From 061204832c6eb71d5583fa8ebdd41479100b6b54 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 17 十一月 2023 19:03:41 +0800
Subject: [PATCH] L撤修改/已成交统计修改
---
l2/l2_transaction_data_manager.py | 131 +++++++++++++++++++++++++++++++++----------
1 files changed, 101 insertions(+), 30 deletions(-)
diff --git a/l2/l2_transaction_data_manager.py b/l2/l2_transaction_data_manager.py
index bc86fed..c774f9f 100644
--- a/l2/l2_transaction_data_manager.py
+++ b/l2/l2_transaction_data_manager.py
@@ -1,24 +1,101 @@
"""
L2鎴愪氦鏁版嵁澶勭悊鍣�
"""
+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
from l2.cancel_buy_strategy import LCancelRateManager, LCancelBigNumComputer, \
SecondCancelBigNumComputer, HourCancelBigNumComputer, FastCancelBigNumComputer
from l2.l2_data_util import L2DataUtil
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
+from log_module.log import logger_l2_trade_buy_queue, hx_logger_l2_upload, hx_logger_l2_debug, \
+ hx_logger_l2_transaction_desc
from trade import current_price_process_manager, trade_manager, l2_trade_factor
from trade.deal_big_money_manager import DealOrderNoManager
+from utils import tool
class HuaXinTransactionDatasProcessor:
+ __db = 0
+ __instance = None
+ __redis_manager = redis_manager.RedisManager(0)
+
__TradeBuyQueue = transaction_progress.TradeBuyQueue()
+ # 姝ｅ湪鎴愪氦鐨勮鍗�
+ __dealing_order_info_dict = {}
+ # 鏈�杩戞垚浜ょ殑璁㈠崟{"code":(璁㈠崟鍙凤紝鏄惁鎴愪氦瀹屾垚)}
+ __latest_deal_order_info_dict = {}
+
+ def __new__(cls, *args, **kwargs):
+ if not cls.__instance:
+ cls.__instance = super(HuaXinTransactionDatasProcessor, cls).__new__(cls, *args, **kwargs)
+ cls.__load_datas()
+ return cls.__instance
@classmethod
- def process_huaxin_transaction_datas(cls, code, datas):
+ def __get_redis(cls):
+ return cls.__redis_manager.getRedis()
+
+ @classmethod
+ def __load_datas(cls):
+ __redis = cls.__get_redis()
+ try:
+ keys = RedisUtils.keys(__redis, "dealing_order_info-*")
+ for k in keys:
+ code = k.split("-")[-1]
+ val = RedisUtils.get(__redis, k)
+ val = json.loads(val)
+ tool.CodeDataCacheUtil.set_cache(cls.__dealing_order_info_dict, code, val)
+ finally:
+ RedisUtils.realse(__redis)
+
+ # 灏嗘暟鎹寔涔呭寲鍒版暟鎹簱
+ def sync_dealing_data_to_db(self):
+ for code in self.__dealing_order_info_dict:
+ RedisUtils.setex(self.__get_redis(), f"dealing_order_info-{code}", tool.get_expire(),
+ json.dumps(self.__dealing_order_info_dict[code]))
+
+ # 缁熻鎴愪氦鐨勬儏鍐�
+
+ def __statistic_deal_desc(self, code, data, total_buy_num):
+ if code not in self.__dealing_order_info_dict:
+ # 鏁版嵁鏍煎紡[璁㈠崟鍙凤紝鎬绘墜鏁帮紝寮�濮嬫垚浜ゆ椂闂达紝缁撴潫鎴愪氦鏃堕棿, 鎬讳拱]
+ 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]:
+ # 鎴愪氦鍚屼竴涓鍗曞彿
+ self.__dealing_order_info_dict[code][1] += data[2]
+ self.__dealing_order_info_dict[code][3] = data[3]
+ else:
+ # 淇濆瓨涓婁竴鏉℃暟鎹�
+ async_log_util.info(hx_logger_l2_transaction_desc, f"{code}#{self.__dealing_order_info_dict[code]}")
+ # 璁剧疆鏈�杩戞垚浜ゅ畬鎴愮殑涓�鏉℃暟鎹�
+ 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
+ # 鍒濆鍖栨湰鏉℃暟鎹�
+ self.__dealing_order_info_dict[code] = [data[6], data[2], data[3], data[3], total_buy_num]
+ return deal_info
+ return None
+
+ # 璁＄畻鎴愪氦杩涘害
+ 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}鎴愪氦杩涘害锛歿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):
# 璁剧疆鎴愪氦浠�
current_price_process_manager.set_trade_price(code, datas[-1][1])
total_datas = l2_data_util.local_today_datas.get(code)
@@ -30,37 +107,28 @@
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)
- # async_log_util.debug(hx_logger_l2_transaction,
- # f"{code}鐨勪拱鍏ヨ鍗曞彿鏁伴噺:{len(buyno_map.keys()) if buyno_map else 0}")
if buyno_map is None:
buyno_map = {}
- 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}鎴愪氦杩涘害锛歿buyno_map[buy_no]['index']}")
- buy_progress_index = buyno_map[buy_no]["index"]
- break
- # ------缁熻淇濆瓨鎴愪氦澶у崟璁㈠崟鍙�------
- origin_ordernos = set()
- for d in datas:
- buy_no = f"{d[6]}"
- origin_ordernos.add(buy_no)
- # ---------------------澶勭悊鎴愪氦澶у崟----------------------
+ order_begin_pos = l2_data_manager.TradePointManager().get_buy_compute_start_data_cache(code)
+
+ # 璁＄畻宸茬粡鎴愪氦鐨勫ぇ鍗�
big_money_count = 0
- for buy_no in origin_ordernos:
- # 鏌ヨ鏄惁涓哄ぇ鍗�
- if buy_no in buyno_map:
- data = buyno_map[buy_no]
+ for d in datas:
+ data = buyno_map.get(f"{d[6]}")
+ buy_num = None
+ if data:
+ buy_num = data["val"]["num"] * 100
+ 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("宸茬粡鎴愪氦绱㈠紩锛�", data["index"])
val = data["val"]
- if not L2DataUtil.is_limit_up_price_buy(val):
- continue
- if l2_data_util.is_big_money(val):
- # 娑ㄥ仠涔扮殑澶у崟
+ if l2_data_util.is_big_money(val) and L2DataUtil.is_limit_up_price_buy(val):
big_money_count += 1
- DealOrderNoManager().add_orderno(code, buy_no)
+ DealOrderNoManager().add_orderno(code, deal_info[0])
+ # L鍚庢槸鍚︽湁鎴愪氦锛屽鏋滄湁鎴愪氦灏遍渶瑕侀櫎鍘诲綋鍓嶇瑪鏁帮紝鐒跺悗閲嶆柊鍥婃嫭涓�绗�
+ LCancelBigNumComputer().add_deal_index(code, data["index"], order_begin_pos.buy_single_index)
if big_money_count > 0:
# 缁熻澶у崟/m鍊兼垚浜ゆ瘮
total_deal_nums = DealOrderNoManager().get_deal_nums(code, buyno_map)
@@ -69,13 +137,15 @@
if limit_up_price:
rate = round(total_deal_nums / (thresh_hold_money // (float(limit_up_price) * 100)), 2)
LCancelRateManager().set_big_num_deal_rate(code, rate)
-
# 鑾峰彇鎵ц浣嶆椂闂�
- order_begin_pos = l2_data_manager.TradePointManager().get_buy_compute_start_data_cache(code)
+
+ buy_progress_index = self.__compute_latest_trade_progress(code, buyno_map, datas)
if buy_progress_index is not None:
- cls.__TradeBuyQueue.set_traded_index(code, buy_progress_index, total_datas)
+ self.__TradeBuyQueue.set_traded_index(code, buy_progress_index, total_datas)
async_log_util.info(logger_l2_trade_buy_queue, "鑾峰彇鎴愪氦浣嶇疆鎴愬姛锛� code-{} index-{}", code,
buy_progress_index)
+
+ if buy_progress_index is not None:
LCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index, buy_progress_index,
total_datas)
FastCancelBigNumComputer().set_trade_progress(code, buy_progress_index)
@@ -92,6 +162,7 @@
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)
--
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