bug修改

Administrator

2023-08-28 ba52d7ac92a36f413eacaa686f8535e859664ec6

 l2/l2_data_manager_new.py

@@ -7,6 +7,7 @@
import constant
from db.redis_manager_delegate import RedisUtils
from l2.huaxin import l2_huaxin_util, huaxin_delegate_postion_manager
from log_module import async_log_util
from third_data import kpl_data_manager, block_info
from trade.deal_big_money_manager import DealComputeProgressManager
from utils import global_util, ths_industry_util, tool
@@ -311,8 +312,9 @@
            # 获取下单位置
            place_order_index = huaxin_delegate_postion_manager.get_l2_place_order_position(code, datas)
            if place_order_index:
                logger_l2_process.info("code:{} 获取到下单真实位置：{}", code, place_order_index)
                cls.__DCancelBigNumComputer.set_real_order_index(code, place_order_index)
                cls.__SecondCancelBigNumComputer.set_real_place_order_index(code, place_order_index)
                async_log_util.info(logger_l2_process, "code:{} 获取到下单真实位置：{}", code, place_order_index)
            __start_time = round(t.time() * 1000)
            if len(datas) > 0:
                cls.process_add_datas(code, datas, 0, __start_time)
@@ -416,9 +418,10 @@
                    if l2.l2_data_util.L2DataUtil.is_same_time(now_time_str, latest_time):
                        cls.__process_not_order(code, start_index, end_index, capture_timestamp, is_first_code)

            logger_l2_process.info("code:{} 处理数据范围: {}-{} 处理时间:{} 截图时间戳：{}", code, add_datas[0]["index"],
                                   add_datas[-1]["index"], round(t.time() * 1000) - __start_time,
                                   capture_timestamp)
            async_log_util.info(logger_l2_process, "code:{} 处理数据范围: {}-{} 处理时间:{} 截图时间戳：{}", code,
                                add_datas[0]["index"],
                                add_datas[-1]["index"], round(t.time() * 1000) - __start_time,
                                capture_timestamp)
            # __start_time = l2_data_log.l2_time(code, round(t.time() * 1000) - __start_time,
            #                                    "l2数据处理时间")

@@ -545,8 +548,8 @@

        # 依次处理
        cancel_data, cancel_msg = s_cancel(buy_single_index, buy_exec_index)
        if not cancel_data:
            cancel_data, cancel_msg = h_cancel(buy_single_index, buy_exec_index)
        # if not cancel_data:
        #     cancel_data, cancel_msg = h_cancel(buy_single_index, buy_exec_index)
        if not cancel_data:
            cancel_data, cancel_msg = l_cancel(buy_single_index, buy_exec_index)
        # l2_log.debug(code, "撤单计算结束")
@@ -1152,10 +1155,6 @@
    @classmethod
    def __sum_buy_num_for_order_3(cls, code, compute_start_index, compute_end_index, origin_num, origin_count,
                                  threshold_money, buy_single_index, max_num_set):
        def get_threshold_count():
            count = threshold_count
            return count

        _start_time = t.time()
        total_datas = local_today_datas[code]
        # is_first_code = gpcode_manager.FirstCodeManager().is_in_first_record_cache(code)
@@ -1213,9 +1212,9 @@
                    # 只统计59万以上的金额
                    buy_nums += int(_val["num"]) * int(total_datas[i]["re"])
                    buy_count += int(total_datas[i]["re"])
                    if buy_nums >= threshold_num and buy_count >= get_threshold_count():
                        logger_l2_trade_buy.info(
                            f"{code}获取到买入执行点：{i} 统计纯买手数：{buy_nums} 目标纯买手数：{threshold_num} 统计纯买单数：{buy_count} 目标纯买单数：{get_threshold_count()}, 大单数量：{len(max_buy_num_set)}")
                    if buy_nums >= threshold_num and buy_count >= threshold_count:
                        async_log_util.info(logger_l2_trade_buy,
                                            f"{code}获取到买入执行点：{i} 统计纯买手数：{buy_nums} 目标纯买手数：{threshold_num} 统计纯买单数：{buy_count} 目标纯买单数：{threshold_count}, 大单数量：{len(max_buy_num_set)}")
            elif L2DataUtil.is_limit_up_price_buy_cancel(_val):
                if _val["num"] >= bigger_num:
                    # 只统计59万以上的金额
@@ -1254,13 +1253,13 @@
            for i in max_buy_num_set:
                max_buy_num_set_count += total_datas[i]["re"]
            # 有撤单信号，且小于阈值
            if buy_nums >= threshold_num and buy_count >= get_threshold_count() and trigger_buy and max_buy_num_set_count >= big_num_count:
            if buy_nums >= threshold_num and buy_count >= threshold_count and trigger_buy and max_buy_num_set_count >= big_num_count:
                return i, buy_nums, buy_count, None, max_buy_num_set

        l2_log.buy_debug(code, "尚未获取到买入执行点，起始计算位置：{} 统计纯买手数：{} 目标纯买手数：{}  统计纯买单数：{} 目标纯买单数：{} 大单数量：{} 目标大单数量：{}",
                         compute_start_index,
                         buy_nums,
                         threshold_num, buy_count, get_threshold_count(), max_buy_num_set_count, big_num_count)
                         threshold_num, buy_count, threshold_count, max_buy_num_set_count, big_num_count)

        return None, buy_nums, buy_count, None, max_buy_num_set