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| | | from l2 import l2_data_manager_new, l2_log, code_price_manager, l2_data_util, l2_data_manager, transaction_progress |
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| | | from l2.cancel_buy_strategy import HourCancelBigNumComputer, LCancelBigNumComputer, DCancelBigNumComputer |
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| | | from l2.huaxin import huaxin_target_codes_manager |
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| | | from l2.l2_data_manager_new import L2TradeDataProcessor |
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| | | from log_module.log import hx_logger_l2_upload, hx_logger_contact_debug, hx_logger_trade_callback, \ |
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| | | hx_logger_l2_orderdetail, hx_logger_l2_transaction, hx_logger_l2_market_data, logger_l2_trade_buy_queue |
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| | | from third_data import block_info |
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| | | buy_progress_index) |
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| | | buy_time = total_datas[buy_progress_index]["val"][ |
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| | | "time"] |
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| | | HourCancelBigNumComputer.set_trade_progress(code, buy_time, buy_exec_index, |
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| | | buy_progress_index, total_datas, |
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| | | num_operate_map) |
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| | | limit_up_price = gpcode_manager.get_limit_up_price(code) |
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| | | if buy_exec_index: |
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| | | need_cancel, msg = DCancelBigNumComputer.set_trade_progress(code, |
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| | | buy_progress_index, |
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| | | buy_exec_index, |
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| | | total_datas, |
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| | | num_operate_map, |
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| | | num * 100 * float( |
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| | | limit_up_price), |
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| | | limit_up_price) |
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| | | if need_cancel: |
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| | | L2TradeDataProcessor.cancel_buy(code, f"D撤:{msg}", source="d_cancel") |
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| | | |
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| | | f1 = dask.delayed(HourCancelBigNumComputer.set_trade_progress)(code, buy_time, |
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| | | buy_exec_index, |
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| | | buy_progress_index, |
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| | |
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| | | buy_progress_index, |
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| | | total_datas, |
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| | | num_operate_map) |
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| | | f4 = dask.delayed(DCancelBigNumComputer.set_trade_progress)(code, |
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| | | buy_progress_index, |
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| | | buy_exec_index, |
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| | | total_datas, |
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| | | num_operate_map, |
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| | | 1000 * 10000, |
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| | | gpcode_manager.get_limit_up_price( |
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| | | code)) |
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| | | dask.compute(f1, f2, f3, f4) |
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| | | dask.compute(f1, f2, f3) |
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| | | except Exception as e: |
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| | | hx_logger_l2_transaction.exception(e) |
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