L后成交重新囊括

Administrator

2024-04-30 8ae3d9af6e57c094dbf2b4516b9cf5325dd13a7e

 l2/l2_transaction_data_processor.py

@@ -6,6 +6,7 @@
from l2 import l2_data_util, l2_data_manager, transaction_progress
from l2.cancel_buy_strategy import FCancelBigNumComputer, LCancelBigNumComputer, LCancelRateManager, \
    GCancelBigNumComputer, SCancelBigNumComputer, HourCancelBigNumComputer, NewGCancelBigNumComputer
from l2.l2_data_manager import OrderBeginPosInfo
from l2.l2_data_manager_new import L2TradeDataProcessor
from l2.l2_data_util import L2DataUtil
from l2.l2_transaction_data_manager import HuaXinBuyOrderManager, HuaXinSellOrderStatisticManager, BigOrderDealManager
@@ -33,16 +34,28 @@
        return buy_progress_index

    @classmethod
    def statistic_big_order_infos(cls, code, datas):
    def statistic_big_order_infos(cls, code, datas, order_begin_pos:OrderBeginPosInfo):
        """
        统计大单成交
        @param code:
        @param datas:
        @return:
        """
        buy_datas = HuaXinBuyOrderManager.statistic_big_buy_data(code, datas)
        buy_datas, bigger_buy_datas = HuaXinBuyOrderManager.statistic_big_buy_data(code, datas)
        if buy_datas:
            BigOrderDealManager().add_buy_datas(code, buy_datas)
        try:
            is_placed_order = l2_data_manager.TradePointManager.is_placed_order(order_begin_pos)
            if is_placed_order and bigger_buy_datas:
                # 有大于50w的大单成交
                buyno_map = l2_data_util.local_today_buyno_map.get(code)
                if buyno_map:
                    for buy_data in bigger_buy_datas:
                        order_no = f"{buy_data[0]}"
                        if order_no in buyno_map:
                            LCancelBigNumComputer().add_deal_index(code, buyno_map[order_no]["index"], order_begin_pos.buy_single_index)
        except Exception as e:
            logger_debug.exception(e)

        sell_datas = HuaXinSellOrderStatisticManager.statistic_big_sell_data(code, datas)
        if sell_datas:
@@ -118,7 +131,7 @@
            #         # 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
            #         # 暂时不需要这种复杂的机制
            #         # LCancelBigNumComputer().add_deal_index(code, data["index"], order_begin_pos.buy_single_index)
            cls.__statistic_thread_pool.submit(cls.statistic_big_order_infos, 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()
@@ -134,7 +147,7 @@
                                    buy_progress_index)
                if is_placed_order:
                    NewGCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index,
                                                               buy_progress_index)
                                                                  buy_progress_index)
                    LCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index,
                                                               buy_progress_index,
                                                               total_datas)