From 0e921bc8d68e830f15bb049dfb84b22bc05db788 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 15 八月 2024 09:49:50 +0800
Subject: [PATCH] bug修复
---
l2/l2_transaction_data_processor.py | 39 +++++++++++++++++++++------------------
1 files changed, 21 insertions(+), 18 deletions(-)
diff --git a/l2/l2_transaction_data_processor.py b/l2/l2_transaction_data_processor.py
index ff3bed5..65faadc 100644
--- a/l2/l2_transaction_data_processor.py
+++ b/l2/l2_transaction_data_processor.py
@@ -13,6 +13,7 @@
from l2.huaxin import l2_huaxin_util
from l2.l2_data_manager import OrderBeginPosInfo
from l2.l2_data_manager_new import L2TradeDataProcessor
+from l2.l2_data_util import L2DataUtil
from l2.l2_transaction_data_manager import HuaXinBuyOrderManager, HuaXinSellOrderStatisticManager, BigOrderDealManager
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
@@ -34,7 +35,9 @@
d = datas[i]
buy_no = f"{d[6]}"
if buyno_map and buy_no in buyno_map:
- buy_progress_index = buyno_map[buy_no]["index"]
+ # 鎴愪氦杩涘害浣嶅繀椤绘槸娑ㄥ仠涔�
+ if L2DataUtil.is_limit_up_price_buy(buyno_map[buy_no]["val"]):
+ buy_progress_index = buyno_map[buy_no]["index"]
break
return buy_progress_index
@@ -46,7 +49,8 @@
@param datas:
@return:
"""
- buy_datas, bigger_buy_datas = HuaXinBuyOrderManager.statistic_big_buy_data(code, datas)
+ limit_up_price = round(float(gpcode_manager.get_limit_up_price(code)), 2)
+ buy_datas, bigger_buy_datas = HuaXinBuyOrderManager.statistic_big_buy_data(code, datas, limit_up_price)
if buy_datas:
BigOrderDealManager().add_buy_datas(code, buy_datas)
try:
@@ -80,7 +84,8 @@
limit_up_price = round(float(limit_up_price), 2)
# 璁剧疆鎴愪氦浠�
try:
- current_price_process_manager.set_trade_price(code, datas[-1][1], l2_huaxin_util.convert_time( datas[-1][3]), limit_up_price)
+ current_price_process_manager.set_trade_price(code, datas[-1][1], l2_huaxin_util.convert_time(datas[-1][3]),
+ limit_up_price)
except:
pass
total_datas = l2_data_util.local_today_datas.get(code)
@@ -110,22 +115,24 @@
if need_cancel:
cancel_msg = f"S鎾�:{cancel_msg}"
if not need_cancel:
- need_cancel, cancel_msg = FCancelBigNumComputer().need_cancel_for_p(code, big_sell_order_info,
+ need_cancel, cancel_msg = FCancelBigNumComputer().need_cancel_for_p(code,
order_begin_pos)
# 鍒ゆ柇鏃堕棿鏄惁涓庢湰鍦版椂闂寸浉宸�5s浠ヤ笂
if tool.trade_time_sub(tool.get_now_time_str(), l2_huaxin_util.convert_time(datas[-1][3])) > 10:
- need_cancel, cancel_msg = True, f"鎴愪氦鏃堕棿涓庢湰鍦版椂闂寸浉宸�10S浠ヤ笂锛寋l2_huaxin_util.convert_time(datas[-1][3])}"
-
+ now_seconds = int(tool.get_now_time_str().replace(":", ""))
+ if now_seconds < int("093200"): #or int("130000") <= now_seconds < int("130200"):
+ need_cancel, cancel_msg = True, f"鎴愪氦鏃堕棿涓庢湰鍦版椂闂寸浉宸�10S浠ヤ笂锛寋l2_huaxin_util.convert_time(datas[-1][3])}"
if need_cancel:
L2TradeDataProcessor.cancel_buy(code, cancel_msg)
# GCancelBigNumComputer().set_big_sell_order_info(code, big_sell_order_info)
use_time_list.append(("澶勭悊鍗栧崟鐩稿叧鎾ゆ暟鎹�", time.time() - _start_time))
_start_time = time.time()
+ HuaXinSellOrderStatisticManager.statistic_total_deal_volume(code, datas)
+ use_time_list.append(("缁熻鎴愪氦閲忔暟鎹�", time.time() - _start_time))
except Exception as e:
async_log_util.error(logger_debug, f"鍗栧崟缁熻寮傚父锛歿big_sell_order_info}")
logger_debug.exception(e)
-
_start_time = time.time()
cls.__statistic_thread_pool.submit(cls.statistic_big_order_infos, code, datas, order_begin_pos)
@@ -150,13 +157,13 @@
cancel_result = FCancelBigNumComputer().need_cancel_for_deal_fast(code, buy_progress_index)
if cancel_result[0]:
L2TradeDataProcessor.cancel_buy(code, f"F鎾�:{cancel_result[1]}")
- # if not cancel_result[0]:
- # try:
- # cancel_result = NBCancelBigNumComputer().need_cancel(code, buy_progress_index)
- # if cancel_result[0]:
- # L2TradeDataProcessor.cancel_buy(code, f"澶у競鍊兼棤澶у崟鎾�:{cancel_result[1]}")
- # except:
- # pass
+ if not cancel_result[0]:
+ try:
+ cancel_result = NBCancelBigNumComputer().need_cancel(code, buy_progress_index)
+ if cancel_result[0]:
+ L2TradeDataProcessor.cancel_buy(code, f"澶у競鍊兼棤澶у崟鎾�:{cancel_result[1]}")
+ except:
+ pass
if not cancel_result[0] and buy_progress_index_changed:
try:
@@ -165,10 +172,6 @@
L2TradeDataProcessor.cancel_buy(code, f"W鎾�:{cancel_result[1]}")
except:
pass
-
-
-
-
SCancelBigNumComputer().set_transaction_index(code, order_begin_pos.buy_single_index,
buy_progress_index)
--
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