gp-server.git - Gitblit

			@@ -1,20 +1,29 @@
			import logging
			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
			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
			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


			class HuaXinTransactionDatasProcessor:
			__statistic_thread_pool = concurrent.futures.ThreadPoolExecutor(max_workers=constant.HUAXIN_L2_MAX_CODES_COUNT + 2)
			__TradeBuyQueue = transaction_progress.TradeBuyQueue()

			# 计算成交进度
			@@ -30,11 +39,52 @@
			return buy_progress_index

			@classmethod
			def statistic_big_order_infos(cls, code, datas, order_begin_pos: OrderBeginPosInfo):
			"""
			统计大单成交
			@param code:
			@param datas:
			@return:
			"""
			buy_datas, bigger_buy_datas = HuaXinBuyOrderManager.statistic_big_buy_data(code, datas)
			if buy_datas:
			BigOrderDealManager().add_buy_datas(code, buy_datas)
			try:
			is_placed_order = l2_data_manager.TradePointManager.is_placed_order(order_begin_pos)
			if is_placed_order and bigger_buy_datas:
			# 有大于50w的大单成交
			buyno_map = l2_data_util.local_today_buyno_map.get(code)
			if buyno_map:
			for buy_data in bigger_buy_datas:
			order_no = f"{buy_data[0]}"
			if order_no in buyno_map:
			LCancelBigNumComputer().add_deal_index(code, buyno_map[order_no]["index"],
			order_begin_pos.buy_single_index)
			except Exception as e:
			logger_debug.exception(e)

			sell_datas = HuaXinSellOrderStatisticManager.statistic_big_sell_data(code, datas)
			if sell_datas:
			BigOrderDealManager().add_sell_datas(code, sell_datas)

			if buy_datas or sell_datas:
			buy_money = BigOrderDealManager().get_total_buy_money(code)
			sell_money = BigOrderDealManager().get_total_sell_money(code)
			LCancelRateManager.set_big_num_deal_info(code, buy_money, sell_money)

			@classmethod
			def process_huaxin_transaction_datas(cls, code, datas):
			# 设置成交价
			current_price_process_manager.set_trade_price(code, datas[-1][1])
			total_datas = l2_data_util.local_today_datas.get(code)
			__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
			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:
			buyno_map = l2_data_util.local_today_buyno_map.get(code)
			if buyno_map is None:
			@@ -46,12 +96,14 @@

			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)

			_start_time = time.time()
			use_time_list.append(("处理卖单成交数据", _start_time - __start_time))
			if is_placed_order:

			need_cancel, cancel_msg = SCancelBigNumComputer().set_big_sell_order_info_for_cancel(code,
			big_sell_order_info,
			order_begin_pos)
			@@ -60,34 +112,27 @@
			if not need_cancel:
			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])) > 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)

			GCancelBigNumComputer().set_big_sell_order_info(code, big_sell_order_info)
			# 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()
			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)

			# 计算已经成交的大单
			big_money_count = 0
			for d in datas:
			data = buyno_map.get(f"{d[6]}")
			buy_num = None
			if data:
			buy_num = data["val"]["num"] * 100
			# 统计成交单
			deal_info = HuaXinBuyOrderManager.statistic_deal_desc(code, d, buy_num)
			if deal_info and deal_info[1]:
			data = buyno_map.get(f"{deal_info[0]}")
			print("已经成交索引：", data["index"])
			val = data["val"]
			if l2_data_util.is_big_money(val) and L2DataUtil.is_limit_up_price_buy(val):
			big_money_count += 1
			DealOrderNoManager().add_orderno(code, f"{deal_info[0]}")
			# L后是否有成交，如果有成交就需要除去当前笔数，然后重新囊括一笔
			LCancelBigNumComputer().add_deal_index(code, data["index"], order_begin_pos.buy_single_index)
			if big_money_count > 0:
			LCancelRateManager.compute_big_num_deal_rate(code)
			_start_time = time.time()
			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))
			_start_time = time.time()
			# if big_money_count > 0:
			# LCancelRateManager.compute_big_num_deal_rate(code)

			buy_progress_index = cls.__compute_latest_trade_progress(code, buyno_map, datas)

			@@ -97,14 +142,33 @@
			async_log_util.info(logger_l2_trade_buy_queue, "获取成交位置成功： code-{} index-{}", code,
			buy_progress_index)
			if is_placed_order:
			GCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index,
			buy_progress_index)
			NewGCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index,
			buy_progress_index)
			LCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index,
			buy_progress_index,
			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]}")
			# 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)
			@@ -115,6 +179,7 @@
			if is_placed_order:
			# 触发L撤上重新计算
			LCancelBigNumComputer().re_compute_l_up_watch_indexes(code, order_begin_pos.buy_single_index)
			use_time_list.append(("处理成交进度相关撤", time.time() - _start_time))

			except Exception as e:
			logging.exception(e)
			@@ -122,4 +187,5 @@
			finally:
			use_time = int((time.time() - __start_time) * 1000)
			if use_time > 5:
			async_log_util.info(hx_logger_l2_upload, f"{code}处理成交用时：{use_time}")
			async_log_util.info(hx_logger_l2_upload,
			f"{code}处理成交用时：{use_time} 数据数量：{len(datas)} 详情:{use_time_list}")