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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, 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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| | | 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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| | | 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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| | |
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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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| | | _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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