交易bug修改

Administrator

2023-08-31 de34b0a96d71e6ab8eabe2e580c2b94de9065d08

交易bug修改

 huaxin_client/trade_client.py

@@ -547,9 +547,10 @@
    # 撤单错误回报
    def OnErrRtnOrderAction(self, pInputOrderActionField: "CTORATstpInputOrderActionField",
                            pRspInfoField: "CTORATstpRspInfoField", nRequestID: "int") -> "void":
        logger_local_huaxin_trade_debug.info('OnErrRtnOrderAction: Error! [%d] [%d] [%d] [%s]'
                                             % (nRequestID, pInputOrderActionField.OrderSysID, pRspInfoField.ErrorID,
                                                pRspInfoField.ErrorMsg))
        if pInputOrderActionField and pRspInfoField:
            logger_local_huaxin_trade_debug.info('OnErrRtnOrderAction: Error! [%d] [%d] [%d] [%s]'
                                                 % (nRequestID, pInputOrderActionField.OrderSysID, pRspInfoField.ErrorID,
                                                    pRspInfoField.ErrorMsg))

    def OnRspInquiryJZFund(self, pRspInquiryJZFundField: "CTORATstpRspInquiryJZFundField",
                           pRspInfoField: "CTORATstpRspInfoField", nRequestID: "int") -> "void":

 l2/l2_data_manager_new.py

@@ -1021,7 +1021,7 @@
        # _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time, "m值阈值计算")

        # 买入纯买额统计
        compute_index, buy_nums, buy_count, rebegin_buy_pos, max_num_set_new = cls.__sum_buy_num_for_order_3(code,
        new_buy_exec_index, buy_nums, buy_count, rebegin_buy_pos, max_num_set_new = cls.__sum_buy_num_for_order_3(code,
                                                                                                             start_process_index,
                                                                                                             compute_end_index,
                                                                                                             num, count,
@@ -1040,25 +1040,25 @@
                                    is_first_code, False)
            return

        if compute_index is not None:
            l2_log.debug(code, "获取到买入执行位置：{} m值：{} 纯买手数：{} 纯买单数：{} 数据：{} ,量比:{} ", compute_index, threshold_money,
        if new_buy_exec_index is not None:
            l2_log.debug(code, "获取到买入执行位置：{} m值：{} 纯买手数：{} 纯买单数：{} 数据：{} ,量比:{} ", new_buy_exec_index, threshold_money,
                         buy_nums,
                         buy_count, total_datas[compute_index], cls.volume_rate_info[code])
            cls.__save_order_begin_data(code, buy_single_index, compute_index, compute_index,
                         buy_count, total_datas[new_buy_exec_index], cls.volume_rate_info[code])
            cls.__save_order_begin_data(code, buy_single_index, new_buy_exec_index, new_buy_exec_index,
                                        buy_nums, buy_count, max_num_set_new,
                                        cls.volume_rate_info[code][0])
            cls.__LimitUpTimeManager.save_limit_up_time(code, total_datas[compute_index]["val"]["time"])
            cls.__LimitUpTimeManager.save_limit_up_time(code, total_datas[new_buy_exec_index]["val"]["time"])
            cls.__TradePointManager.delete_buy_cancel_point(code)
            l2_log.debug(code, "delete_buy_cancel_point")
            # 直接下单
            ordered = cls.__buy(code, capture_time, total_datas[compute_index], compute_index, is_first_code)
            ordered = cls.__buy(code, capture_time, total_datas[new_buy_exec_index], new_buy_exec_index, is_first_code)

            # 数据是否处理完毕
            if compute_index < compute_end_index:
            if new_buy_exec_index < compute_end_index:
                if ordered:
                    cls.__process_order(code, compute_index + 1, compute_end_index, capture_time, is_first_code, False)
                    cls.__process_order(code, new_buy_exec_index + 1, compute_end_index, capture_time, is_first_code, False)
                else:
                    cls.__start_compute_buy(code, compute_index + 1, compute_end_index, threshold_money, capture_time,
                    cls.__start_compute_buy(code, new_buy_exec_index + 1, compute_end_index, threshold_money, capture_time,
                                            is_first_code, False)
        else:
            # 未达到下单条件，保存纯买额，设置纯买额
@@ -1248,8 +1248,8 @@
                             buy_nums, threshold_num)

            max_buy_num_set_count = 0
            for i in max_buy_num_set:
                max_buy_num_set_count += total_datas[i]["re"]
            for i1 in max_buy_num_set:
                max_buy_num_set_count += total_datas[i1]["re"]
            # 有撤单信号，且小于阈值
            if buy_nums >= threshold_num and buy_count >= threshold_count and trigger_buy and max_buy_num_set_count >= big_num_count:
                return i, buy_nums, buy_count, None, max_buy_num_set

 test/l2_trade_test.py

@@ -4,6 +4,7 @@
import json
import multiprocessing
import random
import threading
import time
import unittest
from copy import deepcopy
@@ -11,7 +12,7 @@

from code_attribute import big_money_num_manager, gpcode_manager
from db.redis_manager_delegate import RedisUtils
from log_module import log, log_export
from log_module import log, log_export, async_log_util
from trade.huaxin import huaxin_trade_api
from utils import tool
from db import redis_manager_delegate as redis_manager
@@ -92,7 +93,9 @@

    # @unittest.skip("跳过此单元测试")
    def test_trade(self):
        code = "002527"
        threading.Thread(target=async_log_util.run_sync,daemon=True).start()

        code = "000678"
        clear_trade_data(code)
        l2.l2_data_util.load_l2_data(code)
        total_datas = deepcopy(l2.l2_data_util.local_today_datas[code])
@@ -147,7 +150,7 @@
        current_price_process_manager.set_trade_price(code, round(float(gpcode_manager.get_limit_up_price(code)), 2))

        pss_server, pss_strategy = multiprocessing.Pipe()
        huaxin_trade_api.run_pipe_trade(pss_server)
        huaxin_trade_api.run_pipe_trade(pss_server, None)

        for indexs in pos_list:
            l2_log.threadIds[code] = mock.Mock(