异常保护

Administrator

4 天以前 48fb7a00951f91bdc707e5dd2d196e5bccb752c3

 l2/l2_limitup_sell_data_manager.py

@@ -5,7 +5,7 @@
from l2 import l2_log
from l2.l2_data_util import L2DataUtil
from log_module import async_log_util, log_export
from log_module.log import hx_logger_l2_sell_delegate, hx_logger_l2_sell_deal
from log_module.log import hx_logger_l2_sell_delegate, hx_logger_l2_sell_deal, logger_debug
from utils import tool


@@ -71,42 +71,42 @@
        return cls.__delegating_sell_num_dict.get(code)

    @classmethod
    def set_deal_datas(cls, code, datas):
    def set_deal_datas(cls, code, fdatas):
        """
        设置成交的卖单
        @param code:
        @param datas:  q.append((data['SecurityID'], data['TradePrice'], data['TradeVolume'],data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'],data['SellNo'], data['ExecType']))
        @param fdatas:  数据本身格式： (data['SecurityID'], data['TradePrice'], data['TradeVolume'],data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'],data['SellNo'], data['ExecType'])
                        [(数据本身, 是否主动买, 是否涨停, 总成交额, 不含ms时间，含ms时间)]
        @return: 是否触发计算
        """
        try:
            limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
            order_no_set = cls.__order_no_set_dict.get(code)
            if order_no_set is None:
                order_no_set = set()
            limit_up_active_buy_datas = []
            for d in datas:
            # 统计涨停卖单的成交
            # 卖单成交字典
            __deal_order_volume_dict = {}
            for d in fdatas:
                # 是否有涨停主动买成交
                if d[6] < d[7]:
                if not d[1] or not d[2]:
                    continue
                if abs(d[1] - limit_up_price) > 0.001:
                    continue
                limit_up_active_buy_datas.append(d)
            total_deal_volume = 0
            if code in cls.__delegating_sell_num_dict:
                for d in datas:
                    # 减去
                    if d[7] in order_no_set:
                        total_deal_volume += d[2]
                cls.__delegating_sell_num_dict[code] -= total_deal_volume
                if d[0][7] not in __deal_order_volume_dict:
                    __deal_order_volume_dict[d[0][7]] = 0
                __deal_order_volume_dict[d[0][7]] += d[0][2]

            if len(limit_up_active_buy_datas):
                # 减去
            add_order_nos = order_no_set & __deal_order_volume_dict.keys()
            _total_deal_volume = sum([__deal_order_volume_dict[x] for x in add_order_nos])
            if code in cls.__delegating_sell_num_dict:
                cls.__delegating_sell_num_dict[code] -= _total_deal_volume
            if _total_deal_volume > 0:
                l2_log.info(code, hx_logger_l2_sell_deal,
                            f"涨停主动买成交：{limit_up_active_buy_datas}")
                            f"涨停主动买成交：{_total_deal_volume}")
                # 打印日志
                l2_log.info(code, hx_logger_l2_sell_deal,
                            f"有涨停主动卖：{code}-{datas[-1][3]}-{cls.__delegating_sell_num_dict.get(code)}, 成交量-{total_deal_volume}")
        except:
            pass
                            f"有涨停主动卖：{code}-{fdatas[-1][0][3]}-{cls.__delegating_sell_num_dict.get(code)}, 成交量-{_total_deal_volume}")
        except Exception as e:
            logger_debug.exception(e)

    @classmethod
    def clear_data(cls, code):
@@ -123,8 +123,8 @@

        if cls.__delegating_sell_num_dict.get(code):
            cls.__delegating_sell_num_dict[code] = 0
            async_log_util.l2_data_log.info(hx_logger_l2_sell_delegate,
                                            f"出现主动卖清除数据：{code}")
            l2_log.info(code, hx_logger_l2_sell_delegate,
                        f"出现主动卖清除数据：{code}")


if __name__ == "__main__":