| | |
| | | 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 |
| | | |
| | |
| | | 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 |
| | |
| | | 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 |
| | |
| | | # 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'], |
| | |
| | | |
| | | __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)) |
| | |
| | | |
| | | 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 |