} 绾拱鎵嬫暟锛歿} 绾拱鍗曟暟锛歿} 鏄惁鏉夸笂涔帮細{} 鏁版嵁锛歿} ,閲忔瘮:{} ,涓嬪崟妯″紡锛歿}",
+ order_begin_pos.buy_exec_index,
+ order_begin_pos.threshold_money,
+ order_begin_pos.num,
+ order_begin_pos.count, order_begin_pos.at_limit_up, total_datas[order_begin_pos.buy_exec_index],
+ cls.volume_rate_info[code], order_begin_pos.mode)
+ cls.__save_order_begin_data(code, order_begin_pos)
+ cls.__LimitUpTimeManager.save_limit_up_time(code, total_datas[order_begin_pos.buy_exec_index]["val"]["time"])
+ l2_log.debug(code, "delete_buy_cancel_point")
+ if code not in cls.__latest_exec_indexes:
+ cls.__latest_exec_indexes[code] = []
+ cls.__latest_exec_indexes[code].append(order_begin_pos.buy_exec_index)
+ # 淇濈暀鏈�杩�3娆＄殑涔板叆鎵ц浣嶇疆
+ if len(cls.__latest_exec_indexes[code]) > 3:
+ cls.__latest_exec_indexes[code] = cls.__latest_exec_indexes[code][-3:]
+
+ # 鐩存帴涓嬪崟
+ ordered = cls.__buy(code, 0, total_datas[-1], total_datas[-1]["index"], True)
+
+ # 鏁版嵁鏄惁澶勭悊瀹屾瘯
+ if order_begin_pos.buy_exec_index < compute_end_index:
+ if ordered:
+ cls.__process_order(code, order_begin_pos.buy_exec_index + 1, compute_end_index, 0, True,
+ False)
+ else:
+ cls.__start_compute_buy(code, order_begin_pos.buy_exec_index + 1, compute_end_index,
+ order_begin_pos.threshold_money,
+ 0,
+ True, False)
@classmethod
def __start_compute_buy(cls, code, compute_start_index, compute_end_index, threshold_money, capture_time,
@@ -1408,18 +1438,44 @@
_start_time = tool.get_now_timestamp()
total_datas = local_today_datas[code]
+ # ---------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]
+ 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="婵�杩涗拱鍏�",
+ sell_info=sell_info,
+ threshold_money=threshold_money)
+ order_begin_pos_info.at_limit_up = cls.__is_at_limit_up_buy(code)
+ cls.__process_with_find_exec_index(code, order_begin_pos_info, compute_end_index)
+ return
+
# 鑾峰彇涔板叆淇″彿璁＄畻璧峰浣嶇疆
- order_begin_pos = cls.__get_order_begin_pos(
- code)
+ order_begin_pos = cls.__get_order_begin_pos(code)
# 鏄惁涓烘柊鑾峰彇鍒扮殑浣嶇疆
new_get_single = False
buy_single_index = order_begin_pos.buy_single_index
if buy_single_index is None:
# ------------------------------纭畾淇″彿绉嶇被----------------------------------
- # 绗竴姝ワ細鑾峰彇婵�杩涗笅鍗曚俊鍙�
+ # 绗竴姝ワ細鑾峰彇绉瀬涓嬪崟淇″彿
# if code.find('60') == 0:
- # 婵�杩涗拱
+ # 绉瀬涔�
continue_count = 1
has_single, _index, sell_info, single_msg, mode = cls.__compute_active_order_begin_pos(code, continue_count,
compute_start_index,
@@ -1475,12 +1531,6 @@
if new_get_single:
start_process_index = order_begin_pos.buy_single_index
- # _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time, "璁＄畻m鍊煎ぇ鍗�")
-
- # threshold_money, msg = cls.__get_threshmoney(code)
-
- # _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, clear_buy_single = cls.__sum_buy_num_for_order_active(
code,
@@ -1506,42 +1556,17 @@
return
if new_buy_exec_index is not None:
- l2_log.debug(code, "鑾峰彇鍒颁拱鍏ユ墽琛屼綅缃細{} m鍊硷細{} 绾拱鎵嬫暟锛歿} 绾拱鍗曟暟锛歿} 鏄惁鏉夸笂涔帮細{} 鏁版嵁锛歿} ,閲忔瘮:{} ,涓嬪崟妯″紡锛歿}", new_buy_exec_index,
- threshold_money,
- buy_nums,
- buy_count, order_begin_pos.at_limit_up, total_datas[new_buy_exec_index],
- cls.volume_rate_info[code], order_begin_pos.mode)
- cls.__save_order_begin_data(code, OrderBeginPosInfo(buy_single_index=buy_single_index,
- buy_exec_index=new_buy_exec_index,
- buy_compute_index=new_buy_exec_index,
- num=buy_nums, count=buy_count,
- max_num_set=max_num_set_new,
- buy_volume_rate=cls.volume_rate_info[code][0],
- mode=order_begin_pos.mode,
- mode_desc=order_begin_pos.mode_desc,
- sell_info=order_begin_pos.sell_info,
- threshold_money=threshold_money))
- cls.__LimitUpTimeManager.save_limit_up_time(code, total_datas[new_buy_exec_index]["val"]["time"])
- l2_log.debug(code, "delete_buy_cancel_point")
- if code not in cls.__latest_exec_indexes:
- cls.__latest_exec_indexes[code] = []
- cls.__latest_exec_indexes[code].append(new_buy_exec_index)
- # 淇濈暀鏈�杩�3娆＄殑涔板叆鎵ц浣嶇疆
- if len(cls.__latest_exec_indexes[code]) > 3:
- cls.__latest_exec_indexes[code] = cls.__latest_exec_indexes[code][-3:]
-
- # 鐩存帴涓嬪崟
- ordered = cls.__buy(code, capture_time, total_datas[-1], total_datas[-1]["index"], is_first_code)
-
- # 鏁版嵁鏄惁澶勭悊瀹屾瘯
- if new_buy_exec_index < compute_end_index:
- if ordered:
- cls.__process_order(code, new_buy_exec_index + 1, compute_end_index, capture_time, is_first_code,
- False)
- else:
- cls.__start_compute_buy(code, new_buy_exec_index + 1, compute_end_index, threshold_money,
- capture_time,
- is_first_code, False)
+ cls.__process_with_find_exec_index(code, OrderBeginPosInfo(buy_single_index=buy_single_index,
+ buy_exec_index=new_buy_exec_index,
+ buy_compute_index=new_buy_exec_index,
+ num=buy_nums, count=buy_count,
+ max_num_set=max_num_set_new,
+ buy_volume_rate=cls.volume_rate_info[code][0],
+ mode=order_begin_pos.mode,
+ mode_desc=order_begin_pos.mode_desc,
+ sell_info=order_begin_pos.sell_info,
+ threshold_money=threshold_money),
+ compute_end_index)
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
@@ -1773,7 +1798,7 @@
return True, i, [refer_sell_data[0],
0], '涓婅瘉涔板叆', OrderBeginPosInfo.MODE_ACTIVE if active_buy_blocks else OrderBeginPosInfo.MODE_FAST
- return False, -1, "鏈幏鍙栧埌婵�杩涗拱鐨勮捣濮嬩俊鍙�", '', OrderBeginPosInfo.MODE_NORMAL
+ return False, -1, "鏈幏鍙栧埌绉瀬涔扮殑璧峰淇″彿", '', OrderBeginPosInfo.MODE_NORMAL
else:
# 娣辫瘉
if refer_sell_data is None:
@@ -1796,7 +1821,7 @@
# 鍒ゆ柇鏈�杩戞湁娌℃湁娑ㄥ仠鍗栨暟鎹�
limit_up_sell_count = L2TradeSingleDataProcessor.get_latest_limit_up_sell_order_count(code)
if (limit_up_sell_count == 0 or active_buy_blocks) and not single:
- # 濡傛灉娌℃湁娑ㄥ仠鍗栨暟鎹�/婵�杩涗笅鍗曡�屼笖杩樻病鏈夋垚浜や拱鍏ヤ俊鍙凤紝灏辨寜鐓у師鏉ョ殑鎬诲崠棰濊绠�
+ # 濡傛灉娌℃湁娑ㄥ仠鍗栨暟鎹�/绉瀬涓嬪崟鑰屼笖杩樻病鏈夋垚浜や拱鍏ヤ俊鍙凤紝灏辨寜鐓у師鏉ョ殑鎬诲崠棰濊绠�
threshold_money, sell_1_price = copy.deepcopy(refer_sell_data[1]), refer_sell_data[3][0]
for i in range(start_index - 1, -1, -1):
val = total_datas[i]["val"]
@@ -1832,7 +1857,7 @@
return True, buy_single_index, [refer_sell_data[0],
0], "鏉夸笂鏀鹃噺", OrderBeginPosInfo.MODE_ACTIVE if active_buy_blocks else OrderBeginPosInfo.MODE_NORMAL
- return False, -1, "鏈幏鍙栧埌婵�杩涗拱鐨勮捣濮嬩俊鍙�", '', OrderBeginPosInfo.MODE_NORMAL
+ return False, -1, "鏈幏鍙栧埌绉瀬涔扮殑璧峰淇″彿", '', OrderBeginPosInfo.MODE_NORMAL
# 璁＄畻婵�杩涗拱鐨勪笅鍗曚俊鍙�
@classmethod
@@ -1844,10 +1869,9 @@
@param code:
@param start_index:
@param end_index:
- @return: (鏄惁鑾峰彇鍒颁俊鍙�, 淇″彿浣嶇疆)
+ @return: (鏄惁鑾峰彇鍒颁俊鍙�, 淇″彿浣嶇疆, 娑堟伅)
"""
# 婵�杩涗拱淇″彿鐨勬椂闂�
-
radical_data = RadicalBuyDealCodesManager.buy_by_l2_delegate_expire_time_dict.get(code)
if not radical_data:
@@ -1855,9 +1879,8 @@
if t.time() > radical_data[0]:
return False, None, "瓒呰繃鐢熸晥鏃堕棿"
-
# 鍒ゆ柇鏄惁鏄澘涓婃斁閲�
- if cls.__is_on_limit_up_buy(code, start_index):
+ if cls.__is_at_limit_up_buy(code, start_index):
return False, None, "鏉夸笂鏀鹃噺"
total_datas = local_today_datas[code]
min_num = int(29900 / gpcode_manager.get_limit_up_price_as_num(code))
--
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