bug修复

Administrator

2025-06-03 c4ed4da4ac8b8bc24e0a3ed0e782e9248b4a511c

 l2/l2_transaction_data_processor.py

@@ -33,6 +33,8 @@
class HuaXinTransactionDatasProcessor:
    __statistic_thread_pool = concurrent.futures.ThreadPoolExecutor(max_workers=constant.HUAXIN_L2_MAX_CODES_COUNT + 2)
    __TradeBuyQueue = transaction_progress.TradeBuyQueue()
    # 非涨停成交时间
    __not_limit_up_time_dict = {}

    # 计算成交进度
    @classmethod
@@ -61,7 +63,10 @@
        """

        def statistic_big_buy_data():
            use_time_list = []
            __start_time = time.time()
            buy_datas, bigger_buy_datas = HuaXinBuyOrderManager.statistic_big_buy_data(code, fdatas, limit_up_price)
            use_time_list.append((time.time() - __start_time, "买单统计"))
            if buy_datas:
                BigOrderDealManager().add_buy_datas(code, buy_datas)
                active_big_buy_orders = []
@@ -71,6 +76,7 @@
                            # (买单号, 成交金额, 最后成交时间)
                            active_big_buy_orders.append((x[0], x[2], x[4]))
                EveryLimitupBigDealOrderManager.add_big_buy_order_deal(code, active_big_buy_orders)
                use_time_list.append((time.time() - __start_time, "买单统计结果处理"))
            try:
                is_placed_order = l2_data_manager.TradePointManager.is_placed_order(order_begin_pos)
                if is_placed_order:
@@ -88,12 +94,22 @@
                                                                           order_begin_pos.buy_single_index)
            except Exception as e:
                logger_debug.exception(e)
            if use_time_list and use_time_list[-1][0] > 0.005:
                l2_log.info(code, hx_logger_l2_upload,
                            f"买单统计+处理耗时：{use_time_list[-1][0]}  详情:{use_time_list}")

            return buy_datas

        def statistic_big_sell_data():
            use_time_list = []
            __start_time = time.time()
            sell_datas = HuaXinSellOrderStatisticManager.statistic_big_sell_data(code, fdatas)
            if sell_datas:
                BigOrderDealManager().add_sell_datas(code, sell_datas)
            use_time_list.append((time.time() - __start_time, "卖单统计"))
            if use_time_list and use_time_list[-1][0] > 0.005:
                l2_log.info(code, hx_logger_l2_upload,
                            f"卖单统计+处理耗时：{use_time_list[-1][0]}  详情:{use_time_list}")
            return sell_datas

        def statistic_big_data(f1_, f2_):
@@ -102,7 +118,7 @@

        limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)

        if len(fdatas) > 100:
        if False and len(fdatas) > 100:
            # 并行处理买单与卖单
            # 超过100条数据才需要并行处理
            f1 = dask.delayed(statistic_big_buy_data)()
@@ -137,16 +153,23 @@
        temp_time_dict.clear()

        __start_time = time.time()
        limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
        # 设置成交价
        try:
            current_price_process_manager.set_trade_price(code, fdatas[-1][0][1])
            if not fdatas[-1][2]:
                # 没有涨停
                EveryLimitupBigDealOrderManager.open_limit_up(code, f"最新成交价：{fdatas[-1][0][1]}")
                radical_buy_strategy.clear_data(code, msg=f"没有涨停：{fdatas[-1][0]}")
        except:
            pass
                if code not in cls.__not_limit_up_time_dict:
                    cls.__not_limit_up_time_dict[code] = fdatas[-1][5]
                last_time = cls.__not_limit_up_time_dict[code]
                # 炸板时间持续500ms以上算炸板
                if tool.trade_time_sub_with_ms(fdatas[-1][5], last_time) > 500:
                    # 没有涨停
                    EveryLimitupBigDealOrderManager.open_limit_up(code, f"最新成交价：{fdatas[-1][0][1]}")
                    radical_buy_strategy.clear_data(code, msg=f"没有涨停：{fdatas[-1][0]}")
            else:
                if code in cls.__not_limit_up_time_dict:
                    cls.__not_limit_up_time_dict.pop(code)
        except Exception as e:
            async_log_util.error(logger_debug, f"L2成交开板计算错误：{str(e)}")

        total_datas = l2_data_util.local_today_datas.get(code)
        use_time_list = []
@@ -174,21 +197,12 @@
            _start_time = time.time()

            try:
                last_data = fdatas[-1]
                # 统计上板时间
                try:
                    for d in fdatas:
                        if d[1]:
                            # 主动买
                            if d[2]:
                                # 涨停
                                current_price_process_manager.set_latest_not_limit_up_time(code, d[5])
                        else:
                            # 主动卖（板上）
                            if d[2]:
                                L2LimitUpSellDataManager.clear_data(code)
                                break
                except:
                    pass
                if last_data[1] and last_data[2]:
                    current_price_process_manager.set_latest_not_limit_up_time(code, last_data[5])
                if not last_data[1] and last_data[2]:
                    L2LimitUpSellDataManager.clear_data(code)
                big_sell_order_info = None
                # 统计卖单
                big_sell_order_info = HuaXinSellOrderStatisticManager.statistic_continue_limit_up_sell_transaction_datas(