| | |
|---|
| | | from db.redis_manager_delegate import RedisUtils |
|---|
| | | from l2 import l2_data_util, l2_data_manager, transaction_progress |
|---|
| | | from l2.cancel_buy_strategy import LCancelRateManager, LCancelBigNumComputer, \ |
|---|
| | | SecondCancelBigNumComputer, HourCancelBigNumComputer, FastCancelBigNumComputer |
|---|
| | | SecondCancelBigNumComputer, HourCancelBigNumComputer, FastCancelBigNumComputer, UCancelBigNumComputer |
|---|
| | | from l2.l2_data_manager_new import L2TradeDataProcessor |
|---|
| | | from l2.l2_data_util import L2DataUtil |
|---|
| | | from log_module import async_log_util |
|---|
| | | from log_module.log import logger_l2_trade_buy_queue, hx_logger_l2_upload, hx_logger_l2_debug, \ |
|---|
| | | hx_logger_l2_transaction_desc |
|---|
| | | hx_logger_l2_transaction_desc, logger_debug |
|---|
| | | from third_data import kpl_data_manager |
|---|
| | | from trade import current_price_process_manager, trade_manager, l2_trade_factor |
|---|
| | | from trade.deal_big_money_manager import DealOrderNoManager |
|---|
| | | from utils import tool |
|---|
| | |
|---|
| | | val = data["val"] |
|---|
| | | if l2_data_util.is_big_money(val) and L2DataUtil.is_limit_up_price_buy(val): |
|---|
| | | big_money_count += 1 |
|---|
| | | DealOrderNoManager().add_orderno(code, deal_info[0]) |
|---|
| | | DealOrderNoManager().add_orderno(code, f"{deal_info[0]}") |
|---|
| | | # 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 |
|---|
| | | LCancelBigNumComputer().add_deal_index(code, data["index"], order_begin_pos.buy_single_index) |
|---|
| | | if big_money_count > 0: |
|---|
| | | # 统计大单/m值成交比 |
|---|
| | | total_deal_nums = DealOrderNoManager().get_deal_nums(code, buyno_map) |
|---|
| | | thresh_hold_money = l2_trade_factor.L2PlaceOrderParamsManager.get_base_m_val(code) |
|---|
| | | limit_up_price = gpcode_manager.get_limit_up_price(code) |
|---|
| | | if limit_up_price: |
|---|
| | | rate = round(total_deal_nums / (thresh_hold_money // (float(limit_up_price) * 100)), 2) |
|---|
| | | LCancelRateManager().set_big_num_deal_rate(code, rate) |
|---|
| | | # 获取执行位时间 |
|---|
| | | LCancelRateManager.compute_big_num_deal_rate(code) |
|---|
| | | |
|---|
| | | buy_progress_index = self.__compute_latest_trade_progress(code, buyno_map, datas) |
|---|
| | | if buy_progress_index is not None: |
|---|
| | |
|---|
| | | if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1: |
|---|
| | | HourCancelBigNumComputer().set_transaction_index(code, order_begin_pos.buy_single_index, |
|---|
| | | buy_progress_index) |
|---|
| | | # ---------------------------------判断板块是否跟上来了------------------------------- |
|---|
| | | try: |
|---|
| | | pass |
|---|
| | | # order_begin_pos = l2_data_manager.TradePointManager().get_buy_compute_start_data_cache(code) |
|---|
| | | # volume_rate = 0 |
|---|
| | | # volume_info = L2TradeDataProcessor.volume_rate_info.get(code) |
|---|
| | | # if volume_info: |
|---|
| | | # volume_rate = volume_info[0] |
|---|
| | | # need_cancel, msg = UCancelBigNumComputer().need_cancel(code, buy_progress_index, order_begin_pos, |
|---|
| | | # kpl_data_manager.KPLLimitUpDataRecordManager.get_current_reason_codes_dict(), |
|---|
| | | # volume_rate) |
|---|
| | | # if need_cancel: |
|---|
| | | # L2TradeDataProcessor.cancel_buy(code, msg) |
|---|
| | | except Exception as e: |
|---|
| | | logger_debug.exception(e) |
|---|
| | | else: |
|---|
| | | pass |
|---|
| | | if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1: |
|---|
