From 0138781b37fa64269cff4493054bcb6ad661d582 Mon Sep 17 00:00:00 2001 From: Administrator <admin@example.com> Date: 星期三, 30 七月 2025 14:37:22 +0800 Subject: [PATCH] 近似成交进度位bug修改 --- l2/l2_transaction_data_processor.py | 22 ++++++++++++++++------ 1 files changed, 16 insertions(+), 6 deletions(-) diff --git a/l2/l2_transaction_data_processor.py b/l2/l2_transaction_data_processor.py index 2a62378..ca89c48 100644 --- a/l2/l2_transaction_data_processor.py +++ b/l2/l2_transaction_data_processor.py @@ -22,12 +22,12 @@ 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, \ logger_trade, logger_l2_trade -from trade import current_price_process_manager, trade_constant +from trade import current_price_process_manager, trade_constant, trade_manager import concurrent.futures from trade.buy_radical import radical_buy_strategy from trade.buy_radical.radical_buy_data_manager import RadicalBuyDataManager, EveryLimitupBigDealOrderManager -from utils import tool +from utils import tool, trade_util class HuaXinTransactionDatasProcessor: @@ -288,13 +288,17 @@ # if big_money_count > 0: # LCancelRateManager.compute_big_num_deal_rate(code) + trade_state = trade_manager.CodesTradeStateManager().get_trade_state_cache(code) + # 璁$畻鎴愪氦杩涘害 buy_progress_index, is_similar = cls.__compute_latest_trade_progress(code, fdatas, - order_begin_pos.buy_exec_index) + order_begin_pos.buy_exec_index if trade_util.is_delegated( + trade_state) else -1) if buy_progress_index is not None: buy_progress_index_changed = cls.__TradeBuyQueue.set_traded_index(code, buy_progress_index, total_datas) - l2_log.info(code, logger_l2_trade_buy_queue, "鑾峰彇鎴愪氦浣嶇疆鎴愬姛锛� code-{} index-{} is_similar-{}", code, buy_progress_index, is_similar) + l2_log.info(code, logger_l2_trade_buy_queue, "鑾峰彇鎴愪氦浣嶇疆鎴愬姛锛� code-{} index-{} is_similar-{}", code, + buy_progress_index, is_similar) if is_placed_order: # NewGCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index, # buy_progress_index) @@ -376,9 +380,11 @@ L2TradeDataProcessor.cancel_buy(code, cancel_msg, cancel_type=cancel_type) # 缁熻娑ㄥ仠涓诲姩鍗栨垚浜わ紝涓轰簡F鎾ゅ噯澶囨暟鎹� HuaXinSellOrderStatisticManager.statistic_active_sell_deal_volume(code, fdatas, limit_up_price) + trade_state = trade_manager.CodesTradeStateManager().get_trade_state_cache(code) # 璁$畻鎴愪氦杩涘害 _buy_progress_index, _is_similar = cls.__compute_latest_trade_progress(code, fdatas, - order_begin_pos.buy_exec_index) + order_begin_pos.buy_exec_index if trade_util.is_delegated( + trade_state) else -1) if _buy_progress_index is not None: total_datas = l2_data_util.local_today_datas.get(code) buy_progress_index_changed = cls.__TradeBuyQueue.set_traded_index(code, _buy_progress_index, @@ -457,7 +463,11 @@ # 濡傛灉鏄鍔ㄤ拱灏辨洿鏂版垚浜よ繘搴� if not fdatas[-1][1]: - buy_progress_index, is_similar = cls.__compute_latest_trade_progress(code, fdatas) + trade_state = trade_manager.CodesTradeStateManager().get_trade_state_cache(code) + # 璁$畻鎴愪氦杩涘害 + buy_progress_index, is_similar = cls.__compute_latest_trade_progress(code, fdatas, + order_begin_pos.buy_exec_index if trade_util.is_delegated( + trade_state) else -1) if buy_progress_index is not None: total_datas = l2_data_util.local_today_datas.get(code) cls.__TradeBuyQueue.set_traded_index(code, buy_progress_index, -- Gitblit v1.8.0