bug修复

Administrator

2025-02-14 a505cbca2d80bc533fbb27e32b447311fcb15eec

bug修复

 l2/huaxin/huaxin_delegate_postion_manager.py

@@ -216,7 +216,7 @@
            # 最大的时间差,最大的索引差, 数据
            # 深证与执行位置相差时间>=10ms以上，上证与执行位置相差时间>=100ms以上
            data_ = temp_volumes_info_list[0][2]
            MIN_SPCE_MS = 100 if tool.is_sh_code(code) else 10
            MIN_SPCE_MS = 10 if tool.is_sh_code(code) else 10
            if tool.trade_time_sub_with_ms(L2DataUtil.get_time_with_ms(data_["val"]), exec_time_with_ms) < MIN_SPCE_MS:
                continue
            match_list.append((max_sub_time, max_sub_index, data_))

 l2/l2_data_manager_new.py

@@ -2012,6 +2012,8 @@
            if not constant.CAN_RADICAL_BUY_AT_LIMIT_UP and code in RadicalBuyDealCodesManager.buy_by_l2_delegate_expire_time_dict:
                RadicalBuyDealCodesManager.buy_by_l2_delegate_expire_time_dict.pop(code)
            return True, result[1], radical_data[2], radical_data[4], result[3]
        else:
            async_log_util.info(logger_l2_not_buy_reasons, f"{code}#{result[2]}")
        return result

    @classmethod

 l2/l2_limitup_sell_data_manager.py

@@ -85,7 +85,7 @@
                order_no_set = set()
            limit_up_active_buy_datas = []
            for d in datas:
                if d[1] != limit_up_price:
                if abs(d[1] - limit_up_price) > 0.001:
                    continue
                # 是否有涨停主动买成交
                if d[6] < d[7]:
@@ -129,13 +129,13 @@

if __name__ == "__main__":
    # 测试涨停总卖吃掉的情况
    code = "000503"
    code = "300253"
    datas = log_export.load_huaxin_l2_sell_deal_list(code).get(code)
    print(datas)
    deal_datas = []
    deal_order_nos = set()
    for i in range(len(datas)):
        if 102839 <= int(datas[i][0].replace(":", "")) <= 102845:
        if 133320 <= int(datas[i][0].replace(":", "")) <= 142039:
            deal_datas.append(datas[i])
    for x in deal_datas:
        for xx in x[1]:
@@ -147,7 +147,7 @@
    fdatas = []
    for x in datas:
        # if int("101821") < int(x[0].replace(":", "")) < int("102841"):
        if 20770358 >= x[2][0] >= 18860519:
        if 42886361 >= x[2][0] >= 35522478:
            fdatas.append(x)
    delegate_order_nos = set()
    total_delegate = 0

 servers/huaxin_trade_server.py

@@ -37,7 +37,7 @@
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_market_data, logger_l2_g_cancel, logger_debug, \
    logger_system, logger_trade, logger_l2_radical_buy
    logger_system, logger_trade, logger_l2_radical_buy, logger_l2_not_buy_reasons
from third_data import block_info, kpl_data_manager, history_k_data_manager, huaxin_l1_data_manager, kpl_api, kpl_util
from third_data.code_plate_key_manager import KPLCodeJXBlockManager, CodePlateKeyBuyManager, RealTimeKplMarketData, \
    KPLPlateForbiddenManager
@@ -749,6 +749,8 @@
                    result_cache = (time.time() + 3, radical_result)
                    self.__radical_buy_by_blocks_result_cache[code] = result_cache
                    RadicalBuyDealCodesManager().set_code_blocks(code, radical_result[0])
                    if not radical_result[0]:
                        async_log_util.info(logger_l2_not_buy_reasons, f"{code}#{radical_result[1]}")
                # 取缓存
                result = result_cache[1]
                if result[0]: