From 97ec997e855faee25f8f2e35734f87afa5af6f95 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 27 八月 2024 17:15:21 +0800
Subject: [PATCH] 9:25之前的订阅数据处理
---
l2/l2_transaction_data_processor.py | 27 +++++++++++++++++++++------
1 files changed, 21 insertions(+), 6 deletions(-)
diff --git a/l2/l2_transaction_data_processor.py b/l2/l2_transaction_data_processor.py
index 95de9f2..055e9bb 100644
--- a/l2/l2_transaction_data_processor.py
+++ b/l2/l2_transaction_data_processor.py
@@ -13,6 +13,7 @@
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_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
@@ -34,7 +35,9 @@
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
@@ -81,8 +84,7 @@
limit_up_price = round(float(limit_up_price), 2)
# 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])
except:
pass
total_datas = l2_data_util.local_today_datas.get(code)
@@ -98,6 +100,18 @@
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))
+ except:
+ pass
# 缁熻鍗栧崟
big_sell_order_info = HuaXinSellOrderStatisticManager.add_transaction_datas(code, datas, limit_up_price)
@@ -112,12 +126,13 @@
if need_cancel:
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,
+ need_cancel, cancel_msg = FCancelBigNumComputer().need_cancel_for_p(code,
order_begin_pos)
# 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("093200"): # 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])}"
if need_cancel:
L2TradeDataProcessor.cancel_buy(code, cancel_msg)
--
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