Administrator
2024-09-23 99cc81fca997dc7b73c5ac00ad47a60cf590d0ff
l2/l2_transaction_data_processor.py
@@ -14,6 +14,7 @@
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_limitup_sell_data_manager import L2LimitUpSellDataManager
from l2.l2_transaction_data_manager import HuaXinBuyOrderManager, HuaXinSellOrderStatisticManager, BigOrderDealManager
from log_module import async_log_util
from log_module.log import hx_logger_l2_debug, logger_l2_trade_buy_queue, logger_debug, hx_logger_l2_upload
@@ -108,6 +109,11 @@
                                current_price_process_manager.set_latest_not_limit_up_time(code,
                                                                                           l2_huaxin_util.convert_time(
                                                                                               d[3], with_ms=True))
                        else:
                            # 主动卖(板上)
                            if d[1] == limit_up_price:
                                L2LimitUpSellDataManager.clear_data(code)
                                break
                except:
                    pass
@@ -141,12 +147,14 @@
                    # GCancelBigNumComputer().set_big_sell_order_info(code, big_sell_order_info)
                    use_time_list.append(("处理卖单相关撤数据", time.time() - _start_time))
                    _start_time = time.time()
                # 统计涨停卖成交
                HuaXinSellOrderStatisticManager.statistic_total_deal_volume(code, datas, limit_up_price)
                use_time_list.append(("统计成交量数据", time.time() - _start_time))
            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)
            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))