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| | | import logging |
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| | | import time |
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| | | |
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| | | from code_attribute import gpcode_manager |
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| | | from l2 import l2_data_util, l2_data_manager, l2_data_source_util, transaction_progress |
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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, SecondCancelBigNumComputer, HourCancelBigNumComputer |
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| | | GCancelBigNumComputer, SCancelBigNumComputer, HourCancelBigNumComputer, DCancelBigNumComputer |
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| | | from l2.l2_data_manager_new import L2TradeDataProcessor |
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| | | from l2.l2_data_util import L2DataUtil, local_today_canceled_buyno_map |
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| | | from l2.l2_transaction_data_manager import HuaXinTransactionDataManager |
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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 msg import push_msg_manager, buy_order_msg_manager |
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| | | from msg import buy_order_msg_manager |
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| | | from trade import current_price_process_manager, trade_manager |
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| | | from trade.deal_big_money_manager import DealOrderNoManager |
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| | | from utils import tool |
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| | | |
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| | | class HuaXinTransactionDatasProcessor: |
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| | |
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| | | # 已经下单的需要统计F撤 |
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| | | try: |
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| | | for d in datas: |
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| | | if FCancelBigNumComputer().need_cancel(d)[0]: |
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| | | if FCancelBigNumComputer().need_cancel(d)[ |
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| | | 0] and not DCancelBigNumComputer().has_auto_cancel_rules(code): |
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| | | L2TradeDataProcessor.cancel_buy(code, f"F撤撤单:{d}") |
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| | | order_begin_pos = None |
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| | | break |
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| | | except Exception as e: |
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| | | async_log_util.error(hx_logger_l2_debug, str(e)) |
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| | | try: |
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| | | # 下单2s后才开始生效 |
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| | | cresult = LCancelBigNumComputer().add_transaction_datas(code, datas) |
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| | | if cresult[0]: |
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| | | L2TradeDataProcessor.cancel_buy(code, f"L后成交太快撤单:{cresult[1]}") |
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| | | order_begin_pos = None |
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| | | except Exception as e: |
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| | | async_log_util.error(hx_logger_l2_debug, str(e)) |
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| | | # 暂时注释掉 |
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| | | # try: |
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| | | # # 下单2s后才开始生效 |
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| | | # cresult = LCancelBigNumComputer().add_transaction_datas(code, datas) |
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| | | # if cresult[0] and not DCancelBigNumComputer().has_auto_cancel_rules(code): |
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| | | # L2TradeDataProcessor.cancel_buy(code, f"L后成交太快撤单:{cresult[1]}") |
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| | | # order_begin_pos = None |
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| | | # except Exception as e: |
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| | | # async_log_util.error(hx_logger_l2_debug, str(e)) |
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| | | big_sell_order_info = None |
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| | | try: |
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| | | # 统计卖单 |
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| | | big_sell_order_info = HuaXinSellOrderStatisticManager.add_transaction_datas(code, datas) |
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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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| | | # async_log_util.error(logger_debug, f"{code} S前撤单：{cancel_msg}") |
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| | | L2TradeDataProcessor.cancel_buy(code, f"S后撤:{cancel_msg}") |
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| | | |
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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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| | | |
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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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| | |
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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 = HuaXinTransactionDataManager.statistic_deal_desc(code, d, buy_num) |
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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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| | |
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| | | |
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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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| | | 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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| | | cresult = FCancelBigNumComputer().need_cancel_for_deal_fast(code,buy_progress_index) |
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| | | if cresult[0]: |
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| | | L2TradeDataProcessor.cancel_buy(code, f"下单5分钟内排单不足:{cresult[1]}") |
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| | | # ---------------------------------判断板块是否跟上来了------------------------------- |
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| | | try: |
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| | | pass |
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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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| | | if buy_progress_index_changed: |
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| | | # 交易进度变化，判断到真实下单位置的距离 |
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| | | real_order_index = SecondCancelBigNumComputer().get_real_place_order_index_cache(code) |
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| | | if real_order_index and real_order_index >= buy_progress_index: |
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| | | # 发送下单消息 |
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| | | try: |
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| | | buy_order_msg_manager.almost_deal(code, real_order_index, buy_progress_index, |
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| | | total_datas) |
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| | | buy_order_msg_manager.follow_not_enough(code, order_begin_pos.buy_exec_index, |
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| | | real_order_index, total_datas) |
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| | | except Exception as e: |
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| | | logger_debug.exception(e) |
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| | | # cresult = FCancelBigNumComputer().need_cancel_for_deal_fast(code, buy_progress_index) |
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| | | # if cresult[0] and not DCancelBigNumComputer().has_auto_cancel_rules(code): |
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| | | # L2TradeDataProcessor.cancel_buy(code, f"下单30s内排单不足:{cresult[1]}") |
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| | | |
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| | | cresult = FCancelBigNumComputer().need_cancel_for_deal_fast_with_total_sell(code, |
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| | | buy_progress_index, |
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| | | order_begin_pos) |
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| | | if cresult[0] and not DCancelBigNumComputer().has_auto_cancel_rules(code): |
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| | | L2TradeDataProcessor.cancel_buy(code, f"3s内成交太多:{cresult[1]}") |
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| | | |
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| | | # ---------------------------------成交进度位变化------------------------------- |
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| | | # if buy_progress_index_changed: |
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| | | # # 交易进度变化，判断到真实下单位置的距离 |
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| | | # real_order_index = SCancelBigNumComputer().get_real_place_order_index_cache(code) |
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| | | # if real_order_index and real_order_index >= buy_progress_index: |
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| | | # # 发送下单消息 |
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| | | # try: |
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| | | # buy_order_msg_manager.almost_deal(code, real_order_index, buy_progress_index) |
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| | | # buy_order_msg_manager.follow_not_enough(code, order_begin_pos.buy_exec_index, |
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| | | # real_order_index) |
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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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