gp-server.git - Gitblit

			@@ -13,12 +13,15 @@
			from l2.huaxin import l2_huaxin_util
			from l2.l2_data_manager import OrderBeginPosInfo
			from l2.l2_data_manager_new import L2TradeDataProcessor
			from l2.l2_data_util import L2DataUtil
			from l2.l2_limitup_sell_data_manager import L2LimitUpSellDataManager
			from l2.l2_transaction_data_manager import HuaXinBuyOrderManager, HuaXinSellOrderStatisticManager, BigOrderDealManager
			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 import current_price_process_manager, trade_constant
			import concurrent.futures

			from trade.radical_buy_data_manager import RedicalBuyDataManager
			from utils import tool


			@@ -34,7 +37,9 @@
			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

			@@ -46,9 +51,11 @@
			@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)
			RedicalBuyDataManager.big_order_deal(code)
			try:
			is_placed_order = l2_data_manager.TradePointManager.is_placed_order(order_begin_pos)
			if is_placed_order and bigger_buy_datas:
			@@ -75,12 +82,10 @@
			@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)
			limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
			# 设置成交价
			try:
			current_price_process_manager.set_trade_price(code, datas[-1][1], l2_huaxin_util.convert_time( datas[-1][3]), limit_up_price)
			current_price_process_manager.set_trade_price(code, datas[-1][1])
			except:
			pass
			total_datas = l2_data_util.local_today_datas.get(code)
			@@ -96,6 +101,23 @@

			big_sell_order_info = None
			try:
			# 统计上板时间
			try:
			for d in datas:
			if d[6] > d[7]:
			# 主动买
			if d[1] == limit_up_price:
			# 涨停
			current_price_process_manager.set_latest_not_limit_up_time(code,
			l2_huaxin_util.convert_time(
			d[3], with_ms=True))
			else:
			# 主动卖（板上）
			if d[1] == limit_up_price:
			L2LimitUpSellDataManager.clear_data(code)
			break
			except:
			pass

			# 统计卖单
			big_sell_order_info = HuaXinSellOrderStatisticManager.add_transaction_datas(code, datas, limit_up_price)
			@@ -107,27 +129,34 @@
			need_cancel, cancel_msg = SCancelBigNumComputer().set_big_sell_order_info_for_cancel(code,
			big_sell_order_info,
			order_begin_pos)
			cancel_type = None
			if need_cancel:
			cancel_msg = f"S撤:{cancel_msg}"
			cancel_type = trade_constant.CANCEL_TYPE_S
			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)
			cancel_type = trade_constant.CANCEL_TYPE_F
			# 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])}"
			cancel_type = trade_constant.CANCEL_TYPE_L2_DELAY
			if need_cancel:
			L2TradeDataProcessor.cancel_buy(code, cancel_msg)
			L2TradeDataProcessor.cancel_buy(code, cancel_msg, cancel_type=cancel_type)

			# 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)
			# 统计涨停卖成交
			HuaXinSellOrderStatisticManager.statistic_total_deal_volume(code, datas, limit_up_price)
			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()
			L2LimitUpSellDataManager.set_deal_datas(code, datas)
			cls.__statistic_thread_pool.submit(cls.statistic_big_order_infos, code, datas, order_begin_pos)

			use_time_list.append(("统计买单数据", time.time() - _start_time))
			@@ -150,12 +179,14 @@
			total_datas)
			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]}")
			L2TradeDataProcessor.cancel_buy(code, f"F撤:{cancel_result[1]}",
			cancel_type=trade_constant.CANCEL_TYPE_F)
			if not cancel_result[0]:
			try:
			cancel_result = NBCancelBigNumComputer().need_cancel(code, buy_progress_index)
			if cancel_result[0]:
			L2TradeDataProcessor.cancel_buy(code, f"大市值无大单撤:{cancel_result[1]}")
			L2TradeDataProcessor.cancel_buy(code, f"大市值无大单撤:{cancel_result[1]}",
			cancel_type=trade_constant.CANCEL_TYPE_NB)
			except:
			pass

			@@ -163,13 +194,9 @@
			try:
			cancel_result = FCancelBigNumComputer().need_cancel_for_w(code)
			if cancel_result[0]:
			L2TradeDataProcessor.cancel_buy(code, f"W撤:{cancel_result[1]}")
			L2TradeDataProcessor.cancel_buy(code, f"W撤:{cancel_result[1]}", cancel_type=trade_constant.CANCEL_TYPE_W)
			except:
			pass





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