From 517f6c8ce6c68bfcd652ceeb7b79f79408dfec76 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 28 五月 2024 18:25:13 +0800
Subject: [PATCH] 注释NB撤/bug修改/手动拉黑前撤单/
---
l2/l2_transaction_data_processor.py | 41 +++++++++++++++++++++++++++++++++--------
1 files changed, 33 insertions(+), 8 deletions(-)
diff --git a/l2/l2_transaction_data_processor.py b/l2/l2_transaction_data_processor.py
index 1c88307..ff3bed5 100644
--- a/l2/l2_transaction_data_processor.py
+++ b/l2/l2_transaction_data_processor.py
@@ -2,19 +2,21 @@
import time
import constant
+from cancel_strategy.s_l_h_cancel_strategy import HourCancelBigNumComputer
+from cancel_strategy.s_l_h_cancel_strategy import LCancelBigNumComputer, LCancelRateManager
+from cancel_strategy.s_l_h_cancel_strategy import SCancelBigNumComputer
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, NewGCancelBigNumComputer
+from l2.cancel_buy_strategy import FCancelBigNumComputer, \
+ NewGCancelBigNumComputer, \
+ NBCancelBigNumComputer
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
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
from utils import tool
@@ -73,8 +75,14 @@
@classmethod
def process_huaxin_transaction_datas(cls, code, datas):
__start_time = time.time()
+ limit_up_price = gpcode_manager.get_limit_up_price(code)
+ if limit_up_price:
+ limit_up_price = round(float(limit_up_price), 2)
# 璁剧疆鎴愪氦浠�
- current_price_process_manager.set_trade_price(code, datas[-1][1])
+ try:
+ current_price_process_manager.set_trade_price(code, datas[-1][1], l2_huaxin_util.convert_time( datas[-1][3]), limit_up_price)
+ except:
+ pass
total_datas = l2_data_util.local_today_datas.get(code)
use_time_list = []
try:
@@ -88,9 +96,7 @@
big_sell_order_info = None
try:
- limit_up_price = gpcode_manager.get_limit_up_price(code)
- if limit_up_price:
- limit_up_price = round(float(limit_up_price), 2)
+
# 缁熻鍗栧崟
big_sell_order_info = HuaXinSellOrderStatisticManager.add_transaction_datas(code, datas, limit_up_price)
@@ -144,6 +150,25 @@
cancel_result = FCancelBigNumComputer().need_cancel_for_deal_fast(code, buy_progress_index)
if cancel_result[0]:
L2TradeDataProcessor.cancel_buy(code, f"F鎾�:{cancel_result[1]}")
+ # if not cancel_result[0]:
+ # try:
+ # cancel_result = NBCancelBigNumComputer().need_cancel(code, buy_progress_index)
+ # if cancel_result[0]:
+ # L2TradeDataProcessor.cancel_buy(code, f"澶у競鍊兼棤澶у崟鎾�:{cancel_result[1]}")
+ # except:
+ # pass
+
+ if not cancel_result[0] and buy_progress_index_changed:
+ try:
+ cancel_result = FCancelBigNumComputer().need_cancel_for_w(code)
+ if cancel_result[0]:
+ L2TradeDataProcessor.cancel_buy(code, f"W鎾�:{cancel_result[1]}")
+ except:
+ pass
+
+
+
+
SCancelBigNumComputer().set_transaction_index(code, order_begin_pos.buy_single_index,
buy_progress_index)
--
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