From ea1e94b2099f3635508cc00f0723495e2034ee98 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 12 八月 2024 17:58:01 +0800
Subject: [PATCH] 下单策略修改
---
l2/l2_data_manager_new.py | 94 +++++++++++++++++-----------------------------
1 files changed, 35 insertions(+), 59 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index c9ea3c2..739c50b 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -846,6 +846,11 @@
return False, True, f"14:57鍚庝笉鑳戒氦鏄�"
if 130100 >= now_time_int >= 112900 or now_time_int < 93100:
if now_time_int < 93100:
+ # 鍒ゆ柇杩�120澶╂槸鍚︽湁娑ㄥ仠
+ k_format = code_nature_analyse.CodeNatureRecordManager().get_k_format_cache(code)
+ if k_format and len(k_format) >= 12 and not k_format[11]:
+ return False, True, f"09:31:00涔嬪墠涓嬪崟锛�90涓氦鏄撴棩鏃犳定鍋�"
+
# 鍒ゆ柇鎴愪氦鐨勫ぇ鍗曟暟閲�
data_list = BigOrderDealManager().get_total_buy_money_list(code)
bigger_money = 2990000
@@ -854,8 +859,8 @@
if d < bigger_money:
continue
fdatas.append(d)
- if len(fdatas) < 3:
- return False, True, f"09:31:00涔嬪墠涓嬪崟锛屾垚浜ゅぇ鍗曟暟閲忥紙{len(fdatas)}锛変笉瓒�3涓�"
+ if len(fdatas) < 1:
+ return False, True, f"09:31:00涔嬪墠涓嬪崟锛屾垚浜ゅぇ鍗曟暟閲忥紙{len(fdatas)}锛変笉瓒�1涓�"
else:
# 鍒ゆ柇鏁版嵁鏄惁鍗�
total_datas = local_today_datas.get(code)
@@ -938,28 +943,35 @@
buy1_money = 1
deal_rate = round(total_deal_money / buy1_money, 2)
if deal_rate < 0.05:
- return False, True, f"鏉夸笂鏀鹃噺鎴愪氦閲戦涓嶈冻锛岃繎2s鎬绘垚浜ゆ瘮渚�({deal_rate})锛歿total_deal_money}/{buy1_money}灏忎簬0.05"
- # 鍒ゆ柇鎴愪氦杩涘害鏄惁璺濈鎴戜滑鐨勪綅缃緢杩�
- trade_index, is_default = cls.__TradeBuyQueue.get_traded_index(code)
- if False and not is_default and trade_index:
- not_cancel_num = 0
- num_operate_map = local_today_num_operate_map.get(code)
- for i in range(trade_index + 1, total_data[-1]["index"] + 1):
- if L2DataUtil.is_limit_up_price_buy(total_data[i]["val"]):
- left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(code,
- total_data[
- i][
- "index"],
- total_data,
- local_today_canceled_buyno_map.get(
- code))
- if left_count > 0:
- not_cancel_num += total_data[i]["val"]["num"]
- m_base_val = l2_trade_factor.L2PlaceOrderParamsManager.get_base_m_val(code)
- not_cancel_money = not_cancel_num * 100 * float(gpcode_manager.get_limit_up_price(code))
- if m_base_val > not_cancel_money:
- return False, False, f"鎴愪氦浣嶇疆璺濈褰撳墠浣嶇疆绾拱棰�({not_cancel_money})灏忎簬m鍊�({m_base_val})"
+ # 鍒ゆ柇鎴愪氦杩涘害鍒板綋鍓嶆暟鎹殑绗旀暟锛屽鏋滃皯浜�10绗斾笖杩樻湁鏈垚浜ょ殑澶у崟锛�>=299锛夊氨鍙互涓嬪崟
+ trade_index, is_default = cls.__TradeBuyQueue.get_traded_index(code)
+ if trade_index is None:
+ trade_index = 0
+ total_count = 0
+ total_big_count = 0
+ for i in range(trade_index + 1, total_data[-1]["index"] + 1):
+ data = total_data[i]
+ val = data["val"]
+ if not L2DataUtil.is_limit_up_price_buy(val):
+ continue
+ money = val["num"] * float(val["price"])
+ if money < 5000:
+ continue
+ left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(
+ code,
+ i,
+ total_data,
+ local_today_canceled_buyno_map.get(
+ code))
+ if left_count > 0:
+ total_count += 1
+ if money > 29900:
+ total_big_count += 1
+ if total_count > 10:
+ break
+ if total_count > 10 or total_big_count < 1:
+ return False, True, f"鏉夸笂鏀鹃噺鎴愪氦閲戦涓嶈冻锛岃繎2s鎬绘垚浜ゆ瘮渚�({deal_rate})锛歿total_deal_money}/{buy1_money}灏忎簬0.05锛屾湭鎴愪氦鏁伴噺-{total_count}锛屽ぇ鍗曟暟閲�-{total_big_count}"
# 涓婅瘉涓嬪崟闇�瑕佹湁鎴愪氦澶у崟锛堝寘鍚富鍔ㄤ拱涓庤鍔ㄤ拱锛夋垨鑰呮寕涔扮殑澶у崟
if tool.is_sh_code(code):
deal_big_order_count = BigOrderDealManager().get_total_buy_count(code)
@@ -1103,36 +1115,10 @@
if is_in_strong_time_30 and is_best_zylt:
# 寮哄娍30鍒嗛挓锛屾渶浼樺競鍊�, 鏈夊彲浠ヤ笅鍗曠殑鏉垮潡锛屼笉鐪嬮噺
return True, False, can_buy_result[2]
- # 娉ㄩ噴閲忕殑褰卞搷
- # if k_format and (k_format[1][0] or k_format[3][0]) and len(k_format) >= 12 and k_format[11]:
- # # 鐮村墠楂�/鎺ヨ繎鍓嶉珮涓�30澶╁唴鏈夋定鍋�
- # if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < volume_rate_thresholds[1]:
- # return False, True, f"鑲′环鍒涙柊楂樻垨鑰呴�艰繎鍓嶉珮涓�30澶╁唴鏈夋定鍋�,褰撴棩閲忔瘮({cls.volume_rate_info[code][0]})灏忎簬{volume_rate_thresholds[1]}"
- # 娉ㄩ噴閲忕殑褰卞搷
- # if HighIncreaseCodeManager().is_in(code):
- # if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < 0.59:
- # return False, True, f"5澶╁唴3娆℃定鍋滐紝閲忔湭杈惧埌59%锛坽cls.volume_rate_info[code][0]}锛�"
msg_list = []
if is_in_strong_time:
msg_list.append("寮哄娍10鍒嗛挓")
- # 涓�5涓氦鏄撴棩鏈夌偢鏉夸箣鍚�
- # 娉ㄩ噴閲忕殑褰卞搷
- # if has_open_limit_up_in_5:
- # if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < 0.15:
- # return False, True, f"寮哄娍10鍒嗛挓,涓�5涓氦鏄撴棩鐐告澘,閲忔湭杈惧埌{0.15}({cls.volume_rate_info[code][0]})"
- #
- # # 涓�5涓氦鏄撴棩鏈夎穼鍋�
- # if has_limit_down_in_5:
- # if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < 0.15:
- # return False, True, f"寮哄娍10鍒嗛挓,涓�5涓氦鏄撴棩璺屽仠,閲忔湭杈惧埌{0.15}({cls.volume_rate_info[code][0]})"
- #
- # # 鑾峰彇閲忕殑鍙傝�冩棩鏈�
- # if code in global_util.max60_volumn:
- # day = global_util.max60_volumn[code][1]
- # if day in HistoryKDatasUtils.get_latest_trading_date_cache(5):
- # if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < 0.15 and not is_special:
- # return False, True, f"寮哄娍10鍒嗛挓锛屽弬鑰冮噺鍦ㄦ渶杩�5澶╋紝鏃犺鲸璇嗗害锛岄噺鏈揪鍒�0.15({cls.volume_rate_info[code][0]})"
# 鐙嫍
if not can_buy_result[0] and can_buy_result[1]:
@@ -1141,16 +1127,6 @@
# 濡傛灉娌℃湁杈ㄨ瘑搴︽墠涓嶄拱
if not is_special:
return False, True, f"寮哄娍10鍒嗛挓锛屾棤杈ㄨ瘑搴︼紝 鐙嫍锛坽can_buy_result[4]}锛変笉涓嬪崟锛坽can_buy_result[4]}锛夎嚜鐢辨祦閫氬競鍊硷紙{zyltgb_as_yi}锛変笉鏄壒浼樺競鍊�"
- # 娉ㄩ噴閲忕殑褰卞搷
- # if k_format and (k_format[1][0] or k_format[3][0]):
- # msg_list.append("鑲′环鍒涙柊楂樻垨鑰呴�艰繎鍓嶉珮")
- # # 鑲′环鍒涙柊楂樻垨鑰呴�艰繎鍓嶉珮
- # if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < volume_rate_thresholds[1]:
- # return False, True, f"寮哄娍10鍒嗛挓锛岀嫭鑻楋紙{can_buy_result[4]}锛夛紝鑲′环鍒涙柊楂樻垨鑰呴�艰繎鍓嶉珮,褰撴棩閲忔瘮({cls.volume_rate_info[code][0]})灏忎簬{volume_rate_thresholds[1]}"
- # else:
- # if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < volume_rate_thresholds[
- # 0] and not is_special:
- # return False, True, f"寮哄娍10鍒嗛挓锛屾棤杈ㄨ瘑搴︼紝鐙嫍锛坽can_buy_result[4]}锛�,褰撴棩閲忔瘮({cls.volume_rate_info[code][0]})灏忎簬{volume_rate_thresholds[0]}"
elif not can_buy_result[0]:
return False, True, f"闈炵嫭鑻椾笉婊¤冻韬綅锛歿can_buy_result[2]}"
else:
--
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