L后成交重新囊括

Administrator

2024-04-30 8ae3d9af6e57c094dbf2b4516b9cf5325dd13a7e

L后成交重新囊括

 l2/cancel_buy_strategy.py

@@ -1413,7 +1413,7 @@
        if real_place_order_info and real_place_order_info[0] > index:
            total_datas = local_today_datas.get(code)
            min_num = int(5000 / (float(gpcode_manager.get_limit_up_price(code))))
            for j in range(index + 1, real_place_order_info[0]):
            for j in range(real_place_order_info[0]-1, index , -1):
                data = total_datas[j]
                val = data['val']
                if data["index"] in watch_indexes:
@@ -1430,6 +1430,7 @@
                                                                                                             code))
                if left_count > 0:
                    watch_indexes.add(data["index"])
                    l2_log.l_cancel_debug(code, f"L后有成交重新囊括：成交索引-{index} 囊括索引-{data['index']}")
                    break
        self.__set_watch_indexes(code, watch_indexes_info[0], watch_indexes_info[1], watch_indexes)


 l2/l2_transaction_data_manager.py

@@ -149,9 +149,10 @@
        统计大单买
        @param code:
        @param datas:
        @return: 返回数据里面成交的大单
        @return: 返回数据里面(成交的大单,50w以上的单）
        """
        big_buy_datas = []
        normal_buy_datas = []
        for data in datas:
            # q.append((data['SecurityID'], data['TradePrice'], data['TradeVolume'],
            #                   data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'],
@@ -174,9 +175,12 @@
                # 是否为大买单
                if deal_info[2] >= 2990000:
                    big_buy_datas.append(deal_info)
                if deal_info[2] >= 500000:
                    normal_buy_datas.append(deal_info)

                # 初始化本条数据
                cls.__dealing_order_info_dict[code] = [data[6], data[2], data[2] * data[1], data[3], data[3]]
        return big_buy_datas
        return big_buy_datas, normal_buy_datas


# 卖单统计数据

 l2/l2_transaction_data_processor.py

@@ -6,6 +6,7 @@
from l2 import l2_data_util, l2_data_manager, transaction_progress
from l2.cancel_buy_strategy import FCancelBigNumComputer, LCancelBigNumComputer, LCancelRateManager, \
    GCancelBigNumComputer, SCancelBigNumComputer, HourCancelBigNumComputer, NewGCancelBigNumComputer
from l2.l2_data_manager import OrderBeginPosInfo
from l2.l2_data_manager_new import L2TradeDataProcessor
from l2.l2_data_util import L2DataUtil
from l2.l2_transaction_data_manager import HuaXinBuyOrderManager, HuaXinSellOrderStatisticManager, BigOrderDealManager
@@ -33,16 +34,28 @@
        return buy_progress_index

    @classmethod
    def statistic_big_order_infos(cls, code, datas):
    def statistic_big_order_infos(cls, code, datas, order_begin_pos:OrderBeginPosInfo):
        """
        统计大单成交
        @param code:
        @param datas:
        @return:
        """
        buy_datas = HuaXinBuyOrderManager.statistic_big_buy_data(code, datas)
        buy_datas, bigger_buy_datas = HuaXinBuyOrderManager.statistic_big_buy_data(code, datas)
        if buy_datas:
            BigOrderDealManager().add_buy_datas(code, buy_datas)
        try:
            is_placed_order = l2_data_manager.TradePointManager.is_placed_order(order_begin_pos)
            if is_placed_order and bigger_buy_datas:
                # 有大于50w的大单成交
                buyno_map = l2_data_util.local_today_buyno_map.get(code)
                if buyno_map:
                    for buy_data in bigger_buy_datas:
                        order_no = f"{buy_data[0]}"
                        if order_no in buyno_map:
                            LCancelBigNumComputer().add_deal_index(code, buyno_map[order_no]["index"], order_begin_pos.buy_single_index)
        except Exception as e:
            logger_debug.exception(e)

        sell_datas = HuaXinSellOrderStatisticManager.statistic_big_sell_data(code, datas)
        if sell_datas:
@@ -118,7 +131,7 @@
            #         # 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
            #         # 暂时不需要这种复杂的机制
            #         # LCancelBigNumComputer().add_deal_index(code, data["index"], order_begin_pos.buy_single_index)
            cls.__statistic_thread_pool.submit(cls.statistic_big_order_infos, code, datas)
            cls.__statistic_thread_pool.submit(cls.statistic_big_order_infos, code, datas, order_begin_pos)

            use_time_list.append(("统计买单数据", time.time() - _start_time))
            _start_time = time.time()
@@ -134,7 +147,7 @@
                                    buy_progress_index)
                if is_placed_order:
                    NewGCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index,
                                                               buy_progress_index)
                                                                  buy_progress_index)
                    LCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index,
                                                               buy_progress_index,
                                                               total_datas)