bug修复

Administrator

2023-10-27 64dd6c38c818565eca4f5cda19c05f3183a52567

bug修复

 l2/cancel_buy_strategy.py

@@ -1365,7 +1365,8 @@

    def __set_watch_indexes(self, code, indexes):
        CodeDataCacheUtil.set_cache(self.__watch_indexes_cache, code, indexes)
        RedisUtils.setex_async(self.__db, f"f_cancel_watch_index-{code}", tool.get_expire(), f"{json.dumps(list(indexes))}")
        RedisUtils.setex_async(self.__db, f"f_cancel_watch_index-{code}", tool.get_expire(),
                               f"{json.dumps(list(indexes))}")

    def __get_watch_indexes(self, code):
        watch_indexes = self.__watch_indexes_cache.get(code)
@@ -1402,6 +1403,7 @@
            if len(watch_indexes) >= MAX_COUNT:
                break
        # 保存数据
        l2_log.f_cancel_debug(code,f"监听范围：{watch_indexes} 计算起始点：{c_start_index}")
        self.__set_watch_indexes(code, watch_indexes)

    def set_trade_progress(self, code, index):
@@ -1450,11 +1452,12 @@
        self.__set_real_order_index(code, index)
        l2_log.f_cancel_debug(code, f"下单位置设置：{index}")
        trade_index = self.__last_trade_progress_dict.get(code)
        l2_log.f_cancel_debug(code, f"计算范围：{trade_index}-{index}")
        if trade_index:
            total_datas = local_today_datas.get(code)
            # 真实下单位置
            total_count = 0
            for i in range(trade_index+1,index):
            for i in range(trade_index + 1, index):
                data = total_datas[i]
                val = data["val"]
                if not L2DataUtil.is_limit_up_price_buy(val):
@@ -1465,17 +1468,11 @@
                                                                                                         total_datas,
                                                                                                         local_today_canceled_buyno_map.get(
                                                                                                             code))
                if left_count>0:
                if left_count > 0:
                    total_count += left_count
                    if total_count >= 2:
                        return False
        return True







    def place_order_success(self, code):
        self.clear(code)

 l2/l2_data_manager_new.py

@@ -283,13 +283,14 @@
                cls.unreal_buy_dict.pop(code)

    @classmethod
    def set_real_place_order_index(cls, code, index, buy_single_index):
        trade_record_log_util.add_real_place_order_position_log(code, index, buy_single_index)
        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")
        else:
            cancel_buy_strategy.set_real_place_position(code, index, buy_single_index)
    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
@@ -349,7 +350,7 @@
                        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.buy_single_index)
                            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")
@@ -1230,7 +1231,7 @@
            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, "10:00:00") > 0:
        if tool.trade_time_sub(start_time_str, "11:00:00") > 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:

 l2/l2_transaction_data_manager.py

@@ -6,7 +6,7 @@
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, \
    SecondCancelBigNumComputer, HourCancelBigNumComputer
    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
@@ -92,6 +92,7 @@
                #         L2TradeDataProcessor.cancel_buy(code, f"D撤:{msg}", source="d_cancel")

                LCancelBigNumComputer().set_trade_progress(code, buy_progress_index, total_datas)
                FastCancelBigNumComputer().set_trade_progress(code, buy_progress_index)
                SecondCancelBigNumComputer().set_transaction_index(
                    code,
                    buy_progress_index)

 test/l2_trade_test.py

@@ -85,7 +85,6 @@
                except Exception as e:
                    pass


    def test_trade(self):
        threading.Thread(target=async_log_util.run_sync, daemon=True).start()
        code = "600203"
@@ -106,7 +105,6 @@
        l2_market_datas = l2_market_datas.get(code)
        if l2_market_datas:
            l2_market_datas.reverse()


        pos_list = log_export.get_l2_process_position(code)
        # pos_list.insert(108,(375,448))
@@ -177,13 +175,14 @@

            print("----------------处理位置", indexs)
            for l2_m in l2_market_datas:
                if l2_m["dataTimeStamp"] < int(total_datas[indexs[0]]["val"]["time"].replace(":","")):
                if l2_m["dataTimeStamp"] < int(total_datas[indexs[0]]["val"]["time"].replace(":", "")):
                    time_str = f"{l2_m['dataTimeStamp']}"
                    if time_str.startswith("9"):
                        time_str = "0" + time_str
                    time_str = time_str[:6]
                    time_str = f"{time_str[0:2]}:{time_str[2:4]}:{time_str[4:6]}"
                    L2MarketSellManager().set_current_total_sell_data(code,time_str,l2_m["totalAskVolume"]*l2_m["avgAskPrice"])
                    L2MarketSellManager().set_current_total_sell_data(code, time_str,
                                                                      l2_m["totalAskVolume"] * l2_m["avgAskPrice"])
                    break

            l2.l2_data_manager_new.L2TradeDataProcessor.process_add_datas(code, total_datas[indexs[0]:indexs[1] + 1], 0,

 trade/huaxin/huaxin_trade_server.py

@@ -36,7 +36,6 @@
    GCancelBigNumComputer, SecondCancelBigNumComputer, LCancelRateManager, LatestCancelIndexManager
from l2.huaxin import huaxin_target_codes_manager
from l2.huaxin.huaxin_target_codes_manager import HuaXinL1TargetCodesManager
from l2.l2_data_manager_new import L2TradeDataProcessor
from l2.l2_data_util import L2DataUtil
from l2.l2_sell_manager import L2MarketSellManager
from l2.l2_transaction_data_manager import HuaXinTransactionDatasProcessor