"""
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L2成交数据处理器
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"""
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import json
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import logging
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import time
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from code_attribute import gpcode_manager
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from db import redis_manager
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from db.redis_manager_delegate import RedisUtils
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from l2 import l2_data_util, l2_data_manager, transaction_progress
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from l2.cancel_buy_strategy import LCancelRateManager, LCancelBigNumComputer, \
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SecondCancelBigNumComputer, HourCancelBigNumComputer, FastCancelBigNumComputer, UCancelBigNumComputer
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from l2.l2_data_manager_new import L2TradeDataProcessor
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from l2.l2_data_util import L2DataUtil
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from log_module import async_log_util
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from log_module.log import logger_l2_trade_buy_queue, hx_logger_l2_upload, hx_logger_l2_debug, \
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hx_logger_l2_transaction_desc, logger_debug
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from third_data import kpl_data_manager
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from trade import current_price_process_manager, trade_manager, l2_trade_factor
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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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__db = 0
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__instance = None
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__redis_manager = redis_manager.RedisManager(0)
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__TradeBuyQueue = transaction_progress.TradeBuyQueue()
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# 正在成交的订单
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__dealing_order_info_dict = {}
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# 最近成交的订单{"code":(订单号，是否成交完成)}
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__latest_deal_order_info_dict = {}
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def __new__(cls, *args, **kwargs):
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if not cls.__instance:
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cls.__instance = super(HuaXinTransactionDatasProcessor, cls).__new__(cls, *args, **kwargs)
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cls.__load_datas()
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return cls.__instance
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@classmethod
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def __get_redis(cls):
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return cls.__redis_manager.getRedis()
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@classmethod
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def __load_datas(cls):
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__redis = cls.__get_redis()
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try:
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keys = RedisUtils.keys(__redis, "dealing_order_info-*")
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for k in keys:
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code = k.split("-")[-1]
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val = RedisUtils.get(__redis, k)
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val = json.loads(val)
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tool.CodeDataCacheUtil.set_cache(cls.__dealing_order_info_dict, code, val)
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finally:
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RedisUtils.realse(__redis)
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# 将数据持久化到数据库
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def sync_dealing_data_to_db(self):
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for code in self.__dealing_order_info_dict:
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RedisUtils.setex(self.__get_redis(), f"dealing_order_info-{code}", tool.get_expire(),
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json.dumps(self.__dealing_order_info_dict[code]))
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# 统计成交的情况
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def __statistic_deal_desc(self, code, data, total_buy_num):
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if code not in self.__dealing_order_info_dict:
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# 数据格式[订单号，总手数，开始成交时间，结束成交时间, 总买]
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self.__dealing_order_info_dict[code] = [data[6], 0, data[3], data[3], total_buy_num]
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if self.__dealing_order_info_dict[code][0] == data[6]:
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# 成交同一个订单号
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self.__dealing_order_info_dict[code][1] += data[2]
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self.__dealing_order_info_dict[code][3] = data[3]
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else:
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# 保存上一条数据
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async_log_util.info(hx_logger_l2_transaction_desc, f"{code}#{self.__dealing_order_info_dict[code]}")
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# 设置最近成交完成的一条数据
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deal_info = (
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self.__dealing_order_info_dict[code][0],
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self.__dealing_order_info_dict[code][4] == self.__dealing_order_info_dict[code][1])
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self.__latest_deal_order_info_dict[code] = deal_info
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# 初始化本条数据
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self.__dealing_order_info_dict[code] = [data[6], data[2], data[3], data[3], total_buy_num]
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return deal_info
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return None
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# 计算成交进度
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def __compute_latest_trade_progress(self, 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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def process_huaxin_transaction_datas(self, 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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# 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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deal_info = self.__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 = self.__compute_latest_trade_progress(code, buyno_map, datas)
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if buy_progress_index is not None:
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self.__TradeBuyQueue.set_traded_index(code, buy_progress_index, 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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if buy_progress_index is not None:
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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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FastCancelBigNumComputer().set_trade_progress(code, buy_progress_index)
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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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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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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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