gp-server.git - Gitblit

			@@ -16,7 +16,7 @@
			import tool
			from trade import trade_data_manager, trade_manager, trade_queue_manager, l2_trade_factor, l2_trade_util, \
			trade_result_manager
			from l2 import safe_count_manager, l2_data_manager, l2_data_log, l2_log
			from l2 import safe_count_manager, l2_data_manager, l2_data_log, l2_log, l2_data_source_util
			from l2.cancel_buy_strategy import SecondCancelBigNumComputer, HourCancelBigNumComputer, L2LimitUpMoneyStatisticUtil, \
			L2LimitUpSellStatisticUtil
			from l2.l2_data_manager import L2DataException, TradePointManager
			@@ -121,8 +121,9 @@
			# 如果是涨停买撤信号需要看数据位置是否比开始处理时间早
			if L2DataUtil.is_limit_up_price_buy_cancel(data["val"]):
			# 获取买入信号
			buy_index, buy_data = l2_data_util.get_buy_data_with_cancel_data(total_datas[i],
			local_today_num_operate_map.get(code))
			buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data(code, total_datas[i],
			local_today_num_operate_map.get(
			code))
			if buy_index is not None and buy_index < begin_pos:
			continue

			@@ -152,7 +153,6 @@

			class L2TradeDataProcessor:
			unreal_buy_dict = {}
			random_key = {}
			l2BigNumForMProcessor = L2BigNumForMProcessor()
			__codeActualPriceProcessor = CodeActualPriceProcessor()
			buy1PriceManager = trade_queue_manager.Buy1PriceManager()
			@@ -164,8 +164,7 @@
			# 数据处理入口
			# datas: 本次截图数据
			# capture_timestamp:截图时间戳
			def process(cls, code, datas, capture_timestamp, do_id):
			cls.random_key[code] = do_id
			def process(cls, code, datas, capture_timestamp):
			__start_time = round(t.time() * 1000)
			try:
			if len(datas) > 0:
			@@ -189,7 +188,7 @@
			finally:
			# 保存数据
			__start_time = round(t.time() * 1000)
			l2.l2_data_util.save_l2_data(code, datas, add_datas, cls.random_key[code])
			l2.l2_data_util.save_l2_data(code, datas, add_datas)
			__start_time = l2_data_log.l2_time(code,
			round(t.time() * 1000) - __start_time,
			"保存数据时间（{}）".format(len(add_datas)))
			@@ -204,7 +203,7 @@
			print(id(local_today_datas))
			# 拼接数据
			local_today_datas[code].extend(add_datas)
			l2.l2_data_util.load_num_operate_map(l2.l2_data_util.local_today_num_operate_map, code, add_datas)
			l2.l2_data_util.load_num_operate_map(local_today_num_operate_map, code, add_datas)

			# 第1条数据是否为09:30:00
			if add_datas[0]["val"]["time"] == "09:30:00":
			@@ -291,12 +290,14 @@
			def buy_1_cancel():
			_start_time = round(t.time() * 1000)
			# 撤单计算,只看买1
			cancel_data, cancel_msg = L2LimitUpMoneyStatisticUtil.process_data(cls.random_key[code], code, start_index,
			cancel_data, cancel_msg = L2LimitUpMoneyStatisticUtil.process_data(code, start_index,
			end_index,
			buy_single_index, buy_exec_index)

			l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time,
			"已下单-买1统计耗时")
			if constant.TEST:
			return None, ""
			return cancel_data, cancel_msg

			# S撤
			@@ -307,8 +308,7 @@
			try:
			b_need_cancel, b_cancel_data = SecondCancelBigNumComputer.need_cancel(code, buy_single_index,
			buy_exec_index, start_index,
			end_index, total_data,
			cls.random_key[code])
			end_index, total_data)
			if b_need_cancel:
			return b_cancel_data, "S大单撤销比例触发阈值"
			except Exception as e:
			@@ -324,9 +324,8 @@
			_start_time = round(t.time() * 1000)
			try:
			b_need_cancel, b_cancel_data = HourCancelBigNumComputer.need_cancel(code, buy_exec_index, start_index,
			end_index, total_data,
			cls.random_key[code])
			if b_need_cancel and not cancel_data:
			end_index, total_data, local_today_num_operate_map.get(code))
			if b_need_cancel and b_cancel_data:
			return b_cancel_data, "H撤销比例触发阈值"
			except Exception as e:
			logging.exception(e)
			@@ -340,7 +339,7 @@
			_start_time = round(t.time() * 1000)
			# 统计板上卖
			try:
			cancel_data, cancel_msg = L2LimitUpSellStatisticUtil.process(cls.random_key[code], code, start_index,
			cancel_data, cancel_msg = L2LimitUpSellStatisticUtil.process(code, start_index,
			end_index,
			buy_exec_index)
			return cancel_data, cancel_msg
			@@ -714,7 +713,7 @@
			f2 = dask.delayed(limit_up_time_manager.save_limit_up_time)(code, total_datas[compute_index]["val"]["time"])
			f3 = dask.delayed(cls.__virtual_buy)(code, buy_single_index, compute_index, capture_time)
			f4 = dask.delayed(l2_data_manager.TradePointManager.delete_buy_cancel_point)(code)
			f5 = dask.delayed(L2LimitUpMoneyStatisticUtil.process_data)(cls.random_key[code], code, buy_single_index,
			f5 = dask.delayed(L2LimitUpMoneyStatisticUtil.process_data)(code, buy_single_index,
			compute_index,
			buy_single_index,
			buy_exec_index, False)
			@@ -744,7 +743,7 @@
			need_cancel, cancel_data = SecondCancelBigNumComputer.need_cancel(code, buy_single_index,
			compute_index,
			buy_single_index, compute_index,
			total_datas, cls.random_key[code],
			total_datas,
			True)
			_start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time,
			"S级大单处理耗时", force=True)
			@@ -758,7 +757,7 @@
			cls.__buy(code, capture_time, total_datas[compute_index], compute_index)
			else:
			SecondCancelBigNumComputer.need_cancel(code, buy_single_index, compute_index, buy_single_index,
			compute_index, total_datas, cls.random_key[code], False)
			compute_index, total_datas, False)

			_start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time,
			"S级大单处理耗时", force=True)
			@@ -927,9 +926,9 @@
			# 只统计59万以上的金额
			# 涨停买撤
			# 判断买入位置是否在买入信号之前
			buy_index, buy_data = l2_data_util.get_buy_data_with_cancel_data(total_datas[i],
			local_today_num_operate_map.get(
			code))
			buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data(code, total_datas[i],
			local_today_num_operate_map.get(
			code))
			if buy_index is not None:
			# 找到买撤数据的买入点
			if buy_index >= buy_single_index:
			@@ -940,7 +939,7 @@
			l2_log.buy_debug(code, "{}数据在买入信号之后撤买纯买手数：{} 目标手数：{}", i, buy_nums, threshold_num)
			else:
			l2_log.buy_debug(code, "{}数据在买入信号之前，买入位：{}", i, buy_index)
			if total_datas[buy_single_index]["val"]["time"] == buy_data["val"]["time"]:
			if total_datas[buy_single_index]["val"]["time"] == total_datas[buy_index]["val"]["time"]:
			# 同一秒,当作买入信号之后处理
			buy_nums -= int(_val["num"]) * int(data["re"])
			buy_count -= int(data["re"])
			@@ -1102,9 +1101,9 @@
			cls.random_key[code] = random.randint(0, 100000)
			buy_single_begin_index, buy_exec_index = 426, 479

			L2LimitUpMoneyStatisticUtil.process_data(cls.random_key[code], code, 480, 519,
			L2LimitUpMoneyStatisticUtil.process_data(code, 480, 519,
			buy_single_begin_index, buy_exec_index, False)
			L2LimitUpMoneyStatisticUtil.process_data(cls.random_key[code], code, 480, 519,
			L2LimitUpMoneyStatisticUtil.process_data(code, 480, 519,
			buy_single_begin_index, buy_exec_index, False)

			@classmethod