From 3a87b1c89a76d858e8e7e4e54ff360dc0b8670f5 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 11 九月 2025 16:27:20 +0800
Subject: [PATCH] L撤删除L前撤单与L后后半段撤单
---
trade/current_price_process_manager.py | 53 +++++++++++++++++++++++++++++++++++++----------------
1 files changed, 37 insertions(+), 16 deletions(-)
diff --git a/trade/current_price_process_manager.py b/trade/current_price_process_manager.py
index bcf2a4c..e74a537 100644
--- a/trade/current_price_process_manager.py
+++ b/trade/current_price_process_manager.py
@@ -10,18 +10,18 @@
from log_module.log import logger_l2_codes_subscript, logger_debug
import constant
from code_attribute import gpcode_manager
+from third_data import kpl_data_constant
from third_data.code_plate_key_manager import KPLPlateForbiddenManager
from third_data.kpl_data_constant import LimitUpCodesBlockRecordManager, LimitUpDataConstant
from trade.buy_money_count_setting import BuyMoneyUtil
-from trade.buy_radical import radical_buy_data_manager
+from trade.buy_radical import radical_buy_data_manager, new_block_processor
from trade.buy_radical.block_special_codes_manager import BlockSpecialCodesManager
from trade.buy_radical.radical_buy_data_manager import RadicalBuyBlockManager, RadicalBuyDataManager
+from trade.order_statistic import DealAndDelegateWithBuyModeDataManager
from utils import tool, import_util
from trade import trade_manager, l2_trade_util, trade_constant
from trade.trade_data_manager import CodeActualPriceProcessor, RadicalBuyDealCodesManager
import concurrent.futures
-
-trade_gui = import_util.import_lib("trade.trade_gui")
__actualPriceProcessor = CodeActualPriceProcessor()
@@ -30,7 +30,8 @@
latest_add_codes = set()
-def compute_code_order(code, top_in_blocks=None, yesterday_limit_up_codes=None, today_history_limit_up_codes=None, top_out_blocks=None):
+def compute_code_order(code, top_in_blocks=None, yesterday_limit_up_codes=None, today_history_limit_up_codes=None,
+ top_out_blocks=None):
"""
璁＄畻浠ｇ爜鐨勬帓搴�
@param code:
@@ -51,7 +52,9 @@
return -1
# 榛戝悕鍗�
trade_state = trade_manager.CodesTradeStateManager().get_trade_state_cache(code)
-
+ # 澶勪簬濮旀墭鐘舵�佺殑蹇呴』璁㈤槄
+ if trade_state == trade_constant.TRADE_STATE_BUY_DELEGATED or trade_state == trade_constant.TRADE_STATE_BUY_PLACE_ORDER:
+ return 0
if l2_trade_util.is_in_forbidden_trade_codes(code):
# 娌℃湁鎴愪氦
if trade_state == trade_constant.TRADE_STATE_BUY_SUCCESS:
@@ -59,18 +62,20 @@
return 998
else:
return -1
-
deal_codes = RadicalBuyDealCodesManager().get_deal_codes()
result = RadicalBuyDataManager().is_code_can_buy(code, deal_codes)
if not result[0]:
if len(result) > 2 and result[2]:
# 鍙互鎷夐粦
- l2_trade_util.forbidden_trade(code, result[1])
+ if new_block_processor.is_can_forbidden(code):
+ l2_trade_util.forbidden_trade(code, msg=result[1])
return -1
# 鎯充拱鍗�
if gpcode_manager.WantBuyCodesManager().is_in_cache(code):
return 0
+ else:
+ return -1
# 闅斿鍗曟帓涓�
if gpcode_manager.BuyOpenLimitUpCodeManager().is_in_cache(code):
return 0
@@ -100,7 +105,7 @@
return 200
else:
# 娌℃湁杈ㄨ瘑搴︼紝鏂版澘鍧楄闃呭墠3
- new_blocks = LimitUpCodesBlockRecordManager().get_new_blocks()
+ new_blocks = kpl_data_constant.get_new_blocks(code)
if new_blocks and b in new_blocks:
info = RadicalBuyBlockManager().get_history_index(code, b, yesterday_limit_up_codes)
if info[0] > 0:
@@ -127,6 +132,17 @@
continue
# 鍑�娴佸叆 + 杈ㄨ瘑搴�
return index + 1
+ # 鍒ゆ柇浠婃棩杈ㄨ瘑搴�
+ try:
+ for b in blocks:
+ if radical_buy_data_manager.RadicalBuyBlockManager.is_today_block_special_codes(code, b,
+ yesterday_limit_up_codes):
+ if b in top_in_blocks:
+ index = top_in_blocks.index(b)
+ return index + 1
+ except Exception as e:
+ logger_debug.exception(e)
+
return 10000
@@ -151,7 +167,7 @@
code, price = d["code"], float(d["price"])
temp_prices.append((code, price))
# 鑾峰彇鏀剁洏浠�
- pricePre = gpcode_manager.CodePrePriceManager.get_price_pre_cache(code)
+ pricePre = gpcode_manager.CodePrePriceManager().get_price_pre_cache(code)
if pricePre is not None:
# 鏄惁鏄兂涔板崟
order_index = compute_code_order(code, top_in_blocks, yesterday_limit_up_codes,
@@ -161,8 +177,8 @@
# 鍒涗笟鏉跨殑娑ㄥ箙闇�瑕佹墦鎶�
rate = rate / 2
if order_index >= 0:
- if order_index < 1000 and rate >= 3:
- # 娑ㄥ箙澶т簬3%鐨勬墠鑳借闃�
+ if order_index < 1000 and rate >= 0:
+ # 娑ㄥ箙澶т簬7%鐨勬墠鑳借闃�
_code_list.append((rate, code, order_index))
else:
_delete_list.append((rate, code, 0))
@@ -188,7 +204,8 @@
_delete_list = []
for item in new_code_list:
trade_state = trade_manager.CodesTradeStateManager().get_trade_state_cache(item[1])
- if l2_trade_util.is_in_forbidden_trade_codes(item[1]) and trade_state != trade_constant.TRADE_STATE_BUY_SUCCESS:
+ if l2_trade_util.is_in_forbidden_trade_codes(
+ item[1]) and trade_state != trade_constant.TRADE_STATE_BUY_SUCCESS:
# 鎷夐粦鐨勫皻鏈垚浜ょ殑浠ｇ爜
_delete_list.append(item)
elif item[0] < 0:
@@ -216,6 +233,10 @@
for d in _delete_list:
del_code_list.append(d[1])
+ if del_code_list:
+ async_log_util.info(logger_l2_codes_subscript,
+ f"({request_id})闇�瑕佸垹闄よ闃呯殑浠ｇ爜锛歿del_code_list}")
+
if constant.L2_SOURCE_TYPE == constant.L2_SOURCE_TYPE_HUAXIN:
# 鍗庨懌L2,鑾峰彇鍔犲叆浠ｇ爜鐨勬定鍋滀环
@@ -230,8 +251,8 @@
dif2 = add_code_set - latest_add_codes
if dif2:
# 鏂板鍔犵殑璁㈤槄闇�瑕佹媺鍙栦箣鍓嶇殑澶у崟
- for c in dif2:
- __pre_big_order_deal_thread_pool.submit(radical_buy_data_manager.pull_pre_deal_big_orders, c)
+ __pre_big_order_deal_thread_pool.submit(radical_buy_data_manager.pull_pre_deal_big_orders_by_codes,
+ dif2)
if True:
async_log_util.info(logger_l2_codes_subscript,
f"({request_id})棰勫鐞嗘柊澧炶闃呬唬鐮侊細{dif2}")
@@ -239,7 +260,7 @@
add_datas = []
for d in add_code_list:
limit_up_price = gpcode_manager.get_limit_up_price_as_num(d)
- min_volume = int(round(50 * 10000 / limit_up_price))
+ min_volume = int(round(constant.L2_MIN_MONEY / limit_up_price))
# 闇�瑕佽闃呯殑鐗规畩鐨勯噺
special_volumes = BuyMoneyUtil.get_possible_buy_volumes(limit_up_price)
special_volumes |= set([tool.get_buy_volume_by_money(limit_up_price, x) for x in
@@ -250,7 +271,7 @@
tool.get_buy_volume(limit_up_price), list(special_volumes)))
huaxin_target_codes_manager.HuaXinL2SubscriptCodesManager.push(add_datas, request_id)
except Exception as e:
- logging.exception(e)
+ logger_debug.exception(e)
else:
pass
--
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