From 5b5d95b4b5e3767adf1610bbaf178fe3f6a9d891 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 24 六月 2025 11:10:08 +0800
Subject: [PATCH] bug修复/策略完善
---
strategy/strategy_manager.py | 51 +++++++++++++++++++++++++++++++--------------------
1 files changed, 31 insertions(+), 20 deletions(-)
diff --git a/strategy/strategy_manager.py b/strategy/strategy_manager.py
index 6551ec9..78252fe 100644
--- a/strategy/strategy_manager.py
+++ b/strategy/strategy_manager.py
@@ -20,6 +20,8 @@
from trade.trade_manager import DealCodesManager, PlatePlaceOrderManager
from utils import huaxin_util, tool
+BIG_ORDER_MAX_SPACE_TIME = 3
+
@tool.singleton
class TickSummaryDataManager:
@@ -194,7 +196,7 @@
IS_BY_BIG_ORDER = False
BIG_ORDER_MONEY_THRESHOLD = 200e4
big_order_deals = self.__LowSuctionOriginDataExportManager.export_big_order_deal(BIG_ORDER_MONEY_THRESHOLD,
- max_deal_space=3)
+ max_deal_space=BIG_ORDER_MAX_SPACE_TIME)
if not big_order_deals or IS_BY_BIG_ORDER:
big_order_deals = self.__LowSuctionOriginDataExportManager.export_big_order_deal_by(
BIG_ORDER_MONEY_THRESHOLD)
@@ -286,29 +288,38 @@
for d in big_orders:
try:
code = d[0]
- # 鍙绠�200w浠ヤ笂鐨勪拱鍗�
- if d[2][2] < 200e4:
- continue
- if d[1] == 0:
- # 涔板崟
- if code not in self.big_order_buy:
- self.big_order_buy[code] = []
- self.big_order_buy[code].append(d[2])
- else:
- # 鍗栧崟
- if code not in self.big_order_sell:
- self.big_order_sell[code] = []
- self.big_order_sell[code].append(d[2])
- if code not in codes:
- codes.append(code)
- # 璁剧疆鐜颁环
- if code in self.stock_variables_dict:
- self.stock_variables_dict[code].褰撳墠浠� = d[2][4]
+ try:
+ # 鍙绠�200w浠ヤ笂鐨勪拱鍗�
+ if d[2][2] < 200e4:
+ continue
+ if d[1] == 0:
+ if tool.trade_time_sub(huaxin_util.convert_time(d[2][3]),
+ huaxin_util.convert_time(d[2][5])) > BIG_ORDER_MAX_SPACE_TIME:
+ # 鎴愪氦瓒呰繃鎸囧畾鏃堕棿
+ continue
+ # 涔板崟
+ if code not in self.big_order_buy:
+ self.big_order_buy[code] = []
+ self.big_order_buy[code].append(d[2])
+ if code not in codes:
+ codes.append(code)
+ else:
+ # 鍗栧崟
+ if code not in self.big_order_sell:
+ self.big_order_sell[code] = []
+ self.big_order_sell[code].append(d[2])
+ finally:
+ # 璁剧疆鐜颁环
+ if code in self.stock_variables_dict:
+ self.stock_variables_dict[code].褰撳墠浠� = d[2][4]
except Exception as e:
logger_debug.error(f"{d}")
# 椹卞姩涓嬪崟
for code in codes:
- self.__run(code, self.stock_variables_dict.get(code))
+ try:
+ self.__run(code, self.stock_variables_dict.get(code))
+ except Exception as e:
+ logger_debug.exception(e)
def add_ticks(self, ticks):
"""
--
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