import logging
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import time
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from code_attribute import gpcode_manager
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from l2 import l2_data_util, l2_data_manager, l2_data_source_util, transaction_progress
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from l2.cancel_buy_strategy import FCancelBigNumComputer, LCancelBigNumComputer, LCancelRateManager, \
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GCancelBigNumComputer, SecondCancelBigNumComputer, HourCancelBigNumComputer
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from l2.l2_data_manager_new import L2TradeDataProcessor
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from l2.l2_data_util import L2DataUtil, local_today_canceled_buyno_map
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from l2.l2_transaction_data_manager import HuaXinTransactionDataManager
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from log_module import async_log_util
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from log_module.log import hx_logger_l2_debug, logger_l2_trade_buy_queue, logger_debug, hx_logger_l2_upload
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from msg import push_msg_manager
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from trade import current_price_process_manager, trade_manager
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from trade.deal_big_money_manager import DealOrderNoManager
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from utils import tool
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class HuaXinTransactionDatasProcessor:
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__TradeBuyQueue = transaction_progress.TradeBuyQueue()
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# 计算成交进度
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@classmethod
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def __compute_latest_trade_progress(cls, code, buyno_map, datas):
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buy_progress_index = None
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for i in range(len(datas) - 1, -1, -1):
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d = datas[i]
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buy_no = f"{d[6]}"
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if buyno_map and buy_no in buyno_map:
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async_log_util.info(hx_logger_l2_debug, f"{code}成交进度：{buyno_map[buy_no]['index']}")
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buy_progress_index = buyno_map[buy_no]["index"]
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break
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return buy_progress_index
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@classmethod
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def process_huaxin_transaction_datas(cls, code, datas):
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# 设置成交价
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current_price_process_manager.set_trade_price(code, datas[-1][1])
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total_datas = l2_data_util.local_today_datas.get(code)
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__start_time = time.time()
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try:
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buyno_map = l2_data_util.local_today_buyno_map.get(code)
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if not buyno_map:
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if trade_manager.CodesTradeStateManager().get_trade_state(
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code) != trade_manager.TRADE_STATE_NOT_TRADE:
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l2_data_util.load_l2_data(code)
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buyno_map = l2_data_util.local_today_buyno_map.get(code)
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if buyno_map is None:
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buyno_map = {}
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order_begin_pos = l2_data_manager.TradePointManager().get_buy_compute_start_data_cache(code)
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if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:
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# 已经下单的需要统计F撤
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try:
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for d in datas:
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if FCancelBigNumComputer().need_cancel(d)[0]:
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L2TradeDataProcessor.cancel_buy(code, f"F撤撤单:{d}")
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order_begin_pos = None
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break
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except Exception as e:
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async_log_util.error(hx_logger_l2_debug, str(e))
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try:
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# 下单2s后才开始生效
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if tool.trade_time_sub(total_datas[-1]["val"]["time"],total_datas[order_begin_pos.buy_exec_index]["val"]["time"]) > 2:
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cresult = LCancelBigNumComputer().add_transaction_datas(code, datas)
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if cresult[0]:
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L2TradeDataProcessor.cancel_buy(code, f"L后成交太快撤单:{cresult[1]}")
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order_begin_pos = None
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except Exception as e:
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async_log_util.error(hx_logger_l2_debug, str(e))
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# 计算已经成交的大单
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big_money_count = 0
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for d in datas:
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data = buyno_map.get(f"{d[6]}")
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buy_num = None
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if data:
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buy_num = data["val"]["num"] * 100
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# 统计成交单
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deal_info = HuaXinTransactionDataManager.statistic_deal_desc(code, d, buy_num)
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if deal_info and deal_info[1]:
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data = buyno_map.get(f"{deal_info[0]}")
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print("已经成交索引：", data["index"])
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val = data["val"]
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if l2_data_util.is_big_money(val) and L2DataUtil.is_limit_up_price_buy(val):
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big_money_count += 1
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DealOrderNoManager().add_orderno(code, f"{deal_info[0]}")
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# L后是否有成交，如果有成交就需要除去当前笔数，然后重新囊括一笔
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LCancelBigNumComputer().add_deal_index(code, data["index"], order_begin_pos.buy_single_index)
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if big_money_count > 0:
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LCancelRateManager.compute_big_num_deal_rate(code)
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buy_progress_index = cls.__compute_latest_trade_progress(code, buyno_map, datas)
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if buy_progress_index is not None:
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buy_progress_index_changed = cls.__TradeBuyQueue.set_traded_index(code, buy_progress_index,
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total_datas)
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async_log_util.info(logger_l2_trade_buy_queue, "获取成交位置成功： code-{} index-{}", code,
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buy_progress_index)
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GCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index, buy_progress_index)
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LCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index, buy_progress_index,
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total_datas)
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SecondCancelBigNumComputer().set_transaction_index(
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code,
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buy_progress_index)
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if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:
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HourCancelBigNumComputer().set_transaction_index(code, order_begin_pos.buy_single_index,
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buy_progress_index)
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# ---------------------------------判断板块是否跟上来了-------------------------------
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try:
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pass
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# order_begin_pos = l2_data_manager.TradePointManager().get_buy_compute_start_data_cache(code)
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# volume_rate = 0
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# volume_info = L2TradeDataProcessor.volume_rate_info.get(code)
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# if volume_info:
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# volume_rate = volume_info[0]
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# need_cancel, msg = UCancelBigNumComputer().need_cancel(code, buy_progress_index, order_begin_pos,
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# kpl_data_manager.KPLLimitUpDataRecordManager.get_current_reason_codes_dict(),
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# volume_rate)
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# if need_cancel:
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# L2TradeDataProcessor.cancel_buy(code, msg)
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except Exception as e:
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logger_debug.exception(e)
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if buy_progress_index_changed:
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# 交易进度变化，判断到真实下单位置的距离
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real_order_index = SecondCancelBigNumComputer().get_real_place_order_index_cache(code)
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if real_order_index and real_order_index >= buy_progress_index:
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total_left_count = 0
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for i in range(buy_progress_index + 1, real_order_index):
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val = total_datas[i]["val"]
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if not L2DataUtil.is_limit_up_price_buy(val):
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continue
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if val["num"] * float(val["price"]) < 5000:
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continue
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left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(
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code, i,
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total_datas,
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local_today_canceled_buyno_map.get(
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code))
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if left_count > 0:
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total_left_count += 1
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if total_left_count <= 3:
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# 当成交进度距离真实下单位置不足3笔时推送即将成交的消息
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push_msg_manager.push_order_almost_deal(code, gpcode_manager.get_code_name(code))
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else:
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pass
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if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:
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# 触发L撤上重新计算
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LCancelBigNumComputer().re_compute_l_up_watch_indexes(code, order_begin_pos.buy_single_index)
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except Exception as e:
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logging.exception(e)
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hx_logger_l2_debug.exception(e)
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finally:
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use_time = int((time.time() - __start_time) * 1000)
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if use_time > 10:
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async_log_util.info(hx_logger_l2_upload, f"{code}处理成交用时：{use_time}")
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