From 3be964f68aab1128f6a96894a92e73130b516d97 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 22 十月 2024 18:12:25 +0800
Subject: [PATCH] 扫入策略修改
---
l2/l2_transaction_data_processor.py | 10 ++++++++++
1 files changed, 10 insertions(+), 0 deletions(-)
diff --git a/l2/l2_transaction_data_processor.py b/l2/l2_transaction_data_processor.py
index 07bb467..74cc3e7 100644
--- a/l2/l2_transaction_data_processor.py
+++ b/l2/l2_transaction_data_processor.py
@@ -14,12 +14,14 @@
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_limitup_sell_data_manager import L2LimitUpSellDataManager
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, trade_constant
import concurrent.futures
+from trade.radical_buy_data_manager import RedicalBuyDataManager
from utils import tool
@@ -53,6 +55,7 @@
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)
+ RedicalBuyDataManager.big_order_deal(code)
try:
is_placed_order = l2_data_manager.TradePointManager.is_placed_order(order_begin_pos)
if is_placed_order and bigger_buy_datas:
@@ -108,6 +111,11 @@
current_price_process_manager.set_latest_not_limit_up_time(code,
l2_huaxin_util.convert_time(
d[3], with_ms=True))
+ else:
+ # 涓诲姩鍗栵紙鏉夸笂锛�
+ if d[1] == limit_up_price:
+ L2LimitUpSellDataManager.clear_data(code)
+ break
except:
pass
@@ -141,12 +149,14 @@
# 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()
+ # 缁熻娑ㄥ仠鍗栨垚浜�
HuaXinSellOrderStatisticManager.statistic_total_deal_volume(code, datas, limit_up_price)
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()
+ L2LimitUpSellDataManager.set_deal_datas(code, datas)
cls.__statistic_thread_pool.submit(cls.statistic_big_order_infos, code, datas, order_begin_pos)
use_time_list.append(("缁熻涔板崟鏁版嵁", time.time() - _start_time))
--
Gitblit v1.8.0