gp-server.git - Gitblit

			@@ -1,35 +1,34 @@
			import cProfile
			import logging
			import random
			import time as t

			from code_attribute import big_money_num_manager, code_volumn_manager, code_data_util, industry_codes_sort, \
			limit_up_time_manager, global_data_loader, gpcode_manager
			limit_up_time_manager, global_data_loader, gpcode_manager, code_nature_analyse
			import constant
			from db.redis_manager_delegate import RedisUtils
			from l2.huaxin import l2_huaxin_util, huaxin_delegate_postion_manager
			from l2.l2_sell_manager import L2MarketSellManager
			from log_module import async_log_util, log_export
			from third_data import kpl_data_manager, block_info
			from utils import global_util, ths_industry_util, tool
			import l2_data_util
			from db import redis_manager
			from third_data.code_plate_key_manager import CodePlateKeyBuyManager
			from db import redis_manager_delegate as redis_manager
			from third_data.code_plate_key_manager import CodePlateKeyBuyManager, KPLCodeJXBlockManager
			from trade import trade_manager, trade_queue_manager, l2_trade_factor, l2_trade_util, \
			trade_result_manager, first_code_score_manager, current_price_process_manager
			from l2 import safe_count_manager, l2_data_manager, l2_data_log, l2_log, l2_data_source_util, code_price_manager, \
			transaction_progress
			from l2.cancel_buy_strategy import SecondCancelBigNumComputer, HourCancelBigNumComputer, L2LimitUpMoneyStatisticUtil, \
			L2LimitUpSellStatisticUtil, DCancelBigNumComputer, LCancelBigNumComputer
			from l2.l2_data_manager import L2DataException, TradePointManager
			trade_result_manager, current_price_process_manager, trade_data_manager, trade_huaxin, trade_record_log_util
			from l2 import l2_data_manager, l2_log, l2_data_source_util, code_price_manager, \
			transaction_progress, cancel_buy_strategy, l2_data_log
			from l2.cancel_buy_strategy import SecondCancelBigNumComputer, HourCancelBigNumComputer, DCancelBigNumComputer, \
			LCancelBigNumComputer, LatestCancelIndexManager, FastCancelBigNumComputer
			from l2.l2_data_manager import L2DataException, OrderBeginPosInfo
			from l2.l2_data_util import local_today_datas, L2DataUtil, local_today_num_operate_map, local_today_buyno_map, \
			local_latest_datas
			local_latest_datas, local_today_canceled_buyno_map
			import l2.l2_data_util
			from log_module.log import logger_l2_trade_buy, logger_l2_process, \
			logger_place_order_score, logger_l2_error
			from log_module.log import logger_l2_trade_buy, logger_l2_process, logger_l2_error, logger_debug

			# TODO l2数据管理
			from trade.trade_data_manager import CodeActualPriceProcessor

			import dask

			from trade.trade_manager import TradeTargetCodeModeManager
			from trade.trade_manager import TradeTargetCodeModeManager, AccountAvailableMoneyManager


			class L2DataManager:
			@@ -54,56 +53,103 @@


			# m值大单处理


			class L2BigNumForMProcessor:
			_db = 1
			_redis_manager = redis_manager.RedisManager(1)
			m_big_money_begin_cache = {}
			m_big_money_process_index_cache = {}
			__instance = None

			def __init__(self):
			self._redis_manager = redis_manager.RedisManager(1)
			def __new__(cls, args, *kwargs):
			if not cls.__instance:
			cls.__instance = super(L2BigNumForMProcessor, cls).__new__(cls, args, *kwargs)
			cls.__load_datas()
			return cls.__instance

			def __get_redis(self):
			return self._redis_manager.getRedis()
			@classmethod
			def __get_redis(cls):
			return cls._redis_manager.getRedis()

			@classmethod
			def __load_datas(cls):
			_redis = cls._redis_manager.getRedis()
			try:
			keys = RedisUtils.keys(_redis, "m_big_money_begin-*")
			for k in keys:
			code = k.split("-")[-1]
			val = RedisUtils.get(_redis, k)
			tool.CodeDataCacheUtil.set_cache(cls.m_big_money_begin_cache, code, int(val))

			keys = RedisUtils.keys(_redis, "m_big_money_process_index-*")
			for k in keys:
			code = k.split("-")[-1]
			val = RedisUtils.get(_redis, k)
			tool.CodeDataCacheUtil.set_cache(cls.m_big_money_process_index_cache, code, int(val))



			finally:
			RedisUtils.realse(_redis)

			# 保存计算开始位置
			def set_begin_pos(self, code, index):
			if self.__get_begin_pos(code) is None:
			if self.__get_begin_pos_cache(code) is None:
			tool.CodeDataCacheUtil.set_cache(self.m_big_money_begin_cache, code, index)
			# 保存位置
			key = "m_big_money_begin-{}".format(code)
			self.__get_redis().setex(key, tool.get_expire(), index)
			RedisUtils.setex_async(self._db, key, tool.get_expire(), index)

			# 获取计算开始位置
			def __get_begin_pos(self, code):
			key = "m_big_money_begin-{}".format(code)
			val = self.__get_redis().get(key)
			val = RedisUtils.get(self.__get_redis(), key)
			if val is None:
			return None
			return int(val)

			def __get_begin_pos_cache(self, code):
			cache_result = tool.CodeDataCacheUtil.get_cache(self.m_big_money_begin_cache, code)
			if cache_result[0]:
			return cache_result[1]
			return None

			# 清除已经处理的数据
			def clear_processed_end_index(self, code):
			tool.CodeDataCacheUtil.clear_cache(self.m_big_money_process_index_cache, code)
			key = "m_big_money_process_index-{}".format(code)
			self.__get_redis().delete(key)
			RedisUtils.delete_async(self._db, key)

			# 添加已经处理过的单
			def __set_processed_end_index(self, code, index):
			tool.CodeDataCacheUtil.set_cache(self.m_big_money_process_index_cache, code, index)
			key = "m_big_money_process_index-{}".format(code)
			self.__get_redis().setex(key, tool.get_expire(), index)
			RedisUtils.setex_async(self._db, key, tool.get_expire(), index)

			# 是否已经处理过
			def __get_processed_end_index(self, code):
			key = "m_big_money_process_index-{}".format(code)
			val = self.__get_redis().get(key)
			val = RedisUtils.get(self.__get_redis(), key)
			if val is None:
			return None
			return int(val)

			def __get_processed_end_index_cache(self, code):
			cache_result = tool.CodeDataCacheUtil.get_cache(self.m_big_money_process_index_cache, code)
			if cache_result[0]:
			return cache_result[1]
			return None

			# 处理大单
			def process(self, code, start_index, end_index, limit_up_price):

			begin_pos = self.__get_begin_pos(code)
			begin_pos = self.__get_begin_pos_cache(code)
			if begin_pos is None:
			# 没有获取到开始买入信号
			return
			# 上次处理到的坐标
			processed_index = self.__get_processed_end_index(code)
			processed_index = self.__get_processed_end_index_cache(code)
			if processed_index is None:
			processed_index = 0
			if processed_index >= end_index:
			@@ -123,9 +169,9 @@
			# 如果是涨停买撤信号需要看数据位置是否比开始处理时间早
			if L2DataUtil.is_limit_up_price_buy_cancel(data["val"]):
			# 获取买入信号
			buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data(code, total_datas[i],
			local_today_num_operate_map.get(
			code))
			buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data_v2(total_datas[i],
			local_today_buyno_map.get(
			code))
			if buy_index is not None and buy_index < begin_pos:
			continue

			@@ -156,14 +202,34 @@
			class L2TradeDataProcessor:
			unreal_buy_dict = {}
			volume_rate_info = {}
			l2BigNumForMProcessor = L2BigNumForMProcessor()
			__codeActualPriceProcessor = CodeActualPriceProcessor()
			__ths_l2_trade_queue_manager = trade_queue_manager.thsl2tradequeuemanager()
			__thsBuy1VolumnManager = trade_queue_manager.THSBuy1VolumnManager()
			__buyL2SafeCountManager = safe_count_manager.BuyL2SafeCountManager()
			__l2PlaceOrderParamsManagerDict = {}
			__last_buy_single_dict = {}
			__TradeBuyQueue = transaction_progress.TradeBuyQueue()
			__latest_process_order_unique_keys = {}
			__latest_process_not_order_unique_keys_count = {}
			__trade_log_placr_order_info_dict = {} # 下单信息保存
			# 初始化
			__TradePointManager = l2_data_manager.TradePointManager()
			__SecondCancelBigNumComputer = SecondCancelBigNumComputer()
			__HourCancelBigNumComputer = HourCancelBigNumComputer()
			__LCancelBigNumComputer = LCancelBigNumComputer()
			__TradeStateManager = trade_manager.TradeStateManager()
			__CodesTradeStateManager = trade_manager.CodesTradeStateManager()
			__PauseBuyCodesManager = gpcode_manager.PauseBuyCodesManager()
			__Buy1PriceManager = code_price_manager.Buy1PriceManager()
			__AccountAvailableMoneyManager = AccountAvailableMoneyManager()
			__TradeBuyDataManager = trade_data_manager.TradeBuyDataManager()
			__LimitUpTimeManager = limit_up_time_manager.LimitUpTimeManager()
			__BlackListCodeManager = l2_trade_util.BlackListCodeManager()
			__WhiteListCodeManager = l2_trade_util.WhiteListCodeManager()
			__WantBuyCodesManager = gpcode_manager.WantBuyCodesManager()
			__TradeTargetCodeModeManager = TradeTargetCodeModeManager()
			__TradeOrderIdManager = trade_huaxin.TradeOrderIdManager()
			__LatestCancelIndexManager = LatestCancelIndexManager()
			__L2MarketSellManager = L2MarketSellManager()

			# 获取代码评分
			@classmethod
			@@ -191,7 +257,7 @@
			if not is_normal:
			print("历史数据异常:", code)
			# 数据不正常需要禁止交易
			l2_trade_util.forbidden_trade(code)
			l2_trade_util.forbidden_trade(code, msg="L2历史数据异常")
			# 纠正数据
			if constant.L2_SOURCE_TYPE == constant.L2_SOURCE_TYPE_THS:
			# 同花顺需要纠正数据，其他渠道不需要
			@@ -209,91 +275,111 @@
			# 保存数据
			__start_time = round(t.time() * 1000)
			l2.l2_data_util.save_l2_data(code, datas, add_datas)
			__start_time = l2_data_log.l2_time(code,
			round(t.time() * 1000) - __start_time,
			"保存数据时间（{}）".format(len(add_datas)))
			# __start_time = l2_data_log.l2_time(code,
			# round(t.time() * 1000) - __start_time,
			# "保存数据时间（{}）".format(len(add_datas)))
			finally:
			if code in cls.unreal_buy_dict:
			cls.unreal_buy_dict.pop(code)

			@classmethod
			def set_real_place_order_index(cls, code, index, order_begin_pos:OrderBeginPosInfo):
			trade_record_log_util.add_real_place_order_position_log(code, index, order_begin_pos.buy_single_index)
			if order_begin_pos.mode == OrderBeginPosInfo.MODE_FAST:
			need_cancel = FastCancelBigNumComputer().set_real_order_index(code, index)
			if need_cancel:
			cls.cancel_buy(code, msg="F撤不够2笔触发撤单")
			return
			cancel_buy_strategy.set_real_place_position(code, index, order_begin_pos.buy_single_index)

			# 处理华鑫L2数据
			@classmethod
			def process_huaxin(cls, code, datas):
			print("process_huaxin", code, len(datas))
			origin_start_time = round(t.time() * 1000)
			def process_huaxin(cls, code, origin_datas):
			datas = None
			try:
			l2_data_log.l2_time_log(code, "开始加载历史数据")
			# 加载历史的L2数据
			is_normal = l2.l2_data_util.load_l2_data(code, load_latest=False)
			if not is_normal:
			print("历史数据异常:", code)
			# 数据不正常需要禁止交易
			l2_trade_util.forbidden_trade(code)
			l2_trade_util.forbidden_trade(code, msg="L2历史数据异常")
			# 转换数据格式
			_start_index = 0
			if local_today_datas.get(code) is not None and len(
			local_today_datas[code]) > 0:
			_start_index = local_today_datas[code][-1]["index"] + 1
			datas = l2_huaxin_util.get_format_l2_datas(code, datas,
			total_datas = local_today_datas.get(code)
			if total_datas:
			_start_index = total_datas[-1]["index"] + 1
			l2_data_log.l2_time_log(code, "开始格式化原始数据")
			datas = l2_huaxin_util.get_format_l2_datas(code, origin_datas,
			gpcode_manager.get_limit_up_price(code), _start_index)
			# 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)
			DCancelBigNumComputer.set_real_order_index(code, place_order_index)

			__start_time = round(t.time() * 1000)

			pr = cProfile.Profile()
			pr.enable()
			cls.process_add_datas(code, datas, 0, __start_time)
			pr.disable()
			pr.print_stats()
			pr.dump_stats(f"/home/logs/profile/{code}_{round(t.time() * 1000)}.log")
			l2_data_log.l2_time_log(code, "开始处理数据")
			if len(datas) > 0:
			cls.process_add_datas(code, datas, 0, __start_time)
			except Exception as e:
			print("huaxin L2数据处理异常", code, str(e))
			logging.exception(e)
			logger_l2_error.exception(e)
			async_log_util.error(logger_l2_error, f"code:{code}")
			async_log_util.exception(logger_l2_error, e)
			finally:
			l2_data_log.l2_time(code, round(t.time() * 1000) - origin_start_time,
			"l2数据处理总耗时",
			True)
			l2.l2_data_util.save_l2_data(code, None, datas)
			if datas:
			l2_data_log.l2_time_log(code, "开始保存数据")
			l2.l2_data_util.save_l2_data(code, None, datas)

			@classmethod
			def process_add_datas(cls, code, add_datas, capture_timestamp, __start_time):
			now_time_str = tool.get_now_time_str()
			if len(add_datas) > 0:
			print(id(local_today_datas))
			if code not in cls.__trade_log_placr_order_info_dict:
			cls.__trade_log_placr_order_info_dict[code] = trade_record_log_util.PlaceOrderInfo()
			# 拼接数据
			local_today_datas[code].extend(add_datas)
			l2.l2_data_util.load_num_operate_map(local_today_num_operate_map, code, add_datas)
			l2.l2_data_util.load_buy_no_map(local_today_buyno_map, code, add_datas)

			l2.l2_data_util.load_canceled_buy_no_map(local_today_canceled_buyno_map, code, add_datas)
			l2_data_log.l2_time_log(code, "process_add_datas 加载完数据")
			if constant.L2_SOURCE_TYPE == constant.L2_SOURCE_TYPE_HUAXIN:
			try:
			if constant.TEST:
			pass
			# order_begin_pos = cls.__get_order_begin_pos(code)
			# if order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index>=0:
			# place_order_index = add_datas[-1]["index"]
			# cls.set_real_place_order_index(code, place_order_index, order_begin_pos.buy_single_index)
			else:
			# 获取下单位置
			place_order_index = huaxin_delegate_postion_manager.get_l2_place_order_position(code, float(
			gpcode_manager.get_limit_up_price(code)), add_datas)
			if place_order_index:
			order_begin_pos = cls.__get_order_begin_pos(
			code)
			cls.set_real_place_order_index(code, place_order_index, order_begin_pos)
			async_log_util.info(logger_l2_process, "code:{} 获取到下单真实位置：{}", code, place_order_index)
			except:
			async_log_util.error(logger_l2_error, f"{code} 处理真实下单位置出错")
			# 第1条数据是否为09:30:00
			if add_datas[0]["val"]["time"] == "09:30:00":
			if global_util.cuurent_prices.get(code):
			price_data = global_util.cuurent_prices.get(code)
			if price_data[1]:
			# 当前涨停价，设置涨停时间
			logger_l2_process.info("开盘涨停：{}", code)
			async_log_util.info(logger_l2_process, "开盘涨停：{}", code)
			# 保存涨停时间
			limit_up_time_manager.save_limit_up_time(code, "09:30:00")
			cls.__LimitUpTimeManager.save_limit_up_time(code, "09:30:00")

			total_datas = local_today_datas[code]
			__start_time = l2_data_log.l2_time(code, round(t.time() * 1000) - __start_time,
			"l2数据预处理时间")
			# __start_time = l2_data_log.l2_time(code, round(t.time() * 1000) - __start_time,
			# "l2数据预处理时间")

			if len(add_datas) > 0:
			# 是否为首板代码
			is_first_code = gpcode_manager.FirstCodeManager.is_in_first_record(code)
			is_first_code = True # gpcode_manager.FirstCodeManager().is_in_first_record(code)
			# 计算量
			volume_rate = code_volumn_manager.get_volume_rate(code)
			volume_rate_index = code_volumn_manager.get_volume_rate_index(volume_rate)
			# 计算分值
			limit_up_time = limit_up_time_manager.get_limit_up_time(code)
			limit_up_time = cls.__LimitUpTimeManager.get_limit_up_time_cache(code)
			if limit_up_time is None:
			limit_up_time = tool.get_now_time_str()
			score = first_code_score_manager.get_score(code, volume_rate, limit_up_time, True)
			# score = first_code_score_manager.get_score(code, volume_rate, limit_up_time, True)
			score = None
			cls.__l2PlaceOrderParamsManagerDict[code] = l2_trade_factor.L2PlaceOrderParamsManager(code, is_first_code,
			volume_rate,
			volume_rate_index,
			@@ -304,14 +390,15 @@

			latest_time = add_datas[len(add_datas) - 1]["val"]["time"]

			__start_time = l2_data_log.l2_time(code, round(t.time() * 1000) - __start_time,
			"l2数据准备时间")
			# __start_time = l2_data_log.l2_time(code, round(t.time() * 1000) - __start_time,
			# "l2数据准备时间")
			# 时间差不能太大才能处理
			if not l2_trade_util.is_in_forbidden_trade_codes(code):
			# 判断是否已经挂单
			state = trade_manager.get_trade_state(code)
			state = cls.__CodesTradeStateManager.get_trade_state_cache(code)
			start_index = len(total_datas) - len(add_datas)
			end_index = len(total_datas) - 1
			l2_data_log.l2_time_log(code, "process_add_datas 开始处理")
			if state == trade_manager.TRADE_STATE_BUY_DELEGATED or state == trade_manager.TRADE_STATE_BUY_PLACE_ORDER or state == trade_manager.TRADE_STATE_BUY_SUCCESS:
			# 已挂单
			cls.__process_order(code, start_index, end_index, capture_timestamp, is_first_code)
			@@ -320,11 +407,10 @@
			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)
			__start_time = l2_data_log.l2_time(code, round(t.time() * 1000) - __start_time,
			"l2数据处理时间")
			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)

			# 处理未挂单
			@classmethod
			@@ -332,10 +418,6 @@
			__start_time = round(t.time() * 1000)
			# 获取阈值
			threshold_money, msg = cls.__get_threshmoney(code)
			if round(t.time() * 1000) - __start_time > 10:
			__start_time = l2_data_log.l2_time(code, round(t.time() * 1000) - __start_time,
			"获取m值数据耗时")

			cls.__start_compute_buy(code, start_index, end_index, threshold_money, capture_time, is_first_code)

			# 测试专用
			@@ -346,133 +428,97 @@
			# 处理已挂单
			@classmethod
			def __process_order(cls, code, start_index, end_index, capture_time, is_first_code, new_add=True):
			# 计算安全笔数
			@dask.delayed
			def compute_safe_count():
			_start_time = round(t.time() * 1000)
			# 处理安全笔数
			cls.__buyL2SafeCountManager.compute_left_rate(code, start_index, end_index, total_data,
			local_today_num_operate_map.get(code))

			l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time,
			"已下单-获取买入信息耗时")
			return None, ""

			@dask.delayed
			# m值大单计算
			def compute_m_big_num():
			_start_time = round(t.time() * 1000)
			# 计算m值大单
			cls.l2BigNumForMProcessor.process(code, max(buy_single_index, start_index), end_index,
			gpcode_manager.get_limit_up_price(code))
			l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time,
			"已下单-m值大单计算")
			return None, ""

			# 买1撤计算
			@dask.delayed
			def buy_1_cancel():
			_start_time = round(t.time() * 1000)
			# 撤单计算,只看买1
			cancel_data, cancel_msg = L2LimitUpMoneyStatisticUtil.process_data(code, start_index,
			end_index,
			buy_single_index, buy_exec_index)

			l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time,
			"已下单-买1统计耗时")
			# 买1不会触发撤单
			return None, ""
			# return cancel_data, cancel_msg
			# 增加推出机制
			unique_key = f"{start_index}-{end_index}"
			if cls.__latest_process_order_unique_keys.get(code) == unique_key:
			async_log_util.error(logger_l2_error, f"重复处理数据：code-{code} start_index-{start_index} end_index-{end_index}")
			return
			cls.__latest_process_order_unique_keys[code] = unique_key

			# S撤
			@dask.delayed
			def s_cancel():
			def s_cancel(_buy_single_index, _buy_exec_index):
			_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 = cls.__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:
			logging.exception(e)
			async_log_util.error(logger_l2_error,
			f"S撤出错参数：buy_single_index-{_buy_single_index} buy_exec_index-{_buy_exec_index}")
			async_log_util.exception(logger_l2_error, e)
			finally:
			l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time,
			"已下单-s级大单估算")
			# l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time,
			# "已下单-s级大单估算")
			pass
			return None, ""

			# H撤
			@dask.delayed
			def h_cancel():
			def h_cancel(_buy_single_index, _buy_exec_index):
			_start_time = round(t.time() * 1000)
			try:
			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(
			code),
			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 = cls.__HourCancelBigNumComputer.need_cancel(code, _buy_single_index,
			_buy_exec_index, start_index,
			end_index, total_data,
			code_volumn_manager.get_volume_rate_index(
			order_begin_pos.buy_volume_rate),
			cls.volume_rate_info[code][1],
			is_first_code)
			if b_need_cancel and b_cancel_data:
			return b_cancel_data, "H撤销比例触发阈值"
			except Exception as e:
			logging.exception(e)
			if constant.TEST:
			logging.exception(e)
			async_log_util.error(logger_l2_error,
			f"H撤出错参数：buy_single_index-{_buy_single_index} buy_exec_index-{_buy_exec_index} {str(e)}")
			async_log_util.exception(logger_l2_error, e)
			finally:
			l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time, "已下单-H撤大单计算")
			# l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time, "已下单-H撤大单计算")
			pass
			return None, ""

			# F撤
			def f_cancel(_buy_single_index, _buy_exec_index):
			try:
			b_need_cancel, b_cancel_data = FastCancelBigNumComputer().need_cancel(code, start_index, end_index,
			order_begin_pos)
			if b_need_cancel and b_cancel_data:
			return b_cancel_data, f"F撤"
			except Exception as e:
			if constant.TEST:
			logging.exception(e)
			async_log_util.error(logger_l2_error,
			f"F撤出错参数：buy_single_index-{_buy_single_index} buy_exec_index-{_buy_exec_index} 错误原因：{str(e)}")
			async_log_util.exception(logger_l2_error, e)
			return None, ""

			# L撤
			@dask.delayed
			def l_cancel():
			def l_cancel(_buy_single_index, _buy_exec_index):
			_start_time = round(t.time() * 1000)
			try:
			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(
			code), is_first_code)
			b_need_cancel, b_cancel_data, extra_msg = cls.__LCancelBigNumComputer.need_cancel(code,
			_buy_exec_index,
			start_index,
			end_index, total_data,
			is_first_code)
			if b_need_cancel and b_cancel_data:
			return b_cancel_data, "L撤销比例触发阈值"
			return b_cancel_data, f"L撤销比例触发阈值({extra_msg})"
			except Exception as e:
			logging.exception(e)
			async_log_util.error(logger_l2_error,
			f"L撤出错参数：buy_single_index-{_buy_single_index} buy_exec_index-{_buy_exec_index} 错误原因：{str(e)}")
			logger_l2_error.exception(e)
			async_log_util.exception(logger_l2_error, e)
			finally:
			l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time, "已下单-L撤大单计算")
			return None, ""

			# 板上卖撤
			@dask.delayed
			def sell_cancel():
			_start_time = round(t.time() * 1000)
			# 统计板上卖
			try:
			cancel_data, cancel_msg = L2LimitUpSellStatisticUtil.process(code, start_index,
			end_index,
			buy_exec_index)
			return cancel_data, cancel_msg
			except Exception as e:
			logging.exception(e)
			finally:
			l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time, "已下单-板上卖耗时")
			return None, ""

			# 是否需要撤销
			@dask.delayed
			def is_need_cancel(*args):
			try:
			for i in range(0, len(args)):
			_cancel_data, _cancel_msg = args[i]
			if _cancel_data:
			return _cancel_data, _cancel_msg
			except Exception as e:
			logging.exception(e)
			finally:
			# l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time, "已下单-L撤大单计算")
			pass
			return None, ""

			@@ -484,50 +530,32 @@
			total_data = local_today_datas.get(code)
			_start_time = tool.get_now_timestamp()
			# 获取买入信号起始点
			buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set, buy_volume_rate = cls.__get_order_begin_pos(
			order_begin_pos = cls.__get_order_begin_pos(
			code)
			# 默认量为0.2
			if order_begin_pos.buy_volume_rate is None:
			buy_volume_rate = 0.2
			cancel_data, cancel_msg = None, ""
			if order_begin_pos.mode == OrderBeginPosInfo.MODE_FAST:
			cancel_data, cancel_msg = f_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)

			f1 = compute_safe_count()
			f2 = compute_m_big_num()
			f3 = s_cancel()
			f4 = h_cancel()
			f5 = buy_1_cancel()
			f6 = sell_cancel()
			f7 = l_cancel()
			dask_result = is_need_cancel(f1, f2, f3, f4, f5, f6, f7)
			if is_first_code:
			dask_result = is_need_cancel(f3, f4, f7)

			cancel_data, cancel_msg = dask_result.compute()

			_start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time,
			"已下单-撤单判断是否需要撤单")

			# 依次处理
			if not cancel_data:
			cancel_data, cancel_msg = l_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
			# 暂时取消S撤
			# if not cancel_data:
			# cancel_data, cancel_msg = s_cancel(buy_single_index, buy_exec_index)
			if not cancel_data:
			cancel_data, cancel_msg = h_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
			if cancel_data:
			l2_log.debug(code, "触发撤单，撤单位置：{} ，撤单原因：{}", cancel_data["index"], cancel_msg)
			l2_log.trade_record(code, "撤单", "'index':{} , 'msg':'{}'", cancel_data["index"], cancel_msg)

			# 撤单
			if cls.cancel_buy(code, cancel_msg):
			_start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time,
			"已下单-撤单耗时")
			# 撤单成功，继续计算下单
			cls.__process_not_order(code, cancel_data["index"] + 1, end_index, capture_time, is_first_code)
			_start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time,
			"处理剩余数据耗时")
			else:
			# 撤单尚未成功
			pass
			cls.cancel_buy(code, cancel_msg, cancel_index=cancel_data["index"])
			# 撤单成功，继续计算下单
			cls.__process_not_order(code, cancel_data["index"] + 1, end_index, capture_time, is_first_code)
			else:
			# 如果有虚拟下单需要真实下单
			unreal_buy_info = cls.unreal_buy_dict.get(code)
			if unreal_buy_info is not None:
			l2_log.debug(code, "有虚拟下单，无买撤信号，开始执行买入，执行位置：{},截图时间：{}", unreal_buy_info[0], capture_time)
			# unreal_buy_info 的内容格式为：(触法买操作下标,截图时间)
			# 真实下单
			cls.__buy(code, unreal_buy_info[1], local_today_datas[code][unreal_buy_info[0]],
			unreal_buy_info[0], is_first_code)
			_start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time,
			"已虚拟下单-执行真实下单外部耗时")
			pass

			@classmethod
			def __buy(cls, code, capture_timestamp, last_data, last_data_index, is_first_code):
			@@ -537,48 +565,71 @@
			can, need_clear_data, reason = cls.__can_buy(code)
			else:
			can, need_clear_data, reason = cls.__can_buy_first(code)
			__start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - __start_time, "最后判断是否能下单", force=True)

			# __start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - __start_time, "最后判断是否能下单", force=True)
			# 删除虚拟下单
			if code in cls.unreal_buy_dict:
			cls.unreal_buy_dict.pop(code)

			buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set, buy_volume_rate = cls.__get_order_begin_pos(
			order_begin_pos = cls.__get_order_begin_pos(
			code)
			if not can:
			l2_log.debug(code, "不可以下单，原因：{}", reason)
			trade_record_log_util.add_cant_place_order_log(code, reason)
			if need_clear_data:
			trade_result_manager.real_cancel_success(code, buy_single_index, buy_exec_index,
			trade_result_manager.real_cancel_success(code, order_begin_pos.buy_single_index,
			order_begin_pos.buy_exec_index,
			local_today_datas.get(code))
			return
			return False
			else:
			l2_log.debug(code, "可以下单，原因：{}", reason)

			try:
			l2_log.debug(code, "开始执行买入")
			trade_manager.start_buy(code, capture_timestamp, last_data,
			last_data_index)
			################下单成功处理################
			trade_result_manager.real_buy_success(code)
			last_data_index, order_begin_pos.mode)
			l2_log.debug(code, "执行买入成功")
			################下单成功处理################
			trade_result_manager.real_buy_success(code, cls.__TradePointManager)
			cancel_buy_strategy.set_real_place_position(code, local_today_datas.get(code)[-1]["index"],
			order_begin_pos.buy_single_index)
			l2_log.debug(code, "处理买入成功")
			params_desc = cls.__l2PlaceOrderParamsManagerDict[code].get_buy_rank_desc()
			l2_log.debug(code, params_desc)
			l2_log.trade_record(code, "下单",
			"'buy_start_index':{} ,'buy_exec_index':{},'volume_reate':{},'score':{},'desc':'{}'",
			buy_single_index, buy_exec_index, cls.volume_rate_info[code][0],
			cls.__l2PlaceOrderParamsManagerDict[code].score, params_desc)
			############记录下单时的数据############
			try:
			jx_blocks, jx_blocks_by = KPLCodeJXBlockManager().get_jx_blocks_cache(
			code), KPLCodeJXBlockManager().get_jx_blocks_cache(code, by=True)
			info = cls.__trade_log_placr_order_info_dict[code]
			info.mode = order_begin_pos.mode
			info.set_buy_index(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
			if jx_blocks:
			info.set_kpl_blocks(list(jx_blocks))
			elif jx_blocks_by:
			info.set_kpl_blocks(list(jx_blocks_by))
			else:
			info.set_kpl_blocks([])

			trade_record_log_util.add_place_order_log(code, info)
			except Exception as e:
			async_log_util.error(logger_l2_error, f"加入买入记录日志出错：{str(e)}")



			except Exception as e:
			logger_l2_error.exception(e)
			async_log_util.exception(logger_l2_error, e)
			l2_log.debug(code, "执行买入异常:{}", str(e))
			pass
			finally:
			l2_log.debug(code, "m值影响因子：{}", l2_trade_factor.L2TradeFactorUtil.factors_to_string(code))
			# l2_log.debug(code, "m值影响因子：{}", l2_trade_factor.L2TradeFactorUtil.factors_to_string(code))
			pass
			return True

			# 是否可以取消
			@classmethod
			def __can_cancel(cls, code):
			if constant.TEST:
			return True, ""
			if l2_trade_util.WhiteListCodeManager.is_in(code):
			if cls.__WhiteListCodeManager.is_in_cache(code):
			return False, "代码在白名单中"

			# 暂时注释掉
			@@ -612,22 +663,22 @@
			@classmethod
			def __can_buy(cls, code):
			__start_time = t.time()
			if not trade_manager.TradeStateManager.is_can_buy():
			if not cls.__TradeStateManager.is_can_buy_cache():
			return False, True, f"今日已禁止交易"
			# 之前的代码
			# 首板代码且尚未涨停过的不能下单
			# is_limited_up = gpcode_manager.FirstCodeManager.is_limited_up(code)
			# is_limited_up = gpcode_manager.FirstCodeManager().is_limited_up(code)
			# if not is_limited_up:
			# gpcode_manager.FirstCodeManager.add_limited_up_record([code])
			# place_order_count = trade_data_manager.placeordercountmanager.get_place_order_count(
			# gpcode_manager.FirstCodeManager().add_limited_up_record([code])
			# place_order_count = trade_data_manager.PlaceOrderCountManager().get_place_order_count(
			# code)
			# if place_order_count == 0:
			# trade_data_manager.placeordercountmanager.place_order(code)
			# trade_data_manager.PlaceOrderCountManager().place_order(code)
			# return False, True, "首板代码，且尚未涨停过"

			try:
			# 买1价格必须为涨停价才能买
			# buy1_price = cls.buy1PriceManager.get_price(code)
			# buy1_price = cls.buy1PriceManager().get_price(code)
			# if buy1_price is None:
			# return False, "买1价尚未获取到"
			# limit_up_price = gpcode_manager.get_limit_up_price(code)
			@@ -646,10 +697,9 @@
			if sell1_time is not None and sell1_volumn > 0:
			# 获取执行位信息

			buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set, buy_volume_rate = cls.__get_order_begin_pos(
			code)
			buy_nums = num
			for i in range(buy_exec_index + 1, total_datas[-1]["index"] + 1):
			order_begin_pos = cls.__get_order_begin_pos(code)
			buy_nums = order_begin_pos.num
			for i in range(order_begin_pos.buy_exec_index + 1, total_datas[-1]["index"] + 1):
			_val = total_datas[i]["val"]
			# 涨停买
			if L2DataUtil.is_limit_up_price_buy(_val):
			@@ -667,7 +717,7 @@
			if volumn_rate >= 1.3:
			return False, False, "最大量比超过1.3不能买"

			limit_up_time = limit_up_time_manager.get_limit_up_time(code)
			limit_up_time = cls.__LimitUpTimeManager.get_limit_up_time_cache(code)
			if limit_up_time is not None:
			limit_up_time_seconds = l2.l2_data_util.L2DataUtil.get_time_as_second(
			limit_up_time)
			@@ -735,47 +785,74 @@
			# 可以下单
			return True, False, None
			finally:
			l2_data_log.l2_time(code, round((t.time() - __start_time) * 1000), "是否可以下单计算")
			# l2_data_log.l2_time(code, round((t.time() - __start_time) * 1000), "是否可以下单计算")
			pass

			@classmethod
			def __can_buy_first(cls, code):
			if not trade_manager.TradeStateManager.is_can_buy():
			if not cls.__TradeStateManager.is_can_buy_cache():
			return False, True, f"今日已禁止交易"

			if gpcode_manager.PauseBuyCodesManager.is_in(code):
			if cls.__PauseBuyCodesManager.is_in_cache(code):
			return False, True, f"该代码被暂停交易"

			limit_up_price = gpcode_manager.get_limit_up_price(code)

			if float(limit_up_price) >= 40:
			return False, True, "股价大于40块"
			if float(limit_up_price) >= constant.MAX_CODE_PRICE:
			return False, True, f"股价大于{constant.MAX_CODE_PRICE}块"

			if code_nature_analyse.LatestMaxVolumeManager().is_latest_max_volume(code):
			# 最近几天有最大量，判断量比是否大于60%
			if cls.volume_rate_info[code][0] < 0.6:
			return False, True, f"近日出现最大量，当日量比({cls.volume_rate_info[code][0]})小于0.6"

			if constant.L2_SOURCE_TYPE == constant.L2_SOURCE_TYPE_HUAXIN:
			total_data = local_today_datas.get(code)
			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) > 0.00001:
			# 计算信号起始位置到当前的手数
			order_begin_pos = cls.__get_order_begin_pos(
			code)
			num_operate_map = local_today_num_operate_map.get(code)
			total_num = 0
			for i in range(order_begin_pos.buy_single_index, total_data[-1]["index"] + 1):
			data = total_data[i]
			val = data["val"]
			if not L2DataUtil.is_limit_up_price_buy(val):
			continue
			left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(code,
			data[
			"index"],
			total_data,
			local_today_canceled_buyno_map.get(
			code))
			total_num += left_count * val["num"]
			m_base_val = l2_trade_factor.L2PlaceOrderParamsManager.get_base_m_val(code)
			thresh_hold_num = m_base_val // (float(gpcode_manager.get_limit_up_price(code)) * 100)
			if total_num < thresh_hold_num * 2:
			return False, False, f"当前成交价（{trade_price}）尚未在0档及以内且纯买额({total_num})小于2倍M值({thresh_hold_num * 2})"
			# 判断成交进度是否距离我们的位置很近
			total_data = local_today_datas.get(code)
			trade_index, is_default = cls.__TradeBuyQueue.get_traded_index(code)
			if not is_default and trade_index:
			buy_index_set = set()
			if False and not is_default and trade_index:
			not_cancel_num = 0
			num_operate_map = local_today_num_operate_map.get(code)
			for i in range(trade_index + 1, total_data[-1]["index"] + 1):
			if L2DataUtil.is_limit_up_price_buy(total_data[i]["val"]):
			left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count(code,
			total_data[
			i][
			"index"],
			total_data,
			num_operate_map)
			left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(code,
			total_data[
			i][
			"index"],
			total_data,
			local_today_canceled_buyno_map.get(
			code))
			if left_count > 0:
			buy_index_set.add(total_data[i]["index"])

			if len(buy_index_set) < 5:
			return False, False, f"成交位置距离当前位置小于5笔"
			not_cancel_num += total_data[i]["val"]["num"]
			m_base_val = l2_trade_factor.L2PlaceOrderParamsManager.get_base_m_val(code)
			not_cancel_money = not_cancel_num * 100 * float(gpcode_manager.get_limit_up_price(code))
			if m_base_val > not_cancel_money:
			return False, False, f"成交位置距离当前位置纯买额({not_cancel_money})小于m值({m_base_val})"
			else:
			# 判断买1价格档位
			zyltgb = global_util.zyltgb_map.get(code)
			@@ -784,7 +861,7 @@
			zyltgb = global_util.zyltgb_map.get(code)

			if zyltgb >= 200 * 100000000:
			buy1_price = code_price_manager.Buy1PriceManager.get_buy1_price(code)
			buy1_price = cls.__Buy1PriceManager.get_buy1_price(code)
			if buy1_price is None:
			return False, True, f"尚未获取到买1价"
			dif = float(limit_up_price) - float(buy1_price)
			@@ -792,95 +869,83 @@
			if dif > 0.10001:
			return False, True, f"自由流通200亿以上，买1剩余档数大于10档，买一（{buy1_price}）涨停（{limit_up_price}）"

			open_limit_up_lowest_price = code_price_manager.Buy1PriceManager.get_open_limit_up_lowest_price(code)
			price_pre_close = gpcode_manager.get_price_pre(code)
			open_limit_up_lowest_price = cls.__Buy1PriceManager.get_open_limit_up_lowest_price(code)
			price_pre_close = gpcode_manager.CodePrePriceManager.get_price_pre_cache(code)
			if open_limit_up_lowest_price and (
			float(open_limit_up_lowest_price) - price_pre_close) / price_pre_close < 0.05:
			return False, True, f"炸板后最低价跌至5%以下"

			limit_up_info = code_price_manager.Buy1PriceManager.get_limit_up_info(code)
			if limit_up_info[0] is None and False:
			total_data = local_today_datas.get(code)
			buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set, buy_volume_rate = cls.__get_order_begin_pos(
			code)
			# 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)
			if left_big_num > 0:
			# 重新获取分数与分数索引
			limit_up_time = limit_up_time_manager.get_limit_up_time(code)
			if limit_up_time is None:
			limit_up_time = tool.get_now_time_str()
			score = first_code_score_manager.get_score(code, cls.volume_rate_info[code][0], limit_up_time, True,
			left_big_num)
			cls.__l2PlaceOrderParamsManagerDict[code].set_score(score)
			# limit_up_info = cls.__Buy1PriceManager.get_limit_up_info(code)
			# if limit_up_info[0] is None and False:
			# total_data = local_today_datas.get(code)
			# buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set, buy_volume_rate = cls.__get_order_begin_pos(
			# code)
			# # 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 = cls.__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 = cls.__LimitUpTimeManager.get_limit_up_time_cache(code)
			# if limit_up_time is None:
			# limit_up_time = tool.get_now_time_str()
			# score = first_code_score_manager.get_score(code, cls.volume_rate_info[code][0], limit_up_time, True,
			# left_big_num)
			# cls.__l2PlaceOrderParamsManagerDict[code].set_score(score)

			logger_place_order_score.info("code={},data='score_index':{},'score_info':{}", code,
			cls.__l2PlaceOrderParamsManagerDict[code].score_index,
			cls.__l2PlaceOrderParamsManagerDict[code].score_info)
			# logger_place_order_score.info("code={},data='score_index':{},'score_info':{}", code,
			# cls.__l2PlaceOrderParamsManagerDict[code].score_index,
			# cls.__l2PlaceOrderParamsManagerDict[code].score_info)

			if not gpcode_manager.WantBuyCodesManager.is_in(code):
			if TradeTargetCodeModeManager.get_mode() == TradeTargetCodeModeManager.MODE_ONLY_BUY_WANT_CODES:
			if not cls.__WantBuyCodesManager.is_in_cache(code):
			if cls.__TradeTargetCodeModeManager.get_mode_cache() == TradeTargetCodeModeManager.MODE_ONLY_BUY_WANT_CODES:
			return False, True, f"只买想买单中的代码"
			score_index = cls.__l2PlaceOrderParamsManagerDict[code].score_index
			score = cls.__l2PlaceOrderParamsManagerDict[code].score
			score_info = cls.__l2PlaceOrderParamsManagerDict[code].score_info
			return cls.can_buy_first(code, limit_up_price, score_index, score, score_info, cls.volume_rate_info[code])
			score_index = None # cls.__l2PlaceOrderParamsManagerDict[code].score_index
			score = None # cls.__l2PlaceOrderParamsManagerDict[code].score
			score_info = None # cls.__l2PlaceOrderParamsManagerDict[code].score_info

			# lp = LineProfiler()
			# lp.enable()
			# lp_wrap = lp(cls.can_buy_first)
			# results = lp_wrap(code, limit_up_price, score_index, score, score_info, cls.volume_rate_info[code])
			# output = io.StringIO()
			# lp.print_stats(stream=output)
			# lp.disable()
			# with open(f"{constant.get_path_prefix()}/logs/profile/{code}_can_buy_first.txt", 'w') as f:
			# f.write(output.getvalue())
			# return results
			return cls.can_buy_first(code, limit_up_price)
			else:
			return True, False, "在想买名单中"

			@classmethod
			def can_buy_first(cls, code, limit_up_price, score_index, score, score_info, volume_rate_info):
			def is_has_k_format(score_info):
			# (15个交易日涨幅是否大于24.9%,是否破前高，是否超跌，是否接近前高，是否N,是否V,是否有形态,天量大阳信息,是否具有辨识度)

			if score_info[1][3][6][0] and not score_info[1][3][3][0]:
			return True
			if score_info[1][3][7][0]:
			return True
			return False

			if float(limit_up_price) >= 40:
			return False, True, "股价大于40块"

			# 9:35之前买大市值(>=80亿)票
			if int(tool.get_now_date_str("%Y%m%d")) < int("093500"):
			zyltgb = global_util.zyltgb_map.get(code)
			if zyltgb is None:
			global_data_loader.load_zyltgb()
			zyltgb = global_util.zyltgb_map.get(code)
			if zyltgb >= 80 * 100000000:
			return True, False, "{9:30:00-9:35:00}自由市值≥80亿"
			def can_buy_first(cls, code, limit_up_price):
			# 判断板块
			yesterday_codes = kpl_data_manager.get_yesterday_limit_up_codes()
			plate_can_buy, msg = CodePlateKeyBuyManager.can_buy(code,
			kpl_data_manager.KPLLimitUpDataRecordManager.latest_origin_datas,
			kpl_data_manager.KPLLimitUpDataRecordManager.total_datas,
			yesterday_codes,
			block_info.get_before_blocks_dict())
			if not plate_can_buy:
			return False, True, msg
			return True, False, msg
			can_buy_result = CodePlateKeyBuyManager.can_buy(code)
			if can_buy_result is None:
			async_log_util.warning(logger_debug, "没有获取到板块缓存，将获取板块")
			yesterday_codes = kpl_data_manager.get_yesterday_limit_up_codes()
			CodePlateKeyBuyManager.update_can_buy_blocks(code,
			kpl_data_manager.KPLLimitUpDataRecordManager.latest_origin_datas,
			kpl_data_manager.KPLLimitUpDataRecordManager.total_datas,
			yesterday_codes,
			block_info.get_before_blocks_dict())
			can_buy_result = CodePlateKeyBuyManager.can_buy(code)

			# if volume_rate_info[0] < 0.4:
			# return False, True, f"量大于40%才下单,量比：{volume_rate_info[0]}"
			if can_buy_result is None:
			return False, True, "尚未获取到板块信息"

			# 是否有K线形态(有K线形态或者天量大阳),10点后才需要判断是否有K线形态与分值
			if int(tool.get_now_time_str().replace(":", "")) > int("100000"):
			has_k_format = score_info[1][3][6][0] or score_info[1][3][7][0]
			if not has_k_format:
			return False, True, f"无K线形态"

			if score_index < 0:
			return False, True, f"分值：{score}未达到需要买入的分数线"
			return True, False, ""
			# 板块不可买，且没有挂过单的就不能买
			if not can_buy_result[0] and trade_manager.CodesTradeStateManager().get_trade_state_cache(
			code) == trade_manager.TRADE_STATE_NOT_TRADE:
			return False, True, can_buy_result[1]
			return True, False, can_buy_result[1]

			@classmethod
			def __cancel_buy(cls, code):
			@@ -893,24 +958,27 @@
			logging.exception(e)
			l2_log.debug(code, "执行撤单异常：{}", str(e))
			return False
			finally:
			pass

			@classmethod
			def cancel_buy(cls, code, msg=None, source="l2"):
			def cancel_buy(cls, code, msg=None, source="l2", cancel_index=None):
			# 是否是交易队列触发
			buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set, buy_volume_rate = cls.__get_order_begin_pos(
			order_begin_pos = cls.__get_order_begin_pos(
			code)
			total_datas = local_today_datas[code]
			if source == "trade_queue":
			# 交易队列触发的需要下单后5s
			if buy_exec_index is not None and buy_exec_index > 0:
			if order_begin_pos.buy_exec_index is not None and order_begin_pos.buy_exec_index > 0:
			now_time_str = tool.get_now_time_str()
			if tool.trade_time_sub(now_time_str, total_datas[buy_exec_index]["val"]["time"]) < 5:
			if tool.trade_time_sub(now_time_str, total_datas[order_begin_pos.buy_exec_index]["val"]["time"]) < 5:
			return False

			if code in cls.unreal_buy_dict:
			cls.unreal_buy_dict.pop(code)
			# 取消买入标识
			trade_result_manager.virtual_cancel_success(code, buy_single_index, buy_exec_index, total_datas)
			trade_result_manager.virtual_cancel_success(code, order_begin_pos.buy_single_index,
			order_begin_pos.buy_exec_index, total_datas)
			else:
			can_cancel, reason = cls.__can_cancel(code)
			if not can_cancel:
			@@ -918,9 +986,15 @@
			l2_log.cancel_debug(code, "撤单中断，原因：{}", reason)
			l2_log.debug(code, "撤单中断，原因：{}", reason)
			return False
			if cancel_index is None:
			cancel_index = total_datas[-1]["index"]
			cls.__LatestCancelIndexManager.set_latest_cancel_index(code, cancel_index)
			# 添加撤单日志记录
			trade_record_log_util.add_cancel_msg_log(code, msg)
			cancel_result = cls.__cancel_buy(code)
			if cancel_result:
			trade_result_manager.real_cancel_success(code, buy_single_index, buy_exec_index, total_datas)
			trade_result_manager.real_cancel_success(code, order_begin_pos.buy_single_index,
			order_begin_pos.buy_exec_index, total_datas)
			l2_log.debug(code, "执行撤单结束，原因：{}", msg)
			return True

			@@ -936,73 +1010,104 @@
			new_add=True):
			if compute_end_index < compute_start_index:
			return

			unique_key = f"{code}-{compute_start_index}-{compute_end_index}"
			if cls.__latest_process_not_order_unique_keys_count.get(
			unique_key) and cls.__latest_process_not_order_unique_keys_count.get(unique_key) > 2:
			async_log_util.error(logger_l2_error,
			f"重复处理数据：code-{code} start_index-{compute_start_index} end_index-{compute_end_index}")
			return
			if unique_key not in cls.__latest_process_not_order_unique_keys_count:
			cls.__latest_process_not_order_unique_keys_count[unique_key] = 0
			cls.__latest_process_not_order_unique_keys_count[unique_key] += 1

			_start_time = tool.get_now_timestamp()
			total_datas = local_today_datas[code]
			# 处理安全笔数
			cls.__buyL2SafeCountManager.compute_left_rate(code, compute_start_index, compute_end_index, total_datas,
			local_today_num_operate_map.get(code))

			# 获取买入信号计算起始位置
			buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set, buy_volume_rate = cls.__get_order_begin_pos(
			order_begin_pos = cls.__get_order_begin_pos(
			code)

			# 是否为新获取到的位置
			new_get_single = False
			buy_single_index = order_begin_pos.buy_single_index
			if buy_single_index is None:
			continue_count = cls.__l2PlaceOrderParamsManagerDict[code].get_begin_continue_buy_count()
			# 有买入信号
			has_single, _index = cls.__compute_order_begin_pos(code, max(
			(compute_start_index - continue_count - 1) if new_add else compute_start_index, 0), continue_count,
			compute_end_index)
			# 尝试计算快速成交信号
			has_single, _index, sell_info = cls.__compute_fast_order_begin_pos(code, compute_start_index,
			compute_end_index)
			if has_single:
			order_begin_pos.mode = OrderBeginPosInfo.MODE_FAST
			order_begin_pos.sell_info = sell_info
			elif _index is not None and _index < 0:
			continue_count = cls.__l2PlaceOrderParamsManagerDict[code].get_begin_continue_buy_count()
			# 有买入信号
			has_single, _index = cls.__compute_order_begin_pos(code, max(
			(compute_start_index - continue_count - 1) if new_add else compute_start_index, 0), continue_count,
			compute_end_index)
			order_begin_pos.mode = OrderBeginPosInfo.MODE_NORMAL
			# 如果买入信号与上次的买入信号一样就不能算新的信号
			if cls.__last_buy_single_dict.get(code) == _index:
			has_single = None
			_index = None

			buy_single_index = _index
			if has_single:
			cls.__last_buy_single_dict[code] = buy_single_index
			new_get_single = True
			num = 0
			count = 0
			l2_log.debug(code, "获取到买入信号起始点：{} ,计算范围：{}-{} ，量比：{}，数据：{}", buy_single_index, compute_start_index,
			compute_end_index, cls.volume_rate_info[code], total_datas[buy_single_index])
			# 如果是今天第一次有下单开始信号，需要设置大单起始点
			cls.l2BigNumForMProcessor.set_begin_pos(code, buy_single_index)
			order_begin_pos.num = 0
			order_begin_pos.count = 0
			order_begin_pos.buy_single_index = buy_single_index

			_start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time, "下单信号计算时间")
			if sell_info:
			order_begin_pos.threshold_money = sell_info[1]
			l2_log.debug(code, "获取到买入信号起始点：{} ,计算范围：{}-{} ，量比：{}，数据：{} 模式：{}", buy_single_index,
			compute_start_index,
			compute_end_index, cls.volume_rate_info[code], total_datas[buy_single_index],
			order_begin_pos.mode)

			if buy_single_index is None:
			# _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time, "下单信号计算时间")

			if order_begin_pos.buy_single_index is None:
			# 未获取到买入信号，终止程序
			return None

			# 开始计算的位置
			start_process_index = max(buy_single_index, compute_start_index)
			start_process_index = max(order_begin_pos.buy_single_index, compute_start_index)
			if new_get_single:
			start_process_index = buy_single_index
			start_process_index = order_begin_pos.buy_single_index

			# 计算m值大单
			cls.l2BigNumForMProcessor.process(code, start_process_index,
			compute_end_index,
			gpcode_manager.get_limit_up_price(code))

			_start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time, "计算m值大单")
			# _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time, "计算m值大单")

			threshold_money, msg = cls.__get_threshmoney(code)

			_start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time, "m值阈值计算")
			# _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time, "m值阈值计算")

			# 买入纯买额统计
			compute_index, buy_nums, buy_count, rebegin_buy_pos, max_num_set_new = cls.__sum_buy_num_for_order_3(code,
			start_process_index,
			compute_end_index,
			num, count,
			threshold_money,
			buy_single_index,
			max_num_set)
			_start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time, "纯买额统计时间")
			new_buy_exec_index, buy_nums, buy_count, rebegin_buy_pos, max_num_set_new = None, None, None, None, []
			if order_begin_pos.mode == OrderBeginPosInfo.MODE_FAST:

			l2_log.debug(code, "m值-{} 量比:{}", threshold_money, cls.volume_rate_info[code][0])
			threshold_money = order_begin_pos.threshold_money
			new_buy_exec_index, buy_nums, buy_count, rebegin_buy_pos, threshold_money_new = cls.__sum_buy_num_for_order_fast(
			code,
			start_process_index,
			compute_end_index,
			order_begin_pos.num,
			order_begin_pos.count,
			threshold_money,
			order_begin_pos.buy_single_index)
			threshold_money = threshold_money_new
			order_begin_pos.threshold_money = threshold_money
			else:
			new_buy_exec_index, buy_nums, buy_count, rebegin_buy_pos, max_num_set_new = cls.__sum_buy_num_for_order_3(
			code,
			start_process_index,
			compute_end_index,
			order_begin_pos.num,
			order_begin_pos.count,
			threshold_money,
			order_begin_pos.buy_single_index,
			order_begin_pos.max_num_set)
			l2_log.debug(code, "m值-{} 量比:{} rebegin_buy_pos:{}", threshold_money, cls.volume_rate_info[code][0],
			rebegin_buy_pos)

			# 买入信号位与计算位置间隔2s及以上了
			if rebegin_buy_pos is not None:
			@@ -1011,103 +1116,63 @@
			is_first_code, False)
			return

			if compute_index is not None:
			l2_log.debug(code, "获取到买入执行位置：{} m值：{} 纯买手数：{} 纯买单数：{} 数据：{} ,量比:{} ", compute_index, threshold_money,
			if new_buy_exec_index is not None:
			l2_log.debug(code, "获取到买入执行位置：{} m值：{} 纯买手数：{} 纯买单数：{} 数据：{} ,量比:{} ,下单模式：{}", new_buy_exec_index,
			threshold_money,
			buy_nums,
			buy_count, total_datas[compute_index], cls.volume_rate_info[code])

			f1 = dask.delayed(cls.__save_order_begin_data)(code, buy_single_index, compute_index, compute_index,
			buy_nums, buy_count, max_num_set_new,
			cls.volume_rate_info[code][0])
			f2 = dask.delayed(limit_up_time_manager.save_limit_up_time)(code, total_datas[compute_index]["val"]["time"])
			f3 = dask.delayed(cls.__virtual_buy)(code, buy_single_index, compute_index, capture_time)
			f4 = dask.delayed(l2_data_manager.TradePointManager.delete_buy_cancel_point)(code)
			f5 = dask.delayed(L2LimitUpMoneyStatisticUtil.process_data)(code, buy_single_index,
			compute_index,
			buy_single_index,
			buy_exec_index, False)
			dask.compute(f1, f2, f3, f4, f5)

			# 已被并行处理
			# # 记录买入信号位置
			# cls.__save_order_begin_data(code, buy_single_index, compute_index, compute_index, buy_nums, buy_count,
			# max_num_set_new)
			# # 如果是今天第一次有下单执行信号，涨停时间（买入执行位时间）
			# limit_up_time_manager.save_limit_up_time(code, total_datas[compute_index]["val"]["time"])
			# # 虚拟下单
			# cls.__virtual_buy(code, buy_single_index, compute_index, capture_time)
			# # 删除之前的所有撤单信号
			# l2_data_manager.TradePointManager.delete_buy_cancel_point(code)
			#
			# # 涨停封单额计算
			# L2LimitUpMoneyStatisticUtil.process_data(cls.random_key[code], code, buy_single_index, compute_index,
			# buy_single_index,
			# buy_exec_index, False)

			_start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time,
			"记录执行买入数据", force=True)
			buy_count, total_datas[new_buy_exec_index], cls.volume_rate_info[code], order_begin_pos.mode)
			cls.__save_order_begin_data(code, OrderBeginPosInfo(buy_single_index=buy_single_index,
			buy_exec_index=new_buy_exec_index,
			buy_compute_index=new_buy_exec_index,
			num=buy_nums, count=buy_count,
			max_num_set=max_num_set_new,
			buy_volume_rate=cls.volume_rate_info[code][0],
			mode=order_begin_pos.mode,
			sell_info=order_begin_pos.sell_info,
			threshold_money=threshold_money))
			cls.__LimitUpTimeManager.save_limit_up_time(code, total_datas[new_buy_exec_index]["val"]["time"])
			l2_log.debug(code, "delete_buy_cancel_point")
			# 直接下单
			ordered = cls.__buy(code, capture_time, total_datas[-1], total_datas[-1]["index"], is_first_code)

			# 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)
			_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)
			# 数据已经处理完毕，如果还没撤单就实际下单
			if need_cancel:
			if cls.cancel_buy(code, "S级大单撤销"):
			# 执行撤单成功
			pass
			if new_buy_exec_index < compute_end_index:
			if ordered:
			cls.__process_order(code, new_buy_exec_index + 1, compute_end_index, capture_time, is_first_code,
			False)
			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)

			_start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time,
			"S级大单处理耗时", force=True)
			# 数据尚未处理完毕，进行下一步处理
			l2_log.debug(code, "数据尚未处理完毕，进行下一步处理，处理进度：{}", compute_index)
			# 处理撤单步骤
			cls.__process_order(code, compute_index + 1, compute_end_index, capture_time, is_first_code, False)
			_start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time,
			f"处理撤单步骤耗时，范围：{compute_index + 1}-{compute_end_index}", force=True)

			cls.__start_compute_buy(code, new_buy_exec_index + 1, compute_end_index, threshold_money,
			capture_time,
			is_first_code, False)
			else:
			# 未达到下单条件，保存纯买额，设置纯买额
			# 记录买入信号位置
			cls.__save_order_begin_data(code, buy_single_index, -1, compute_end_index, buy_nums, buy_count,
			max_num_set_new, None)
			print("保存大单时间", round((t.time() - _start_time) * 1000))
			cls.__save_order_begin_data(code, OrderBeginPosInfo(buy_single_index=buy_single_index, buy_exec_index=-1,
			buy_compute_index=compute_end_index, num=buy_nums,
			count=buy_count,
			max_num_set=max_num_set_new, mode=order_begin_pos.mode,
			sell_info=order_begin_pos.sell_info,
			threshold_money=threshold_money))
			_start_time = t.time()
			pass
			l2_data_log.l2_time_log(code, "__start_compute_buy 结束")

			# 获取下单起始信号
			@classmethod
			def __get_order_begin_pos(cls, code):
			buy_single_index, buy_exec_index, compute_index, num, count, max_num_set, volume_rate = l2_data_manager.TradePointManager.get_buy_compute_start_data(
			def __get_order_begin_pos(cls, code) -> OrderBeginPosInfo:
			order_begin_pos = cls.__TradePointManager.get_buy_compute_start_data_cache(
			code)
			return buy_single_index, buy_exec_index, compute_index, num, count, max_num_set, volume_rate
			return order_begin_pos

			# 保存下单起始信号
			@classmethod
			def __save_order_begin_data(self, code, buy_single_index, buy_exec_index, compute_index, num, count, max_num_set,
			volume_rate):
			TradePointManager.set_buy_compute_start_data(code, buy_single_index, buy_exec_index, compute_index, num, count,
			max_num_set, volume_rate)
			def __save_order_begin_data(cls, code, info: OrderBeginPosInfo):
			cls.__TradePointManager.set_buy_compute_start_data_v2(code, info)

			# 计算下单起始信号
			# compute_data_count 用于计算的l2数据数量
			@classmethod
			def __compute_order_begin_pos(cls, code, start_index, continue_count, end_index):

			second_930 = 9 * 3600 + 30 * 60 + 0
			# 倒数100条数据查询
			datas = local_today_datas[code]
			@@ -1132,7 +1197,12 @@
			continue

			if L2DataUtil.is_limit_up_price_buy(_val):

			# 金额要大于50万
			if _val["num"] * float(_val["price"]) < 5000:
			continue
			# 寻找前面continue_count-1个涨停买
			# for j in range(start_index - 1, -1, -1):
			# if datas[j]["val"]
			if last_index is None or (datas[last_index]["val"]["time"] == datas[i]["val"]["time"]):
			if start is None:
			start = i
			@@ -1154,9 +1224,70 @@

			return False, None

			# 快速买入法的信号位置查找
			@classmethod
			def __compute_fast_order_begin_pos(cls, code, start_index, end_index):
			limit_up_price = gpcode_manager.get_limit_up_price(code)
			# if float(limit_up_price) >= 10:
			# return False, -1, "股价大于10块"
			total_datas = local_today_datas[code]
			start_time_str = total_datas[start_index]["val"]["time"]
			# if tool.trade_time_sub(start_time_str, "13:00:00") > 0:
			# return False, -1, "超过规定时间"
			refer_sell_data = cls.__L2MarketSellManager.get_refer_sell_data(code, start_time_str)
			if refer_sell_data is None:
			return False, -1, "总卖为空"
			if cls.__L2MarketSellManager.is_refer_sell_time_used(code, refer_sell_data[0]):
			return False, -1, "总卖统计时间已被使用"
			# 是否大于500万
			if refer_sell_data[1] <= 500 * 10000:
			return False, -1, "总卖小于指定金额"
			# 统计之前的卖
			threshold_money = refer_sell_data[1]
			for i in range(start_index - 1, -1, -1):
			val = total_datas[i]["val"]
			if tool.compare_time(val["time"], refer_sell_data[0]) <= 0:
			break
			if L2DataUtil.is_sell(val):
			threshold_money += val["num"] * int(float(val["price"]) * 100)
			elif L2DataUtil.is_sell_cancel(val):
			threshold_money -= val["num"] * int(float(val["price"]) * 100)
			# 是否为本秒的第一个涨停买
			for i in range(start_index, end_index + 1):
			data = total_datas[i]
			val = data['val']
			if not L2DataUtil.is_limit_up_price_buy(val):
			# 要统计卖与卖撤
			if L2DataUtil.is_sell(val):
			threshold_money += val["num"] * int(float(val["price"]) * 100)
			elif L2DataUtil.is_sell_cancel(val):
			threshold_money -= val["num"] * int(float(val["price"]) * 100)
			continue
			# 50 万以下的不需要
			if val["num"] * float(val["price"]) < 5000:
			continue
			# 是否为本s的第一次涨停
			is_first_limit_up = True
			for j in range(i - 1, -1, -1):
			temp_val = total_datas[j]["val"]
			if temp_val["time"] == val["time"]:
			if L2DataUtil.is_limit_up_price_buy(temp_val) and temp_val["num"] * float(
			temp_val["price"]) >= 5000:
			is_first_limit_up = True
			break
			else:
			break
			if is_first_limit_up:
			return True, i, [refer_sell_data[0], threshold_money]
			return False, None, None

			@classmethod
			def __get_threshmoney(cls, code):
			return cls.__l2PlaceOrderParamsManagerDict[code].get_m_val()
			m, msg = cls.__l2PlaceOrderParamsManagerDict[code].get_m_val()
			if trade_manager.CodesTradeStateManager().get_trade_state_cache(code) == trade_manager.TRADE_STATE_NOT_TRADE:
			# 首次下单m值扩大1.5倍
			m = int(m * 1.5)
			return m, msg

			# 计算万手哥笔数
			@classmethod
			@@ -1173,13 +1304,9 @@
			@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(code)
			# is_first_code = gpcode_manager.FirstCodeManager().is_in_first_record_cache(code)

			buy_nums = origin_num
			buy_count = origin_count
			@@ -1188,8 +1315,10 @@
			raise Exception("涨停价无法获取")
			# 目标手数
			threshold_num = round(threshold_money / (limit_up_price * 100))
			# 大目标手数（满足这个就不需要看安全笔数）
			threshold_max_num = int(threshold_num * 1.2)

			# place_order_count = trade_data_manager.placeordercountmanager.get_place_order_count(code)
			# place_order_count = trade_data_manager.PlaceOrderCountManager().get_place_order_count(code)
			# 目标订单数量
			threshold_count = cls.__l2PlaceOrderParamsManagerDict[code].get_safe_count()

			@@ -1208,7 +1337,7 @@
			big_num_count = cls.__l2PlaceOrderParamsManagerDict[code].get_big_num_count()

			# 较大单的手数
			bigger_num = round(5900 / limit_up_price)
			bigger_num = round(5000 / limit_up_price)

			for i in range(compute_start_index, compute_end_index + 1):
			data = total_datas[i]
			@@ -1216,7 +1345,7 @@
			trigger_buy = False
			# 必须为连续2秒内的数据
			if L2DataUtil.get_time_as_second(_val["time"]) - buy_single_time_seconds + 1 > max_space_time:
			TradePointManager.delete_buy_point(code)
			cls.__TradePointManager.delete_buy_point(code)
			if i == compute_end_index:
			# 数据处理完毕
			return None, buy_nums, buy_count, None, max_buy_num_set
			@@ -1234,18 +1363,17 @@
			# 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) or buy_nums >= threshold_max_num:
			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}/{threshold_max_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
			# 涨停买撤
			# 判断买入位置是否在买入信号之前
			buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data(code,
			total_datas[i],
			local_today_num_operate_map.get(
			code))
			buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data_v2(total_datas[i],
			local_today_buyno_map.get(
			code))
			if buy_index is not None:
			# 找到买撤数据的买入点
			if buy_index >= buy_single_index:
			@@ -1272,21 +1400,160 @@
			buy_nums, threshold_num)

			max_buy_num_set_count = 0
			for i in max_buy_num_set:
			max_buy_num_set_count += total_datas[i]["re"]
			for i1 in max_buy_num_set:
			max_buy_num_set_count += total_datas[i1]["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:
			try:
			info = cls.__trade_log_placr_order_info_dict[code]
			info.set_trade_factor(threshold_money, threshold_count, list(max_buy_num_set))
			except Exception as e:
			async_log_util.error(logger_l2_error, f"记录交易因子出错：{str(e)}")

			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

			# 返回(买入执行点, 总手, 总笔数, 从新计算起点, 纯买额阈值)
			# 计算快速买入
			@classmethod
			def __sum_buy_num_for_order_fast(cls, code, compute_start_index, compute_end_index, origin_num, origin_count,
			threshold_money_origin, buy_single_index):
			_start_time = t.time()
			total_datas = local_today_datas[code]
			# is_first_code = gpcode_manager.FirstCodeManager().is_in_first_record_cache(code)

			buy_nums = origin_num
			buy_count = origin_count
			limit_up_price = gpcode_manager.get_limit_up_price(code)
			if limit_up_price is None:
			raise Exception("涨停价无法获取")
			limit_up_price = float(limit_up_price)

			threshold_money = threshold_money_origin
			# 目标手数
			threshold_num = round(threshold_money / (limit_up_price * 100))

			buy_single_time_seconds = L2DataUtil.get_time_as_second(total_datas[buy_single_index]["val"]["time"])

			# 可以触发买，当有涨停买信号时才会触发买
			trigger_buy = True
			# 间隔最大时间为3s
			max_space_time = 3
			for i in range(compute_start_index, compute_end_index + 1):
			data = total_datas[i]
			_val = total_datas[i]["val"]
			trigger_buy = False
			# 必须为连续2秒内的数据
			if L2DataUtil.get_time_as_second(_val["time"]) - buy_single_time_seconds + 1 > max_space_time:
			cls.__TradePointManager.delete_buy_point(code)
			if i == compute_end_index:
			# 数据处理完毕
			return None, buy_nums, buy_count, None, threshold_money
			else:
			# 计算买入信号，不能同一时间开始计算
			for ii in range(buy_single_index + 1, compute_end_index + 1):
			if total_datas[buy_single_index]["val"]["time"] != total_datas[ii]["val"]["time"]:
			return None, buy_nums, buy_count, ii, threshold_money
			if L2DataUtil.is_sell(_val):
			threshold_money += _val["num"] * int(float(_val["price"]) * 100)
			threshold_num = round(threshold_money / (limit_up_price * 100))
			elif L2DataUtil.is_sell_cancel(_val):
			threshold_money -= _val["num"] * int(float(_val["price"]) * 100)
			threshold_num = round(threshold_money / (limit_up_price * 100))
			# 涨停买
			elif L2DataUtil.is_limit_up_price_buy(_val):
			trigger_buy = True
			# 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:
			async_log_util.info(logger_l2_trade_buy,
			f"{code}获取到买入执行点(快速买入)：{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}")
			elif L2DataUtil.is_limit_up_price_buy_cancel(_val):
			# 判断买入位置是否在买入信号之前
			buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data_v2(total_datas[i],
			local_today_buyno_map.get(
			code))
			if buy_index is not None:
			# 找到买撤数据的买入点
			if buy_index >= buy_single_index:
			buy_nums -= int(_val["num"]) * int(data["re"])
			buy_count -= int(data["re"])
			l2_log.buy_debug(code, "{}数据在买入信号之后撤买纯买手数：{} 目标手数：{}", i, buy_nums, threshold_num)
			else:
			l2_log.buy_debug(code, "{}数据在买入信号之前，买入位：{}", i, buy_index)
			if total_datas[buy_single_index]["val"]["time"] == total_datas[buy_index]["val"]["time"]:
			# 同一秒,当作买入信号之后处理
			buy_nums -= int(_val["num"]) * int(data["re"])
			buy_count -= int(data["re"])
			# 大单撤销
			l2_log.buy_debug(code, "{}数据买入位与预估买入位在同一秒", i)
			else:
			# 未找到买撤数据的买入点
			l2_log.buy_debug(code, "未找到买撤数据的买入点: 位置-{} 数据-{}", i, data)
			buy_nums -= int(_val["num"]) * int(total_datas[i]["re"])
			buy_count -= int(total_datas[i]["re"])
			l2_log.buy_debug(code, "位置-{}，总手数：{}，目标手数：{}", i,
			buy_nums, threshold_num)
			# 有撤单信号，且小于阈值
			if buy_nums >= threshold_num and trigger_buy:
			try:
			info = cls.__trade_log_placr_order_info_dict[code]
			info.set_trade_factor(threshold_money, 0, [])
			except Exception as e:
			async_log_util.error(logger_l2_error, f"记录交易因子出错：{str(e)}")

			return i, buy_nums, buy_count, None, threshold_money

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

			return None, buy_nums, buy_count, None, threshold_money


			def test_trade_record():
			code = "000333"
			__trade_log_placr_order_info_dict = {code: trade_record_log_util.PlaceOrderInfo()}
			try:
			jx_blocks, jx_blocks_by = KPLCodeJXBlockManager().get_jx_blocks_cache(
			code), KPLCodeJXBlockManager().get_jx_blocks_cache(code, by=True)
			info = __trade_log_placr_order_info_dict[code]
			info.set_buy_index(0, 1)
			if jx_blocks:
			info.set_kpl_blocks(list(jx_blocks))
			elif jx_blocks_by:
			info.set_kpl_blocks(list(jx_blocks_by))
			else:
			info.set_kpl_blocks([])

			trade_record_log_util.add_place_order_log(code, info)
			except:
			pass


			if __name__ == "__main__":
			yesterday_limit_up_data_records = kpl_data_manager.get_current_limit_up_data_records(1)[0][1]
			yesterday_codes = set([x[0] for x in yesterday_limit_up_data_records])
			print(yesterday_codes)
			# test_trade_record()
			# yesterday_limit_up_data_records = kpl_data_manager.get_current_limit_up_data_records(1)[0][1]
			# yesterday_codes = set([x[0] for x in yesterday_limit_up_data_records])
			# print(yesterday_codes)
			code = "603003"
			datas = log_export.load_l2_from_log()
			datas = datas.get(code)
			if datas is None:
			datas = []
			l2.l2_data_util.local_today_datas[code] = datas[:191]
			l2.l2_data_util.load_buy_no_map(l2.l2_data_util.local_today_buyno_map, code,
			l2.l2_data_util.local_today_datas[code])
			l2.l2_data_util.load_canceled_buy_no_map(l2.l2_data_util.local_today_canceled_buyno_map, code,
			l2.l2_data_util.local_today_datas[code])
			start_index = 73
			end_index = 190
			LCancelBigNumComputer().compute_watch_index(code, start_index, end_index)