From 256248e09fa5e44c18a2cd7b45b203d09aa4a3ee Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 10 九月 2025 10:06:37 +0800
Subject: [PATCH] bug修复
---
l2/l2_transaction_data_processor.py | 55 +++++++++++++++++++++++++++++++++++++++----------------
1 files changed, 39 insertions(+), 16 deletions(-)
diff --git a/l2/l2_transaction_data_processor.py b/l2/l2_transaction_data_processor.py
index 0811b3e..438b8e2 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:
@@ -35,6 +35,8 @@
__TradeBuyQueue = transaction_progress.TradeBuyQueue()
# 闈炴定鍋滄垚浜ゆ椂闂�
__not_limit_up_time_dict = {}
+ # 鏈�杩戞垚浜ゆ暟鎹瓧鍏�
+ __latest_transaction_data_dict = {}
# 璁＄畻鎴愪氦杩涘害
@classmethod
@@ -58,7 +60,7 @@
if L2DataUtil.is_limit_up_price_buy(buyno_map[buy_no]["val"]):
buy_progress_index = buyno_map[buy_no]["index"]
break
- if buy_progress_index is None and buy_exec_index is not None:
+ if buy_progress_index is None and buy_exec_index is not None and buy_exec_index >= 0:
# 娌℃湁鎵惧埌鐪熷疄鎴愪氦杩涘害浣嶄笖鏈変拱鍏ユ墽琛屼綅缃�
# 鏍规嵁鏈�杩戠殑鎴愪氦涔板崟鍙疯绠楃湡瀹炴垚浜や綅缃�
try:
@@ -96,7 +98,7 @@
缁熻澶у崟鎴愪氦
@param code:
@param fdatas: 鏍煎紡锛歔(鏁版嵁鏈韩, 鏄惁涓诲姩涔�, 鏄惁娑ㄥ仠, 鎬绘垚浜ら, 涓嶅惈ms鏃堕棿锛屽惈ms鏃堕棿)]
- @return:
+ @return: 澶т拱鍗曞垪琛�,澶у崠鍗曞垪琛�
"""
def statistic_big_buy_data():
@@ -165,6 +167,7 @@
else:
buy_datas = statistic_big_buy_data()
sell_datas = statistic_big_sell_data()
+ return buy_datas, sell_datas
# L鎾ょ殑姣斾緥涓庝拱鍗栧ぇ鍗曟棤鐩存帴鍏崇郴浜�
# if buy_datas or sell_datas:
# buy_money = BigOrderDealManager().get_total_buy_money(code)
@@ -178,6 +181,8 @@
# q.append((data['SecurityID'], data['TradePrice'], data['TradeVolume'],
# data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'],
# data['SellNo'], data['ExecType']))
+ if o_datas:
+ cls.__latest_transaction_data_dict[code] = o_datas[-1]
fdatas = [
[d, d[6] > d[7], limit_up_price == d[1], d[1] * d[2], '', '']
for d in o_datas]
@@ -226,8 +231,9 @@
_start_time = time.time()
# 澶у崟缁熻
# cls.__statistic_thread_pool.submit(cls.statistic_big_order_infos, code, datas, order_begin_pos)
+ big_sell_list = []
try:
- cls.statistic_big_order_infos(code, fdatas, order_begin_pos)
+ big_buy_list, big_sell_list = cls.statistic_big_order_infos(code, fdatas, order_begin_pos)
except Exception as e:
async_log_util.error(hx_logger_l2_debug, f"缁熻澶у崟鍑洪敊锛歿str(e)}")
use_time_list.append(("缁熻澶у崟鏁版嵁", time.time() - _start_time))
@@ -250,17 +256,18 @@
_start_time = time.time()
if is_placed_order:
-
- LCancelBigNumComputer().set_big_sell_order_info(code, big_sell_order_info)
-
# need_cancel, cancel_msg = SCancelBigNumComputer().set_big_sell_order_info_for_cancel(code,
# big_sell_order_info,
# order_begin_pos)
need_cancel, cancel_msg = False, ""
cancel_type = None
- if need_cancel:
- cancel_msg = f"S鎾�:{cancel_msg}"
- cancel_type = trade_constant.CANCEL_TYPE_S
+ try:
+ can_cancel, cancel_data = LCancelBigNumComputer().add_big_sell_order_deal_list(code, big_sell_list)
+ if can_cancel:
+ need_cancel, cancel_msg = True, f"L鍚庡ぇ鍗栧崟鎴愪氦鍙犲姞瑙﹀彂鎾ゅ崟锛歿big_sell_list}"
+ except Exception as e:
+ async_log_util.error(logger_debug, f"L鍚庡ぇ鍗栧崟鎴愪氦鍙犲姞瑙﹀彂鎾ゅ崟:{str(e)}")
+
if not need_cancel:
need_cancel, cancel_msg = FCancelBigNumComputer().need_cancel_for_p(code,
order_begin_pos)
@@ -288,12 +295,17 @@
# if big_money_count > 0:
# LCancelRateManager.compute_big_num_deal_rate(code)
- 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:
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-{}", code, buy_progress_index)
+ 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)
@@ -364,7 +376,6 @@
big_sell_order_info = HuaXinSellOrderStatisticManager.statistic_continue_limit_up_sell_transaction_datas(
code, fdatas,
limit_up_price)
- LCancelBigNumComputer().set_big_sell_order_info(code, big_sell_order_info)
need_cancel, cancel_msg = False, ""
cancel_type = None
if not need_cancel:
@@ -375,9 +386,11 @@
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,
@@ -393,6 +406,8 @@
L2TradeDataProcessor.cancel_buy(code, f"F鎾�:{cancel_result[1]}",
cancel_type=trade_constant.CANCEL_TYPE_F)
+ if o_datas:
+ cls.__latest_transaction_data_dict[code] = o_datas[-1]
limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
# =====鏍煎紡鍖栨暟鎹�=====
# 鏁村舰鏁版嵁锛屾牸寮忥細[(鏁版嵁鏈韩, 鏄惁涓诲姩涔�, 鏄惁娑ㄥ仠, 鎬绘垚浜ら, 涓嶅惈ms鏃堕棿锛屽惈ms鏃堕棿)]
@@ -456,7 +471,11 @@
# 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,
@@ -476,3 +495,7 @@
if _start_time - __start_time > 5:
l2_log.info(code, hx_logger_l2_upload,
f"{code}澶勭悊鎴愪氦鐢ㄦ椂锛歿_start_time - __start_time} 鏁版嵁鏁伴噺锛歿len(fdatas)} 璇︽儏:{use_time_list}")
+
+ @classmethod
+ def get_latest_transaction_data(cls, code):
+ return cls.__latest_transaction_data_dict.get(code)
--
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