Administrator
2024-11-07 93ec042ae730c8e4cad1562d7ee579941847397c
l2/l2_transaction_data_processor.py
@@ -21,7 +21,7 @@
from trade import current_price_process_manager, trade_constant
import concurrent.futures
from trade.radical_buy_data_manager import RedicalBuyDataManager, EveryLimitupBigDealOrderManager
from trade.radical_buy_data_manager import RadicalBuyDataManager, EveryLimitupBigDealOrderManager
from utils import tool
@@ -60,7 +60,7 @@
            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
@@ -106,6 +106,17 @@
            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:
@@ -163,16 +174,7 @@
            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)
            #  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()
            # if big_money_count > 0:
            #     LCancelRateManager.compute_big_num_deal_rate(code)