From 090c62e276a49fb5d16438a4a33f06522dbccc1f Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 17 八月 2023 18:07:44 +0800
Subject: [PATCH] 删除虚拟下单
---
l2/l2_data_manager_new.py | 224 +++++++++++--------------------------------------------
1 files changed, 47 insertions(+), 177 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index 18b503d..f06962d 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -8,12 +8,13 @@
from db.redis_manager_delegate import RedisUtils
from l2.huaxin import l2_huaxin_util, huaxin_delegate_postion_manager
from third_data import kpl_data_manager, block_info
+from trade.deal_big_money_manager import DealComputeProgressManager
from utils import global_util, ths_industry_util, tool
import l2_data_util
from db import redis_manager_delegate as redis_manager
from third_data.code_plate_key_manager import CodePlateKeyBuyManager
from trade import trade_manager, trade_queue_manager, l2_trade_factor, l2_trade_util, \
- trade_result_manager, first_code_score_manager, current_price_process_manager, trade_data_manager
+ trade_result_manager, first_code_score_manager, current_price_process_manager, trade_data_manager, trade_huaxin
from l2 import safe_count_manager, l2_data_manager, l2_data_log, l2_log, l2_data_source_util, code_price_manager, \
transaction_progress
from l2.cancel_buy_strategy import SecondCancelBigNumComputer, HourCancelBigNumComputer, L2LimitUpMoneyStatisticUtil, \
@@ -220,13 +221,20 @@
__SecondCancelBigNumComputer = SecondCancelBigNumComputer()
__HourCancelBigNumComputer = HourCancelBigNumComputer()
__LCancelBigNumComputer = LCancelBigNumComputer()
+ __DCancelBigNumComputer = DCancelBigNumComputer()
__TradeStateManager = trade_manager.TradeStateManager()
__CodesTradeStateManager = trade_manager.CodesTradeStateManager()
__PauseBuyCodesManager = gpcode_manager.PauseBuyCodesManager()
__Buy1PriceManager = code_price_manager.Buy1PriceManager()
__AccountAvailableMoneyManager = AccountAvailableMoneyManager()
__TradeBuyDataManager = trade_data_manager.TradeBuyDataManager()
- __LimitUpTimeManager = limit_up_time_manager.LimitUpTimeManager()
+ __LimitUpTimeManager = limit_up_time_manager.LimitUpTimeManager()
+ __BlackListCodeManager = l2_trade_util.BlackListCodeManager()
+ __WhiteListCodeManager = l2_trade_util.WhiteListCodeManager()
+ __WantBuyCodesManager = gpcode_manager.WantBuyCodesManager()
+ __TradeTargetCodeModeManager = TradeTargetCodeModeManager()
+ __DealComputeProgressManager = DealComputeProgressManager()
+ __TradeOrderIdManager = trade_huaxin.TradeOrderIdManager()
# 鑾峰彇浠ｇ爜璇勫垎
@classmethod
@@ -304,7 +312,7 @@
place_order_index = huaxin_delegate_postion_manager.get_l2_place_order_position(code, datas)
if place_order_index:
logger_l2_process.info("code:{} 鑾峰彇鍒颁笅鍗曠湡瀹炰綅缃細{}", code, place_order_index)
- DCancelBigNumComputer().set_real_order_index(code, place_order_index)
+ cls.__DCancelBigNumComputer.set_real_order_index(code, place_order_index)
__start_time = round(t.time() * 1000)
if len(datas) > 0:
cls.process_add_datas(code, datas, 0, __start_time)
@@ -451,52 +459,14 @@
return
cls.__latest_process_unique_keys[code] = unique_key
- # 璁＄畻瀹夊叏绗旀暟
- @dask.delayed
- def compute_safe_count():
- _start_time = round(t.time() * 1000)
- # 澶勭悊瀹夊叏绗旀暟
- cls.__buyL2SafeCountManager.compute_left_rate(code, start_index, end_index, total_data,
- local_today_num_operate_map.get(code))
-
- # l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time,
- # "宸蹭笅鍗�-鑾峰彇涔板叆淇℃伅鑰楁椂")
- return None, ""
-
- @dask.delayed
- # m鍊煎ぇ鍗曡绠�
- def compute_m_big_num():
- _start_time = round(t.time() * 1000)
- # 璁＄畻m鍊煎ぇ鍗�
- cls.l2BigNumForMProcessor.process(code, max(buy_single_index, start_index), end_index,
- gpcode_manager.get_limit_up_price(code))
- # l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time,
- # "宸蹭笅鍗�-m鍊煎ぇ鍗曡绠�")
- return None, ""
-
- # 涔�1鎾よ绠�
- @dask.delayed
- def buy_1_cancel():
- _start_time = round(t.time() * 1000)
- # 鎾ゅ崟璁＄畻,鍙湅涔�1
- cancel_data, cancel_msg = L2LimitUpMoneyStatisticUtil().process_data(code, start_index,
- end_index,
- buy_single_index, buy_exec_index)
-
- # l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time,
- # "宸蹭笅鍗�-涔�1缁熻鑰楁椂")
- # 涔�1涓嶄細瑙﹀彂鎾ゅ崟
- return None, ""
- # return cancel_data, cancel_msg
-
# S鎾�
- # @dask.delayed
- def s_cancel(_buy_single_index,_buy_exec_index):
+ def s_cancel(_buy_single_index, _buy_exec_index):
_start_time = round(t.time() * 1000)
# S鎾ゅ崟璁＄畻锛岀湅绉掔骇澶у崟鎾ゅ崟
try:
b_need_cancel, b_cancel_data = cls.__SecondCancelBigNumComputer.need_cancel(code, _buy_single_index,
- _buy_exec_index, start_index,
+ _buy_exec_index,
+ start_index,
end_index, total_data,
code_volumn_manager.get_volume_rate_index(
buy_volume_rate),
@@ -516,8 +486,7 @@
return None, ""
# H鎾�
- # @dask.delayed
- def h_cancel(_buy_single_index,_buy_exec_index):
+ def h_cancel(_buy_single_index, _buy_exec_index):
_start_time = round(t.time() * 1000)
try:
b_need_cancel, b_cancel_data = cls.__HourCancelBigNumComputer.need_cancel(code, _buy_single_index,
@@ -541,8 +510,7 @@
return None, ""
# L鎾�
- # @dask.delayed
- def l_cancel(_buy_single_index,_buy_exec_index):
+ def l_cancel(_buy_single_index, _buy_exec_index):
_start_time = round(t.time() * 1000)
try:
b_need_cancel, b_cancel_data = cls.__LCancelBigNumComputer.need_cancel(code,
@@ -561,37 +529,6 @@
pass
return None, ""
- # 鏉夸笂鍗栨挙
- @dask.delayed
- def sell_cancel():
- _start_time = round(t.time() * 1000)
- # 缁熻鏉夸笂鍗�
- try:
- cancel_data, cancel_msg = L2LimitUpSellStatisticUtil().process(code, start_index,
- end_index,
- buy_exec_index)
- return cancel_data, cancel_msg
- except Exception as e:
- logging.exception(e)
- finally:
- # l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time, "宸蹭笅鍗�-鏉夸笂鍗栬�楁椂")
- pass
- return None, ""
-
- # 鏄惁闇�瑕佹挙閿�
- @dask.delayed
- def is_need_cancel(*args):
- try:
- for i in range(0, len(args)):
- _cancel_data, _cancel_msg = args[i]
- if _cancel_data:
- return _cancel_data, _cancel_msg
- except Exception as e:
- logging.exception(e)
- finally:
- pass
- return None, ""
-
if start_index < 0:
start_index = 0
@@ -602,20 +539,6 @@
# 鑾峰彇涔板叆淇″彿璧峰鐐�
buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set, buy_volume_rate = cls.__get_order_begin_pos(
code)
- # 鑰佺増鏈挙鍗�
- # f1 = compute_safe_count()
- # f2 = compute_m_big_num()
- # f3 = s_cancel()
- # f4 = h_cancel()
- # f5 = buy_1_cancel()
- # f6 = sell_cancel()
- # f7 = l_cancel()
- # dask_result = is_need_cancel(f1, f2, f3, f4, f5, f6, f7)
- # if is_first_code:
- # dask_result = is_need_cancel(f3, f4, f7)
- # l2_log.debug(code, "鎾ゅ崟璁＄畻寮�濮�")
- # cancel_data, cancel_msg = dask_result.compute()
- # l2_log.debug(code, "鎾ゅ崟璁＄畻缁撴潫")
# 渚濇澶勭悊
cancel_data, cancel_msg = s_cancel(buy_single_index, buy_exec_index)
@@ -641,26 +564,7 @@
# 鎾ゅ崟灏氭湭鎴愬姛
pass
else:
- # 濡傛灉鏈夎櫄鎷熶笅鍗曢渶瑕佺湡瀹炰笅鍗�
- unreal_buy_info = cls.unreal_buy_dict.get(code)
- if unreal_buy_info is not None:
- l2_log.debug(code, "鏈夎櫄鎷熶笅鍗曪紝鏃犱拱鎾や俊鍙凤紝寮�濮嬫墽琛屼拱鍏ワ紝鎵ц浣嶇疆锛歿},鎴浘鏃堕棿锛歿}", unreal_buy_info[0], capture_time)
- # unreal_buy_info 鐨勫唴瀹规牸寮忎负锛�(瑙︽硶涔版搷浣滀笅鏍�,鎴浘鏃堕棿)
- # 鐪熷疄涓嬪崟
- cls.__buy(code, unreal_buy_info[1], local_today_datas[code][unreal_buy_info[0]],
- unreal_buy_info[0], is_first_code)
- # lp = LineProfiler()
- # lp.enable()
- # lp_wrap = lp(cls.__buy)
- # lp_wrap(code, unreal_buy_info[1], local_today_datas[code][unreal_buy_info[0]],
- # unreal_buy_info[0], is_first_code)
- # output = io.StringIO()
- # lp.print_stats(stream=output)
- # lp.disable()
- # logger_profile.info(output.getvalue())
-
- # _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time,
- # "宸茶櫄鎷熶笅鍗�-鎵ц鐪熷疄涓嬪崟 澶栭儴鑰楁椂")
+ pass
@classmethod
def __buy(cls, code, capture_timestamp, last_data, last_data_index, is_first_code):
@@ -713,7 +617,7 @@
def __can_cancel(cls, code):
if constant.TEST:
return True, ""
- if l2_trade_util.WhiteListCodeManager().is_in_cache(code):
+ if cls.__WhiteListCodeManager.is_in_cache(code):
return False, "浠ｇ爜鍦ㄧ櫧鍚嶅崟涓�"
# 鏆傛椂娉ㄩ噴鎺�
@@ -802,7 +706,7 @@
if volumn_rate >= 1.3:
return False, False, "鏈�澶ч噺姣旇秴杩�1.3涓嶈兘涔�"
- limit_up_time =cls.__LimitUpTimeManager.get_limit_up_time_cache(code)
+ limit_up_time = cls.__LimitUpTimeManager.get_limit_up_time_cache(code)
if limit_up_time is not None:
limit_up_time_seconds = l2.l2_data_util.L2DataUtil.get_time_as_second(
limit_up_time)
@@ -962,8 +866,8 @@
# cls.__l2PlaceOrderParamsManagerDict[code].score_index,
# cls.__l2PlaceOrderParamsManagerDict[code].score_info)
- if not gpcode_manager.WantBuyCodesManager().is_in_cache(code):
- if TradeTargetCodeModeManager().get_mode_cache() == TradeTargetCodeModeManager.MODE_ONLY_BUY_WANT_CODES:
+ if not cls.__WantBuyCodesManager.is_in_cache(code):
+ if cls.__TradeTargetCodeModeManager.get_mode_cache() == TradeTargetCodeModeManager.MODE_ONLY_BUY_WANT_CODES:
return False, True, f"鍙拱鎯充拱鍗曚腑鐨勪唬鐮�"
score_index = None # cls.__l2PlaceOrderParamsManagerDict[code].score_index
score = None # cls.__l2PlaceOrderParamsManagerDict[code].score
@@ -1169,82 +1073,48 @@
buy_nums, buy_count, max_num_set_new,
cls.volume_rate_info[code][0])
l2_log.debug(code, "__save_order_begin_data")
- cls.__LimitUpTimeManager.save_limit_up_time(code,total_datas[compute_index]["val"]["time"])
+ cls.__LimitUpTimeManager.save_limit_up_time(code, total_datas[compute_index]["val"]["time"])
l2_log.debug(code, "save_limit_up_time")
cls.__virtual_buy(code, buy_single_index, compute_index, capture_time)
l2_log.debug(code, "__virtual_buy")
cls.__TradePointManager.delete_buy_cancel_point(code)
l2_log.debug(code, "delete_buy_cancel_point")
- # 鏆傛椂涓嶉渶瑕�
- # f5 = dask.delayed(L2LimitUpMoneyStatisticUtil.process_data)(code, buy_single_index,
- # compute_index,
- # buy_single_index,
- # buy_exec_index, False)
-
- # 宸茶骞惰澶勭悊
- # # 璁板綍涔板叆淇″彿浣嶇疆
- # cls.__save_order_begin_data(code, buy_single_index, compute_index, compute_index, buy_nums, buy_count,
- # max_num_set_new)
- # # 濡傛灉鏄粖澶╃涓�娆℃湁涓嬪崟鎵ц淇″彿锛屾定鍋滄椂闂达紙涔板叆鎵ц浣嶆椂闂达級
- # limit_up_time_manager.save_limit_up_time(code, total_datas[compute_index]["val"]["time"])
- # # 铏氭嫙涓嬪崟
- # cls.__virtual_buy(code, buy_single_index, compute_index, capture_time)
- # # 鍒犻櫎涔嬪墠鐨勬墍鏈夋挙鍗曚俊鍙�
- # l2_data_manager.TradePointManager.delete_buy_cancel_point(code)
- #
- # # 娑ㄥ仠灏佸崟棰濊绠�
- # L2LimitUpMoneyStatisticUtil.process_data(cls.random_key[code], code, buy_single_index, compute_index,
- # buy_single_index,
- # buy_exec_index, False)
-
- # l2_log.debug(code, "璁板綍鎵ц涔板叆鏁版嵁缁撴潫")
-
- # _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time,
- # "璁板綍鎵ц涔板叆鏁版嵁", force=True)
+ # 鐩存帴涓嬪崟
+ cls.__buy(code, capture_time, total_datas[compute_index], compute_index, is_first_code)
# 鏁版嵁鏄惁澶勭悊瀹屾瘯
if compute_index >= compute_end_index:
- need_cancel, cancel_data = cls.__SecondCancelBigNumComputer.need_cancel(code, buy_single_index,
- compute_index,
- buy_single_index, compute_index,
- total_datas, is_first_code,
- cls.volume_rate_info[code][1],
- cls.volume_rate_info[code][1],
- True)
+ # need_cancel, cancel_data = cls.__SecondCancelBigNumComputer.need_cancel(code, buy_single_index,
+ # compute_index,
+ # buy_single_index, compute_index,
+ # total_datas, is_first_code,
+ # cls.volume_rate_info[code][1],
+ # cls.volume_rate_info[code][1],
+ # True)
# _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time,
# "S绾уぇ鍗曞鐞嗚�楁椂", force=True)
- l2_log.debug(code, "鏁版嵁澶勭悊瀹屾瘯锛屼笅鍗�, 鏁版嵁鎴浘鏃堕棿-{}", capture_time)
+ # l2_log.debug(code, "鏁版嵁澶勭悊瀹屾瘯锛屼笅鍗�, 鏁版嵁鎴浘鏃堕棿-{}", capture_time)
# 鏁版嵁宸茬粡澶勭悊瀹屾瘯锛屽鏋滆繕娌℃挙鍗曞氨瀹為檯涓嬪崟
- if need_cancel:
- if cls.cancel_buy(code, "S绾уぇ鍗曟挙閿�"):
- # 鎵ц鎾ゅ崟鎴愬姛
- pass
- else:
- cls.__buy(code, capture_time, total_datas[compute_index], compute_index, is_first_code)
+ # if need_cancel:
+ # if cls.cancel_buy(code, "S绾уぇ鍗曟挙閿�"):
+ # # 鎵ц鎾ゅ崟鎴愬姛
+ # pass
+ # else:
+ # cls.__buy(code, capture_time, total_datas[compute_index], compute_index, is_first_code)
+ pass
else:
- cls.__SecondCancelBigNumComputer.need_cancel(code, buy_single_index, compute_index, buy_single_index,
- compute_index, total_datas, is_first_code,
- cls.volume_rate_info[code][1],
- cls.volume_rate_info[code][1], False)
- l2_log.debug(code, "S绾уぇ鍗曞鐞�")
+ # cls.__SecondCancelBigNumComputer.need_cancel(code, buy_single_index, compute_index, buy_single_index,
+ # compute_index, total_datas, is_first_code,
+ # cls.volume_rate_info[code][1],
+ # cls.volume_rate_info[code][1], False)
+ # l2_log.debug(code, "S绾уぇ鍗曞鐞�")
# _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time,
# "S绾уぇ鍗曞鐞嗚�楁椂", force=True)
# 鏁版嵁灏氭湭澶勭悊瀹屾瘯锛岃繘琛屼笅涓�姝ュ鐞�
- l2_log.debug(code, "鏁版嵁灏氭湭澶勭悊瀹屾瘯锛岃繘琛屼笅涓�姝ュ鐞嗭紝澶勭悊杩涘害锛歿} end_index:{}", compute_index, compute_end_index)
+ # l2_log.debug(code, "鏁版嵁灏氭湭澶勭悊瀹屾瘯锛岃繘琛屼笅涓�姝ュ鐞嗭紝澶勭悊杩涘害锛歿} end_index:{}", compute_index, compute_end_index)
# 澶勭悊鎾ゅ崟姝ラ
cls.__process_order(code, compute_index + 1, compute_end_index, capture_time, is_first_code, False)
- # lp = LineProfiler()
- # lp.enable()
- # lp_wrap = lp(cls.__process_order)
- # lp_wrap(code, compute_index + 1, compute_end_index, capture_time, is_first_code, False)
- # output = io.StringIO()
- # lp.print_stats(stream=output)
- # lp.disable()
- # logger_profile.info(output.getvalue())
-
- # _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time,
- # f"澶勭悊鎾ゅ崟姝ラ鑰楁椂锛岃寖鍥达細{compute_index + 1}-{compute_end_index}", force=True)
else:
# 鏈揪鍒颁笅鍗曟潯浠讹紝淇濆瓨绾拱棰濓紝璁剧疆绾拱棰�
# 璁板綍涔板叆淇″彿浣嶇疆
@@ -1345,7 +1215,7 @@
_start_time = t.time()
total_datas = local_today_datas[code]
- is_first_code = gpcode_manager.FirstCodeManager().is_in_first_record_cache(code)
+ # is_first_code = gpcode_manager.FirstCodeManager().is_in_first_record_cache(code)
buy_nums = origin_num
buy_count = origin_count
@@ -1382,7 +1252,7 @@
trigger_buy = False
# 蹇呴』涓鸿繛缁�2绉掑唴鐨勬暟鎹�
if L2DataUtil.get_time_as_second(_val["time"]) - buy_single_time_seconds + 1 > max_space_time:
- TradePointManager().delete_buy_point(code)
+ cls.__TradePointManager.delete_buy_point(code)
if i == compute_end_index:
# 鏁版嵁澶勭悊瀹屾瘯
return None, buy_nums, buy_count, None, max_buy_num_set
--
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