zeromq集成测试

Administrator

2024-02-27 64acc2bcd5e531f02be2da919e97b7af6bc86e4a

 l2/l2_transaction_data_manager.py

@@ -2,32 +2,22 @@
L2成交数据处理器
"""
import json
import logging
import time

from code_attribute import gpcode_manager
from db import redis_manager
from db.redis_manager_delegate import RedisUtils
from l2 import l2_data_util, l2_data_manager, transaction_progress
from l2.cancel_buy_strategy import LCancelRateManager, LCancelBigNumComputer, \
    SecondCancelBigNumComputer, HourCancelBigNumComputer, FastCancelBigNumComputer, UCancelBigNumComputer
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 logger_l2_trade_buy_queue, hx_logger_l2_upload, hx_logger_l2_debug, \
    hx_logger_l2_transaction_desc, logger_debug
from third_data import kpl_data_manager
from trade import current_price_process_manager, trade_manager, l2_trade_factor
from trade.deal_big_money_manager import DealOrderNoManager
from log_module.log import hx_logger_l2_transaction_desc

from utils import tool


class HuaXinTransactionDatasProcessor:
class HuaXinTransactionDataManager:
    __db = 0
    __instance = None
    __redis_manager = redis_manager.RedisManager(0)

    __TradeBuyQueue = transaction_progress.TradeBuyQueue()

    # 正在成交的订单
    __dealing_order_info_dict = {}
    # 最近成交的订单{"code":(订单号，是否成交完成)}
@@ -35,7 +25,7 @@

    def __new__(cls, *args, **kwargs):
        if not cls.__instance:
            cls.__instance = super(HuaXinTransactionDatasProcessor, cls).__new__(cls, *args, **kwargs)
            cls.__instance = super(HuaXinTransactionDataManager, cls).__new__(cls, *args, **kwargs)
            cls.__load_datas()
        return cls.__instance

@@ -62,118 +52,33 @@
            RedisUtils.setex(self.__get_redis(), f"dealing_order_info-{code}", tool.get_expire(),
                             json.dumps(self.__dealing_order_info_dict[code]))

    # 统计成交的情况
    # 获取代码正在成交的信息
    # 返回数据：[订单号，总股数，开始成交时间，结束成交时间, 总买]
    @classmethod
    def get_dealing_order_info(cls, code):
        return cls.__dealing_order_info_dict.get(code)

    def __statistic_deal_desc(self, code, data, total_buy_num):
        if code not in self.__dealing_order_info_dict:
            # 数据格式[订单号，总手数，开始成交时间，结束成交时间, 总买]
            self.__dealing_order_info_dict[code] = [data[6], 0, data[3], data[3], total_buy_num]
        if self.__dealing_order_info_dict[code][0] == data[6]:
    # 统计成交的情况
    @classmethod
    def statistic_deal_desc(cls, code, data, total_buy_num):
        if code not in cls.__dealing_order_info_dict:
            # 数据格式[订单号，总股数，开始成交时间，结束成交时间, 总买]
            cls.__dealing_order_info_dict[code] = [data[6], 0, data[3], data[3], total_buy_num]
        if cls.__dealing_order_info_dict[code][0] == data[6]:
            # 成交同一个订单号
            self.__dealing_order_info_dict[code][1] += data[2]
            self.__dealing_order_info_dict[code][3] = data[3]
            cls.__dealing_order_info_dict[code][1] += data[2]
            cls.__dealing_order_info_dict[code][3] = data[3]
        else:
            # 保存上一条数据
            async_log_util.info(hx_logger_l2_transaction_desc, f"{code}#{self.__dealing_order_info_dict[code]}")
            async_log_util.info(hx_logger_l2_transaction_desc, f"{code}#{cls.__dealing_order_info_dict[code]}")
            # 设置最近成交完成的一条数据
            deal_info = (
                self.__dealing_order_info_dict[code][0],
                self.__dealing_order_info_dict[code][4] == self.__dealing_order_info_dict[code][1])
            self.__latest_deal_order_info_dict[code] = deal_info
                cls.__dealing_order_info_dict[code][0],
                cls.__dealing_order_info_dict[code][4] == cls.__dealing_order_info_dict[code][1])
            cls.__latest_deal_order_info_dict[code] = deal_info
            # 初始化本条数据
            self.__dealing_order_info_dict[code] = [data[6], data[2], data[3], data[3], total_buy_num]
            cls.__dealing_order_info_dict[code] = [data[6], data[2], data[3], data[3], total_buy_num]
            return deal_info
        return None

    # 计算成交进度
    def __compute_latest_trade_progress(self, code, buyno_map, datas):
        buy_progress_index = None
        for i in range(len(datas) - 1, -1, -1):
            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

    def process_huaxin_transaction_datas(self, 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()
        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)
            if buyno_map is None:
                buyno_map = {}

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

            # 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
                deal_info = self.__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)

            buy_progress_index = self.__compute_latest_trade_progress(code, buyno_map, datas)
            if buy_progress_index is not None:
                self.__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)

            if buy_progress_index is not None:
                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 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)
                    # ---------------------------------判断板块是否跟上来了-------------------------------
                    try:
                        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)
            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:
            logging.exception(e)
            hx_logger_l2_debug.exception(e)
        finally:
            use_time = int((time.time() - __start_time) * 1000)
            if use_time > 10:
                async_log_util.info(hx_logger_l2_upload, f"{code}处理成交用时：{use_time}")