From 7eb1a8ed1a007d80de41d131071ee38f5872700c Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 07 二月 2025 14:26:37 +0800
Subject: [PATCH] 辨识度票策略修改/恢复P撤/上传订阅涨幅
---
l2/l2_transaction_data_processor.py | 41 +++++++++++++++++++++++++++++++----------
1 files changed, 31 insertions(+), 10 deletions(-)
diff --git a/l2/l2_transaction_data_processor.py b/l2/l2_transaction_data_processor.py
index a7680c8..fd6f162 100644
--- a/l2/l2_transaction_data_processor.py
+++ b/l2/l2_transaction_data_processor.py
@@ -21,7 +21,8 @@
from trade import current_price_process_manager, trade_constant
import concurrent.futures
-from trade.radical_buy_data_manager import RedicalBuyDataManager
+from trade.buy_radical import radical_buy_strategy
+from trade.buy_radical.radical_buy_data_manager import RadicalBuyDataManager, EveryLimitupBigDealOrderManager
from utils import tool
@@ -51,15 +52,22 @@
@param datas:
@return:
"""
- limit_up_price = round(float(gpcode_manager.get_limit_up_price(code)), 2)
+ limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
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)
+ active_big_buy_orders = []
+ if buy_datas:
+ for x in buy_datas:
+ if x[0] > x[6]:
+ # (涔板崟鍙�, 鎴愪氦閲戦, 鏈�鍚庢垚浜ゆ椂闂�)
+ active_big_buy_orders.append((x[0], x[2], x[4]))
+ EveryLimitupBigDealOrderManager.add_big_buy_order_deal(code, active_big_buy_orders)
try:
is_placed_order = l2_data_manager.TradePointManager.is_placed_order(order_begin_pos)
if is_placed_order:
if order_begin_pos and order_begin_pos.mode == OrderBeginPosInfo.MODE_RADICAL:
- RedicalBuyDataManager.big_order_deal(code)
+ RadicalBuyDataManager.big_order_deal(code)
if is_placed_order and bigger_buy_datas:
# 鏈夊ぇ浜�50w鐨勫ぇ鍗曟垚浜�
@@ -89,8 +97,13 @@
# 璁剧疆鎴愪氦浠�
try:
current_price_process_manager.set_trade_price(code, datas[-1][1])
+ if limit_up_price > datas[-1][1]:
+ # 娌℃湁娑ㄥ仠
+ EveryLimitupBigDealOrderManager.open_limit_up(code)
+ radical_buy_strategy.clear_data(code)
except:
pass
+
total_datas = l2_data_util.local_today_datas.get(code)
use_time_list = []
try:
@@ -101,6 +114,17 @@
order_begin_pos = l2_data_manager.TradePointManager().get_buy_compute_start_data_cache(code)
# 鏄惁宸茬粡涓嬪崟
is_placed_order = l2_data_manager.TradePointManager.is_placed_order(order_begin_pos)
+
+ _start_time = time.time()
+ L2LimitUpSellDataManager.set_deal_datas(code, datas)
+ # 澶у崟缁熻
+ # cls.__statistic_thread_pool.submit(cls.statistic_big_order_infos, code, datas, order_begin_pos)
+ try:
+ cls.statistic_big_order_infos(code, datas, order_begin_pos)
+ except Exception as e:
+ hx_logger_l2_debug.error(f"缁熻澶у崟鍑洪敊锛歿str(e)}")
+ use_time_list.append(("缁熻涔板崟鏁版嵁", time.time() - _start_time))
+ _start_time = time.time()
big_sell_order_info = None
try:
@@ -139,11 +163,11 @@
if not need_cancel:
need_cancel, cancel_msg = FCancelBigNumComputer().need_cancel_for_p(code,
order_begin_pos)
- cancel_type = trade_constant.CANCEL_TYPE_F
+ cancel_type = trade_constant.CANCEL_TYPE_P
# 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:
now_seconds = int(tool.get_now_time_str().replace(":", ""))
- if now_seconds < int("093200"): # or int("130000") <= now_seconds < int("130200"):
+ if now_seconds < int("093100"): # or int("130000") <= now_seconds < int("130200"):
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])}"
cancel_type = trade_constant.CANCEL_TYPE_L2_DELAY
if need_cancel:
@@ -158,11 +182,7 @@
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))
_start_time = time.time()
# if big_money_count > 0:
# LCancelRateManager.compute_big_num_deal_rate(code)
@@ -197,7 +217,8 @@
try:
cancel_result = FCancelBigNumComputer().need_cancel_for_w(code)
if cancel_result[0]:
- L2TradeDataProcessor.cancel_buy(code, f"W鎾�:{cancel_result[1]}", cancel_type=trade_constant.CANCEL_TYPE_W)
+ L2TradeDataProcessor.cancel_buy(code, f"W鎾�:{cancel_result[1]}",
+ cancel_type=trade_constant.CANCEL_TYPE_W)
except:
pass
--
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