| | |
| | | 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 |
| | |
| | | if order_begin_pos and order_begin_pos.mode == OrderBeginPosInfo.MODE_RADICAL: |
| | | 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) |
| | | |
| | |
| | | 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) |
| | | EveryLimitupBigDealOrderManager.open_limit_up(code, f"最新成交价:{datas[-1][1]}") |
| | | radical_buy_strategy.clear_data(code) |
| | | except: |
| | | pass |
| | |
| | | |
| | | _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: |
| | | hx_logger_l2_debug.error(f"统计大单出错:{str(e)}") |
| | | use_time_list.append(("统计买单数据", time.time() - _start_time)) |
| | | 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 |
| | |
| | | # 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}" |
| | |
| | | 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}") |