A类/B类一键切换

Administrator

2023-11-13 49e0f34512b730a19f971d08eedb464f40fc80e6

 l2/l2_transaction_data_manager.py

@@ -6,11 +6,11 @@
from code_attribute import gpcode_manager
from l2 import l2_data_util, l2_data_manager, transaction_progress
from l2.cancel_buy_strategy import LCancelRateManager, DCancelBigNumComputer, LCancelBigNumComputer, \
    SecondCancelBigNumComputer, HourCancelBigNumComputer
    SecondCancelBigNumComputer, HourCancelBigNumComputer, FastCancelBigNumComputer
from l2.l2_data_manager_new import L2TradeDataProcessor
from l2.l2_data_util import L2DataUtil
from log_module import async_log_util
from log_module.log import hx_logger_l2_transaction, logger_l2_trade_buy_queue, hx_logger_l2_upload
from log_module.log import hx_logger_l2_transaction, logger_l2_trade_buy_queue, hx_logger_l2_upload, hx_logger_l2_debug
from trade import current_price_process_manager, trade_manager, l2_trade_factor
from trade.deal_big_money_manager import DealOrderNoManager
from trade.l2_trade_factor import L2PlaceOrderParamsManager
@@ -41,7 +41,7 @@
                d = datas[i]
                buy_no = f"{d[6]}"
                if buyno_map and buy_no in buyno_map:
                    async_log_util.info(hx_logger_l2_transaction, f"{code}成交进度：{buyno_map[buy_no]['index']}")
                    async_log_util.info(hx_logger_l2_debug, f"{code}成交进度：{buyno_map[buy_no]['index']}")
                    buy_progress_index = buyno_map[buy_no]["index"]
                    break
            # ------统计保存成交大单订单号------
@@ -72,11 +72,10 @@
                    rate = round(total_deal_nums / (thresh_hold_money // (float(limit_up_price) * 100)), 2)
                    LCancelRateManager().set_big_num_deal_rate(code, rate)

                    # 获取执行位时间
            order_begin_pos = l2_data_manager.TradePointManager().get_buy_compute_start_data_cache(code)
            if buy_progress_index is not None:
                # 获取执行位时间
                buy_single_index, buy_exec_index, compute_index, num, count, max_num_set, volume_rate = l2_data_manager.TradePointManager().get_buy_compute_start_data_cache(
                    code)
                cls.__TradeBuyQueue.set_traded_index(code, buy_progress_index)
                cls.__TradeBuyQueue.set_traded_index(code, buy_progress_index, total_datas)
                async_log_util.info(logger_l2_trade_buy_queue, "获取成交位置成功： code-{} index-{}", code,
                                    buy_progress_index)
                # limit_up_price = gpcode_manager.get_limit_up_price(code)
@@ -92,16 +91,21 @@
                #     if need_cancel:
                #         L2TradeDataProcessor.cancel_buy(code, f"D撤:{msg}", source="d_cancel")

                LCancelBigNumComputer().set_trade_progress(code, buy_progress_index, total_datas)
                LCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index, buy_progress_index, total_datas)
                FastCancelBigNumComputer().set_trade_progress(code, buy_progress_index)
                SecondCancelBigNumComputer().set_transaction_index(
                    code,
                    buy_progress_index)
                if buy_exec_index and buy_exec_index > -1:
                    HourCancelBigNumComputer().set_transaction_index(code, buy_progress_index)
                if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:
                    HourCancelBigNumComputer().set_transaction_index(code, order_begin_pos.buy_single_index, buy_progress_index)
            else:
                pass
            if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:
                # 触发L撤上重新计算
                LCancelBigNumComputer().re_compute_l_up_watch_indexes(code, order_begin_pos.buy_single_index)

        except Exception as e:
            hx_logger_l2_transaction.exception(e)
            hx_logger_l2_debug.exception(e)
        finally:
            use_time = int((time.time() - __start_time) * 1000)
            if use_time > 10: