注释NB撤/bug修改/手动拉黑前撤单/

Administrator

2024-05-28 517f6c8ce6c68bfcd652ceeb7b79f79408dfec76

 l2/l2_transaction_data_processor.py

@@ -2,19 +2,21 @@
import time

import constant
from cancel_strategy.s_l_h_cancel_strategy import HourCancelBigNumComputer
from cancel_strategy.s_l_h_cancel_strategy import LCancelBigNumComputer, LCancelRateManager
from cancel_strategy.s_l_h_cancel_strategy import SCancelBigNumComputer
from code_attribute import gpcode_manager
from l2 import l2_data_util, l2_data_manager, transaction_progress
from l2.cancel_buy_strategy import FCancelBigNumComputer, LCancelBigNumComputer, LCancelRateManager, \
    GCancelBigNumComputer, SCancelBigNumComputer, HourCancelBigNumComputer, NewGCancelBigNumComputer
from l2.cancel_buy_strategy import FCancelBigNumComputer, \
    NewGCancelBigNumComputer, \
    NBCancelBigNumComputer
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_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.deal_big_money_manager import DealOrderNoManager
import concurrent.futures

from utils import tool
@@ -73,8 +75,14 @@
    @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)
        # 设置成交价
        current_price_process_manager.set_trade_price(code, datas[-1][1])
        try:
            current_price_process_manager.set_trade_price(code, datas[-1][1], l2_huaxin_util.convert_time( datas[-1][3]), limit_up_price)
        except:
            pass
        total_datas = l2_data_util.local_today_datas.get(code)
        use_time_list = []
        try:
@@ -88,9 +96,7 @@

            big_sell_order_info = None
            try:
                limit_up_price = gpcode_manager.get_limit_up_price(code)
                if limit_up_price:
                    limit_up_price = round(float(limit_up_price), 2)

                # 统计卖单
                big_sell_order_info = HuaXinSellOrderStatisticManager.add_transaction_datas(code, datas, limit_up_price)

@@ -107,8 +113,8 @@
                        need_cancel, cancel_msg = FCancelBigNumComputer().need_cancel_for_p(code, big_sell_order_info,
                                                                                            order_begin_pos)
                    # 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])) >= 5:
                        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])}"
                    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])}"

                    if need_cancel:
                        L2TradeDataProcessor.cancel_buy(code, cancel_msg)
@@ -144,6 +150,25 @@
                    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]}")
                    # 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]}")
                    #     except:
                    #         pass

                    if not cancel_result[0] and buy_progress_index_changed:
                        try:
                            cancel_result = FCancelBigNumComputer().need_cancel_for_w(code)
                            if cancel_result[0]:
                                L2TradeDataProcessor.cancel_buy(code, f"W撤:{cancel_result[1]}")
                        except:
                            pass





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