Administrator
2025-03-12 b37fe91f5eed9ac691a4ee9acaec506af1267506
l2/l2_transaction_data_manager.py
@@ -9,10 +9,9 @@
from db.redis_manager_delegate import RedisUtils
from l2 import l2_log
from l2.huaxin import l2_huaxin_util
from l2.l2_data_util import local_today_sellno_map, local_today_datas
from l2.place_order_single_data_manager import L2TradeSingleDataProcessor, L2TradeSingleDataManager
from log_module import async_log_util, log_export
from log_module import log_export
from log_module.log import hx_logger_l2_transaction_desc, hx_logger_l2_transaction_sell_order, hx_logger_l2_active_sell, \
    hx_logger_l2_transaction_big_buy_order, hx_logger_l2_transaction_big_sell_order, hx_logger_l2_upload
@@ -235,7 +234,7 @@
                        cls.__dealing_order_info_dict[code][7] += money
                else:
                    # 保存上一条数据
                    async_log_util.info(hx_logger_l2_transaction_desc, f"{code}#{cls.__dealing_order_info_dict[code]}")
                    l2_log.info(code, hx_logger_l2_transaction_desc, f"{code}#{cls.__dealing_order_info_dict[code]}")
                    # 设置最近成交完成的一条数据
                    deal_info = cls.__dealing_order_info_dict[code]
                    cls.__latest_deal_order_info_dict[code] = deal_info
@@ -325,7 +324,7 @@
                cls.__dealing_order_info_dict[code][2] += data[2] * data[1]
            else:
                # 保存上一条数据
                async_log_util.info(hx_logger_l2_transaction_desc, f"{code}#{cls.__dealing_order_info_dict[code]}")
                l2_log.info(code, hx_logger_l2_transaction_desc, f"{code}#{cls.__dealing_order_info_dict[code]}")
                # 设置最近成交完成的一条数据
                deal_info = cls.__dealing_order_info_dict[code]
                # 是否为大买单
@@ -466,6 +465,7 @@
        # 是否为主动卖
        def is_active_sell(sell_no, buy_no):
            return sell_no > buy_no
        f_start_time = time.time()
        use_time_list = []
        # q.append((data['SecurityID'], data['TradePrice'], data['TradeVolume'],
@@ -489,7 +489,8 @@
        __start_time = time.time()
        # 是否还有涨停卖剩下
        no_left_limit_up_sell = L2TradeSingleDataProcessor.process_passive_limit_up_sell_data(code, datas, limit_up_price)
        no_left_limit_up_sell = L2TradeSingleDataProcessor.process_passive_limit_up_sell_data(code, datas,
                                                                                              limit_up_price)
        use_time = time.time() - __start_time
        __start_time = time.time()
        use_time_list.append(("处理涨停卖", use_time))
@@ -622,8 +623,8 @@
        use_time = time.time() - f_start_time
        if use_time > 0.01:
            async_log_util.info(hx_logger_l2_upload,
                                f"{code}处理成交详细用时:{use_time} 数据数量:{len(datas)}  详情:{use_time_list}")
            l2_log.info(code, hx_logger_l2_upload,
                        f"{code}处理成交详细用时:{use_time} 数据数量:{len(datas)}  详情:{use_time_list}")
        return total_sell_info
    # 获取最近成交数据