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| | | import time |
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| | | import constant |
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| | | from cancel_strategy.s_l_h_cancel_strategy import HourCancelBigNumComputer |
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| | | from cancel_strategy.s_l_h_cancel_strategy import LCancelBigNumComputer, LCancelRateManager |
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| | | from cancel_strategy.s_l_h_cancel_strategy import SCancelBigNumComputer |
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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, NewGCancelBigNumComputer |
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| | | from l2.cancel_buy_strategy import FCancelBigNumComputer, \ |
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| | | NewGCancelBigNumComputer, \ |
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| | | NBCancelBigNumComputer |
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| | | from l2.huaxin import l2_huaxin_util |
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| | | from l2.l2_data_manager import OrderBeginPosInfo |
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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_limitup_sell_data_manager import L2LimitUpSellDataManager |
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| | | from l2.l2_transaction_data_manager import HuaXinBuyOrderManager, HuaXinSellOrderStatisticManager, BigOrderDealManager |
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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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| | | from trade import current_price_process_manager, trade_constant |
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| | | import concurrent.futures |
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| | | |
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| | | from trade.radical_buy_data_manager import RedicalBuyDataManager |
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| | | from utils import tool |
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| | | |
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| | | |
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| | |
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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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| | | # 成交进度位必须是涨停买 |
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| | | if L2DataUtil.is_limit_up_price_buy(buyno_map[buy_no]["val"]): |
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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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| | | |
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| | |
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| | | @param datas: |
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| | | @return: |
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| | | """ |
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| | | buy_datas, bigger_buy_datas = HuaXinBuyOrderManager.statistic_big_buy_data(code, datas) |
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| | | limit_up_price = round(float(gpcode_manager.get_limit_up_price(code)), 2) |
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| | | buy_datas, bigger_buy_datas = HuaXinBuyOrderManager.statistic_big_buy_data(code, datas, limit_up_price) |
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| | | if buy_datas: |
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| | | BigOrderDealManager().add_buy_datas(code, buy_datas) |
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| | | RedicalBuyDataManager.big_order_deal(code) |
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| | | try: |
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| | | is_placed_order = l2_data_manager.TradePointManager.is_placed_order(order_begin_pos) |
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| | | if is_placed_order and bigger_buy_datas: |
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| | |
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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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| | | limit_up_price = gpcode_manager.get_limit_up_price_as_num(code) |
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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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| | | try: |
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| | | current_price_process_manager.set_trade_price(code, datas[-1][1]) |
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| | | except: |
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| | | pass |
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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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| | |
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| | | |
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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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| | | # 统计上板时间 |
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| | | try: |
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| | | for d in datas: |
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| | | if d[6] > d[7]: |
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| | | # 主动买 |
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| | | if d[1] == limit_up_price: |
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| | | # 涨停 |
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| | | current_price_process_manager.set_latest_not_limit_up_time(code, |
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| | | l2_huaxin_util.convert_time( |
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| | | d[3], with_ms=True)) |
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| | | else: |
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| | | # 主动卖（板上） |
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| | | if d[1] == limit_up_price: |
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| | | L2LimitUpSellDataManager.clear_data(code) |
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| | | break |
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| | | except: |
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| | | pass |
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| | | |
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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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| | | |
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| | |
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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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| | | cancel_type = None |
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| | | if need_cancel: |
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| | | cancel_msg = f"S撤:{cancel_msg}" |
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| | | cancel_type = trade_constant.CANCEL_TYPE_S |
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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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| | | need_cancel, cancel_msg = FCancelBigNumComputer().need_cancel_for_p(code, |
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| | | order_begin_pos) |
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| | | cancel_type = trade_constant.CANCEL_TYPE_F |
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| | | # 判断时间是否与本地时间相差5s以上 |
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| | | if tool.trade_time_sub(tool.get_now_time_str(), l2_huaxin_util.convert_time(datas[-1][3])) >= 5: |
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| | | need_cancel, cancel_msg = True, f"成交时间与本地时间相差5S以上，{l2_huaxin_util.convert_time(datas[-1][3])}" |
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| | | |
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| | | if tool.trade_time_sub(tool.get_now_time_str(), l2_huaxin_util.convert_time(datas[-1][3])) > 10: |
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| | | now_seconds = int(tool.get_now_time_str().replace(":", "")) |
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| | | if now_seconds < int("093200"): # or int("130000") <= now_seconds < int("130200"): |
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| | | 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])}" |
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| | | cancel_type = trade_constant.CANCEL_TYPE_L2_DELAY |
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| | | if need_cancel: |
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| | | L2TradeDataProcessor.cancel_buy(code, cancel_msg) |
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| | | L2TradeDataProcessor.cancel_buy(code, cancel_msg, cancel_type=cancel_type) |
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| | | |
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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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| | | # 统计涨停卖成交 |
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| | | HuaXinSellOrderStatisticManager.statistic_total_deal_volume(code, datas, limit_up_price) |
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| | | use_time_list.append(("统计成交量数据", time.time() - _start_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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| | | |
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| | | _start_time = time.time() |
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| | | L2LimitUpSellDataManager.set_deal_datas(code, datas) |
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| | | cls.__statistic_thread_pool.submit(cls.statistic_big_order_infos, code, datas, order_begin_pos) |
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| | | |
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| | | use_time_list.append(("统计买单数据", time.time() - _start_time)) |
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| | |
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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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| | | L2TradeDataProcessor.cancel_buy(code, f"F撤:{cancel_result[1]}", |
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| | | cancel_type=trade_constant.CANCEL_TYPE_F) |
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| | | if not cancel_result[0]: |
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| | | try: |
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| | | cancel_result = NBCancelBigNumComputer().need_cancel(code, buy_progress_index) |
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| | | if cancel_result[0]: |
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| | | L2TradeDataProcessor.cancel_buy(code, f"大市值无大单撤:{cancel_result[1]}", |
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| | | cancel_type=trade_constant.CANCEL_TYPE_NB) |
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| | | except: |
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| | | pass |
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| | | |
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| | | if not cancel_result[0] and buy_progress_index_changed: |
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| | | try: |
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| | | cancel_result = FCancelBigNumComputer().need_cancel_for_w(code) |
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| | | if cancel_result[0]: |
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| | | L2TradeDataProcessor.cancel_buy(code, f"W撤:{cancel_result[1]}", cancel_type=trade_constant.CANCEL_TYPE_W) |
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| | | except: |
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| | | pass |
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| | | |
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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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