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 | 108 ++++++++++++++++++++++++++++++++++++++++--------------
1 files changed, 80 insertions(+), 28 deletions(-)
diff --git a/l2/l2_transaction_data_processor.py b/l2/l2_transaction_data_processor.py
index ff3bed5..fd6f162 100644
--- a/l2/l2_transaction_data_processor.py
+++ b/l2/l2_transaction_data_processor.py
@@ -13,12 +13,16 @@
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_limitup_sell_data_manager import L2LimitUpSellDataManager
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 import current_price_process_manager, trade_constant
import concurrent.futures
+from trade.buy_radical import radical_buy_strategy
+from trade.buy_radical.radical_buy_data_manager import RadicalBuyDataManager, EveryLimitupBigDealOrderManager
from utils import tool
@@ -34,7 +38,9 @@
d = datas[i]
buy_no = f"{d[6]}"
if buyno_map and buy_no in buyno_map:
- buy_progress_index = buyno_map[buy_no]["index"]
+ # 鎴愪氦杩涘害浣嶅繀椤绘槸娑ㄥ仠涔�
+ if L2DataUtil.is_limit_up_price_buy(buyno_map[buy_no]["val"]):
+ buy_progress_index = buyno_map[buy_no]["index"]
break
return buy_progress_index
@@ -46,11 +52,23 @@
@param datas:
@return:
"""
- buy_datas, bigger_buy_datas = HuaXinBuyOrderManager.statistic_big_buy_data(code, datas)
+ 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:
+ 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�
buyno_map = l2_data_util.local_today_buyno_map.get(code)
@@ -75,14 +93,17 @@
@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)
+ limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
# 璁剧疆鎴愪氦浠�
try:
- current_price_process_manager.set_trade_price(code, datas[-1][1], l2_huaxin_util.convert_time( datas[-1][3]), limit_up_price)
+ 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:
@@ -94,8 +115,36 @@
# 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:
+ # 缁熻涓婃澘鏃堕棿
+ try:
+ for d in datas:
+ if d[6] > d[7]:
+ # 涓诲姩涔�
+ if d[1] == limit_up_price:
+ # 娑ㄥ仠
+ current_price_process_manager.set_latest_not_limit_up_time(code,
+ l2_huaxin_util.convert_time(
+ d[3], with_ms=True))
+ else:
+ # 涓诲姩鍗栵紙鏉夸笂锛�
+ if d[1] == limit_up_price:
+ L2LimitUpSellDataManager.clear_data(code)
+ break
+ except:
+ pass
# 缁熻鍗栧崟
big_sell_order_info = HuaXinSellOrderStatisticManager.add_transaction_datas(code, datas, limit_up_price)
@@ -107,29 +156,33 @@
need_cancel, cancel_msg = SCancelBigNumComputer().set_big_sell_order_info_for_cancel(code,
big_sell_order_info,
order_begin_pos)
+ cancel_type = None
if need_cancel:
cancel_msg = f"S鎾�:{cancel_msg}"
+ cancel_type = trade_constant.CANCEL_TYPE_S
if not need_cancel:
- need_cancel, cancel_msg = FCancelBigNumComputer().need_cancel_for_p(code, big_sell_order_info,
+ need_cancel, cancel_msg = FCancelBigNumComputer().need_cancel_for_p(code,
order_begin_pos)
+ 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:
- 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])}"
-
+ now_seconds = int(tool.get_now_time_str().replace(":", ""))
+ 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:
- L2TradeDataProcessor.cancel_buy(code, cancel_msg)
+ L2TradeDataProcessor.cancel_buy(code, cancel_msg, cancel_type=cancel_type)
# GCancelBigNumComputer().set_big_sell_order_info(code, big_sell_order_info)
use_time_list.append(("澶勭悊鍗栧崟鐩稿叧鎾ゆ暟鎹�", time.time() - _start_time))
_start_time = time.time()
+ # 缁熻娑ㄥ仠鍗栨垚浜�
+ HuaXinSellOrderStatisticManager.statistic_total_deal_volume(code, datas, limit_up_price)
+ use_time_list.append(("缁熻鎴愪氦閲忔暟鎹�", time.time() - _start_time))
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()
- 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)
@@ -149,26 +202,25 @@
total_datas)
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
+ L2TradeDataProcessor.cancel_buy(code, f"F鎾�:{cancel_result[1]}",
+ cancel_type=trade_constant.CANCEL_TYPE_F)
+ 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]}",
+ cancel_type=trade_constant.CANCEL_TYPE_NB)
+ 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]}")
+ L2TradeDataProcessor.cancel_buy(code, f"W鎾�:{cancel_result[1]}",
+ cancel_type=trade_constant.CANCEL_TYPE_W)
except:
pass
-
-
-
-
SCancelBigNumComputer().set_transaction_index(code, order_begin_pos.buy_single_index,
buy_progress_index)
--
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