| | |
| | | |
| | | from code_attribute import gpcode_manager |
| | | from l2 import l2_data_util, l2_data_manager, transaction_progress |
| | | from l2.cancel_buy_strategy import LCancelRateManager, DCancelBigNumComputer, LCancelBigNumComputer, \ |
| | | from l2.cancel_buy_strategy import LCancelRateManager, LCancelBigNumComputer, \ |
| | | SecondCancelBigNumComputer, HourCancelBigNumComputer, FastCancelBigNumComputer |
| | | from l2.l2_data_manager_new import L2TradeDataProcessor |
| | | from l2.l2_data_util import L2DataUtil |
| | | from log_module import async_log_util |
| | | from log_module.log import hx_logger_l2_transaction, logger_l2_trade_buy_queue, hx_logger_l2_upload, hx_logger_l2_debug |
| | | from log_module.log import logger_l2_trade_buy_queue, hx_logger_l2_upload, hx_logger_l2_debug |
| | | from trade import current_price_process_manager, trade_manager, l2_trade_factor |
| | | from trade.deal_big_money_manager import DealOrderNoManager |
| | | from trade.l2_trade_factor import L2PlaceOrderParamsManager |
| | | |
| | | |
| | | class HuaXinTransactionDatasProcessor: |
| | |
| | | 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) |
| | | # limit_up_price = gpcode_manager.get_limit_up_price(code) |
| | | # 注释掉D撤单 |
| | | # if buy_exec_index and buy_exec_index > -1: |
| | | # m_base_val = L2PlaceOrderParamsManager.get_base_m_val(code) |
| | | # need_cancel, msg = DCancelBigNumComputer().set_trade_progress(code, |
| | | # buy_progress_index, |
| | | # buy_exec_index, |
| | | # total_datas, |
| | | # m_base_val, |
| | | # limit_up_price) |
| | | # if need_cancel: |
| | | # L2TradeDataProcessor.cancel_buy(code, f"D撤:{msg}", source="d_cancel") |
| | | |
| | | LCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index, buy_progress_index, total_datas) |
| | | LCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index, buy_progress_index, |
| | | total_datas) |
| | | FastCancelBigNumComputer().set_trade_progress(code, buy_progress_index) |
| | | SecondCancelBigNumComputer().set_transaction_index( |
| | | code, |
| | | buy_progress_index) |
| | | if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1: |
| | | HourCancelBigNumComputer().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: |