bug修复

Administrator

2024-09-19 69c26b43a88ced7a18a637ea6dd120671382deb0

 l2/l2_transaction_data_processor.py

@@ -17,7 +17,7 @@
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 import current_price_process_manager, trade_constant
import concurrent.futures

from utils import tool
@@ -79,9 +79,7 @@
    @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)
        limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
        # 设置成交价
        try:
            current_price_process_manager.set_trade_price(code, datas[-1][1])
@@ -123,23 +121,27 @@
                    need_cancel, cancel_msg = SCancelBigNumComputer().set_big_sell_order_info_for_cancel(code,
                                                                                                         big_sell_order_info,
                                                                                                         order_begin_pos)
                    cancel_type = None
                    if need_cancel:
                        cancel_msg = f"S撤:{cancel_msg}"
                        cancel_type = trade_constant.CANCEL_TYPE_S
                    if not need_cancel:
                        need_cancel, cancel_msg = FCancelBigNumComputer().need_cancel_for_p(code,
                                                                                            order_begin_pos)
                        cancel_type = trade_constant.CANCEL_TYPE_F
                    # 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:
                        now_seconds = int(tool.get_now_time_str().replace(":", ""))
                        if now_seconds < int("093200"):  # or int("130000") <= now_seconds < int("130200"):
                            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])}"
                            cancel_type = trade_constant.CANCEL_TYPE_L2_DELAY
                    if need_cancel:
                        L2TradeDataProcessor.cancel_buy(code, cancel_msg)
                        L2TradeDataProcessor.cancel_buy(code, cancel_msg, cancel_type=cancel_type)

                    # 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()
                HuaXinSellOrderStatisticManager.statistic_total_deal_volume(code, datas)
                HuaXinSellOrderStatisticManager.statistic_total_deal_volume(code, datas, limit_up_price)
                use_time_list.append(("统计成交量数据", time.time() - _start_time))
            except Exception as e:
                async_log_util.error(logger_debug, f"卖单统计异常：{big_sell_order_info}")
@@ -167,12 +169,14 @@
                                                               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]}")
                        L2TradeDataProcessor.cancel_buy(code, f"F撤:{cancel_result[1]}",
                                                        cancel_type=trade_constant.CANCEL_TYPE_F)
                    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]}")
                                L2TradeDataProcessor.cancel_buy(code, f"大市值无大单撤:{cancel_result[1]}",
                                                                cancel_type=trade_constant.CANCEL_TYPE_NB)
                        except:
                            pass

@@ -180,7 +184,7 @@
                        try:
                            cancel_result = FCancelBigNumComputer().need_cancel_for_w(code)
                            if cancel_result[0]:
                                L2TradeDataProcessor.cancel_buy(code, f"W撤:{cancel_result[1]}")
                                L2TradeDataProcessor.cancel_buy(code, f"W撤:{cancel_result[1]}", cancel_type=trade_constant.CANCEL_TYPE_W)
                        except:
                            pass