gp-server.git - Gitblit

			@@ -1,19 +1,16 @@
			import logging
			import time

			from code_attribute import gpcode_manager
			from l2 import l2_data_util, l2_data_manager, l2_data_source_util, transaction_progress
			from l2 import l2_data_util, l2_data_manager, transaction_progress
			from l2.cancel_buy_strategy import FCancelBigNumComputer, LCancelBigNumComputer, LCancelRateManager, \
			GCancelBigNumComputer, SecondCancelBigNumComputer, HourCancelBigNumComputer
			GCancelBigNumComputer, SCancelBigNumComputer, HourCancelBigNumComputer, DCancelBigNumComputer
			from l2.l2_data_manager_new import L2TradeDataProcessor
			from l2.l2_data_util import L2DataUtil, local_today_canceled_buyno_map
			from l2.l2_transaction_data_manager import HuaXinTransactionDataManager
			from l2.l2_data_util import L2DataUtil
			from l2.l2_transaction_data_manager import HuaXinBuyOrderManager, HuaXinSellOrderStatisticManager
			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 msg import push_msg_manager, buy_order_msg_manager
			from trade import current_price_process_manager, trade_manager
			from trade import current_price_process_manager
			from trade.deal_big_money_manager import DealOrderNoManager
			from utils import tool


			class HuaXinTransactionDatasProcessor:
			@@ -27,7 +24,6 @@
			d = datas[i]
			buy_no = f"{d[6]}"
			if buyno_map and buy_no in buyno_map:
			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
			return buy_progress_index
			@@ -40,34 +36,38 @@
			__start_time = time.time()
			try:
			buyno_map = l2_data_util.local_today_buyno_map.get(code)
			if not buyno_map:
			if trade_manager.CodesTradeStateManager().get_trade_state(
			code) != trade_manager.TRADE_STATE_NOT_TRADE:
			l2_data_util.load_l2_data(code)
			buyno_map = l2_data_util.local_today_buyno_map.get(code)
			# 暂时不需要重新加载获取
			# if not buyno_map:
			# if trade_manager.CodesTradeStateManager().get_trade_state_cache(
			# code) != trade_manager.TRADE_STATE_NOT_TRADE:
			# l2_data_util.load_l2_data(code)
			# buyno_map = l2_data_util.local_today_buyno_map.get(code)
			if buyno_map is None:
			buyno_map = {}

			order_begin_pos = l2_data_manager.TradePointManager().get_buy_compute_start_data_cache(code)

			if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:
			# 已经下单的需要统计F撤
			try:
			for d in datas:
			if FCancelBigNumComputer().need_cancel(d)[0]:
			L2TradeDataProcessor.cancel_buy(code, f"F撤撤单:{d}")
			order_begin_pos = None
			break
			except Exception as e:
			async_log_util.error(hx_logger_l2_debug, str(e))
			try:
			# 下单2s后才开始生效
			cresult = LCancelBigNumComputer().add_transaction_datas(code, datas)
			if cresult[0]:
			L2TradeDataProcessor.cancel_buy(code, f"L后成交太快撤单:{cresult[1]}")
			order_begin_pos = None
			except Exception as e:
			async_log_util.error(hx_logger_l2_debug, str(e))
			big_sell_order_info = None
			try:
			# 统计卖单
			big_sell_order_info = HuaXinSellOrderStatisticManager.add_transaction_datas(code, datas)
			need_cancel, cancel_msg = SCancelBigNumComputer().set_big_sell_order_info_for_cancel(code,
			big_sell_order_info,
			order_begin_pos)
			if need_cancel:
			cancel_msg = f"S撤:{cancel_msg}"

			if not need_cancel:
			need_cancel, cancel_msg = FCancelBigNumComputer().need_cancel_for_p(code, big_sell_order_info,
			order_begin_pos)

			if need_cancel:
			L2TradeDataProcessor.cancel_buy(code, cancel_msg)

			GCancelBigNumComputer().set_big_sell_order_info(code, big_sell_order_info)
			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
			@@ -77,7 +77,7 @@
			if data:
			buy_num = data["val"]["num"] * 100
			# 统计成交单
			deal_info = HuaXinTransactionDataManager.statistic_deal_desc(code, d, buy_num)
			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"])
			@@ -103,42 +103,9 @@

			LCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index, buy_progress_index,
			total_datas)
			SecondCancelBigNumComputer().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)
			cresult = FCancelBigNumComputer().need_cancel_for_deal_fast(code,buy_progress_index)
			if cresult[0]:
			L2TradeDataProcessor.cancel_buy(code, f"下单5分钟内排单不足:{cresult[1]}")
			# ---------------------------------判断板块是否跟上来了-------------------------------
			try:
			pass
			# order_begin_pos = l2_data_manager.TradePointManager().get_buy_compute_start_data_cache(code)
			# volume_rate = 0
			# volume_info = L2TradeDataProcessor.volume_rate_info.get(code)
			# if volume_info:
			# volume_rate = volume_info[0]
			# need_cancel, msg = UCancelBigNumComputer().need_cancel(code, buy_progress_index, order_begin_pos,
			# kpl_data_manager.KPLLimitUpDataRecordManager.get_current_reason_codes_dict(),
			# volume_rate)
			# if need_cancel:
			# L2TradeDataProcessor.cancel_buy(code, msg)
			except Exception as e:
			logger_debug.exception(e)
			if buy_progress_index_changed:
			# 交易进度变化，判断到真实下单位置的距离
			real_order_index = SecondCancelBigNumComputer().get_real_place_order_index_cache(code)
			if real_order_index and real_order_index >= buy_progress_index:
			# 发送下单消息
			try:
			buy_order_msg_manager.almost_deal(code, real_order_index, buy_progress_index,
			total_datas)
			buy_order_msg_manager.follow_not_enough(code, order_begin_pos.buy_exec_index,
			real_order_index, total_datas)
			except Exception as e:
			logger_debug.exception(e)
			else:
			pass
			if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1: