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, transaction_progress
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from l2.cancel_buy_strategy import FCancelBigNumComputer, LCancelBigNumComputer, LCancelRateManager, \
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GCancelBigNumComputer, SCancelBigNumComputer, HourCancelBigNumComputer
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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 l2.l2_transaction_data_manager import HuaXinBuyOrderManager, HuaXinSellOrderStatisticManager
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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 trade import current_price_process_manager
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from trade.deal_big_money_manager import DealOrderNoManager
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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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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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__start_time = time.time()
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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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use_time_list = []
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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 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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# 是否已经下单
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is_placed_order = l2_data_manager.TradePointManager.is_placed_order(order_begin_pos)
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big_sell_order_info = None
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try:
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limit_up_price = gpcode_manager.get_limit_up_price(code)
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if limit_up_price:
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limit_up_price = round(float(limit_up_price), 2)
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# 统计卖单
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big_sell_order_info = HuaXinSellOrderStatisticManager.add_transaction_datas(code, datas, limit_up_price)
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_start_time = time.time()
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use_time_list.append(("处理卖单成交数据", _start_time - __start_time))
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if is_placed_order:
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need_cancel, cancel_msg = SCancelBigNumComputer().set_big_sell_order_info_for_cancel(code,
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big_sell_order_info,
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order_begin_pos)
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if need_cancel:
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cancel_msg = f"S撤:{cancel_msg}"
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if not need_cancel:
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need_cancel, cancel_msg = FCancelBigNumComputer().need_cancel_for_p(code, big_sell_order_info,
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order_begin_pos)
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if need_cancel:
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L2TradeDataProcessor.cancel_buy(code, cancel_msg)
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# GCancelBigNumComputer().set_big_sell_order_info(code, big_sell_order_info)
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use_time_list.append(("处理卖单相关撤数据", time.time() - _start_time))
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_start_time = time.time()
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except Exception as e:
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async_log_util.error(logger_debug, f"卖单统计异常：{big_sell_order_info}")
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logger_debug.exception(e)
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_start_time = time.time()
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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 = HuaXinBuyOrderManager.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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use_time_list.append(("统计买单数据", time.time() - _start_time))
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_start_time = time.time()
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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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if is_placed_order:
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GCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index,
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buy_progress_index)
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LCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index,
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buy_progress_index,
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total_datas)
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cancel_result = FCancelBigNumComputer().need_cancel_for_deal_fast(code, buy_progress_index)
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if cancel_result[0]:
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L2TradeDataProcessor.cancel_buy(code, f"F撤:{cancel_result[1]}")
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SCancelBigNumComputer().set_transaction_index(code, order_begin_pos.buy_single_index,
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buy_progress_index)
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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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else:
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pass
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if is_placed_order:
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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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use_time_list.append(("处理成交进度相关撤", time.time() - _start_time))
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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 > 5:
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async_log_util.info(hx_logger_l2_upload, f"{code}处理成交用时：{use_time} 详情:{use_time_list}")
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