From 30b8187bb288e69750e3280d3e1f4cccc0a01d85 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 22 四月 2024 18:46:30 +0800
Subject: [PATCH] 大单净流入对撤单比例影响
---
l2/l2_transaction_data_processor.py | 67 +++++++++++++++++++++++----------
1 files changed, 46 insertions(+), 21 deletions(-)
diff --git a/l2/l2_transaction_data_processor.py b/l2/l2_transaction_data_processor.py
index a495a43..f738522 100644
--- a/l2/l2_transaction_data_processor.py
+++ b/l2/l2_transaction_data_processor.py
@@ -1,20 +1,23 @@
import logging
import time
+import constant
from code_attribute import gpcode_manager
from l2 import l2_data_util, l2_data_manager, transaction_progress
from l2.cancel_buy_strategy import FCancelBigNumComputer, LCancelBigNumComputer, LCancelRateManager, \
GCancelBigNumComputer, SCancelBigNumComputer, HourCancelBigNumComputer
from l2.l2_data_manager_new import L2TradeDataProcessor
from l2.l2_data_util import L2DataUtil
-from l2.l2_transaction_data_manager import HuaXinBuyOrderManager, HuaXinSellOrderStatisticManager
+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
from trade import current_price_process_manager
from trade.deal_big_money_manager import DealOrderNoManager
+import concurrent.futures
class HuaXinTransactionDatasProcessor:
+ __statistic_thread_pool = concurrent.futures.ThreadPoolExecutor(max_workers=constant.HUAXIN_L2_MAX_CODES_COUNT + 2)
__TradeBuyQueue = transaction_progress.TradeBuyQueue()
# 璁＄畻鎴愪氦杩涘害
@@ -28,6 +31,27 @@
buy_progress_index = buyno_map[buy_no]["index"]
break
return buy_progress_index
+
+ @classmethod
+ def statistic_big_order_infos(cls, code, datas):
+ """
+ 缁熻澶у崟鎴愪氦
+ @param code:
+ @param datas:
+ @return:
+ """
+ buy_datas = HuaXinBuyOrderManager.statistic_big_buy_data(code, datas)
+ if buy_datas:
+ BigOrderDealManager().add_buy_datas(code, buy_datas)
+
+ sell_datas = HuaXinSellOrderStatisticManager.statistic_big_sell_data(code, datas)
+ if sell_datas:
+ BigOrderDealManager().add_sell_datas(code, sell_datas)
+
+ if buy_datas or sell_datas:
+ buy_money = BigOrderDealManager().get_total_buy_money(code)
+ sell_money = BigOrderDealManager().get_total_sell_money(code)
+ LCancelRateManager.set_big_num_deal_info(code, buy_money, sell_money)
@classmethod
def process_huaxin_transaction_datas(cls, code, datas):
@@ -76,29 +100,30 @@
_start_time = time.time()
# 璁＄畻宸茬粡鎴愪氦鐨勫ぇ鍗�
- big_money_count = 0
- for d in datas:
- data = buyno_map.get(f"{d[6]}")
- buy_num = None
- if data:
- buy_num = data["val"]["num"] * 100
- # 缁熻鎴愪氦鍗�
- 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"])
- val = data["val"]
- if l2_data_util.is_big_money(val) and L2DataUtil.is_limit_up_price_buy(val):
- big_money_count += 1
- DealOrderNoManager().add_orderno(code, f"{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�
- # 鏆傛椂涓嶉渶瑕佽繖绉嶅鏉傜殑鏈哄埗
- # LCancelBigNumComputer().add_deal_index(code, data["index"], order_begin_pos.buy_single_index)
+ # big_money_count = 0
+ # for d in datas:
+ # data = buyno_map.get(f"{d[6]}")
+ # buy_num = None
+ # if data:
+ # buy_num = data["val"]["num"] * 100
+ # # 缁熻鎴愪氦鍗�
+ # 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"])
+ # val = data["val"]
+ # if l2_data_util.is_big_money(val) and L2DataUtil.is_limit_up_price_buy(val):
+ # big_money_count += 1
+ # DealOrderNoManager().add_orderno(code, f"{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�
+ # # 鏆傛椂涓嶉渶瑕佽繖绉嶅鏉傜殑鏈哄埗
+ # # LCancelBigNumComputer().add_deal_index(code, data["index"], order_begin_pos.buy_single_index)
+ cls.__statistic_thread_pool.submit(cls.statistic_big_order_infos, code, datas)
use_time_list.append(("缁熻涔板崟鏁版嵁", time.time() - _start_time))
_start_time = time.time()
- if big_money_count > 0:
- LCancelRateManager.compute_big_num_deal_rate(code)
+ # if big_money_count > 0:
+ # LCancelRateManager.compute_big_num_deal_rate(code)
buy_progress_index = cls.__compute_latest_trade_progress(code, buyno_map, datas)
--
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