From 7cd10cd4896bd15345968cde6c76cee33b367533 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 29 八月 2024 13:48:15 +0800
Subject: [PATCH] bug修复
---
l2/l2_data_manager_new.py | 32 ++++++++++++++++++++++++++++----
1 files changed, 28 insertions(+), 4 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index cbf0509..3f9ca9b 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -32,7 +32,7 @@
local_latest_datas, local_today_canceled_buyno_map, local_today_sellno_map
import l2.l2_data_util
from log_module.log import logger_l2_trade_buy, logger_l2_process, logger_l2_error, logger_debug, \
- logger_l2_not_buy_reasons, logger_real_place_order_position
+ logger_l2_not_buy_reasons, logger_real_place_order_position, logger_l2_trade_buy_queue
from trade.trade_data_manager import CodeActualPriceProcessor, PlaceOrderCountManager, AccountMoneyManager
@@ -391,6 +391,8 @@
@classmethod
def process_add_datas(cls, code, add_datas, capture_timestamp, __start_time):
now_time_str = tool.get_now_time_str()
+ # 灏嗘湰娆′腑鏂缃负
+ cls.__break_current_batch_data_for_buy_dict[code] = False
if len(add_datas) > 0:
# 璁板綍褰撳墠鎵规暟鎹殑绱㈠紩
cls.__processing_data_indexes[code] = (add_datas[0]["index"], add_datas[-1]["index"])
@@ -453,6 +455,7 @@
# "l2鏁版嵁棰勫鐞嗘椂闂�")
# 9:29:55寮�濮嬪鐞嗘暟鎹�
+ place_ordered_desc = ""
if len(add_datas) > 0 and int(tool.get_now_time_str().replace(":", "")) > int("092955"):
# 鏄惁涓洪鏉夸唬鐮�
is_first_code = True # gpcode_manager.FirstCodeManager().is_in_first_record(code)
@@ -504,24 +507,29 @@
state = cls.__CodesTradeStateManager.get_trade_state_cache(code)
start_index = len(total_datas) - len(add_datas)
end_index = len(total_datas) - 1
+
if state == trade_constant.TRADE_STATE_BUY_DELEGATED or state == trade_constant.TRADE_STATE_BUY_PLACE_ORDER or state == trade_constant.TRADE_STATE_BUY_SUCCESS:
# 宸叉寕鍗�
+ place_ordered_desc = "宸蹭笅鍗�"
cls.__process_order(code, start_index, end_index, capture_timestamp, is_first_code)
else:
+ place_ordered_desc = "鏈笅鍗�"
# 鏈寕鍗�,鏃堕棿鐩稿樊涓嶅ぇ鎵嶈兘鎸傚崟
# tool.trade_time_sub(latest_time, "09:32:00") < 0
if l2.l2_data_util.L2DataUtil.is_same_time(
now_time_str, latest_time):
cls.__process_not_order(code, start_index, end_index, capture_timestamp, is_first_code)
- l2_log.info(code, logger_l2_process, "code:{} 澶勭悊鏁版嵁鑼冨洿: {}-{} 澶勭悊鏃堕棿:{} 绾跨▼ID锛歿}", code,
+ else:
+ place_ordered_desc += ":鏁版嵁寤惰繜"
+
+ l2_log.info(code, logger_l2_process, "code:{} 澶勭悊鏁版嵁鑼冨洿: {}-{} 澶勭悊鏃堕棿:{} 绾跨▼ID锛歿} 澶勭悊鎯呭喌锛歿}", code,
add_datas[0]["index"],
add_datas[-1]["index"], round(t.time() * 1000) - __start_time,
- l2_log.threadIds.get(code))
+ l2_log.threadIds.get(code), place_ordered_desc)
# 澶勭悊鏈寕鍗�
@classmethod
def __process_not_order(cls, code, start_index, end_index, capture_time, is_first_code):
- cls.__break_current_batch_data_for_buy_dict[code] = False
__start_time = round(t.time() * 1000)
# 鑾峰彇闃堝��
threshold_money, msg = cls.__get_threshmoney(code)
@@ -1020,6 +1028,7 @@
# 鍙湁鏉垮潡婊¤冻涓嬪崟涔嬪悗鎵嶈兘鍒ゆ柇鍏跺畠鏉′欢
range_indexes = cls.__processing_data_indexes.get(code)
if range_indexes:
+ # 鏄惁鏄噺鍖栧崟
is_quantization_result = buy_strategy_util.is_quantization(code, range_indexes[0], range_indexes[1])
if is_quantization_result[0]:
cls.__next_buy_time_dict[code] = is_quantization_result[1]
@@ -1341,6 +1350,7 @@
# 鍒ゆ柇涓嬫涔板叆鏃堕棿鏄惁姝ｇ‘
if code in cls.__next_buy_time_dict and t.time() < cls.__next_buy_time_dict[code]:
+ l2_log.debug(code, f"涓嬫鍙笅鍗曟椂闂达紙{compute_start_index}-{compute_end_index}锛夛細{cls.__next_buy_time_dict[code]}")
return
if code in cls.__next_buy_time_dict:
cls.__next_buy_time_dict.pop(code)
@@ -1377,6 +1387,12 @@
has_single, _index, sell_info, single_msg, mode = cls.__compute_active_order_begin_pos(code, continue_count,
compute_start_index,
compute_end_index)
+ if not has_single:
+ # 娌℃湁淇″彿锛屽鏋滃綋鍓嶆暟鎹槸娑ㄥ仠涔板氨璁板綍鏃ュ織锛岄槻姝㈣褰曡繃澶氱殑鏃ュ織
+ if L2DataUtil.is_limit_up_price_buy(
+ total_datas[compute_start_index]["val"]) and L2DataUtil.is_limit_up_price_buy(total_datas[compute_end_index]["val"]):
+ async_log_util.info(logger_l2_trade_buy_queue, "灏氭湭鑾峰彇鍒颁拱鍏ヤ俊鍙凤細 code-{} start_index-{} end_index-{} msg-{}", code,
+ compute_start_index, compute_end_index, sell_info)
fast_msg = None
if has_single:
order_begin_pos.mode = mode
@@ -1677,6 +1693,14 @@
# 璁＄畻婵�杩涗拱鐨勪笅鍗曚俊鍙�
@classmethod
def __compute_active_order_begin_pos(cls, code, continue_count, start_index, end_index):
+ """
+ 璁＄畻涔板叆淇″彿
+ @param code:
+ @param continue_count:
+ @param start_index:
+ @param end_index:
+ @return:
+ """
total_datas = local_today_datas[code]
start_time_str = total_datas[start_index]["val"]["time"]
if end_index - start_index + 1 < continue_count:
--
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