# 虚拟买成功
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import logging
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from cancel_strategy.s_l_h_cancel_strategy import HourCancelBigNumComputer
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from cancel_strategy.s_l_h_cancel_strategy import LCancelBigNumComputer
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from cancel_strategy.s_l_h_cancel_strategy import SCancelBigNumComputer
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from code_attribute.gpcode_manager import MustBuyCodesManager, GreenListCodeManager
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from l2 import l2_data_manager, place_order_single_data_manager
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from l2.cancel_buy_strategy import FCancelBigNumComputer, \
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NewGCancelBigNumComputer, JCancelBigNumComputer, NBCancelBigNumComputer
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from l2.l2_data_manager import OrderBeginPosInfo
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from l2.l2_data_util import local_today_datas, L2DataUtil
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from l2.l2_sell_manager import L2MarketSellManager
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from log_module.log import logger_l2_error
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from trade.trade_data_manager import PlaceOrderCountManager
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from trade.trade_queue_manager import THSBuy1VolumnManager
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from utils import tool, buy_condition_util
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__thsBuy1VolumnManager = THSBuy1VolumnManager()
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def virtual_buy_success(code):
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# 已经不需要了，暂时注释掉
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# 增加下单计算
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# trade_data_manager.PlaceOrderCountManager().place_order(code)
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# 删除之前的板上卖信息
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# L2LimitUpSellStatisticUtil().delete(code)
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pass
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# 虚拟撤成功
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def virtual_cancel_success(code, buy_single_index, buy_exec_index, total_datas):
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l2_data_manager.TradePointManager().delete_buy_point(code)
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SCancelBigNumComputer().cancel_success(code)
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LCancelBigNumComputer().cancel_success(code)
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NewGCancelBigNumComputer().cancel_success(code)
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JCancelBigNumComputer().cancel_success(code)
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NBCancelBigNumComputer().cancel_success(code)
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# dask.compute(f1, f2, f5, f6, f7, f8)
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# 真实买成功
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def real_buy_success(code, tradePointManager):
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def clear_max_buy1_volume(code):
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# 下单成功，需要删除最大买1
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__thsBuy1VolumnManager.clear_max_buy1_volume(code)
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def h_cancel(code, buy_single_index, buy_exec_index):
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try:
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HourCancelBigNumComputer().place_order_success(code, buy_single_index, buy_exec_index,
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local_today_datas.get(code))
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except Exception as e:
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logging.exception(e)
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logger_l2_error.exception(e)
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def l_cancel(code):
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try:
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LCancelBigNumComputer().place_order_success(code)
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except Exception as e:
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logging.exception(e)
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logger_l2_error.exception(e)
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def s_cancel(code):
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try:
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SCancelBigNumComputer().place_order_success(code)
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except Exception as e:
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logging.exception(e)
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logger_l2_error.exception(e)
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def f_cancel(code):
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try:
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FCancelBigNumComputer().place_order_success(code)
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except Exception as e:
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logging.exception(e)
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logger_l2_error.exception(e)
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def g_cancel(code):
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try:
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NewGCancelBigNumComputer().place_order_success(code)
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except Exception as e:
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logging.exception(e)
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logger_l2_error.exception(e)
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order_begin_pos = tradePointManager.get_buy_compute_start_data_cache(
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code)
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clear_max_buy1_volume(code)
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s_cancel(code)
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# H撤暂时不生效
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h_cancel(code, order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
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l_cancel(code)
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g_cancel(code)
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JCancelBigNumComputer().place_order_success(code)
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NBCancelBigNumComputer().place_order_success(code)
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if order_begin_pos.mode == OrderBeginPosInfo.MODE_FAST:
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f_cancel(code)
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# 记录卖盘统计时间被用
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L2MarketSellManager().set_sell_time_used(code, order_begin_pos.sell_info[0])
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# 下单成功
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PlaceOrderCountManager().place_order(code)
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# 下单成功之后移除红名单
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if not GreenListCodeManager().is_in_cache(code):
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MustBuyCodesManager().remove_code(code)
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# 如果是绿名单，下单之后就加红
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if GreenListCodeManager().is_in_cache(code):
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MustBuyCodesManager().add_code(code)
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# 如果是扫入下单，下单之后就加红
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if order_begin_pos.mode == OrderBeginPosInfo.MODE_RADICAL:
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MustBuyCodesManager().add_code(code)
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# 清除下单信号
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place_order_single_data_manager.L2TradeSingleDataManager.clear_data(code)
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__latest_cancel_l2_data_dict = {}
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# 真实撤成功
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def real_cancel_success(code, buy_single_index, buy_exec_index, total_datas, from_real_cancel=False):
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"""
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撤单
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@param code:
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@param buy_single_index:
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@param buy_exec_index:
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@param total_datas:
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@param from_real_cancel: 是否是真实撤单
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@return:
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"""
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# 取消买入标识
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l2_data_manager.TradePointManager().delete_buy_point(code)
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SCancelBigNumComputer().cancel_success(code)
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LCancelBigNumComputer().cancel_success(code)
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FCancelBigNumComputer().cancel_success(code)
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NewGCancelBigNumComputer().cancel_success(code)
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JCancelBigNumComputer().cancel_success(code)
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NBCancelBigNumComputer().cancel_success(code)
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# 记录最近的撤单时间
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if from_real_cancel:
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__latest_cancel_l2_data_dict[code] = total_datas[-1]
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# 撤单成功需要移除红名单
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if not GreenListCodeManager().is_in_cache(code):
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MustBuyCodesManager().remove_code(code)
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# 根据撤单时间判断是否可以下单
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def can_place_order_for_cancel_time(code, buy_exec_data):
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if code not in __latest_cancel_l2_data_dict:
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return True
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threshold_time_space = buy_condition_util.get_cancel_and_buy_space_time(code)
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if L2DataUtil.time_sub_as_ms(buy_exec_data["val"], __latest_cancel_l2_data_dict[code]["val"]) >= threshold_time_space:
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return True
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return False
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if __name__ == "__main__":
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pass
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