From 0e642d0c27e40df326733401be6f8c8115e54911 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 23 七月 2025 17:01:25 +0800
Subject: [PATCH] L后默认撤单率修改/启用F撤
---
l2/l2_data_manager.py | 138 ++++++++++++++++++++++++++++++----------------
1 files changed, 90 insertions(+), 48 deletions(-)
diff --git a/l2/l2_data_manager.py b/l2/l2_data_manager.py
index 643bb3f..bbbe0ef 100644
--- a/l2/l2_data_manager.py
+++ b/l2/l2_data_manager.py
@@ -5,12 +5,61 @@
from db import redis_manager_delegate as redis_manager
from db.redis_manager_delegate import RedisUtils
-from log_module.log import logger_debug
from utils import tool
from utils.tool import CodeDataCacheUtil
_db = 1
_redisManager = redis_manager.RedisManager(1)
+
+
+# 涓嬪崟涓存椂淇℃伅
+class OrderBeginPosInfo(object):
+ MODE_NORMAL = 0 # 鏅�氫笅鍗�
+ MODE_FAST = 1
+ MODE_ACTIVE = 2 # 绉瀬鍔ㄤ拱
+ MODE_RADICAL = 3 # 鎵叆
+ MODE_OPEN_LIMIT_UP = 4 # 鎺�1
+
+ # mode: 0-鏅�氫氦鏄� 1-蹇�熶氦鏄�
+ def __init__(self, buy_single_index=None, buy_exec_index=-1, buy_compute_index=None, num=0, count=0,
+ max_num_set=None, buy_volume_rate=None, sell_info=None, threshold_money=None, mode=0, mode_desc=None,
+ at_limit_up=False, first_limit_up_buy=False, min_order_no = None):
+ self.buy_single_index = buy_single_index
+ self.buy_exec_index = buy_exec_index
+ self.buy_compute_index = buy_compute_index
+ self.num = num
+ self.count = count
+ self.threshold_money = threshold_money
+ if max_num_set:
+ self.max_num_set = list(max_num_set)
+ else:
+ self.max_num_set = []
+ self.buy_volume_rate = buy_volume_rate
+ self.sell_info = sell_info
+ self.mode = mode
+ self.mode_desc = mode_desc
+ # 鏄惁鏄澘涓婁拱
+ self.at_limit_up = at_limit_up
+ # 鏄惁涓洪灏佷拱
+ self.first_limit_up_buy = first_limit_up_buy
+ # 缁熻鎵规澶у崟鎴愪氦鐨勬渶灏忚鍗曞彿
+ self.min_order_no = min_order_no
+
+ def get_max_num_set(self):
+ if self.max_num_set:
+ return set(self.max_num_set)
+ return None
+
+ def to_json_str(self):
+ return json.dumps(vars(self))
+
+ def to_dict(self):
+ return vars(self)
+
+ @classmethod
+ def to_object(cls, json_str: str):
+ d = json.loads(json_str)
+ return OrderBeginPosInfo(**d)
class L2DataException(Exception):
@@ -38,6 +87,8 @@
__buy_compute_index_info_cache = {}
__buy_cancel_single_pos_cache = {}
__instance = None
+ # 鏈�杩戠殑涓嬪崟妯″紡
+ __latest_place_order_mode_cache = {}
def __new__(cls, *args, **kwargs):
if not cls.__instance:
@@ -57,8 +108,8 @@
for k in keys:
code = k.split("-")[-1]
val = RedisUtils.get(redis_, k)
- val = json.loads(val)
- CodeDataCacheUtil.set_cache(cls.__buy_compute_index_info_cache, code, val)
+ order = OrderBeginPosInfo.to_object(val)
+ CodeDataCacheUtil.set_cache(cls.__buy_compute_index_info_cache, code, order)
keys = RedisUtils.keys(redis_, "buy_cancel_single_pos-*")
for k in keys:
@@ -67,14 +118,12 @@
CodeDataCacheUtil.set_cache(cls.__buy_cancel_single_pos_cache, code, int(val))
# 鍒犻櫎涔板叆鐐规暟鎹�
-
def delete_buy_point(self, code):
CodeDataCacheUtil.clear_cache(self.__buy_compute_index_info_cache, code)
RedisUtils.delete_async(self.__db, "buy_compute_index_info-{}".format(code))
# 鑾峰彇涔板叆鐐逛俊鎭�
# 杩斿洖鏁版嵁涓猴細涔板叆鐐� 绱绾拱棰� 宸茬粡璁＄畻鐨勬暟鎹储寮�
-
def get_buy_compute_start_data(self, code):
_key = "buy_compute_index_info-{}".format(code)
_data_json = RedisUtils.get(self.__get_redis(), _key)
@@ -83,11 +132,12 @@
_data = json.loads(_data_json)
return _data[0], _data[1], _data[2], _data[3], _data[4], _data[5], _data[6]
- def get_buy_compute_start_data_cache(self, code):
+ def get_buy_compute_start_data_cache(self, code) -> OrderBeginPosInfo:
cache_result = CodeDataCacheUtil.get_cache(self.__buy_compute_index_info_cache, code)
if cache_result[0]:
return cache_result[1]
- return None, None, None, 0, 0, [], 0
+
+ return OrderBeginPosInfo()
# 璁剧疆涔板叆鐐圭殑鍊�
# buy_single_index 涔板叆淇″彿浣�
@@ -95,53 +145,36 @@
# compute_index 璁＄畻浣嶇疆
# nums 绱绾拱棰�
- def set_buy_compute_start_data(self, code, buy_single_index, buy_exec_index, compute_index, nums, count,
- max_num_sets,
- volume_rate):
+ def set_buy_compute_start_data_v2(self, code, order: OrderBeginPosInfo):
+
+ if order.mode is not None:
+ self.__latest_place_order_mode_cache[code] = order.mode
+
expire = tool.get_expire()
_key = "buy_compute_index_info-{}".format(code)
data_ = None
- if buy_single_index is not None:
- data_ = (buy_single_index, buy_exec_index, compute_index, nums, count, list(max_num_sets),
- volume_rate)
+ if order.buy_single_index is not None:
+ data_ = order
else:
- _buy_single_index, _buy_exec_index, _compute_index, _nums, _count, _max_num_index, _volume_rate = self.get_buy_compute_start_data_cache(
- code)
- data_ = (_buy_single_index, buy_exec_index, compute_index, nums, count, list(max_num_sets),
- volume_rate)
- logger_debug.info(f"淇濆瓨涔板叆鎵ц浣嶇疆淇℃伅{code}锛歿data_}")
+ old_order = self.get_buy_compute_start_data_cache(code)
+ order.buy_single_index = old_order.buy_single_index
+ data_ = order
CodeDataCacheUtil.set_cache(self.__buy_compute_index_info_cache, code, data_)
- RedisUtils.setex_async(self.__db, _key, expire, json.dumps(data_))
+ RedisUtils.setex_async(self.__db, _key, expire, data_.to_json_str())
- # 鑾峰彇鎾や拱鍏ュ紑濮嬭绠楃殑淇℃伅
- # 杩斿洖鏁版嵁鐨勫唴瀹逛负锛氭挙閿�鐐圭储寮� 鎾や拱绾拱棰� 璁＄畻鐨勬暟鎹储寮�
+ # 鏄惁宸茬粡涓嬪崟
+ @classmethod
+ def is_placed_order(cls, order_begin_pos: OrderBeginPosInfo):
+ return order_begin_pos and order_begin_pos.buy_exec_index is not None and order_begin_pos.buy_exec_index > -1
- def get_buy_cancel_single_pos(self, code):
- info = RedisUtils.get(self.__get_redis(), "buy_cancel_single_pos-{}".format(code))
- if info is None:
- return None
- else:
- return int(info)
-
- def get_buy_cancel_single_pos_cache(self, code):
- cache_result = tool.CodeDataCacheUtil.get_cache(self.__buy_cancel_single_pos_cache, code)
- if cache_result[0]:
- return cache_result[1]
- return None
-
- # 璁剧疆涔版挙鐐逛俊鎭�
- # buy_num 绾拱棰� computed_index璁＄畻鍒扮殑涓嬫爣 index鎾や拱淇″彿璧风偣
-
- def set_buy_cancel_single_pos(self, code, index):
- tool.CodeDataCacheUtil.set_cache(self.__buy_cancel_single_pos_cache, code, index)
- expire = tool.get_expire()
- RedisUtils.setex_async(self.__db, "buy_cancel_single_pos-{}".format(code), expire, index)
-
- # 鍒犻櫎涔版挙鐐规暟鎹�
- def delete_buy_cancel_point(self, code):
- tool.CodeDataCacheUtil.clear_cache(self.__buy_cancel_single_pos_cache, code)
- # TODO 娴嬭瘯
- # RedisUtils.delete_async(self.__db, "buy_cancel_single_pos-{}".format(code))
+ @classmethod
+ def get_latest_place_order_mode(cls, code):
+ """
+ 鑾峰彇鏈�杩戜笅鍗曠殑妯″紡
+ @param code:
+ @return:
+ """
+ return cls.__latest_place_order_mode_cache.get(code)
# 娓呴櫎l2鏁版嵁
@@ -194,4 +227,13 @@
if __name__ == "__main__":
- TradePointManager().get_buy_compute_start_data_cache("603912")
+ code = "002886"
+ TradePointManager().set_buy_compute_start_data_v2(code, OrderBeginPosInfo(buy_single_index=10,
+ buy_exec_index=30,
+ buy_compute_index=40,
+ num=20000, count=10,
+ buy_volume_rate=0.6,
+ mode=OrderBeginPosInfo.MODE_NORMAL,
+ ))
+ print(TradePointManager().get_buy_compute_start_data_cache(code).max_num_set)
+ RedisUtils.run_loop()
--
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