gp-server.git - Gitblit

			@@ -6,7 +6,7 @@
			from cancel_strategy.s_l_h_cancel_strategy import LCancelBigNumComputer, LCancelRateManager
			from cancel_strategy.s_l_h_cancel_strategy import SCancelBigNumComputer
			from code_attribute import gpcode_manager
			from l2 import l2_data_util, l2_data_manager, transaction_progress
			from l2 import l2_data_util, l2_data_manager, transaction_progress, l2_log
			from l2.cancel_buy_strategy import FCancelBigNumComputer, \
			NewGCancelBigNumComputer, \
			NBCancelBigNumComputer
			@@ -21,7 +21,8 @@
			from trade import current_price_process_manager, trade_constant
			import concurrent.futures

			from trade.radical_buy_data_manager import RedicalBuyDataManager
			from trade.buy_radical import radical_buy_strategy
			from trade.buy_radical.radical_buy_data_manager import RadicalBuyDataManager, EveryLimitupBigDealOrderManager
			from utils import tool


			@@ -51,25 +52,32 @@
			@param datas:
			@return:
			"""
			limit_up_price = round(float(gpcode_manager.get_limit_up_price(code)), 2)
			limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
			buy_datas, bigger_buy_datas = HuaXinBuyOrderManager.statistic_big_buy_data(code, datas, limit_up_price)
			if buy_datas:
			BigOrderDealManager().add_buy_datas(code, buy_datas)
			active_big_buy_orders = []
			if buy_datas:
			for x in buy_datas:
			if x[0] > x[6]:
			# (买单号, 成交金额, 最后成交时间)
			active_big_buy_orders.append((x[0], x[2], x[4]))
			EveryLimitupBigDealOrderManager.add_big_buy_order_deal(code, active_big_buy_orders)
			try:
			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
			buyno_map = l2_data_util.local_today_buyno_map.get(code)
			if buyno_map:
			for buy_data in bigger_buy_datas:
			order_no = f"{buy_data[0]}"
			if order_no in buyno_map:
			LCancelBigNumComputer().add_deal_index(code, buyno_map[order_no]["index"],
			order_begin_pos.buy_single_index)
			if bigger_buy_datas:
			# 有大于50w的大单成交
			buyno_map = l2_data_util.local_today_buyno_map.get(code)
			if buyno_map:
			for buy_data in bigger_buy_datas:
			order_no = f"{buy_data[0]}"
			if order_no in buyno_map:
			LCancelBigNumComputer().add_deal_index(code, buyno_map[order_no]["index"],
			order_begin_pos.buy_single_index)
			except Exception as e:
			logger_debug.exception(e)

			@@ -89,8 +97,13 @@
			# 设置成交价
			try:
			current_price_process_manager.set_trade_price(code, datas[-1][1])
			if limit_up_price > datas[-1][1]:
			# 没有涨停
			EveryLimitupBigDealOrderManager.open_limit_up(code, f"最新成交价：{datas[-1][1]}")
			radical_buy_strategy.clear_data(code)
			except:
			pass

			total_datas = l2_data_util.local_today_datas.get(code)
			use_time_list = []
			try:
			@@ -101,6 +114,19 @@
			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)
			use_time_list.append(("统计涨停卖成交", time.time() - _start_time))
			_start_time = time.time()
			# 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:
			async_log_util.error(hx_logger_l2_debug, f"统计大单出错：{str(e)}")
			use_time_list.append(("统计大单数据", time.time() - _start_time))
			_start_time = time.time()

			big_sell_order_info = None
			try:
			@@ -125,13 +151,17 @@
			# 统计卖单
			big_sell_order_info = HuaXinSellOrderStatisticManager.add_transaction_datas(code, datas, limit_up_price)

			use_time_list.append(("处理卖单成交数据", time.time() - _start_time))
			_start_time = time.time()
			use_time_list.append(("处理卖单成交数据", _start_time - __start_time))

			if is_placed_order:

			need_cancel, cancel_msg = SCancelBigNumComputer().set_big_sell_order_info_for_cancel(code,
			big_sell_order_info,
			order_begin_pos)
			LCancelBigNumComputer().set_big_sell_order_info(code, big_sell_order_info)

			# need_cancel, cancel_msg = SCancelBigNumComputer().set_big_sell_order_info_for_cancel(code,
			# big_sell_order_info,
			# order_begin_pos)
			need_cancel, cancel_msg = False, ""
			cancel_type = None
			if need_cancel:
			cancel_msg = f"S撤:{cancel_msg}"
			@@ -139,11 +169,11 @@
			if not need_cancel:
			need_cancel, cancel_msg = FCancelBigNumComputer().need_cancel_for_p(code,
			order_begin_pos)
			cancel_type = trade_constant.CANCEL_TYPE_F
			cancel_type = trade_constant.CANCEL_TYPE_P
			# 判断时间是否与本地时间相差5s以上
			if tool.trade_time_sub(tool.get_now_time_str(), l2_huaxin_util.convert_time(datas[-1][3])) > 10:
			now_seconds = int(tool.get_now_time_str().replace(":", ""))
			if now_seconds < int("093200"): # or int("130000") <= now_seconds < int("130200"):
			if now_seconds < int("093100"): # or int("130000") <= now_seconds < int("130200"):
			need_cancel, cancel_msg = True, f"成交时间与本地时间相差10S以上，{l2_huaxin_util.convert_time(datas[-1][3])}"
			cancel_type = trade_constant.CANCEL_TYPE_L2_DELAY
			if need_cancel:
			@@ -158,11 +188,7 @@
			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)
			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))
			_start_time = time.time()
			# if big_money_count > 0:
			# LCancelRateManager.compute_big_num_deal_rate(code)
			@@ -197,7 +223,8 @@
			try:
			cancel_result = FCancelBigNumComputer().need_cancel_for_w(code)
			if cancel_result[0]:
			L2TradeDataProcessor.cancel_buy(code, f"W撤:{cancel_result[1]}", cancel_type=trade_constant.CANCEL_TYPE_W)
			L2TradeDataProcessor.cancel_buy(code, f"W撤:{cancel_result[1]}",
			cancel_type=trade_constant.CANCEL_TYPE_W)
			except:
			pass

			@@ -218,5 +245,5 @@
			finally:
			use_time = int((time.time() - __start_time) * 1000)
			if use_time > 5:
			async_log_util.info(hx_logger_l2_upload,
			f"{code}处理成交用时：{use_time} 数据数量：{len(datas)} 详情:{use_time_list}")
			l2_log.info(code, hx_logger_l2_upload,
			f"{code}处理成交用时：{use_time} 数据数量：{len(datas)} 详情:{use_time_list}")