gp-server.git - Gitblit

			@@ -1,9 +1,10 @@
			import logging
			import time

			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, DCancelBigNumComputer
			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
			@@ -30,18 +31,13 @@

			@classmethod
			def process_huaxin_transaction_datas(cls, code, datas):
			__start_time = time.time()
			# 设置成交价
			current_price_process_manager.set_trade_price(code, datas[-1][1])
			total_datas = l2_data_util.local_today_datas.get(code)
			__start_time = time.time()
			use_time_list = []
			try:
			buyno_map = l2_data_util.local_today_buyno_map.get(code)
			# 暂时不需要重新加载获取
			# if not buyno_map:
			# if trade_manager.CodesTradeStateManager().get_trade_state_cache(
			# code) != trade_manager.TRADE_STATE_NOT_TRADE:
			# l2_data_util.load_l2_data(code)
			# buyno_map = l2_data_util.local_today_buyno_map.get(code)
			if buyno_map is None:
			buyno_map = {}

			@@ -51,27 +47,34 @@

			big_sell_order_info = None
			try:
			limit_up_price = gpcode_manager.get_limit_up_price(code)
			if limit_up_price:
			limit_up_price = round(float(limit_up_price), 2)
			# 统计卖单
			big_sell_order_info = HuaXinSellOrderStatisticManager.add_transaction_datas(code, datas,
			order_begin_pos.buy_exec_index if is_placed_order else None)
			need_cancel, cancel_msg = SCancelBigNumComputer().set_big_sell_order_info_for_cancel(code,
			big_sell_order_info,
			order_begin_pos)
			if need_cancel:
			cancel_msg = f"S撤:{cancel_msg}"
			big_sell_order_info = HuaXinSellOrderStatisticManager.add_transaction_datas(code, datas, limit_up_price)

			if not need_cancel:
			need_cancel, cancel_msg = FCancelBigNumComputer().need_cancel_for_p(code, big_sell_order_info,
			order_begin_pos)
			_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)
			if need_cancel:
			cancel_msg = f"S撤:{cancel_msg}"
			if not need_cancel:
			need_cancel, cancel_msg = FCancelBigNumComputer().need_cancel_for_p(code, big_sell_order_info,
			order_begin_pos)
			if need_cancel:
			L2TradeDataProcessor.cancel_buy(code, cancel_msg)

			if need_cancel:
			L2TradeDataProcessor.cancel_buy(code, cancel_msg)

			GCancelBigNumComputer().set_big_sell_order_info(code, big_sell_order_info)
			# GCancelBigNumComputer().set_big_sell_order_info(code, big_sell_order_info)
			use_time_list.append(("处理卖单相关撤数据", time.time() - _start_time))
			_start_time = time.time()
			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()
			# 计算已经成交的大单
			big_money_count = 0
			for d in datas:
			@@ -89,7 +92,11 @@
			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)
			# 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)

			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)

			@@ -98,27 +105,33 @@
			if buy_progress_index is not None:
			buy_progress_index_changed = cls.__TradeBuyQueue.set_traded_index(code, buy_progress_index,
			total_datas)

			async_log_util.info(logger_l2_trade_buy_queue, "获取成交位置成功： code-{} index-{}", code,
			buy_progress_index)
			if is_placed_order:
			GCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index,
			buy_progress_index)
			LCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index,
			buy_progress_index,
			total_datas)
			cancel_result = FCancelBigNumComputer().need_cancel_for_deal_fast(code, buy_progress_index)
			if cancel_result[0]:
			L2TradeDataProcessor.cancel_buy(code, f"F撤:{cancel_result[1]}")

			GCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index, buy_progress_index)

			LCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index, buy_progress_index,
			total_datas)
			if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:
			SCancelBigNumComputer().set_transaction_index(code, order_begin_pos.buy_single_index,
			buy_progress_index)
			HourCancelBigNumComputer().set_transaction_index(code, order_begin_pos.buy_single_index,
			buy_progress_index)
			else:
			pass
			if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:
			if is_placed_order:
			# 触发L撤上重新计算
			LCancelBigNumComputer().re_compute_l_up_watch_indexes(code, order_begin_pos.buy_single_index)
			use_time_list.append(("处理成交进度相关撤", time.time() - _start_time))

			except Exception as e:
			logging.exception(e)
			hx_logger_l2_debug.exception(e)
			finally:
			use_time = int((time.time() - __start_time) * 1000)
			if use_time > 10:
			async_log_util.info(hx_logger_l2_upload, f"{code}处理成交用时：{use_time}")
			if use_time > 5:
			async_log_util.info(hx_logger_l2_upload, f"{code}处理成交用时：{use_time} 详情:{use_time_list}")