低吸数据采集

Administrator

2025-06-09 8b7972581d0324e3f634b5b5a57a9ed7db1addaf

 l2/l2_transaction_data_processor.py

@@ -33,6 +33,8 @@
class HuaXinTransactionDatasProcessor:
    __statistic_thread_pool = concurrent.futures.ThreadPoolExecutor(max_workers=constant.HUAXIN_L2_MAX_CODES_COUNT + 2)
    __TradeBuyQueue = transaction_progress.TradeBuyQueue()
    # 非涨停成交时间
    __not_limit_up_time_dict = {}

    # 计算成交进度
    @classmethod
@@ -155,11 +157,19 @@
        try:
            current_price_process_manager.set_trade_price(code, fdatas[-1][0][1])
            if not fdatas[-1][2]:
                # 没有涨停
                EveryLimitupBigDealOrderManager.open_limit_up(code, f"最新成交价：{fdatas[-1][0][1]}")
                radical_buy_strategy.clear_data(code, msg=f"没有涨停：{fdatas[-1][0]}")
        except:
            pass
                if code not in cls.__not_limit_up_time_dict:
                    cls.__not_limit_up_time_dict[code] = fdatas[-1][5]
                last_time = cls.__not_limit_up_time_dict[code]
                # 炸板时间持续500ms以上算炸板
                if tool.trade_time_sub_with_ms(fdatas[-1][5], last_time) > 500:
                    # 没有涨停
                    EveryLimitupBigDealOrderManager.open_limit_up(code, f"最新成交价：{fdatas[-1][0][1]}")
                    radical_buy_strategy.clear_data(code, msg=f"没有涨停：{fdatas[-1][0]}")
            else:
                if code in cls.__not_limit_up_time_dict:
                    cls.__not_limit_up_time_dict.pop(code)
        except Exception as e:
            async_log_util.error(logger_debug, f"L2成交开板计算错误：{str(e)}")

        total_datas = l2_data_util.local_today_datas.get(code)
        use_time_list = []
@@ -187,21 +197,12 @@
            _start_time = time.time()

            try:
                last_data = fdatas[-1]
                # 统计上板时间
                try:
                    for d in fdatas:
                        if d[1]:
                            # 主动买
                            if d[2]:
                                # 涨停
                                current_price_process_manager.set_latest_not_limit_up_time(code, d[5])
                        else:
                            # 主动卖（板上）
                            if d[2]:
                                L2LimitUpSellDataManager.clear_data(code)
                                break
                except:
                    pass
                if last_data[1] and last_data[2]:
                    current_price_process_manager.set_latest_not_limit_up_time(code, last_data[5])
                if not last_data[1] and last_data[2]:
                    L2LimitUpSellDataManager.clear_data(code)
                big_sell_order_info = None
                # 统计卖单
                big_sell_order_info = HuaXinSellOrderStatisticManager.statistic_continue_limit_up_sell_transaction_datas(