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2024-05-28 517f6c8ce6c68bfcd652ceeb7b79f79408dfec76 
 l2/l2_transaction_data_processor.py


@@ -2,19 +2,24 @@


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






class HuaXinTransactionDatasProcessor:


@@ -34,7 +39,7 @@


        return buy_progress_index




    @classmethod


    def statistic_big_order_infos(cls, code, datas, order_begin_pos:OrderBeginPosInfo):


    def statistic_big_order_infos(cls, code, datas, order_begin_pos: OrderBeginPosInfo):


        """


        统计大单成交


        @param code:


@@ -53,7 +58,8 @@


                    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)


                            LCancelBigNumComputer().add_deal_index(code, buyno_map[order_no]["index"],


                                                                   order_begin_pos.buy_single_index)


        except Exception as e:


            logger_debug.exception(e)




@@ -69,8 +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:


@@ -84,15 +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)


@@ -101,6 +112,10 @@


                    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)




@@ -112,25 +127,6 @@


                logger_debug.exception(e)




            _start_time = time.time()


            # 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


            #         # 暂时不需要这种复杂的机制


            #         # LCancelBigNumComputer().add_deal_index(code, data["index"], order_begin_pos.buy_single_index)


            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))


@@ -154,6 +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)


@@ -172,4 +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}  详情:{use_time_list}")


                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}")