From 72822cb242d080504b456c6b87939518baebe77b Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 24 一月 2024 15:36:18 +0800
Subject: [PATCH] 分离华鑫成交L2数据管理与处理
---
l2/l2_transaction_data_manager.py | 192 ++++++-----------------------------------------
1 files changed, 25 insertions(+), 167 deletions(-)
diff --git a/l2/l2_transaction_data_manager.py b/l2/l2_transaction_data_manager.py
index ff8ca60..02a5ea8 100644
--- a/l2/l2_transaction_data_manager.py
+++ b/l2/l2_transaction_data_manager.py
@@ -2,34 +2,22 @@
L2鎴愪氦鏁版嵁澶勭悊鍣�
"""
import json
-import logging
-import time
-from code_attribute import gpcode_manager
from db import redis_manager
from db.redis_manager_delegate import RedisUtils
-from l2 import l2_data_util, l2_data_manager, transaction_progress, l2_data_source_util
-from l2.cancel_buy_strategy import LCancelRateManager, LCancelBigNumComputer, \
- SecondCancelBigNumComputer, HourCancelBigNumComputer, \
- GCancelBigNumComputer, FCancelBigNumComputer
-from l2.l2_data_manager_new import L2TradeDataProcessor
-from l2.l2_data_util import L2DataUtil, local_today_canceled_buyno_map
+
from log_module import async_log_util
-from log_module.log import logger_l2_trade_buy_queue, hx_logger_l2_upload, hx_logger_l2_debug, \
- hx_logger_l2_transaction_desc, logger_debug
-from msg import push_msg_manager
-from third_data import kpl_data_manager
-from trade import current_price_process_manager, trade_manager, l2_trade_factor
-from trade.deal_big_money_manager import DealOrderNoManager
+from log_module.log import hx_logger_l2_transaction_desc
+
from utils import tool
-class HuaXinTransactionDatasProcessor:
+class HuaXinTransactionDataManager:
__db = 0
__instance = None
__redis_manager = redis_manager.RedisManager(0)
- __TradeBuyQueue = transaction_progress.TradeBuyQueue()
+
# 姝ｅ湪鎴愪氦鐨勮鍗�
__dealing_order_info_dict = {}
# 鏈�杩戞垚浜ょ殑璁㈠崟{"code":(璁㈠崟鍙凤紝鏄惁鎴愪氦瀹屾垚)}
@@ -37,7 +25,7 @@
def __new__(cls, *args, **kwargs):
if not cls.__instance:
- cls.__instance = super(HuaXinTransactionDatasProcessor, cls).__new__(cls, *args, **kwargs)
+ cls.__instance = super(HuaXinTransactionDataManager, cls).__new__(cls, *args, **kwargs)
cls.__load_datas()
return cls.__instance
@@ -64,163 +52,33 @@
RedisUtils.setex(self.__get_redis(), f"dealing_order_info-{code}", tool.get_expire(),
json.dumps(self.__dealing_order_info_dict[code]))
- # 缁熻鎴愪氦鐨勬儏鍐�
+ # 鑾峰彇浠ｇ爜姝ｅ湪鎴愪氦鐨勪俊鎭�
+ # 杩斿洖鏁版嵁锛歔璁㈠崟鍙凤紝鎬昏偂鏁帮紝寮�濮嬫垚浜ゆ椂闂达紝缁撴潫鎴愪氦鏃堕棿, 鎬讳拱]
+ @classmethod
+ def get_dealing_order_info(cls, code):
+ return cls.__dealing_order_info_dict.get(code)
- def __statistic_deal_desc(self, code, data, total_buy_num):
- if code not in self.__dealing_order_info_dict:
- # 鏁版嵁鏍煎紡[璁㈠崟鍙凤紝鎬绘墜鏁帮紝寮�濮嬫垚浜ゆ椂闂达紝缁撴潫鎴愪氦鏃堕棿, 鎬讳拱]
- self.__dealing_order_info_dict[code] = [data[6], 0, data[3], data[3], total_buy_num]
- if self.__dealing_order_info_dict[code][0] == data[6]:
+ # 缁熻鎴愪氦鐨勬儏鍐�
+ @classmethod
+ def statistic_deal_desc(cls, code, data, total_buy_num):
+ if code not in cls.__dealing_order_info_dict:
+ # 鏁版嵁鏍煎紡[璁㈠崟鍙凤紝鎬昏偂鏁帮紝寮�濮嬫垚浜ゆ椂闂达紝缁撴潫鎴愪氦鏃堕棿, 鎬讳拱]
+ cls.__dealing_order_info_dict[code] = [data[6], 0, data[3], data[3], total_buy_num]
+ if cls.__dealing_order_info_dict[code][0] == data[6]:
# 鎴愪氦鍚屼竴涓鍗曞彿
- self.__dealing_order_info_dict[code][1] += data[2]
- self.__dealing_order_info_dict[code][3] = data[3]
+ cls.__dealing_order_info_dict[code][1] += data[2]
+ cls.__dealing_order_info_dict[code][3] = data[3]
else:
# 淇濆瓨涓婁竴鏉℃暟鎹�
- async_log_util.info(hx_logger_l2_transaction_desc, f"{code}#{self.__dealing_order_info_dict[code]}")
+ async_log_util.info(hx_logger_l2_transaction_desc, f"{code}#{cls.__dealing_order_info_dict[code]}")
# 璁剧疆鏈�杩戞垚浜ゅ畬鎴愮殑涓�鏉℃暟鎹�
deal_info = (
- self.__dealing_order_info_dict[code][0],
- self.__dealing_order_info_dict[code][4] == self.__dealing_order_info_dict[code][1])
- self.__latest_deal_order_info_dict[code] = deal_info
+ cls.__dealing_order_info_dict[code][0],
+ cls.__dealing_order_info_dict[code][4] == cls.__dealing_order_info_dict[code][1])
+ cls.__latest_deal_order_info_dict[code] = deal_info
# 鍒濆鍖栨湰鏉℃暟鎹�
- self.__dealing_order_info_dict[code] = [data[6], data[2], data[3], data[3], total_buy_num]
+ cls.__dealing_order_info_dict[code] = [data[6], data[2], data[3], data[3], total_buy_num]
return deal_info
return None
- # 璁＄畻鎴愪氦杩涘害
- def __compute_latest_trade_progress(self, code, buyno_map, datas):
- buy_progress_index = None
- for i in range(len(datas) - 1, -1, -1):
- d = datas[i]
- buy_no = f"{d[6]}"
- if buyno_map and buy_no in buyno_map:
- async_log_util.info(hx_logger_l2_debug, f"{code}鎴愪氦杩涘害锛歿buyno_map[buy_no]['index']}")
- buy_progress_index = buyno_map[buy_no]["index"]
- break
- return buy_progress_index
- def process_huaxin_transaction_datas(self, code, datas):
- # 璁剧疆鎴愪氦浠�
- current_price_process_manager.set_trade_price(code, datas[-1][1])
- total_datas = l2_data_util.local_today_datas.get(code)
- __start_time = time.time()
- try:
- buyno_map = l2_data_util.local_today_buyno_map.get(code)
- if not buyno_map:
- if trade_manager.CodesTradeStateManager().get_trade_state(
- code) != trade_manager.TRADE_STATE_NOT_TRADE:
- l2_data_util.load_l2_data(code)
- buyno_map = l2_data_util.local_today_buyno_map.get(code)
- if buyno_map is None:
- buyno_map = {}
-
- order_begin_pos = l2_data_manager.TradePointManager().get_buy_compute_start_data_cache(code)
-
- if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:
- # 宸茬粡涓嬪崟鐨勯渶瑕佺粺璁鎾�
- try:
- for d in datas:
- if FCancelBigNumComputer().need_cancel(d)[0]:
- L2TradeDataProcessor.cancel_buy(code, f"F鎾ゆ挙鍗�:{d}")
- order_begin_pos = None
- break
- except Exception as e:
- async_log_util.error(hx_logger_l2_debug, str(e))
- try:
- if LCancelBigNumComputer().add_transaction_datas(code, datas)[0]:
- L2TradeDataProcessor.cancel_buy(code, f"L鍚庢垚浜ゅお蹇挙鍗�:{datas[-1]}")
- order_begin_pos = None
- except Exception as e:
- async_log_util.error(hx_logger_l2_debug, str(e))
-
-
- # 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 = self.__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�
- LCancelBigNumComputer().add_deal_index(code, data["index"], order_begin_pos.buy_single_index)
- if big_money_count > 0:
- LCancelRateManager.compute_big_num_deal_rate(code)
-
- buy_progress_index = self.__compute_latest_trade_progress(code, buyno_map, datas)
-
- if buy_progress_index is not None:
- buy_progress_index_changed = self.__TradeBuyQueue.set_traded_index(code, buy_progress_index,
- total_datas)
-
- 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)
-
- GCancelBigNumComputer().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)
- SecondCancelBigNumComputer().set_transaction_index(
- code,
- buy_progress_index)
- if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:
- HourCancelBigNumComputer().set_transaction_index(code, order_begin_pos.buy_single_index,
- buy_progress_index)
- # ---------------------------------鍒ゆ柇鏉垮潡鏄惁璺熶笂鏉ヤ簡-------------------------------
- try:
- pass
- # order_begin_pos = l2_data_manager.TradePointManager().get_buy_compute_start_data_cache(code)
- # volume_rate = 0
- # volume_info = L2TradeDataProcessor.volume_rate_info.get(code)
- # if volume_info:
- # volume_rate = volume_info[0]
- # need_cancel, msg = UCancelBigNumComputer().need_cancel(code, buy_progress_index, order_begin_pos,
- # kpl_data_manager.KPLLimitUpDataRecordManager.get_current_reason_codes_dict(),
- # volume_rate)
- # if need_cancel:
- # L2TradeDataProcessor.cancel_buy(code, msg)
- except Exception as e:
- logger_debug.exception(e)
- if buy_progress_index_changed:
- # 浜ゆ槗杩涘害鍙樺寲锛屽垽鏂埌鐪熷疄涓嬪崟浣嶇疆鐨勮窛绂�
- real_order_index = SecondCancelBigNumComputer().get_real_place_order_index_cache(code)
- if real_order_index and real_order_index >= buy_progress_index:
- left_count = 0
- for i in range(buy_progress_index + 1, real_order_index):
- val = total_datas[i]["val"]
- if not L2DataUtil.is_limit_up_price_buy(val):
- continue
- if val["num"] * float(val["price"]) < 5000:
- continue
- left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(
- code, i,
- total_datas,
- local_today_canceled_buyno_map.get(
- code))
- if left_count > 0:
- left_count += 1
- if left_count <= 3:
- # 褰撴垚浜よ繘搴﹁窛绂荤湡瀹炰笅鍗曚綅缃笉瓒�3绗旀椂鎺ㄩ�佸嵆灏嗘垚浜ょ殑娑堟伅
- push_msg_manager.push_order_almost_deal(code, gpcode_manager.get_code_name(code))
-
- else:
- pass
- if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:
- # 瑙﹀彂L鎾や笂閲嶆柊璁＄畻
- LCancelBigNumComputer().re_compute_l_up_watch_indexes(code, order_begin_pos.buy_single_index)
-
- except Exception as e:
- logging.exception(e)
- hx_logger_l2_debug.exception(e)
- finally:
- use_time = int((time.time() - __start_time) * 1000)
- if use_time > 10:
- async_log_util.info(hx_logger_l2_upload, f"{code}澶勭悊鎴愪氦鐢ㄦ椂锛歿use_time}")
--
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