分离华鑫成交L2数据管理与处理

Administrator

2024-01-24 72822cb242d080504b456c6b87939518baebe77b

分离华鑫成交L2数据管理与处理

 constant.py

@@ -124,13 +124,18 @@
L_CANCEL_BIG_MONEY = 100
# 小金额
L_CANCEL_MIN_MONEY = 50
# L后监听快速成交撤单比例
L_CANCEL_FAST_DEAL_RATE = 0.5
# L后监听快速成交金额
L_CANCEL_FAST_DEAL_MIN_MONEY = 99 * 10000

# F撤
F_CANCEL_WATCH_COUNT = 5

F_CANCEL_CACEL_RATE = 0.69


# G撤单
G_CANCEL_RATE = 0.3


# 华鑫L2的卡位数量

 inited_data.py

@@ -12,7 +12,7 @@
from code_attribute.code_nature_analyse import LatestMaxVolumeManager, HighIncreaseCodeManager, CodeNatureRecordManager
from db.redis_manager_delegate import RedisUtils
from l2.l2_sell_manager import L2MarketSellManager
from l2.l2_transaction_data_manager import HuaXinTransactionDatasProcessor
from l2.l2_transaction_data_manager import HuaXinTransactionDataManager
from ths import client_manager
import constant
from trade.deal_big_money_manager import DealOrderNoManager
@@ -213,7 +213,7 @@

# 保存运行时数据
def save_running_data():
    HuaXinTransactionDatasProcessor().sync_dealing_data_to_db()
    HuaXinTransactionDataManager().sync_dealing_data_to_db()




 l2/cancel_buy_strategy.py

@@ -19,6 +19,7 @@
from l2.huaxin import l2_huaxin_util
from l2.l2_data_manager import OrderBeginPosInfo
from l2.l2_sell_manager import L2LimitUpSellManager
from l2.l2_transaction_data_manager import HuaXinTransactionDataManager
from log_module import async_log_util
from trade.deal_big_money_manager import DealOrderNoManager
from utils import tool
@@ -1251,7 +1252,7 @@
            total_datas = local_today_datas.get(code)
            for i in l_down_indexes:
                # 已经成交了的不计算
                if i <= trade_progress:
                if i < trade_progress:
                    continue
                data = total_datas[i]
                val = data['val']
@@ -1261,7 +1262,14 @@
                                                                                                         local_today_canceled_buyno_map.get(
                                                                                                             code))
                if left_count > 0:
                    total_left_num += val["num"]
                    fnum = val["num"]
                    if i == trade_progress:
                        # 需要减去已经成交的数据
                        dealing_info = HuaXinTransactionDataManager.get_dealing_order_info(code)
                        if dealing_info:
                            if str(val["orderNo"]) == str(dealing_info[0]):
                                fnum -= dealing_info[1]//100
                    total_left_num += fnum
            self.__total_l_down_not_deal_num_dict[code] = (total_left_num, time.time())
        except Exception as e:
            async_log_util.exception(logger_l2_l_cancel, e)
@@ -1296,7 +1304,7 @@
        #     self.compute_watch_index(code, self.__last_trade_progress_dict.get(code),
        #                              self.__real_place_order_index_dict.get(code))

    def add_transaction_datas(self,code, transaction_datas):
    def add_transaction_datas(self, code, transaction_datas):
        if not transaction_datas:
            return False, "成交数据为空"
        buyno_map = local_today_buyno_map.get(code)
@@ -1336,13 +1344,13 @@
        if orgin_deal_data is None:
            return False, "L后暂时无成交"

        threshold_rate = 0.5
        threshold_rate = constant.L_CANCEL_FAST_DEAL_RATE
        rate = orgin_deal_data[0] / (total_l_down_not_deal_num[0] * 100)
        if rate > threshold_rate:
            limit_up_price = float(gpcode_manager.get_limit_up_price(code))
            deal_money = limit_up_price * orgin_deal_data[0]
            if deal_money >= 100 * 10000:
                return True, f"达到撤单比例：{rate}/{threshold_rate}"
            if deal_money >= constant.L_CANCEL_FAST_DEAL_MIN_MONEY:
                return True, f"达到撤单比例：{rate}/{threshold_rate} 成交详情：{ orgin_deal_data[0]}/{total_l_down_not_deal_num[0]*100}"
            else:
                return False, f"已达到撤单比例，未达到撤单金额：{deal_money}"
        else:
@@ -1852,7 +1860,7 @@
                    buy_index in watch_indexes or buy_index in watch_indexes_by):
                if buy_index in watch_indexes_by:
                    # 备用撤单，直接撤
                    return True, data, ""
                    return True, data, "次大单撤"
                elif buy_index in watch_indexes:
                    # 大单撤需要重新计算大单撤单比例
                    need_compute = True
@@ -1866,8 +1874,8 @@
                                                                                                          code))
                if cancel_data:
                    canceled_indexes.add(cancel_data["index"])
            cancel_rate = len(canceled_indexes) / len(watch_indexes)
            if cancel_rate > 0.2:
            cancel_rate = round(len(canceled_indexes) / len(watch_indexes), 2)
            if cancel_rate > constant.G_CANCEL_RATE:
                canceled_indexes_list = list(canceled_indexes)
                canceled_indexes_list.sort()
                return True, total_datas[canceled_indexes_list[-1]], f"撤单比例：{cancel_rate}"

 l2/l2_transaction_data_manager.py

@@ -2,34 +2,22 @@
L2成交数据处理器
"""
import json
import logging
import time

from code_attribute import gpcode_manager
from db import redis_manager
from db.redis_manager_delegate import RedisUtils
from l2 import l2_data_util, l2_data_manager, transaction_progress, l2_data_source_util
from l2.cancel_buy_strategy import LCancelRateManager, LCancelBigNumComputer, \
    SecondCancelBigNumComputer, HourCancelBigNumComputer, \
    GCancelBigNumComputer, FCancelBigNumComputer
from l2.l2_data_manager_new import L2TradeDataProcessor
from l2.l2_data_util import L2DataUtil, local_today_canceled_buyno_map

from log_module import async_log_util
from log_module.log import logger_l2_trade_buy_queue, hx_logger_l2_upload, hx_logger_l2_debug, \
    hx_logger_l2_transaction_desc, logger_debug
from msg import push_msg_manager
from third_data import kpl_data_manager
from trade import current_price_process_manager, trade_manager, l2_trade_factor
from trade.deal_big_money_manager import DealOrderNoManager
from log_module.log import hx_logger_l2_transaction_desc

from utils import tool


class HuaXinTransactionDatasProcessor:
class HuaXinTransactionDataManager:
    __db = 0
    __instance = None
    __redis_manager = redis_manager.RedisManager(0)

    __TradeBuyQueue = transaction_progress.TradeBuyQueue()

    # 正在成交的订单
    __dealing_order_info_dict = {}
    # 最近成交的订单{"code":(订单号，是否成交完成)}
@@ -37,7 +25,7 @@

    def __new__(cls, *args, **kwargs):
        if not cls.__instance:
            cls.__instance = super(HuaXinTransactionDatasProcessor, cls).__new__(cls, *args, **kwargs)
            cls.__instance = super(HuaXinTransactionDataManager, cls).__new__(cls, *args, **kwargs)
            cls.__load_datas()
        return cls.__instance

@@ -64,163 +52,33 @@
            RedisUtils.setex(self.__get_redis(), f"dealing_order_info-{code}", tool.get_expire(),
                             json.dumps(self.__dealing_order_info_dict[code]))

    # 统计成交的情况
    # 获取代码正在成交的信息
    # 返回数据：[订单号，总股数，开始成交时间，结束成交时间, 总买]
    @classmethod
    def get_dealing_order_info(cls, code):
        return cls.__dealing_order_info_dict.get(code)

    def __statistic_deal_desc(self, code, data, total_buy_num):
        if code not in self.__dealing_order_info_dict:
            # 数据格式[订单号，总手数，开始成交时间，结束成交时间, 总买]
            self.__dealing_order_info_dict[code] = [data[6], 0, data[3], data[3], total_buy_num]
        if self.__dealing_order_info_dict[code][0] == data[6]:
    # 统计成交的情况
    @classmethod
    def statistic_deal_desc(cls, code, data, total_buy_num):
        if code not in cls.__dealing_order_info_dict:
            # 数据格式[订单号，总股数，开始成交时间，结束成交时间, 总买]
            cls.__dealing_order_info_dict[code] = [data[6], 0, data[3], data[3], total_buy_num]
        if cls.__dealing_order_info_dict[code][0] == data[6]:
            # 成交同一个订单号
            self.__dealing_order_info_dict[code][1] += data[2]
            self.__dealing_order_info_dict[code][3] = data[3]
            cls.__dealing_order_info_dict[code][1] += data[2]
            cls.__dealing_order_info_dict[code][3] = data[3]
        else:
            # 保存上一条数据
            async_log_util.info(hx_logger_l2_transaction_desc, f"{code}#{self.__dealing_order_info_dict[code]}")
            async_log_util.info(hx_logger_l2_transaction_desc, f"{code}#{cls.__dealing_order_info_dict[code]}")
            # 设置最近成交完成的一条数据
            deal_info = (
                self.__dealing_order_info_dict[code][0],
                self.__dealing_order_info_dict[code][4] == self.__dealing_order_info_dict[code][1])
            self.__latest_deal_order_info_dict[code] = deal_info
                cls.__dealing_order_info_dict[code][0],
                cls.__dealing_order_info_dict[code][4] == cls.__dealing_order_info_dict[code][1])
            cls.__latest_deal_order_info_dict[code] = deal_info
            # 初始化本条数据
            self.__dealing_order_info_dict[code] = [data[6], data[2], data[3], data[3], total_buy_num]
            cls.__dealing_order_info_dict[code] = [data[6], data[2], data[3], data[3], total_buy_num]
            return deal_info
        return None

    # 计算成交进度
    def __compute_latest_trade_progress(self, code, buyno_map, datas):
        buy_progress_index = None
        for i in range(len(datas) - 1, -1, -1):
            d = datas[i]
            buy_no = f"{d[6]}"
            if buyno_map and buy_no in buyno_map:
                async_log_util.info(hx_logger_l2_debug, f"{code}成交进度：{buyno_map[buy_no]['index']}")
                buy_progress_index = buyno_map[buy_no]["index"]
                break
        return buy_progress_index

    def process_huaxin_transaction_datas(self, code, datas):
        # 设置成交价
        current_price_process_manager.set_trade_price(code, datas[-1][1])
        total_datas = l2_data_util.local_today_datas.get(code)
        __start_time = time.time()
        try:
            buyno_map = l2_data_util.local_today_buyno_map.get(code)
            if not buyno_map:
                if trade_manager.CodesTradeStateManager().get_trade_state(
                        code) != trade_manager.TRADE_STATE_NOT_TRADE:
                    l2_data_util.load_l2_data(code)
                    buyno_map = l2_data_util.local_today_buyno_map.get(code)
            if buyno_map is None:
                buyno_map = {}

            order_begin_pos = l2_data_manager.TradePointManager().get_buy_compute_start_data_cache(code)

            if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:
                # 已经下单的需要统计F撤
                try:
                    for d in datas:
                        if FCancelBigNumComputer().need_cancel(d)[0]:
                            L2TradeDataProcessor.cancel_buy(code, f"F撤撤单:{d}")
                            order_begin_pos = None
                            break
                except Exception as e:
                    async_log_util.error(hx_logger_l2_debug, str(e))
                try:
                    if LCancelBigNumComputer().add_transaction_datas(code, datas)[0]:
                        L2TradeDataProcessor.cancel_buy(code, f"L后成交太快撤单:{datas[-1]}")
                        order_begin_pos = None
                except Exception as e:
                    async_log_util.error(hx_logger_l2_debug, str(e))


            # 计算已经成交的大单
            big_money_count = 0
            for d in datas:
                data = buyno_map.get(f"{d[6]}")
                buy_num = None
                if data:
                    buy_num = data["val"]["num"] * 100
                # 统计成交单
                deal_info = self.__statistic_deal_desc(code, d, buy_num)
                if deal_info and deal_info[1]:
                    data = buyno_map.get(f"{deal_info[0]}")
                    print("已经成交索引：", data["index"])
                    val = data["val"]
                    if l2_data_util.is_big_money(val) and L2DataUtil.is_limit_up_price_buy(val):
                        big_money_count += 1
                        DealOrderNoManager().add_orderno(code, f"{deal_info[0]}")
                    # L后是否有成交，如果有成交就需要除去当前笔数，然后重新囊括一笔
                    LCancelBigNumComputer().add_deal_index(code, data["index"], order_begin_pos.buy_single_index)
            if big_money_count > 0:
                LCancelRateManager.compute_big_num_deal_rate(code)

            buy_progress_index = self.__compute_latest_trade_progress(code, buyno_map, datas)

            if buy_progress_index is not None:
                buy_progress_index_changed = self.__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)

                GCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index, buy_progress_index)

                LCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index, buy_progress_index,
                                                           total_datas)
                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)
                    # ---------------------------------判断板块是否跟上来了-------------------------------
                    try:
                        pass
                        # order_begin_pos = l2_data_manager.TradePointManager().get_buy_compute_start_data_cache(code)
                        # volume_rate = 0
                        # volume_info = L2TradeDataProcessor.volume_rate_info.get(code)
                        # if volume_info:
                        #     volume_rate = volume_info[0]
                        # need_cancel, msg = UCancelBigNumComputer().need_cancel(code, buy_progress_index, order_begin_pos,
                        #                                                        kpl_data_manager.KPLLimitUpDataRecordManager.get_current_reason_codes_dict(),
                        #                                                        volume_rate)
                        # if need_cancel:
                        #     L2TradeDataProcessor.cancel_buy(code, msg)
                    except Exception as e:
                        logger_debug.exception(e)
                    if buy_progress_index_changed:
                        # 交易进度变化，判断到真实下单位置的距离
                        real_order_index = SecondCancelBigNumComputer().get_real_place_order_index_cache(code)
                        if real_order_index and real_order_index >= buy_progress_index:
                            left_count = 0
                            for i in range(buy_progress_index + 1, real_order_index):
                                val = total_datas[i]["val"]
                                if not L2DataUtil.is_limit_up_price_buy(val):
                                    continue
                                if val["num"] * float(val["price"]) < 5000:
                                    continue
                                left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(
                                    code, i,
                                    total_datas,
                                    local_today_canceled_buyno_map.get(
                                        code))
                                if left_count > 0:
                                    left_count += 1
                            if left_count <= 3:
                                # 当成交进度距离真实下单位置不足3笔时推送即将成交的消息
                                push_msg_manager.push_order_almost_deal(code, gpcode_manager.get_code_name(code))

            else:
                pass
            if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:
                # 触发L撤上重新计算
                LCancelBigNumComputer().re_compute_l_up_watch_indexes(code, order_begin_pos.buy_single_index)

        except Exception as e:
            logging.exception(e)
            hx_logger_l2_debug.exception(e)
        finally:
            use_time = int((time.time() - __start_time) * 1000)
            if use_time > 10:
                async_log_util.info(hx_logger_l2_upload, f"{code}处理成交用时：{use_time}")

 l2/l2_transaction_data_processor.py

New file
@@ -0,0 +1,159 @@
import logging
import time

from code_attribute import gpcode_manager
from l2 import l2_data_util, l2_data_manager, l2_data_source_util, transaction_progress
from l2.cancel_buy_strategy import FCancelBigNumComputer, LCancelBigNumComputer, LCancelRateManager, \
    GCancelBigNumComputer, SecondCancelBigNumComputer, HourCancelBigNumComputer
from l2.l2_data_manager_new import L2TradeDataProcessor
from l2.l2_data_util import L2DataUtil, local_today_canceled_buyno_map
from l2.l2_transaction_data_manager import HuaXinTransactionDataManager
from log_module import async_log_util
from log_module.log import hx_logger_l2_debug, logger_l2_trade_buy_queue, logger_debug, hx_logger_l2_upload
from msg import push_msg_manager
from trade import current_price_process_manager, trade_manager
from trade.deal_big_money_manager import DealOrderNoManager


class HuaXinTransactionDatasProcessor:
    __TradeBuyQueue = transaction_progress.TradeBuyQueue()

    # 计算成交进度
    @classmethod
    def __compute_latest_trade_progress(cls, code, buyno_map, datas):
        buy_progress_index = None
        for i in range(len(datas) - 1, -1, -1):
            d = datas[i]
            buy_no = f"{d[6]}"
            if buyno_map and buy_no in buyno_map:
                async_log_util.info(hx_logger_l2_debug, f"{code}成交进度：{buyno_map[buy_no]['index']}")
                buy_progress_index = buyno_map[buy_no]["index"]
                break
        return buy_progress_index

    @classmethod
    def process_huaxin_transaction_datas(cls, code, datas):
        # 设置成交价
        current_price_process_manager.set_trade_price(code, datas[-1][1])
        total_datas = l2_data_util.local_today_datas.get(code)
        __start_time = time.time()
        try:
            buyno_map = l2_data_util.local_today_buyno_map.get(code)
            if not buyno_map:
                if trade_manager.CodesTradeStateManager().get_trade_state(
                        code) != trade_manager.TRADE_STATE_NOT_TRADE:
                    l2_data_util.load_l2_data(code)
                    buyno_map = l2_data_util.local_today_buyno_map.get(code)
            if buyno_map is None:
                buyno_map = {}

            order_begin_pos = l2_data_manager.TradePointManager().get_buy_compute_start_data_cache(code)

            if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:
                # 已经下单的需要统计F撤
                try:
                    for d in datas:
                        if FCancelBigNumComputer().need_cancel(d)[0]:
                            L2TradeDataProcessor.cancel_buy(code, f"F撤撤单:{d}")
                            order_begin_pos = None
                            break
                except Exception as e:
                    async_log_util.error(hx_logger_l2_debug, str(e))
                try:
                    cresult = LCancelBigNumComputer().add_transaction_datas(code, datas)
                    if cresult[0]:
                        L2TradeDataProcessor.cancel_buy(code, f"L后成交太快撤单:{cresult[1]}")
                        order_begin_pos = None
                except Exception as e:
                    async_log_util.error(hx_logger_l2_debug, str(e))

            # 计算已经成交的大单
            big_money_count = 0
            for d in datas:
                data = buyno_map.get(f"{d[6]}")
                buy_num = None
                if data:
                    buy_num = data["val"]["num"] * 100
                # 统计成交单
                deal_info = HuaXinTransactionDataManager.statistic_deal_desc(code, d, buy_num)
                if deal_info and deal_info[1]:
                    data = buyno_map.get(f"{deal_info[0]}")
                    print("已经成交索引：", data["index"])
                    val = data["val"]
                    if l2_data_util.is_big_money(val) and L2DataUtil.is_limit_up_price_buy(val):
                        big_money_count += 1
                        DealOrderNoManager().add_orderno(code, f"{deal_info[0]}")
                    # L后是否有成交，如果有成交就需要除去当前笔数，然后重新囊括一笔
                    LCancelBigNumComputer().add_deal_index(code, data["index"], order_begin_pos.buy_single_index)
            if big_money_count > 0:
                LCancelRateManager.compute_big_num_deal_rate(code)

            buy_progress_index = cls.__compute_latest_trade_progress(code, buyno_map, datas)

            if buy_progress_index is not None:
                buy_progress_index_changed = 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)

                GCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index, buy_progress_index)

                LCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index, buy_progress_index,
                                                           total_datas)
                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)
                    # ---------------------------------判断板块是否跟上来了-------------------------------
                    try:
                        pass
                        # order_begin_pos = l2_data_manager.TradePointManager().get_buy_compute_start_data_cache(code)
                        # volume_rate = 0
                        # volume_info = L2TradeDataProcessor.volume_rate_info.get(code)
                        # if volume_info:
                        #     volume_rate = volume_info[0]
                        # need_cancel, msg = UCancelBigNumComputer().need_cancel(code, buy_progress_index, order_begin_pos,
                        #                                                        kpl_data_manager.KPLLimitUpDataRecordManager.get_current_reason_codes_dict(),
                        #                                                        volume_rate)
                        # if need_cancel:
                        #     L2TradeDataProcessor.cancel_buy(code, msg)
                    except Exception as e:
                        logger_debug.exception(e)
                    if buy_progress_index_changed:
                        # 交易进度变化，判断到真实下单位置的距离
                        real_order_index = SecondCancelBigNumComputer().get_real_place_order_index_cache(code)
                        if real_order_index and real_order_index >= buy_progress_index:

                            total_left_count = 0
                            for i in range(buy_progress_index + 1, real_order_index):
                                val = total_datas[i]["val"]
                                if not L2DataUtil.is_limit_up_price_buy(val):
                                    continue
                                if val["num"] * float(val["price"]) < 5000:
                                    continue
                                left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(
                                    code, i,
                                    total_datas,
                                    local_today_canceled_buyno_map.get(
                                        code))
                                if left_count > 0:
                                    total_left_count += 1
                            if total_left_count <= 3:
                                # 当成交进度距离真实下单位置不足3笔时推送即将成交的消息
                                push_msg_manager.push_order_almost_deal(code, gpcode_manager.get_code_name(code))
            else:
                pass
            if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:
                # 触发L撤上重新计算
                LCancelBigNumComputer().re_compute_l_up_watch_indexes(code, order_begin_pos.buy_single_index)

        except Exception as e:
            logging.exception(e)
            hx_logger_l2_debug.exception(e)
        finally:
            use_time = int((time.time() - __start_time) * 1000)
            if use_time > 10:
                async_log_util.info(hx_logger_l2_upload, f"{code}处理成交用时：{use_time}")

 log_module/log_export.py

@@ -253,6 +253,7 @@
        if code_ != code:
            continue
        fdatas.append((time_str, data))
    fdatas.reverse()
    return fdatas


@@ -487,7 +488,7 @@


if __name__ == '__main__':
    fdatas = load_huaxin_deal_record("002528")
    fdatas = get_l2_cant_buy_reasons("002731")
    print(len(fdatas))
    # print(get_h_cancel_compute_info("603912"))


 test/l2_trade_test.py

@@ -10,7 +10,7 @@
from copy import deepcopy
from unittest import mock

from code_attribute import big_money_num_manager, gpcode_manager, code_nature_analyse
from code_attribute import big_money_num_manager, gpcode_manager
from db.redis_manager_delegate import RedisUtils
from l2.huaxin import huaxin_delegate_postion_manager
from l2.l2_sell_manager import L2MarketSellManager
@@ -18,13 +18,12 @@
from trade.huaxin import huaxin_trade_api
from utils import tool
from db import redis_manager_delegate as redis_manager
from l2 import l2_log, l2_data_manager, transaction_progress, l2_data_manager_new, l2_transaction_data_manager
from l2 import l2_log, l2_data_manager, transaction_progress, l2_data_manager_new, l2_transaction_data_processor
from l2.transaction_progress import TradeBuyQueue
from third_data import kpl_util, kpl_data_manager, block_info
from third_data.code_plate_key_manager import LimitUpCodesPlateKeyManager, CodePlateKeyBuyManager, KPLCodeJXBlockManager
from third_data.code_plate_key_manager import LimitUpCodesPlateKeyManager, CodePlateKeyBuyManager
from third_data.kpl_data_manager import KPLDataManager
from trade import trade_data_manager, current_price_process_manager, l2_trade_util, trade_manager
from trade.trade_queue_manager import THSBuy1VolumnManager
import l2.l2_data_manager_new, l2.l2_data_manager, l2.l2_data_util, l2.cancel_buy_strategy


@@ -249,7 +248,7 @@
        transaction_map = log_export.load_huaxin_transaction_map()
        fdatas = transaction_map.get(code)
        for d in fdatas:
            l2_transaction_data_manager.HuaXinTransactionDatasProcessor().process_huaxin_transaction_datas(code, d)
            l2_transaction_data_processor.HuaXinTransactionDatasProcessor().process_huaxin_transaction_datas(code, d)


# class TestTrade(unittest.TestCase):

 trade/huaxin/huaxin_trade_server.py

@@ -39,7 +39,8 @@
from l2.l2_data_manager import TradePointManager
from l2.l2_data_util import L2DataUtil
from l2.l2_sell_manager import L2MarketSellManager
from l2.l2_transaction_data_manager import HuaXinTransactionDatasProcessor
from l2.l2_transaction_data_manager import HuaXinTransactionDataManager
from l2.l2_transaction_data_processor import HuaXinTransactionDatasProcessor
from log_module import async_log_util, log_export
from log_module.log import hx_logger_contact_debug, hx_logger_trade_callback, \
    hx_logger_l2_orderdetail, hx_logger_l2_transaction, hx_logger_l2_market_data, logger_l2_g_cancel, logger_debug, \
@@ -78,7 +79,7 @@
    __inited = False
    __TradeBuyQueue = transaction_progress.TradeBuyQueue()
    __KPLCodeJXBlockManager = KPLCodeJXBlockManager()
    __GCancelBigNumComputer = GCancelBigNumComputer()
    __GCancelBigNumComputer = BigNumComputer()

    def setup(self):
        self.__init()
@@ -1212,6 +1213,11 @@
                        if left_count > 0:
                            total_left_count += left_count
                            total_left_num += val["num"] * left_count
                    # 获取正在成交
                    dealing_info = HuaXinTransactionDataManager.get_dealing_order_info(code)
                    if dealing_info:
                        if str(total_datas[trade_index]["val"]["orderNo"]) == str(dealing_info[0]):
                            total_left_num += (total_datas[trade_index]["val"]["num"] - dealing_info[1]//100)
                    limit_up_price = gpcode_manager.get_limit_up_price(code)
                    buy1_money = Buy1PriceManager().get_latest_buy1_money(code)
                    if buy1_money is None: