From ed9e2367eea9baa6c8bea82e0f81c209ffb2a56f Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 02 一月 2023 17:55:50 +0800
Subject: [PATCH] 撤单策略再次修改
---
trade_queue_manager.py | 24 ++++++++++++++++++++++--
1 files changed, 22 insertions(+), 2 deletions(-)
diff --git a/trade_queue_manager.py b/trade_queue_manager.py
index 2375c63..44af7cd 100644
--- a/trade_queue_manager.py
+++ b/trade_queue_manager.py
@@ -58,6 +58,10 @@
key = "buy1_volumn_codes"
return self.__get_redis().smembers(key)
+ def get_buy_1_volumn(self, code, time_str):
+ key = "buy1_volumn-{}-{}".format(code, time_str)
+ return self.__get_redis().get(key)
+
# 杩斿洖鏄惁闇�瑕佹洿鏂版暟鎹�,鏄惁闇�瑕佹挙鍗曪紝鎾ゅ崟鍘熷洜
def save(self, code, time_str, volumn, price):
# 瀹㈡埛绔暟鎹湭鍔犺浇鍑烘潵杩囨护
@@ -107,11 +111,12 @@
# 涓嬮檷瓒嬪娍
if volumn < last_volumn:
if (last_volumn - volumn) / last_volumn > 0.5:
- return True, True, "杩炵画涓ゆ灏佸崟閲忛檷骞呰揪50%浠ヤ笂锛屾椂闂达細{} 灏佸崟閲忥細{}-{}".format(time_str, last_volumn, volumn)
+ return True, True, "涔�1涓诲姩瑙﹀彂锛岃繛缁袱娆″皝鍗曢噺闄嶅箙杈�50%浠ヤ笂锛屾椂闂达細{} 灏佸崟閲忥細{}-{}".format(time_str, last_volumn,
+ volumn)
# 褰撳皝鍗曢灏忎簬1000涓囬渶瑕佹挙鍗�
min_num = 10000000 // (limit_up_price * 100)
if volumn < min_num:
- return True, True, "鏈�鏂板皝鍗曢灏忎簬1000涓囷紝鏃堕棿锛歿} 灏佸崟閲忥細{}".format(time_str, volumn)
+ return True, True, "涔�1涓诲姩瑙﹀彂锛屾渶鏂板皝鍗曢灏忎簬1000涓囷紝鏃堕棿锛歿} 灏佸崟閲忥細{}".format(time_str, volumn)
return True, False, None
@@ -219,10 +224,25 @@
return None
return json.loads(val)
+ # 娣诲姞璁板綍
+
+ def __add_buy1_code(self, code):
+ key = "buy1_volumn_codes"
+ self.__get_redis().sadd(key, code)
+ self.__get_redis().expire(key, 10)
+
+ # 鑾峰彇褰撳墠姝ｅ湪鐩戝惉鐨勪唬鐮�
+
+ def get_current_codes(self):
+ key = "buy1_volumn_codes"
+ return self.__get_redis().smembers(key)
+
def save_recod(self, code, data):
_str = json.dumps(data)
if code in self.__filter_dict and self.__filter_dict[code] == _str:
return False
+ # 娣诲姞涔�1璁板綍
+ self.__add_buy1_code(code)
self.__filter_dict[code] = _str
self.__save_latest_recod(code, data)
buy_time = data["buyTime"]
--
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