From 832d70d984316e43048a84ad61d0c8a12c319993 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 11 四月 2024 18:47:20 +0800
Subject: [PATCH] 深证买入方式改造
---
l2/l2_transaction_data_processor.py | 84 +++++++++++++++---------------------------
1 files changed, 30 insertions(+), 54 deletions(-)
diff --git a/l2/l2_transaction_data_processor.py b/l2/l2_transaction_data_processor.py
index 1c91f64..2a122f2 100644
--- a/l2/l2_transaction_data_processor.py
+++ b/l2/l2_transaction_data_processor.py
@@ -1,16 +1,16 @@
import logging
import time
+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, DCancelBigNumComputer
+ GCancelBigNumComputer, SCancelBigNumComputer, HourCancelBigNumComputer
from l2.l2_data_manager_new import L2TradeDataProcessor
from l2.l2_data_util import L2DataUtil
from l2.l2_transaction_data_manager import HuaXinBuyOrderManager, HuaXinSellOrderStatisticManager
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 msg import buy_order_msg_manager
-from trade import current_price_process_manager, trade_manager
+from trade import current_price_process_manager
from trade.deal_big_money_manager import DealOrderNoManager
@@ -25,7 +25,6 @@
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
@@ -38,47 +37,42 @@
__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)
+ # 鏆傛椂涓嶉渶瑕侀噸鏂板姞杞借幏鍙�
+ # if not buyno_map:
+ # if trade_manager.CodesTradeStateManager().get_trade_state_cache(
+ # 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)
+ # 鏄惁宸茬粡涓嬪崟
+ is_placed_order = l2_data_manager.TradePointManager.is_placed_order(order_begin_pos)
- 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] and not DCancelBigNumComputer().has_auto_cancel_rules(code):
- 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:
- # 涓嬪崟2s鍚庢墠寮�濮嬬敓鏁�
- cresult = LCancelBigNumComputer().add_transaction_datas(code, datas)
- if cresult[0] and not DCancelBigNumComputer().has_auto_cancel_rules(code):
- L2TradeDataProcessor.cancel_buy(code, f"L鍚庢垚浜ゅお蹇挙鍗�:{cresult[1]}")
- order_begin_pos = None
- except Exception as e:
- async_log_util.error(hx_logger_l2_debug, str(e))
+ 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)
+ big_sell_order_info = HuaXinSellOrderStatisticManager.add_transaction_datas(code, datas, limit_up_price)
need_cancel, cancel_msg = SCancelBigNumComputer().set_big_sell_order_info_for_cancel(code,
big_sell_order_info,
order_begin_pos)
if need_cancel:
- # async_log_util.error(logger_debug, f"{code} S鍓嶆挙鍗曪細{cancel_msg}")
- L2TradeDataProcessor.cancel_buy(code, f"S鍚庢挙:{cancel_msg}")
+ cancel_msg = f"S鎾�:{cancel_msg}"
+ if not need_cancel:
+ need_cancel, cancel_msg = FCancelBigNumComputer().need_cancel_for_p(code, big_sell_order_info,
+ order_begin_pos)
+
+ if need_cancel:
+ L2TradeDataProcessor.cancel_buy(code, cancel_msg)
+
+ GCancelBigNumComputer().set_big_sell_order_info(code, big_sell_order_info)
except Exception as e:
- async_log_util.error(logger_debug, f"鍗栧崟缁熻寮傚父锛歿str(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)
# 璁＄畻宸茬粡鎴愪氦鐨勫ぇ鍗�
@@ -115,31 +109,13 @@
LCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index, buy_progress_index,
total_datas)
+
if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:
+ cancel_result = FCancelBigNumComputer().need_cancel_for_deal_fast(code, buy_progress_index)
+ if cancel_result[0]:
+ L2TradeDataProcessor.cancel_buy(code, cancel_result[1])
HourCancelBigNumComputer().set_transaction_index(code, order_begin_pos.buy_single_index,
buy_progress_index)
- # cresult = FCancelBigNumComputer().need_cancel_for_deal_fast(code, buy_progress_index)
- # if cresult[0] and not DCancelBigNumComputer().has_auto_cancel_rules(code):
- # L2TradeDataProcessor.cancel_buy(code, f"涓嬪崟30s鍐呮帓鍗曚笉瓒�:{cresult[1]}")
-
- cresult = FCancelBigNumComputer().need_cancel_for_deal_fast_with_total_sell(code,
- buy_progress_index,
- order_begin_pos)
- if cresult[0] and not DCancelBigNumComputer().has_auto_cancel_rules(code):
- L2TradeDataProcessor.cancel_buy(code, f"3s鍐呮垚浜ゅお澶�:{cresult[1]}")
-
- # ---------------------------------鎴愪氦杩涘害浣嶅彉鍖�-------------------------------
- # 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 = SCancelBigNumComputer().get_real_place_order_index_cache(code)
- # if real_order_index and real_order_index >= buy_progress_index:
- # # 鍙戦�佷笅鍗曟秷鎭�
- # try:
- # buy_order_msg_manager.almost_deal(code, real_order_index, buy_progress_index)
- # buy_order_msg_manager.follow_not_enough(code, order_begin_pos.buy_exec_index,
- # real_order_index)
- # except Exception as e:
- # logger_debug.exception(e)
else:
pass
if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:
--
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