From 0f1cc55f65930d92ef6891e0729fced4b8256e3e Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 22 三月 2024 18:28:38 +0800
Subject: [PATCH] L后撤成交太快撤单注释/修复板上盯BUG
---
l2/l2_transaction_data_processor.py | 108 ++++++++++++++++++++++++++----------------------------
1 files changed, 52 insertions(+), 56 deletions(-)
diff --git a/l2/l2_transaction_data_processor.py b/l2/l2_transaction_data_processor.py
index 406cd94..3b8d48e 100644
--- a/l2/l2_transaction_data_processor.py
+++ b/l2/l2_transaction_data_processor.py
@@ -1,19 +1,17 @@
import logging
import time
-from code_attribute import gpcode_manager
-from l2 import l2_data_util, l2_data_manager, l2_data_source_util, transaction_progress
+from l2 import l2_data_util, l2_data_manager, transaction_progress
from l2.cancel_buy_strategy import FCancelBigNumComputer, LCancelBigNumComputer, LCancelRateManager, \
- GCancelBigNumComputer, SecondCancelBigNumComputer, HourCancelBigNumComputer
+ GCancelBigNumComputer, SCancelBigNumComputer, HourCancelBigNumComputer, DCancelBigNumComputer
from l2.l2_data_manager_new import L2TradeDataProcessor
-from l2.l2_data_util import L2DataUtil, local_today_canceled_buyno_map
-from l2.l2_transaction_data_manager import HuaXinTransactionDataManager
+from l2.l2_data_util import L2DataUtil
+from l2.l2_transaction_data_manager import HuaXinBuyOrderManager, HuaXinSellOrderStatisticManager
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
-from msg import push_msg_manager
+from msg import buy_order_msg_manager
from trade import current_price_process_manager, trade_manager
from trade.deal_big_money_manager import DealOrderNoManager
-from utils import tool
class HuaXinTransactionDatasProcessor:
@@ -54,20 +52,36 @@
# 宸茬粡涓嬪崟鐨勯渶瑕佺粺璁鎾�
try:
for d in datas:
- if FCancelBigNumComputer().need_cancel(d)[0]:
+ if FCancelBigNumComputer().need_cancel(d)[
+ 0] and not DCancelBigNumComputer().has_auto_cancel_rules(code):
L2TradeDataProcessor.cancel_buy(code, f"F鎾ゆ挙鍗�:{d}")
order_begin_pos = None
break
except Exception as e:
async_log_util.error(hx_logger_l2_debug, str(e))
- try:
- # 涓嬪崟2s鍚庢墠寮�濮嬬敓鏁�
- cresult = LCancelBigNumComputer().add_transaction_datas(code, datas)
- if cresult[0]:
- L2TradeDataProcessor.cancel_buy(code, f"L鍚庢垚浜ゅお蹇挙鍗�:{cresult[1]}")
- order_begin_pos = None
- except Exception as e:
- async_log_util.error(hx_logger_l2_debug, str(e))
+ # 鏆傛椂娉ㄩ噴鎺�
+ # try:
+ # # 涓嬪崟2s鍚庢墠寮�濮嬬敓鏁�
+ # cresult = LCancelBigNumComputer().add_transaction_datas(code, datas)
+ # if cresult[0] and not DCancelBigNumComputer().has_auto_cancel_rules(code):
+ # L2TradeDataProcessor.cancel_buy(code, f"L鍚庢垚浜ゅお蹇挙鍗�:{cresult[1]}")
+ # order_begin_pos = None
+ # except Exception as e:
+ # async_log_util.error(hx_logger_l2_debug, str(e))
+ big_sell_order_info = None
+ try:
+ # 缁熻鍗栧崟
+ big_sell_order_info = HuaXinSellOrderStatisticManager.add_transaction_datas(code, datas)
+ need_cancel, cancel_msg = SCancelBigNumComputer().set_big_sell_order_info_for_cancel(code,
+ big_sell_order_info,
+ order_begin_pos)
+ if need_cancel:
+ # async_log_util.error(logger_debug, f"{code} S鍓嶆挙鍗曪細{cancel_msg}")
+ L2TradeDataProcessor.cancel_buy(code, f"S鍚庢挙:{cancel_msg}")
+
+ 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)
# 璁＄畻宸茬粡鎴愪氦鐨勫ぇ鍗�
big_money_count = 0
@@ -77,7 +91,7 @@
if data:
buy_num = data["val"]["num"] * 100
# 缁熻鎴愪氦鍗�
- deal_info = HuaXinTransactionDataManager.statistic_deal_desc(code, d, buy_num)
+ deal_info = HuaXinBuyOrderManager.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"])
@@ -103,49 +117,31 @@
LCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index, buy_progress_index,
total_datas)
- SecondCancelBigNumComputer().set_transaction_index(
- code,
- buy_progress_index)
if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:
HourCancelBigNumComputer().set_transaction_index(code, order_begin_pos.buy_single_index,
buy_progress_index)
- # ---------------------------------鍒ゆ柇鏉垮潡鏄惁璺熶笂鏉ヤ簡-------------------------------
- try:
- pass
- # order_begin_pos = l2_data_manager.TradePointManager().get_buy_compute_start_data_cache(code)
- # volume_rate = 0
- # volume_info = L2TradeDataProcessor.volume_rate_info.get(code)
- # if volume_info:
- # volume_rate = volume_info[0]
- # need_cancel, msg = UCancelBigNumComputer().need_cancel(code, buy_progress_index, order_begin_pos,
- # kpl_data_manager.KPLLimitUpDataRecordManager.get_current_reason_codes_dict(),
- # volume_rate)
- # if need_cancel:
- # L2TradeDataProcessor.cancel_buy(code, msg)
- except Exception as e:
- logger_debug.exception(e)
- if buy_progress_index_changed:
- # 浜ゆ槗杩涘害鍙樺寲锛屽垽鏂埌鐪熷疄涓嬪崟浣嶇疆鐨勮窛绂�
- real_order_index = SecondCancelBigNumComputer().get_real_place_order_index_cache(code)
- if real_order_index and real_order_index >= buy_progress_index:
+ # cresult = FCancelBigNumComputer().need_cancel_for_deal_fast(code, buy_progress_index)
+ # if cresult[0] and not DCancelBigNumComputer().has_auto_cancel_rules(code):
+ # L2TradeDataProcessor.cancel_buy(code, f"涓嬪崟30s鍐呮帓鍗曚笉瓒�:{cresult[1]}")
- total_left_count = 0
- for i in range(buy_progress_index + 1, real_order_index):
- val = total_datas[i]["val"]
- if not L2DataUtil.is_limit_up_price_buy(val):
- continue
- if val["num"] * float(val["price"]) < 5000:
- continue
- left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(
- code, i,
- total_datas,
- local_today_canceled_buyno_map.get(
- code))
- if left_count > 0:
- total_left_count += 1
- if total_left_count <= 3:
- # 褰撴垚浜よ繘搴﹁窛绂荤湡瀹炰笅鍗曚綅缃笉瓒�3绗旀椂鎺ㄩ�佸嵆灏嗘垚浜ょ殑娑堟伅
- push_msg_manager.push_order_almost_deal(code, gpcode_manager.get_code_name(code))
+ cresult = FCancelBigNumComputer().need_cancel_for_deal_fast_with_total_sell(code,
+ buy_progress_index,
+ order_begin_pos)
+ if cresult[0] and not DCancelBigNumComputer().has_auto_cancel_rules(code):
+ L2TradeDataProcessor.cancel_buy(code, f"3s鍐呮垚浜ゅお澶�:{cresult[1]}")
+
+ # ---------------------------------鎴愪氦杩涘害浣嶅彉鍖�-------------------------------
+ # if buy_progress_index_changed:
+ # # 浜ゆ槗杩涘害鍙樺寲锛屽垽鏂埌鐪熷疄涓嬪崟浣嶇疆鐨勮窛绂�
+ # real_order_index = SCancelBigNumComputer().get_real_place_order_index_cache(code)
+ # if real_order_index and real_order_index >= buy_progress_index:
+ # # 鍙戦�佷笅鍗曟秷鎭�
+ # try:
+ # buy_order_msg_manager.almost_deal(code, real_order_index, buy_progress_index)
+ # buy_order_msg_manager.follow_not_enough(code, order_begin_pos.buy_exec_index,
+ # real_order_index)
+ # except Exception as e:
+ # logger_debug.exception(e)
else:
pass
if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:
--
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