gp-server.git - Gitblit

			@@ -214,6 +214,7 @@
			__l2PlaceOrderParamsManagerDict = {}
			__last_buy_single_dict = {}
			__TradeBuyQueue = transaction_progress.TradeBuyQueue()
			__latest_process_unique_keys = {}

			# 获取代码评分
			@classmethod
			@@ -290,7 +291,7 @@
			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)
			DCancelBigNumComputer.set_real_order_index(code, place_order_index)
			DCancelBigNumComputer().set_real_order_index(code, place_order_index)
			__start_time = round(t.time() * 1000)
			if len(datas) > 0:
			cls.process_add_datas(code, datas, 0, __start_time)
			@@ -431,6 +432,13 @@
			# 处理已挂单
			@classmethod
			def __process_order(cls, code, start_index, end_index, capture_time, is_first_code, new_add=True):
			# 增加推出机制
			unique_key = f"{start_index}-{end_index}"
			if cls.__latest_process_unique_keys.get(code) == unique_key:
			logger_l2_error.error(f"重复处理数据：code-{code} start_index-{start_index} end_index-{end_index}")
			return
			cls.__latest_process_unique_keys[code] = unique_key

			# 计算安全笔数
			@dask.delayed
			def compute_safe_count():
			@@ -475,13 +483,13 @@
			_start_time = round(t.time() * 1000)
			# S撤单计算，看秒级大单撤单
			try:
			b_need_cancel, b_cancel_data = SecondCancelBigNumComputer.need_cancel(code, buy_single_index,
			buy_exec_index, start_index,
			end_index, total_data,
			code_volumn_manager.get_volume_rate_index(
			buy_volume_rate),
			cls.volume_rate_info[code][1],
			is_first_code)
			b_need_cancel, b_cancel_data = SecondCancelBigNumComputer().need_cancel(code, buy_single_index,
			buy_exec_index, start_index,
			end_index, total_data,
			code_volumn_manager.get_volume_rate_index(
			buy_volume_rate),
			cls.volume_rate_info[code][1],
			is_first_code)
			if b_need_cancel:
			return b_cancel_data, "S大单撤销比例触发阈值"
			except Exception as e:
			@@ -496,7 +504,7 @@
			def h_cancel():
			_start_time = round(t.time() * 1000)
			try:
			b_need_cancel, b_cancel_data = HourCancelBigNumComputer.need_cancel(code, buy_single_index,
			b_need_cancel, b_cancel_data = HourCancelBigNumComputer().need_cancel(code, buy_single_index,
			buy_exec_index, start_index,
			end_index, total_data,
			local_today_num_operate_map.get(
			@@ -518,7 +526,7 @@
			def l_cancel():
			_start_time = round(t.time() * 1000)
			try:
			b_need_cancel, b_cancel_data = LCancelBigNumComputer.need_cancel(code,
			b_need_cancel, b_cancel_data = LCancelBigNumComputer().need_cancel(code,
			buy_exec_index, start_index,
			end_index, total_data,
			local_today_num_operate_map.get(
			@@ -840,8 +848,8 @@
			trade_price = current_price_process_manager.get_trade_price(code)
			if trade_price is None:
			return False, True, f"尚未获取到当前成交价"
			if float(limit_up_price) - float(trade_price) > 0.02001:
			return False, False, f"当前成交价（{trade_price}）尚未在2档及以内"
			if float(limit_up_price) - float(trade_price) > 0.04001:
			return False, False, f"当前成交价（{trade_price}）尚未在4档及以内"

			# 判断成交进度是否距离我们的位置很近
			total_data = local_today_datas.get(code)
			@@ -892,13 +900,13 @@
			# 之前没有涨停过
			# 统计买入信号位到当前位置没有撤的大单金额
			min_money_w = l2_data_util.get_big_money_val(float(total_data[buy_single_index]["val"]["price"])) // 10000
			left_big_num = l2.cancel_buy_strategy.SecondCancelBigNumComputer.compute_left_big_num(code,
			buy_single_index,
			buy_exec_index,
			total_data[-1][
			"index"],
			total_data,
			0, min_money_w)
			left_big_num = l2.cancel_buy_strategy.SecondCancelBigNumComputer().compute_left_big_num(code,
			buy_single_index,
			buy_exec_index,
			total_data[-1][
			"index"],
			total_data,
			0, min_money_w)
			if left_big_num > 0:
			# 重新获取分数与分数索引
			limit_up_time = limit_up_time_manager.LimitUpTimeManager().get_limit_up_time_cache(code)
			@@ -1150,13 +1158,13 @@

			# 数据是否处理完毕
			if compute_index >= compute_end_index:
			need_cancel, cancel_data = SecondCancelBigNumComputer.need_cancel(code, buy_single_index,
			compute_index,
			buy_single_index, compute_index,
			total_datas, is_first_code,
			cls.volume_rate_info[code][1],
			cls.volume_rate_info[code][1],
			True)
			need_cancel, cancel_data = SecondCancelBigNumComputer().need_cancel(code, buy_single_index,
			compute_index,
			buy_single_index, compute_index,
			total_datas, is_first_code,
			cls.volume_rate_info[code][1],
			cls.volume_rate_info[code][1],
			True)
			_start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time,
			"S级大单处理耗时", force=True)
			l2_log.debug(code, "数据处理完毕，下单, 数据截图时间-{}", capture_time)
			@@ -1168,10 +1176,10 @@
			else:
			cls.__buy(code, capture_time, total_datas[compute_index], compute_index, is_first_code)
			else:
			SecondCancelBigNumComputer.need_cancel(code, buy_single_index, compute_index, buy_single_index,
			compute_index, total_datas, is_first_code,
			cls.volume_rate_info[code][1],
			cls.volume_rate_info[code][1], False)
			SecondCancelBigNumComputer().need_cancel(code, buy_single_index, compute_index, buy_single_index,
			compute_index, total_datas, is_first_code,
			cls.volume_rate_info[code][1],
			cls.volume_rate_info[code][1], False)

			_start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time,
			"S级大单处理耗时", force=True)