From 4aa347de9fc0fbfc21113869744def40fbaad39d Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 07 五月 2024 17:57:33 +0800
Subject: [PATCH] 添加委托列表板块输出
---
l2/l2_transaction_data_processor.py | 56 ++++++++++++++++++++++++++++++--------------------------
1 files changed, 30 insertions(+), 26 deletions(-)
diff --git a/l2/l2_transaction_data_processor.py b/l2/l2_transaction_data_processor.py
index f738522..1c88307 100644
--- a/l2/l2_transaction_data_processor.py
+++ b/l2/l2_transaction_data_processor.py
@@ -5,7 +5,9 @@
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
+ GCancelBigNumComputer, SCancelBigNumComputer, HourCancelBigNumComputer, NewGCancelBigNumComputer
+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
@@ -14,6 +16,8 @@
from trade import current_price_process_manager
from trade.deal_big_money_manager import DealOrderNoManager
import concurrent.futures
+
+from utils import tool
class HuaXinTransactionDatasProcessor:
@@ -33,16 +37,29 @@
return buy_progress_index
@classmethod
- def statistic_big_order_infos(cls, code, datas):
+ def statistic_big_order_infos(cls, code, datas, order_begin_pos: OrderBeginPosInfo):
"""
缁熻澶у崟鎴愪氦
@param code:
@param datas:
@return:
"""
- buy_datas = HuaXinBuyOrderManager.statistic_big_buy_data(code, datas)
+ buy_datas, bigger_buy_datas = HuaXinBuyOrderManager.statistic_big_buy_data(code, datas)
if buy_datas:
BigOrderDealManager().add_buy_datas(code, buy_datas)
+ try:
+ is_placed_order = l2_data_manager.TradePointManager.is_placed_order(order_begin_pos)
+ if is_placed_order and bigger_buy_datas:
+ # 鏈夊ぇ浜�50w鐨勫ぇ鍗曟垚浜�
+ buyno_map = l2_data_util.local_today_buyno_map.get(code)
+ if buyno_map:
+ for buy_data in bigger_buy_datas:
+ order_no = f"{buy_data[0]}"
+ if order_no in buyno_map:
+ LCancelBigNumComputer().add_deal_index(code, buyno_map[order_no]["index"],
+ order_begin_pos.buy_single_index)
+ except Exception as e:
+ logger_debug.exception(e)
sell_datas = HuaXinSellOrderStatisticManager.statistic_big_sell_data(code, datas)
if sell_datas:
@@ -80,6 +97,7 @@
_start_time = time.time()
use_time_list.append(("澶勭悊鍗栧崟鎴愪氦鏁版嵁", _start_time - __start_time))
if is_placed_order:
+
need_cancel, cancel_msg = SCancelBigNumComputer().set_big_sell_order_info_for_cancel(code,
big_sell_order_info,
order_begin_pos)
@@ -88,6 +106,10 @@
if not need_cancel:
need_cancel, cancel_msg = FCancelBigNumComputer().need_cancel_for_p(code, big_sell_order_info,
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])}"
+
if need_cancel:
L2TradeDataProcessor.cancel_buy(code, cancel_msg)
@@ -99,26 +121,7 @@
logger_debug.exception(e)
_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)
- cls.__statistic_thread_pool.submit(cls.statistic_big_order_infos, 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))
_start_time = time.time()
@@ -133,8 +136,8 @@
async_log_util.info(logger_l2_trade_buy_queue, "鑾峰彇鎴愪氦浣嶇疆鎴愬姛锛� code-{} index-{}", code,
buy_progress_index)
if is_placed_order:
- GCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index,
- buy_progress_index)
+ NewGCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index,
+ buy_progress_index)
LCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index,
buy_progress_index,
total_datas)
@@ -159,4 +162,5 @@
finally:
use_time = int((time.time() - __start_time) * 1000)
if use_time > 5:
- async_log_util.info(hx_logger_l2_upload, f"{code}澶勭悊鎴愪氦鐢ㄦ椂锛歿use_time} 璇︽儏:{use_time_list}")
+ async_log_util.info(hx_logger_l2_upload,
+ f"{code}澶勭悊鎴愪氦鐢ㄦ椂锛歿use_time} 鏁版嵁鏁伴噺锛歿len(datas)} 璇︽儏:{use_time_list}")
--
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