L2去除日志

Administrator

2024-04-24 b5722d08b369ec10f667eeec3e3040b1b4be2b16

 l2/l2_transaction_data_processor.py

@@ -1,20 +1,23 @@
import logging
import time

import constant
from code_attribute import gpcode_manager
from l2 import l2_data_util, l2_data_manager, transaction_progress
from l2.cancel_buy_strategy import FCancelBigNumComputer, LCancelBigNumComputer, LCancelRateManager, \
    GCancelBigNumComputer, SCancelBigNumComputer, HourCancelBigNumComputer
from l2.l2_data_manager_new import L2TradeDataProcessor
from l2.l2_data_util import L2DataUtil
from l2.l2_transaction_data_manager import HuaXinBuyOrderManager, HuaXinSellOrderStatisticManager
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
from trade import current_price_process_manager
from trade.deal_big_money_manager import DealOrderNoManager
import concurrent.futures


class HuaXinTransactionDatasProcessor:
    __statistic_thread_pool = concurrent.futures.ThreadPoolExecutor(max_workers=constant.HUAXIN_L2_MAX_CODES_COUNT + 2)
    __TradeBuyQueue = transaction_progress.TradeBuyQueue()

    # 计算成交进度
@@ -28,6 +31,27 @@
                buy_progress_index = buyno_map[buy_no]["index"]
                break
        return buy_progress_index

    @classmethod
    def statistic_big_order_infos(cls, code, datas):
        """
        统计大单成交
        @param code:
        @param datas:
        @return:
        """
        buy_datas = HuaXinBuyOrderManager.statistic_big_buy_data(code, datas)
        if buy_datas:
            BigOrderDealManager().add_buy_datas(code, buy_datas)

        sell_datas = HuaXinSellOrderStatisticManager.statistic_big_sell_data(code, datas)
        if sell_datas:
            BigOrderDealManager().add_sell_datas(code, sell_datas)

        if buy_datas or sell_datas:
            buy_money = BigOrderDealManager().get_total_buy_money(code)
            sell_money = BigOrderDealManager().get_total_sell_money(code)
            LCancelRateManager.set_big_num_deal_info(code, buy_money, sell_money)

    @classmethod
    def process_huaxin_transaction_datas(cls, code, datas):
@@ -76,28 +100,30 @@

            _start_time = time.time()
            # 计算已经成交的大单
            big_money_count = 0
            for d in datas:
                data = buyno_map.get(f"{d[6]}")
                buy_num = None
                if data:
                    buy_num = data["val"]["num"] * 100
                # 统计成交单
                deal_info = HuaXinBuyOrderManager.statistic_deal_desc(code, d, buy_num)
                if deal_info and deal_info[1]:
                    data = buyno_map.get(f"{deal_info[0]}")
                    print("已经成交索引：", data["index"])
                    val = data["val"]
                    if l2_data_util.is_big_money(val) and L2DataUtil.is_limit_up_price_buy(val):
                        big_money_count += 1
                        DealOrderNoManager().add_orderno(code, f"{deal_info[0]}")
                    # L后是否有成交，如果有成交就需要除去当前笔数，然后重新囊括一笔
                    LCancelBigNumComputer().add_deal_index(code, data["index"], order_begin_pos.buy_single_index)
            # big_money_count = 0
            # for d in datas:
            #     data = buyno_map.get(f"{d[6]}")
            #     buy_num = None
            #     if data:
            #         buy_num = data["val"]["num"] * 100
            #     # 统计成交单
            #     deal_info = HuaXinBuyOrderManager.statistic_deal_desc(code, d, buy_num)
            #     if deal_info and deal_info[1]:
            #         data = buyno_map.get(f"{deal_info[0]}")
            #         print("已经成交索引：", data["index"])
            #         val = data["val"]
            #         if l2_data_util.is_big_money(val) and L2DataUtil.is_limit_up_price_buy(val):
            #             big_money_count += 1
            #             DealOrderNoManager().add_orderno(code, f"{deal_info[0]}")
            #         # L后是否有成交，如果有成交就需要除去当前笔数，然后重新囊括一笔
            #         # 暂时不需要这种复杂的机制
            #         # LCancelBigNumComputer().add_deal_index(code, data["index"], order_begin_pos.buy_single_index)
            cls.__statistic_thread_pool.submit(cls.statistic_big_order_infos, code, datas)

            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)
            # if big_money_count > 0:
            #     LCancelRateManager.compute_big_num_deal_rate(code)

            buy_progress_index = cls.__compute_latest_trade_progress(code, buyno_map, datas)