gp-server.git - Gitblit

			@@ -1,6 +1,4 @@
			import io
			import logging
			import threading
			import time as t

			from code_attribute import big_money_num_manager, code_volumn_manager, code_data_util, industry_codes_sort, \
			@@ -8,6 +6,7 @@
			import constant
			from db.redis_manager_delegate import RedisUtils
			from l2.huaxin import l2_huaxin_util, huaxin_delegate_postion_manager
			from l2.l2_sell_manager import L2MarketSellManager
			from log_module import async_log_util, log_export
			from third_data import kpl_data_manager, block_info
			from utils import global_util, ths_industry_util, tool
			@@ -16,21 +15,17 @@
			from third_data.code_plate_key_manager import CodePlateKeyBuyManager, KPLCodeJXBlockManager
			from trade import trade_manager, trade_queue_manager, l2_trade_factor, l2_trade_util, \
			trade_result_manager, current_price_process_manager, trade_data_manager, trade_huaxin, trade_record_log_util
			from l2 import safe_count_manager, l2_data_manager, l2_log, l2_data_source_util, code_price_manager, \
			from l2 import l2_data_manager, l2_log, l2_data_source_util, code_price_manager, \
			transaction_progress, cancel_buy_strategy, l2_data_log
			from l2.cancel_buy_strategy import SecondCancelBigNumComputer, HourCancelBigNumComputer, DCancelBigNumComputer, \
			LCancelBigNumComputer, LatestCancelIndexManager
			from l2.l2_data_manager import L2DataException
			LCancelBigNumComputer, LatestCancelIndexManager, FastCancelBigNumComputer
			from l2.l2_data_manager import L2DataException, OrderBeginPosInfo
			from l2.l2_data_util import local_today_datas, L2DataUtil, local_today_num_operate_map, local_today_buyno_map, \
			local_latest_datas, local_today_canceled_buyno_map
			import l2.l2_data_util
			from log_module.log import logger_l2_trade_buy, logger_l2_process, logger_l2_error, logger_profile, logger_debug
			from log_module.log import logger_l2_trade_buy, logger_l2_process, logger_l2_error, logger_debug

			from trade.trade_data_manager import CodeActualPriceProcessor

			from line_profiler import LineProfiler

			import dask

			from trade.trade_manager import TradeTargetCodeModeManager, AccountAvailableMoneyManager

			@@ -234,6 +229,7 @@
			__TradeTargetCodeModeManager = TradeTargetCodeModeManager()
			__TradeOrderIdManager = trade_huaxin.TradeOrderIdManager()
			__LatestCancelIndexManager = LatestCancelIndexManager()
			__L2MarketSellManager = L2MarketSellManager()

			# 获取代码评分
			@classmethod
			@@ -289,7 +285,11 @@
			@classmethod
			def set_real_place_order_index(cls, code, index, buy_single_index):
			trade_record_log_util.add_real_place_order_position_log(code, index, buy_single_index)
			cancel_buy_strategy.set_real_place_position(code, index, buy_single_index)
			need_cancel = FastCancelBigNumComputer().set_real_order_index(code, index)
			if need_cancel:
			cls.cancel_buy(code, msg="F撤不够2笔触发撤单")
			else:
			cancel_buy_strategy.set_real_place_position(code, index, buy_single_index)

			# 处理华鑫L2数据
			@classmethod
			@@ -336,14 +336,21 @@
			l2_data_log.l2_time_log(code, "process_add_datas 加载完数据")
			if constant.L2_SOURCE_TYPE == constant.L2_SOURCE_TYPE_HUAXIN:
			try:
			# 获取下单位置
			place_order_index = huaxin_delegate_postion_manager.get_l2_place_order_position(code, float(
			gpcode_manager.get_limit_up_price(code)), add_datas)
			if place_order_index:
			buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set, buy_volume_rate = cls.__get_order_begin_pos(
			code)
			cls.set_real_place_order_index(code, place_order_index, buy_single_index)
			async_log_util.info(logger_l2_process, "code:{} 获取到下单真实位置：{}", code, place_order_index)
			if constant.TEST:
			pass
			# order_begin_pos = cls.__get_order_begin_pos(code)
			# if order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index>=0:
			# place_order_index = add_datas[-1]["index"]
			# cls.set_real_place_order_index(code, place_order_index, order_begin_pos.buy_single_index)
			else:
			# 获取下单位置
			place_order_index = huaxin_delegate_postion_manager.get_l2_place_order_position(code, float(
			gpcode_manager.get_limit_up_price(code)), add_datas)
			if place_order_index:
			order_begin_pos = cls.__get_order_begin_pos(
			code)
			cls.set_real_place_order_index(code, place_order_index, order_begin_pos.buy_single_index)
			async_log_util.info(logger_l2_process, "code:{} 获取到下单真实位置：{}", code, place_order_index)
			except:
			async_log_util.error(logger_l2_error, f"{code} 处理真实下单位置出错")
			# 第1条数据是否为09:30:00
			@@ -462,18 +469,35 @@
			_buy_exec_index, start_index,
			end_index, total_data,
			code_volumn_manager.get_volume_rate_index(
			buy_volume_rate),
			order_begin_pos.buy_volume_rate),
			cls.volume_rate_info[code][1],
			is_first_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:
			if constant.TEST:
			logging.exception(e)
			async_log_util.error(logger_l2_error,
			f"H撤出错参数：buy_single_index-{_buy_single_index} buy_exec_index-{_buy_exec_index} {str(e)}")
			async_log_util.exception(logger_l2_error, e)
			finally:
			# l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time, "已下单-H撤大单计算")
			pass
			return None, ""

			# F撤
			def f_cancel(_buy_single_index, _buy_exec_index):
			try:
			b_need_cancel, b_cancel_data = FastCancelBigNumComputer().need_cancel(code, start_index, end_index,
			order_begin_pos)
			if b_need_cancel and b_cancel_data:
			return b_cancel_data, f"F撤"
			except Exception as e:
			if constant.TEST:
			logging.exception(e)
			async_log_util.error(logger_l2_error,
			f"F撤出错参数：buy_single_index-{_buy_single_index} buy_exec_index-{_buy_exec_index} 错误原因：{str(e)}")
			async_log_util.exception(logger_l2_error, e)
			return None, ""

			# L撤
			@@ -505,19 +529,23 @@
			total_data = local_today_datas.get(code)
			_start_time = tool.get_now_timestamp()
			# 获取买入信号起始点
			buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set, buy_volume_rate = cls.__get_order_begin_pos(
			order_begin_pos = cls.__get_order_begin_pos(
			code)
			# 默认量为0.2
			if buy_volume_rate is None:
			if order_begin_pos.buy_volume_rate is None:
			buy_volume_rate = 0.2
			cancel_data, cancel_msg = None, ""
			if order_begin_pos.mode == OrderBeginPosInfo.MODE_FAST:
			cancel_data, cancel_msg = f_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)

			# 依次处理
			cancel_data, cancel_msg = l_cancel(buy_single_index, buy_exec_index)
			if not cancel_data:
			cancel_data, cancel_msg = l_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
			# 暂时取消S撤
			# if not cancel_data:
			# cancel_data, cancel_msg = s_cancel(buy_single_index, buy_exec_index)
			if not cancel_data:
			cancel_data, cancel_msg = h_cancel(buy_single_index, buy_exec_index)
			cancel_data, cancel_msg = h_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
			if cancel_data:
			l2_log.debug(code, "触发撤单，撤单位置：{} ，撤单原因：{}", cancel_data["index"], cancel_msg)

			@@ -542,13 +570,14 @@
			if code in cls.unreal_buy_dict:
			cls.unreal_buy_dict.pop(code)

			buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set, buy_volume_rate = cls.__get_order_begin_pos(
			order_begin_pos = cls.__get_order_begin_pos(
			code)
			if not can:
			l2_log.debug(code, "不可以下单，原因：{}", reason)
			trade_record_log_util.add_cant_place_order_log(code, reason)
			if need_clear_data:
			trade_result_manager.real_cancel_success(code, buy_single_index, buy_exec_index,
			trade_result_manager.real_cancel_success(code, order_begin_pos.buy_single_index,
			order_begin_pos.buy_exec_index,
			local_today_datas.get(code))
			return False
			else:
			@@ -556,12 +585,12 @@
			try:
			l2_log.debug(code, "开始执行买入")
			trade_manager.start_buy(code, capture_timestamp, last_data,
			last_data_index)
			last_data_index, order_begin_pos.mode)
			l2_log.debug(code, "执行买入成功")
			################下单成功处理################
			trade_result_manager.real_buy_success(code, cls.__TradePointManager)
			cancel_buy_strategy.set_real_place_position(code, local_today_datas.get(code)[-1]["index"],
			buy_single_index)
			order_begin_pos.buy_single_index)
			l2_log.debug(code, "处理买入成功")
			params_desc = cls.__l2PlaceOrderParamsManagerDict[code].get_buy_rank_desc()
			l2_log.debug(code, params_desc)
			@@ -570,7 +599,7 @@
			jx_blocks, jx_blocks_by = KPLCodeJXBlockManager().get_jx_blocks_cache(
			code), KPLCodeJXBlockManager().get_jx_blocks_cache(code, by=True)
			info = cls.__trade_log_placr_order_info_dict[code]
			info.set_buy_index(buy_single_index, buy_exec_index)
			info.set_buy_index(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
			if jx_blocks:
			info.set_kpl_blocks(list(jx_blocks))
			elif jx_blocks_by:
			@@ -666,10 +695,9 @@
			if sell1_time is not None and sell1_volumn > 0:
			# 获取执行位信息

			buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set, buy_volume_rate = cls.__get_order_begin_pos(
			code)
			buy_nums = num
			for i in range(buy_exec_index + 1, total_datas[-1]["index"] + 1):
			order_begin_pos = cls.__get_order_begin_pos(code)
			buy_nums = order_begin_pos.num
			for i in range(order_begin_pos.buy_exec_index + 1, total_datas[-1]["index"] + 1):
			_val = total_datas[i]["val"]
			# 涨停买
			if L2DataUtil.is_limit_up_price_buy(_val):
			@@ -783,11 +811,11 @@
			return False, True, f"尚未获取到当前成交价"
			if float(limit_up_price) - float(trade_price) > 0.00001:
			# 计算信号起始位置到当前的手数
			buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set, buy_volume_rate = cls.__get_order_begin_pos(
			order_begin_pos = cls.__get_order_begin_pos(
			code)
			num_operate_map = local_today_num_operate_map.get(code)
			total_num = 0
			for i in range(buy_single_index, total_data[-1]["index"] + 1):
			for i in range(order_begin_pos.buy_single_index, total_data[-1]["index"] + 1):
			data = total_data[i]
			val = data["val"]
			if not L2DataUtil.is_limit_up_price_buy(val):
			@@ -934,20 +962,21 @@
			@classmethod
			def cancel_buy(cls, code, msg=None, source="l2", cancel_index=None):
			# 是否是交易队列触发
			buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set, buy_volume_rate = cls.__get_order_begin_pos(
			order_begin_pos = cls.__get_order_begin_pos(
			code)
			total_datas = local_today_datas[code]
			if source == "trade_queue":
			# 交易队列触发的需要下单后5s
			if buy_exec_index is not None and buy_exec_index > 0:
			if order_begin_pos.buy_exec_index is not None and order_begin_pos.buy_exec_index > 0:
			now_time_str = tool.get_now_time_str()
			if tool.trade_time_sub(now_time_str, total_datas[buy_exec_index]["val"]["time"]) < 5:
			if tool.trade_time_sub(now_time_str, total_datas[order_begin_pos.buy_exec_index]["val"]["time"]) < 5:
			return False

			if code in cls.unreal_buy_dict:
			cls.unreal_buy_dict.pop(code)
			# 取消买入标识
			trade_result_manager.virtual_cancel_success(code, buy_single_index, buy_exec_index, total_datas)
			trade_result_manager.virtual_cancel_success(code, order_begin_pos.buy_single_index,
			order_begin_pos.buy_exec_index, total_datas)
			else:
			can_cancel, reason = cls.__can_cancel(code)
			if not can_cancel:
			@@ -962,7 +991,8 @@
			trade_record_log_util.add_cancel_msg_log(code, msg)
			cancel_result = cls.__cancel_buy(code)
			if cancel_result:
			trade_result_manager.real_cancel_success(code, buy_single_index, buy_exec_index, total_datas)
			trade_result_manager.real_cancel_success(code, order_begin_pos.buy_single_index,
			order_begin_pos.buy_exec_index, total_datas)
			l2_log.debug(code, "执行撤单结束，原因：{}", msg)
			return True

			@@ -993,42 +1023,55 @@
			total_datas = local_today_datas[code]

			# 获取买入信号计算起始位置
			buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set, buy_volume_rate = cls.__get_order_begin_pos(
			order_begin_pos = cls.__get_order_begin_pos(
			code)

			# 是否为新获取到的位置
			new_get_single = False
			buy_single_index = order_begin_pos.buy_single_index
			if buy_single_index is None:
			continue_count = cls.__l2PlaceOrderParamsManagerDict[code].get_begin_continue_buy_count()
			# 有买入信号
			has_single, _index = cls.__compute_order_begin_pos(code, max(
			(compute_start_index - continue_count - 1) if new_add else compute_start_index, 0), continue_count,
			compute_end_index)
			# 尝试计算快速成交信号
			has_single, _index, sell_info = cls.__compute_fast_order_begin_pos(code, compute_start_index,
			compute_end_index)
			if has_single:
			order_begin_pos.mode = OrderBeginPosInfo.MODE_FAST
			order_begin_pos.sell_info = sell_info
			elif _index is not None and _index < 0:
			continue_count = cls.__l2PlaceOrderParamsManagerDict[code].get_begin_continue_buy_count()
			# 有买入信号
			has_single, _index = cls.__compute_order_begin_pos(code, max(
			(compute_start_index - continue_count - 1) if new_add else compute_start_index, 0), continue_count,
			compute_end_index)
			order_begin_pos.mode = OrderBeginPosInfo.MODE_NORMAL
			# 如果买入信号与上次的买入信号一样就不能算新的信号
			if cls.__last_buy_single_dict.get(code) == _index:
			has_single = None
			_index = None
			if _index == 106:
			print("进入调试")
			buy_single_index = _index
			if has_single:
			cls.__last_buy_single_dict[code] = buy_single_index
			new_get_single = True
			num = 0
			count = 0
			l2_log.debug(code, "获取到买入信号起始点：{} ,计算范围：{}-{} ，量比：{}，数据：{}", buy_single_index, compute_start_index,
			compute_end_index, cls.volume_rate_info[code], total_datas[buy_single_index])
			order_begin_pos.num = 0
			order_begin_pos.count = 0
			order_begin_pos.buy_single_index = buy_single_index

			if sell_info:
			order_begin_pos.threshold_money = sell_info[1]
			l2_log.debug(code, "获取到买入信号起始点：{} ,计算范围：{}-{} ，量比：{}，数据：{} 模式：{}", buy_single_index,
			compute_start_index,
			compute_end_index, cls.volume_rate_info[code], total_datas[buy_single_index],
			order_begin_pos.mode)

			# _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time, "下单信号计算时间")

			if buy_single_index is None:
			if order_begin_pos.buy_single_index is None:
			# 未获取到买入信号，终止程序
			return None

			# 开始计算的位置
			start_process_index = max(buy_single_index, compute_start_index)
			start_process_index = max(order_begin_pos.buy_single_index, compute_start_index)
			if new_get_single:
			start_process_index = buy_single_index
			start_process_index = order_begin_pos.buy_single_index

			# _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time, "计算m值大单")

			@@ -1037,16 +1080,30 @@
			# _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time, "m值阈值计算")

			# 买入纯买额统计
			new_buy_exec_index, buy_nums, buy_count, rebegin_buy_pos, max_num_set_new = cls.__sum_buy_num_for_order_3(code,
			start_process_index,
			compute_end_index,
			num,
			count,
			threshold_money,
			buy_single_index,
			max_num_set)
			# _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time, "纯买额统计时间")
			new_buy_exec_index, buy_nums, buy_count, rebegin_buy_pos, max_num_set_new = None, None, None, None, []
			if order_begin_pos.mode == OrderBeginPosInfo.MODE_FAST:

			threshold_money = order_begin_pos.threshold_money
			new_buy_exec_index, buy_nums, buy_count, rebegin_buy_pos, threshold_money_new = cls.__sum_buy_num_for_order_fast(
			code,
			start_process_index,
			compute_end_index,
			order_begin_pos.num,
			order_begin_pos.count,
			threshold_money,
			order_begin_pos.buy_single_index)
			threshold_money = threshold_money_new
			order_begin_pos.threshold_money = threshold_money
			else:
			new_buy_exec_index, buy_nums, buy_count, rebegin_buy_pos, max_num_set_new = cls.__sum_buy_num_for_order_3(
			code,
			start_process_index,
			compute_end_index,
			order_begin_pos.num,
			order_begin_pos.count,
			threshold_money,
			order_begin_pos.buy_single_index,
			order_begin_pos.max_num_set)
			l2_log.debug(code, "m值-{} 量比:{} rebegin_buy_pos:{}", threshold_money, cls.volume_rate_info[code][0],
			rebegin_buy_pos)

			@@ -1058,14 +1115,20 @@
			return

			if new_buy_exec_index is not None:
			l2_log.debug(code, "获取到买入执行位置：{} m值：{} 纯买手数：{} 纯买单数：{} 数据：{} ,量比:{} ", new_buy_exec_index, threshold_money,
			l2_log.debug(code, "获取到买入执行位置：{} m值：{} 纯买手数：{} 纯买单数：{} 数据：{} ,量比:{} ,下单模式：{}", new_buy_exec_index,
			threshold_money,
			buy_nums,
			buy_count, total_datas[new_buy_exec_index], cls.volume_rate_info[code])
			cls.__save_order_begin_data(code, buy_single_index, new_buy_exec_index, new_buy_exec_index,
			buy_nums, buy_count, max_num_set_new,
			cls.volume_rate_info[code][0])
			buy_count, total_datas[new_buy_exec_index], cls.volume_rate_info[code], order_begin_pos.mode)
			cls.__save_order_begin_data(code, OrderBeginPosInfo(buy_single_index=buy_single_index,
			buy_exec_index=new_buy_exec_index,
			buy_compute_index=new_buy_exec_index,
			num=buy_nums, count=buy_count,
			max_num_set=max_num_set_new,
			buy_volume_rate=cls.volume_rate_info[code][0],
			mode=order_begin_pos.mode,
			sell_info=order_begin_pos.sell_info,
			threshold_money=threshold_money))
			cls.__LimitUpTimeManager.save_limit_up_time(code, total_datas[new_buy_exec_index]["val"]["time"])
			cls.__TradePointManager.delete_buy_cancel_point(code)
			l2_log.debug(code, "delete_buy_cancel_point")
			# 直接下单
			ordered = cls.__buy(code, capture_time, total_datas[-1], total_datas[-1]["index"], is_first_code)
			@@ -1082,25 +1145,26 @@
			else:
			# 未达到下单条件，保存纯买额，设置纯买额
			# 记录买入信号位置
			cls.__save_order_begin_data(code, buy_single_index, -1, compute_end_index, buy_nums, buy_count,
			max_num_set_new, None)
			cls.__save_order_begin_data(code, OrderBeginPosInfo(buy_single_index=buy_single_index, buy_exec_index=-1,
			buy_compute_index=compute_end_index, num=buy_nums,
			count=buy_count,
			max_num_set=max_num_set_new, mode=order_begin_pos.mode,
			sell_info=order_begin_pos.sell_info,
			threshold_money=threshold_money))
			_start_time = t.time()
			l2_data_log.l2_time_log(code, "__start_compute_buy 结束")

			# 获取下单起始信号
			@classmethod
			def __get_order_begin_pos(cls, code):
			buy_single_index, buy_exec_index, compute_index, num, count, max_num_set, volume_rate = cls.__TradePointManager.get_buy_compute_start_data_cache(
			def __get_order_begin_pos(cls, code) -> OrderBeginPosInfo:
			order_begin_pos = cls.__TradePointManager.get_buy_compute_start_data_cache(
			code)
			return buy_single_index, buy_exec_index, compute_index, num, count, max_num_set, volume_rate
			return order_begin_pos

			# 保存下单起始信号
			@classmethod
			def __save_order_begin_data(cls, code, buy_single_index, buy_exec_index, compute_index, num, count, max_num_set,
			volume_rate):
			cls.__TradePointManager.set_buy_compute_start_data(code, buy_single_index, buy_exec_index, compute_index, num,
			count,
			max_num_set, volume_rate)
			def __save_order_begin_data(cls, code, info: OrderBeginPosInfo):
			cls.__TradePointManager.set_buy_compute_start_data_v2(code, info)

			# 计算下单起始信号
			# compute_data_count 用于计算的l2数据数量
			@@ -1157,6 +1221,63 @@
			start = None

			return False, None

			# 快速买入法的信号位置查找
			@classmethod
			def __compute_fast_order_begin_pos(cls, code, start_index, end_index):
			limit_up_price = gpcode_manager.get_limit_up_price(code)
			if float(limit_up_price) >= 10:
			return False, -1, "股价大于10块"
			total_datas = local_today_datas[code]
			start_time_str = total_datas[start_index]["val"]["time"]
			if tool.trade_time_sub(start_time_str, "10:00:00") > 0:
			return False, -1, "超过规定时间"
			refer_sell_data = cls.__L2MarketSellManager.get_refer_sell_data(code, start_time_str)
			if refer_sell_data is None:
			return False, -1, "总卖为空"
			if cls.__L2MarketSellManager.is_refer_sell_time_used(code, refer_sell_data[0]):
			return False, -1, "总卖统计时间已被使用"
			# 是否大于500万
			if refer_sell_data[1] < 500 * 10000:
			return False, -1, "总卖小于指定金额"
			# 统计之前的卖
			threshold_money = refer_sell_data[1]
			for i in range(start_index - 1, -1, -1):
			val = total_datas[i]["val"]
			if tool.compare_time(val["time"], refer_sell_data[0]) <= 0:
			break
			if L2DataUtil.is_sell(val):
			threshold_money += val["num"] * int(float(val["price"]) * 100)
			elif L2DataUtil.is_sell_cancel(val):
			threshold_money -= val["num"] * int(float(val["price"]) * 100)
			# 是否为本秒的第一个涨停买
			for i in range(start_index, end_index + 1):
			data = total_datas[i]
			val = data['val']
			if not L2DataUtil.is_limit_up_price_buy(val):
			# 要统计卖与卖撤
			if L2DataUtil.is_sell(val):
			threshold_money += val["num"] * int(float(val["price"]) * 100)
			elif L2DataUtil.is_sell_cancel(val):
			threshold_money -= val["num"] * int(float(val["price"]) * 100)
			continue
			# 50 万以下的不需要
			if val["num"] * float(val["price"]) < 5000:
			continue
			# 是否为本s的第一次涨停
			is_first_limit_up = True
			for j in range(i - 1, -1, -1):
			temp_val = total_datas[j]["val"]
			if temp_val["time"] == val["time"]:
			if L2DataUtil.is_limit_up_price_buy(temp_val) and temp_val["num"] * float(
			temp_val["price"]) >= 5000:
			is_first_limit_up = True
			break
			else:
			break
			if is_first_limit_up:
			return True, i, [refer_sell_data[0], threshold_money]
			return False, None, None

			@classmethod
			def __get_threshmoney(cls, code):
			@@ -1296,6 +1417,105 @@

			return None, buy_nums, buy_count, None, max_buy_num_set

			# 返回(买入执行点, 总手, 总笔数, 从新计算起点, 纯买额阈值)
			# 计算快速买入
			@classmethod
			def __sum_buy_num_for_order_fast(cls, code, compute_start_index, compute_end_index, origin_num, origin_count,
			threshold_money_origin, buy_single_index):
			_start_time = t.time()
			total_datas = local_today_datas[code]
			# is_first_code = gpcode_manager.FirstCodeManager().is_in_first_record_cache(code)

			buy_nums = origin_num
			buy_count = origin_count
			limit_up_price = gpcode_manager.get_limit_up_price(code)
			if limit_up_price is None:
			raise Exception("涨停价无法获取")
			limit_up_price = float(limit_up_price)

			threshold_money = threshold_money_origin
			# 目标手数
			threshold_num = round(threshold_money / (limit_up_price * 100))

			buy_single_time_seconds = L2DataUtil.get_time_as_second(total_datas[buy_single_index]["val"]["time"])

			# 可以触发买，当有涨停买信号时才会触发买
			trigger_buy = True
			# 间隔最大时间为3s
			max_space_time = 3
			for i in range(compute_start_index, compute_end_index + 1):
			data = total_datas[i]
			_val = total_datas[i]["val"]
			trigger_buy = False
			# 必须为连续2秒内的数据
			if L2DataUtil.get_time_as_second(_val["time"]) - buy_single_time_seconds + 1 > max_space_time:
			cls.__TradePointManager.delete_buy_point(code)
			if i == compute_end_index:
			# 数据处理完毕
			return None, buy_nums, buy_count, None, threshold_money
			else:
			# 计算买入信号，不能同一时间开始计算
			for ii in range(buy_single_index + 1, compute_end_index + 1):
			if total_datas[buy_single_index]["val"]["time"] != total_datas[ii]["val"]["time"]:
			return None, buy_nums, buy_count, ii, threshold_money
			if L2DataUtil.is_sell(_val):
			threshold_money += _val["num"] * int(float(_val["price"]) * 100)
			threshold_num = round(threshold_money / (limit_up_price * 100))
			elif L2DataUtil.is_sell_cancel(_val):
			threshold_money -= _val["num"] * int(float(_val["price"]) * 100)
			threshold_num = round(threshold_money / (limit_up_price * 100))
			# 涨停买
			elif L2DataUtil.is_limit_up_price_buy(_val):
			trigger_buy = True
			# 只统计59万以上的金额
			buy_nums += int(_val["num"]) * int(total_datas[i]["re"])
			buy_count += int(total_datas[i]["re"])
			if buy_nums >= threshold_num:
			async_log_util.info(logger_l2_trade_buy,
			f"{code}获取到买入执行点(快速买入)：{i} 统计纯买手数：{buy_nums} 目标纯买手数：{threshold_num} 统计纯买单数：{buy_count}")
			elif L2DataUtil.is_limit_up_price_buy_cancel(_val):
			# 判断买入位置是否在买入信号之前
			buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data_v2(total_datas[i],
			local_today_buyno_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:
			buy_nums -= int(_val["num"]) * int(data["re"])
			buy_count -= int(data["re"])
			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"] == 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"])
			# 大单撤销
			l2_log.buy_debug(code, "{}数据买入位与预估买入位在同一秒", i)
			else:
			# 未找到买撤数据的买入点
			l2_log.buy_debug(code, "未找到买撤数据的买入点: 位置-{} 数据-{}", i, data)
			buy_nums -= int(_val["num"]) * int(total_datas[i]["re"])
			buy_count -= int(total_datas[i]["re"])
			l2_log.buy_debug(code, "位置-{}，总手数：{}，目标手数：{}", i,
			buy_nums, threshold_num)
			# 有撤单信号，且小于阈值
			if buy_nums >= threshold_num and trigger_buy:
			try:
			info = cls.__trade_log_placr_order_info_dict[code]
			info.set_trade_factor(threshold_money, 0, [])
			except Exception as e:
			async_log_util.error(logger_l2_error, f"记录交易因子出错：{str(e)}")

			return i, buy_nums, buy_count, None, threshold_money

			l2_log.buy_debug(code, "尚未获取到买入执行点(快速买入)，起始计算位置：{} 统计纯买手数：{} 目标纯买手数：{} 统计纯买单数：{}",
			compute_start_index,
			buy_nums,
			threshold_num, buy_count)

			return None, buy_nums, buy_count, None, threshold_money


			def test_trade_record():
			code = "000333"
			@@ -1328,8 +1548,10 @@
			if datas is None:
			datas = []
			l2.l2_data_util.local_today_datas[code] = datas[:191]
			l2.l2_data_util.load_buy_no_map(l2.l2_data_util.local_today_buyno_map,code, l2.l2_data_util.local_today_datas[code])
			l2.l2_data_util.load_canceled_buy_no_map(l2.l2_data_util.local_today_canceled_buyno_map, code, l2.l2_data_util.local_today_datas[code])
			l2.l2_data_util.load_buy_no_map(l2.l2_data_util.local_today_buyno_map, code,
			l2.l2_data_util.local_today_datas[code])
			l2.l2_data_util.load_canceled_buy_no_map(l2.l2_data_util.local_today_canceled_buyno_map, code,
			l2.l2_data_util.local_today_datas[code])
			start_index = 73
			end_index = 190
			LCancelBigNumComputer().compute_watch_index(code, start_index, end_index)