bug修复

Administrator

2024-08-15 0e921bc8d68e830f15bb049dfb84b22bc05db788

 l2/l2_transaction_data_processor.py

@@ -2,10 +2,13 @@
import time

import constant
from cancel_strategy.s_l_h_cancel_strategy import HourCancelBigNumComputer
from cancel_strategy.s_l_h_cancel_strategy import LCancelBigNumComputer, LCancelRateManager
from cancel_strategy.s_l_h_cancel_strategy import SCancelBigNumComputer
from code_attribute import gpcode_manager
from l2 import l2_data_util, l2_data_manager, transaction_progress
from l2.cancel_buy_strategy import FCancelBigNumComputer, LCancelBigNumComputer, LCancelRateManager, \
    GCancelBigNumComputer, SCancelBigNumComputer, HourCancelBigNumComputer, NewGCancelBigNumComputer, \
from l2.cancel_buy_strategy import FCancelBigNumComputer, \
    NewGCancelBigNumComputer, \
    NBCancelBigNumComputer
from l2.huaxin import l2_huaxin_util
from l2.l2_data_manager import OrderBeginPosInfo
@@ -15,7 +18,6 @@
from log_module import async_log_util
from log_module.log import hx_logger_l2_debug, logger_l2_trade_buy_queue, logger_debug, hx_logger_l2_upload
from trade import current_price_process_manager
from trade.deal_big_money_manager import DealOrderNoManager
import concurrent.futures

from utils import tool
@@ -33,7 +35,9 @@
            d = datas[i]
            buy_no = f"{d[6]}"
            if buyno_map and buy_no in buyno_map:
                buy_progress_index = buyno_map[buy_no]["index"]
                # 成交进度位必须是涨停买
                if L2DataUtil.is_limit_up_price_buy(buyno_map[buy_no]["val"]):
                    buy_progress_index = buyno_map[buy_no]["index"]
                break
        return buy_progress_index

@@ -45,7 +49,8 @@
        @param datas:
        @return:
        """
        buy_datas, bigger_buy_datas = HuaXinBuyOrderManager.statistic_big_buy_data(code, datas)
        limit_up_price = round(float(gpcode_manager.get_limit_up_price(code)), 2)
        buy_datas, bigger_buy_datas = HuaXinBuyOrderManager.statistic_big_buy_data(code, datas, limit_up_price)
        if buy_datas:
            BigOrderDealManager().add_buy_datas(code, buy_datas)
        try:
@@ -74,8 +79,15 @@
    @classmethod
    def process_huaxin_transaction_datas(cls, code, datas):
        __start_time = time.time()
        limit_up_price = gpcode_manager.get_limit_up_price(code)
        if limit_up_price:
            limit_up_price = round(float(limit_up_price), 2)
        # 设置成交价
        current_price_process_manager.set_trade_price(code, datas[-1][1])
        try:
            current_price_process_manager.set_trade_price(code, datas[-1][1], l2_huaxin_util.convert_time(datas[-1][3]),
                                                          limit_up_price)
        except:
            pass
        total_datas = l2_data_util.local_today_datas.get(code)
        use_time_list = []
        try:
@@ -89,9 +101,7 @@

            big_sell_order_info = None
            try:
                limit_up_price = gpcode_manager.get_limit_up_price(code)
                if limit_up_price:
                    limit_up_price = round(float(limit_up_price), 2)

                # 统计卖单
                big_sell_order_info = HuaXinSellOrderStatisticManager.add_transaction_datas(code, datas, limit_up_price)

@@ -105,22 +115,24 @@
                    if need_cancel:
                        cancel_msg = f"S撤:{cancel_msg}"
                    if not need_cancel:
                        need_cancel, cancel_msg = FCancelBigNumComputer().need_cancel_for_p(code, big_sell_order_info,
                        need_cancel, cancel_msg = FCancelBigNumComputer().need_cancel_for_p(code,
                                                                                            order_begin_pos)
                    # 判断时间是否与本地时间相差5s以上
                    if tool.trade_time_sub(tool.get_now_time_str(), l2_huaxin_util.convert_time(datas[-1][3])) > 10:
                        need_cancel, cancel_msg = True, f"成交时间与本地时间相差10S以上，{l2_huaxin_util.convert_time(datas[-1][3])}"

                        now_seconds = int(tool.get_now_time_str().replace(":", ""))
                        if now_seconds < int("093200"): #or int("130000") <= now_seconds < int("130200"):
                            need_cancel, cancel_msg = True, f"成交时间与本地时间相差10S以上，{l2_huaxin_util.convert_time(datas[-1][3])}"
                    if need_cancel:
                        L2TradeDataProcessor.cancel_buy(code, cancel_msg)

                    # GCancelBigNumComputer().set_big_sell_order_info(code, big_sell_order_info)
                    use_time_list.append(("处理卖单相关撤数据", time.time() - _start_time))
                    _start_time = time.time()
                HuaXinSellOrderStatisticManager.statistic_total_deal_volume(code, datas)
                use_time_list.append(("统计成交量数据", time.time() - _start_time))
            except Exception as e:
                async_log_util.error(logger_debug, f"卖单统计异常：{big_sell_order_info}")
                logger_debug.exception(e)

            _start_time = time.time()
            cls.__statistic_thread_pool.submit(cls.statistic_big_order_infos, code, datas, order_begin_pos)

@@ -145,7 +157,7 @@
                    cancel_result = FCancelBigNumComputer().need_cancel_for_deal_fast(code, buy_progress_index)
                    if cancel_result[0]:
                        L2TradeDataProcessor.cancel_buy(code, f"F撤:{cancel_result[1]}")
                    else:
                    if not cancel_result[0]:
                        try:
                            cancel_result = NBCancelBigNumComputer().need_cancel(code, buy_progress_index)
                            if cancel_result[0]:
@@ -153,6 +165,13 @@
                        except:
                            pass

                    if not cancel_result[0] and buy_progress_index_changed:
                        try:
                            cancel_result = FCancelBigNumComputer().need_cancel_for_w(code)
                            if cancel_result[0]:
                                L2TradeDataProcessor.cancel_buy(code, f"W撤:{cancel_result[1]}")
                        except:
                            pass

                    SCancelBigNumComputer().set_transaction_index(code, order_begin_pos.buy_single_index,
                                                                  buy_progress_index)