From fa585f59d291097b1cefb2f58cead999f042d169 Mon Sep 17 00:00:00 2001 From: Administrator <admin@example.com> Date: 星期三, 10 一月 2024 17:42:40 +0800 Subject: [PATCH] 添加推送消息/有辨识度的选票逻辑更改/自由市值条件修改 --- l2/l2_transaction_data_manager.py | 33 +++++++++++++++++++++++++++++---- 1 files changed, 29 insertions(+), 4 deletions(-) diff --git a/l2/l2_transaction_data_manager.py b/l2/l2_transaction_data_manager.py index 43a6de2..53b912b 100644 --- a/l2/l2_transaction_data_manager.py +++ b/l2/l2_transaction_data_manager.py @@ -8,14 +8,15 @@ from code_attribute import gpcode_manager from db import redis_manager from db.redis_manager_delegate import RedisUtils -from l2 import l2_data_util, l2_data_manager, transaction_progress +from l2 import l2_data_util, l2_data_manager, transaction_progress, l2_data_source_util from l2.cancel_buy_strategy import LCancelRateManager, LCancelBigNumComputer, \ SecondCancelBigNumComputer, HourCancelBigNumComputer, FastCancelBigNumComputer, UCancelBigNumComputer from l2.l2_data_manager_new import L2TradeDataProcessor -from l2.l2_data_util import L2DataUtil +from l2.l2_data_util import L2DataUtil, local_today_canceled_buyno_map from log_module import async_log_util from log_module.log import logger_l2_trade_buy_queue, hx_logger_l2_upload, hx_logger_l2_debug, \ hx_logger_l2_transaction_desc, logger_debug +from msg import push_msg_manager from third_data import kpl_data_manager from trade import current_price_process_manager, trade_manager, l2_trade_factor from trade.deal_big_money_manager import DealOrderNoManager @@ -135,12 +136,14 @@ LCancelRateManager.compute_big_num_deal_rate(code) buy_progress_index = self.__compute_latest_trade_progress(code, buyno_map, datas) + if buy_progress_index is not None: - self.__TradeBuyQueue.set_traded_index(code, buy_progress_index, total_datas) + buy_progress_index_changed = self.__TradeBuyQueue.set_traded_index(code, buy_progress_index, + total_datas) + async_log_util.info(logger_l2_trade_buy_queue, "鑾峰彇鎴愪氦浣嶇疆鎴愬姛锛� code-{} index-{}", code, buy_progress_index) - if buy_progress_index is not None: LCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index, buy_progress_index, total_datas) FastCancelBigNumComputer().set_trade_progress(code, buy_progress_index) @@ -165,6 +168,28 @@ # L2TradeDataProcessor.cancel_buy(code, msg) except Exception as e: logger_debug.exception(e) + if buy_progress_index_changed: + # 浜ゆ槗杩涘害鍙樺寲锛屽垽鏂埌鐪熷疄涓嬪崟浣嶇疆鐨勮窛绂� + real_order_index = SecondCancelBigNumComputer().get_real_place_order_index_cache(code) + if real_order_index and real_order_index >= buy_progress_index: + left_count = 0 + for i in range(buy_progress_index + 1, real_order_index): + val = total_datas[i]["val"] + if not L2DataUtil.is_limit_up_price_buy(val): + continue + if val["num"] * float(val["price"]) < 5000: + continue + left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2( + code, i, + total_datas, + local_today_canceled_buyno_map.get( + code)) + if left_count > 0: + left_count += 1 + if left_count <= 3: + # 褰撴垚浜よ繘搴﹁窛绂荤湡瀹炰笅鍗曚綅缃笉瓒�3绗旀椂鎺ㄩ�佸嵆灏嗘垚浜ょ殑娑堟伅 + push_msg_manager.push_order_almost_deal(code, gpcode_manager.get_code_name(code)) + else: pass if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1: -- Gitblit v1.8.0