辨识度票策略修改/恢复P撤/上传订阅涨幅

Administrator

2025-02-07 7eb1a8ed1a007d80de41d131071ee38f5872700c

 l2/l2_transaction_data_processor.py

@@ -21,7 +21,8 @@
from trade import current_price_process_manager, trade_constant
import concurrent.futures

from trade.radical_buy_data_manager import RedicalBuyDataManager, EveryLimitupBigDealOrderManager
from trade.buy_radical import radical_buy_strategy
from trade.buy_radical.radical_buy_data_manager import RadicalBuyDataManager, EveryLimitupBigDealOrderManager
from utils import tool


@@ -51,16 +52,22 @@
        @param datas:
        @return:
        """
        limit_up_price = round(float(gpcode_manager.get_limit_up_price(code)), 2)
        limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
        buy_datas, bigger_buy_datas = HuaXinBuyOrderManager.statistic_big_buy_data(code, datas, limit_up_price)
        if buy_datas:
            BigOrderDealManager().add_buy_datas(code, buy_datas)
            EveryLimitupBigDealOrderManager.add_big_buy_order_deal(code, [x[0] for x in buy_datas])
            active_big_buy_orders = []
            if buy_datas:
                for x in buy_datas:
                    if x[0] > x[6]:
                        # (买单号, 成交金额, 最后成交时间)
                        active_big_buy_orders.append((x[0], x[2], x[4]))
            EveryLimitupBigDealOrderManager.add_big_buy_order_deal(code, active_big_buy_orders)
        try:
            is_placed_order = l2_data_manager.TradePointManager.is_placed_order(order_begin_pos)
            if is_placed_order:
                if order_begin_pos and order_begin_pos.mode == OrderBeginPosInfo.MODE_RADICAL:
                    RedicalBuyDataManager.big_order_deal(code)
                    RadicalBuyDataManager.big_order_deal(code)

            if is_placed_order and bigger_buy_datas:
                # 有大于50w的大单成交
@@ -93,9 +100,9 @@
            if limit_up_price > datas[-1][1]:
                # 没有涨停
                EveryLimitupBigDealOrderManager.open_limit_up(code)
                radical_buy_strategy.clear_data(code)
        except:
            pass


        total_datas = l2_data_util.local_today_datas.get(code)
        use_time_list = []
@@ -107,6 +114,17 @@
            order_begin_pos = l2_data_manager.TradePointManager().get_buy_compute_start_data_cache(code)
            # 是否已经下单
            is_placed_order = l2_data_manager.TradePointManager.is_placed_order(order_begin_pos)

            _start_time = time.time()
            L2LimitUpSellDataManager.set_deal_datas(code, datas)
            #  大单统计
            # cls.__statistic_thread_pool.submit(cls.statistic_big_order_infos, code, datas, order_begin_pos)
            try:
                cls.statistic_big_order_infos(code, datas, order_begin_pos)
            except Exception as e:
                hx_logger_l2_debug.error(f"统计大单出错：{str(e)}")
            use_time_list.append(("统计买单数据", time.time() - _start_time))
            _start_time = time.time()

            big_sell_order_info = None
            try:
@@ -145,11 +163,11 @@
                    if not need_cancel:
                        need_cancel, cancel_msg = FCancelBigNumComputer().need_cancel_for_p(code,
                                                                                            order_begin_pos)
                        cancel_type = trade_constant.CANCEL_TYPE_F
                        cancel_type = trade_constant.CANCEL_TYPE_P
                    # 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"):
                        if now_seconds < int("093100"):  # 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:
@@ -164,11 +182,7 @@
            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)
            _start_time = time.time()
            L2LimitUpSellDataManager.set_deal_datas(code, datas)
            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)