From f3ecf0c85b980c59d2accb722bb85ceda3475136 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 19 一月 2024 17:33:47 +0800
Subject: [PATCH] 添加由于L2没买的原因日志
---
l2/l2_data_manager_new.py | 90 +++++++++++++++++++++++++++++---------------
1 files changed, 59 insertions(+), 31 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index 1413491..ee7e1d3 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -28,7 +28,8 @@
from l2.l2_data_util import local_today_datas, L2DataUtil, local_today_num_operate_map, local_today_buyno_map, \
local_latest_datas, local_today_canceled_buyno_map
import l2.l2_data_util
-from log_module.log import logger_l2_trade_buy, logger_l2_process, logger_l2_error, logger_debug
+from log_module.log import logger_l2_trade_buy, logger_l2_process, logger_l2_error, logger_debug, \
+ logger_l2_not_buy_reasons
from trade.trade_data_manager import CodeActualPriceProcessor, PlaceOrderCountManager
@@ -992,7 +993,6 @@
# 鏄惁鏄己鍔�30鍒嗛挓
is_in_strong_time_30 = now_timestamp <= int("100000")
-
# 閲忓弬鑰冩槸鍚﹀湪鏈�杩�30澶�
# is_refer_volume_date_in_30_days = False
# try:
@@ -1001,11 +1001,6 @@
# is_refer_volume_date_in_30_days = True
# except:
# pass
-
- 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]}"
# 鑾峰彇甯傚満琛屾儏
situation = cls.__MarketSituationManager.get_situation_cache()
@@ -1031,6 +1026,11 @@
if is_in_strong_time_30 and is_best_zylt and can_buy_result[0]:
# 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]
+
+ 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]}"
if HighIncreaseCodeManager().is_in(code):
if code in cls.volume_rate_info and cls.volume_rate_info[code][0] < 0.8:
@@ -1351,11 +1351,11 @@
# _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time, "m鍊奸槇鍊艰绠�")
# 涔板叆绾拱棰濈粺璁�
- new_buy_exec_index, buy_nums, buy_count, rebegin_buy_pos, max_num_set_new = None, None, None, None, []
+ new_buy_exec_index, buy_nums, buy_count, rebegin_buy_pos, max_num_set_new, not_buy_msg = None, None, None, None, [], ""
if order_begin_pos.mode == OrderBeginPosInfo.MODE_FAST:
threshold_money = order_begin_pos.threshold_money
- new_buy_exec_index, buy_nums, buy_count, rebegin_buy_pos, threshold_money_new = cls.__sum_buy_num_for_order_fast(
+ new_buy_exec_index, buy_nums, buy_count, rebegin_buy_pos, threshold_money_new, not_buy_msg = cls.__sum_buy_num_for_order_fast(
code,
start_process_index,
compute_end_index,
@@ -1366,7 +1366,7 @@
threshold_money = threshold_money_new
order_begin_pos.threshold_money = threshold_money
else:
- new_buy_exec_index, buy_nums, buy_count, rebegin_buy_pos, max_num_set_new = cls.__sum_buy_num_for_order_3(
+ new_buy_exec_index, buy_nums, buy_count, rebegin_buy_pos, max_num_set_new, not_buy_msg = cls.__sum_buy_num_for_order_3(
code,
start_process_index,
compute_end_index,
@@ -1429,6 +1429,8 @@
max_num_set=max_num_set_new, mode=order_begin_pos.mode,
sell_info=order_begin_pos.sell_info,
threshold_money=threshold_money))
+ # 璁板綍娌′笅鍗曞師鍥�
+ async_log_util.info(logger_l2_not_buy_reasons, f"{code}#{not_buy_msg}")
_start_time = t.time()
l2_data_log.l2_time_log(code, "__start_compute_buy 缁撴潫")
@@ -1630,6 +1632,7 @@
# 杈冨ぇ鍗曠殑鎵嬫暟
bigger_num = round(5000 / limit_up_price)
+ not_buy_msg = ""
for i in range(compute_start_index, compute_end_index + 1):
data = total_datas[i]
_val = total_datas[i]["val"]
@@ -1639,12 +1642,12 @@
cls.__TradePointManager.delete_buy_point(code)
if i == compute_end_index:
# 鏁版嵁澶勭悊瀹屾瘯
- return None, buy_nums, buy_count, None, max_buy_num_set
+ return None, buy_nums, buy_count, None, max_buy_num_set, f"銆恵i}銆戜俊鍙蜂笉杩炵画锛屽泭鎷椂闂�-{max_space_time_ms}ms"
else:
# 璁＄畻涔板叆淇″彿锛屼笉鑳藉悓涓�鏃堕棿寮�濮嬭绠�
for ii in range(buy_single_index + 1, compute_end_index + 1):
if total_datas[buy_single_index]["val"]["time"] != total_datas[ii]["val"]["time"]:
- return None, buy_nums, buy_count, ii, max_buy_num_set
+ return None, buy_nums, buy_count, ii, max_buy_num_set, f"銆恵i}銆戜俊鍙蜂笉杩炵画锛屽泭鎷椂闂�-{max_space_time_ms}ms"
# 娑ㄥ仠涔�
if L2DataUtil.is_limit_up_price_buy(_val):
if l2_data_util.is_big_money(_val):
@@ -1693,22 +1696,37 @@
max_buy_num_set_count = 0
for i1 in max_buy_num_set:
max_buy_num_set_count += total_datas[i1]["re"]
- # 鏈夋挙鍗曚俊鍙凤紝涓斿皬浜庨槇鍊�
- if buy_nums >= threshold_num and buy_count >= threshold_count and trigger_buy and max_buy_num_set_count >= big_num_count:
- try:
- info = cls.__trade_log_placr_order_info_dict[code]
- info.set_trade_factor(threshold_money, threshold_count, list(max_buy_num_set))
- except Exception as e:
- async_log_util.error(logger_l2_error, f"璁板綍浜ゆ槗鍥犲瓙鍑洪敊锛歿str(e)}")
- return i, buy_nums, buy_count, None, max_buy_num_set
+ if buy_nums < threshold_num:
+ not_buy_msg = f"銆恵i}銆戠函涔伴涓嶈冻锛寋buy_nums}/{threshold_num}"
+ continue
+
+ if buy_count < threshold_count:
+ not_buy_msg = f"銆恵i}銆戝畨鍏ㄧ瑪鏁颁笉澶燂紝{buy_count}/{threshold_count}"
+ continue
+
+ if not trigger_buy:
+ not_buy_msg = f"銆恵i}銆戞病鏈変拱鍗曡Е鍙�"
+ continue
+
+ if max_buy_num_set_count < big_num_count:
+ not_buy_msg = f"銆恵i}銆戝ぇ鍗曟暟閲忎笉瓒筹紝{max_buy_num_set_count}/{big_num_count}"
+ continue
+
+ try:
+ info = cls.__trade_log_placr_order_info_dict[code]
+ info.set_trade_factor(threshold_money, threshold_count, list(max_buy_num_set))
+ except Exception as e:
+ async_log_util.error(logger_l2_error, f"璁板綍浜ゆ槗鍥犲瓙鍑洪敊锛歿str(e)}")
+
+ return i, buy_nums, buy_count, None, max_buy_num_set, "鍙互涓嬪崟"
l2_log.buy_debug(code, "灏氭湭鑾峰彇鍒颁拱鍏ユ墽琛岀偣锛岃捣濮嬭绠椾綅缃細{} 缁熻绾拱鎵嬫暟锛歿} 鐩爣绾拱鎵嬫暟锛歿} 缁熻绾拱鍗曟暟锛歿} 鐩爣绾拱鍗曟暟锛歿} 澶у崟鏁伴噺锛歿} 鐩爣澶у崟鏁伴噺锛歿}",
compute_start_index,
buy_nums,
threshold_num, buy_count, threshold_count, max_buy_num_set_count, big_num_count)
- return None, buy_nums, buy_count, None, max_buy_num_set
+ return None, buy_nums, buy_count, None, max_buy_num_set, not_buy_msg
# 杩斿洖(涔板叆鎵ц鐐�, 鎬绘墜, 鎬荤瑪鏁�, 浠庢柊璁＄畻璧风偣, 绾拱棰濋槇鍊�)
# 璁＄畻蹇�熶拱鍏�
@@ -1736,6 +1754,8 @@
trigger_buy = True
# 闂撮殧鏈�澶ф椂闂翠负3s
max_space_time_ms = 3 * 1000
+ # 涓嶄笅鍗曠殑淇℃伅
+ not_buy_msg = ""
for i in range(compute_start_index, compute_end_index + 1):
data = total_datas[i]
_val = total_datas[i]["val"]
@@ -1745,12 +1765,12 @@
cls.__TradePointManager.delete_buy_point(code)
if i == compute_end_index:
# 鏁版嵁澶勭悊瀹屾瘯
- return None, buy_nums, buy_count, None, threshold_money
+ return None, buy_nums, buy_count, None, threshold_money, f"銆恵i}銆戜俊鍙蜂笉杩炵画锛屽泭鎷椂闂�-{max_space_time_ms}ms"
else:
# 璁＄畻涔板叆淇″彿锛屼笉鑳藉悓涓�鏃堕棿寮�濮嬭绠�
for ii in range(buy_single_index + 1, compute_end_index + 1):
if total_datas[buy_single_index]["val"]["time"] != total_datas[ii]["val"]["time"]:
- return None, buy_nums, buy_count, ii, threshold_money
+ return None, buy_nums, buy_count, ii, threshold_money, f"銆恵i}銆戜俊鍙蜂笉杩炵画锛屽泭鎷椂闂�-{max_space_time_ms}ms"
if L2DataUtil.is_sell(_val):
threshold_money += _val["num"] * int(float(_val["price"]) * 100)
threshold_num = round(threshold_money / (limit_up_price * 100))
@@ -1793,21 +1813,29 @@
l2_log.buy_debug(code, "浣嶇疆-{}锛屾�绘墜鏁帮細{}锛岀洰鏍囨墜鏁帮細{}", i,
buy_nums, threshold_num)
# 绾拱棰濊冻澶燂紝涓旂瑪鏁板ぇ浜�5绗�
- if buy_nums >= threshold_num and trigger_buy and buy_count >= 5:
- try:
- info = cls.__trade_log_placr_order_info_dict[code]
- info.set_trade_factor(threshold_money, 0, [])
- except Exception as e:
- async_log_util.error(logger_l2_error, f"璁板綍浜ゆ槗鍥犲瓙鍑洪敊锛歿str(e)}")
+ if buy_nums < threshold_num:
+ not_buy_msg = f"銆恵i}銆戠函涔伴涓嶅锛寋buy_nums}/{threshold_num}"
+ continue
+ if not trigger_buy:
+ not_buy_msg = f"銆恵i}銆戞病鏈変拱鍗曡Е鍙�"
+ continue
+ if buy_count < 5:
+ not_buy_msg = f"銆恵i}銆戝畨鍏ㄧ瑪鏁颁笉瓒筹紝{buy_count}/{5}"
+ continue
+ try:
+ info = cls.__trade_log_placr_order_info_dict[code]
+ info.set_trade_factor(threshold_money, 0, [])
+ except Exception as e:
+ async_log_util.error(logger_l2_error, f"璁板綍浜ゆ槗鍥犲瓙鍑洪敊锛歿str(e)}")
- return i, buy_nums, buy_count, None, threshold_money
+ return i, buy_nums, buy_count, None, threshold_money, "鍙互涓嬪崟"
l2_log.buy_debug(code, "灏氭湭鑾峰彇鍒颁拱鍏ユ墽琛岀偣(蹇�熶拱鍏�)锛岃捣濮嬭绠椾綅缃細{} 缁熻绾拱鎵嬫暟锛歿} 鐩爣绾拱鎵嬫暟锛歿} 缁熻绾拱鍗曟暟锛歿}",
compute_start_index,
buy_nums,
threshold_num, buy_count)
- return None, buy_nums, buy_count, None, threshold_money
+ return None, buy_nums, buy_count, None, threshold_money, not_buy_msg
def test_trade_record():
--
Gitblit v1.8.0