From b37fe91f5eed9ac691a4ee9acaec506af1267506 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 12 三月 2025 18:51:28 +0800
Subject: [PATCH] 日志调整/L后重新囊括修改
---
l2/l2_transaction_data_processor.py | 79 ++++++++++++++++++++++++++-------------
1 files changed, 53 insertions(+), 26 deletions(-)
diff --git a/l2/l2_transaction_data_processor.py b/l2/l2_transaction_data_processor.py
index a7680c8..a818747 100644
--- a/l2/l2_transaction_data_processor.py
+++ b/l2/l2_transaction_data_processor.py
@@ -6,7 +6,7 @@
from cancel_strategy.s_l_h_cancel_strategy import LCancelBigNumComputer, LCancelRateManager
from cancel_strategy.s_l_h_cancel_strategy import SCancelBigNumComputer
from code_attribute import gpcode_manager
-from l2 import l2_data_util, l2_data_manager, transaction_progress
+from l2 import l2_data_util, l2_data_manager, transaction_progress, l2_log
from l2.cancel_buy_strategy import FCancelBigNumComputer, \
NewGCancelBigNumComputer, \
NBCancelBigNumComputer
@@ -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
@@ -51,25 +52,32 @@
@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�
- buyno_map = l2_data_util.local_today_buyno_map.get(code)
- if buyno_map:
- for buy_data in bigger_buy_datas:
- order_no = f"{buy_data[0]}"
- if order_no in buyno_map:
- LCancelBigNumComputer().add_deal_index(code, buyno_map[order_no]["index"],
- order_begin_pos.buy_single_index)
+ if 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)
+ if buyno_map:
+ for buy_data in bigger_buy_datas:
+ order_no = f"{buy_data[0]}"
+ if order_no in buyno_map:
+ LCancelBigNumComputer().add_deal_index(code, buyno_map[order_no]["index"],
+ order_begin_pos.buy_single_index)
except Exception as e:
logger_debug.exception(e)
@@ -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, f"鏈�鏂版垚浜や环锛歿datas[-1][1]}")
+ radical_buy_strategy.clear_data(code)
except:
pass
+
total_datas = l2_data_util.local_today_datas.get(code)
use_time_list = []
try:
@@ -101,6 +114,19 @@
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)
+ use_time_list.append(("缁熻娑ㄥ仠鍗栨垚浜�", time.time() - _start_time))
+ _start_time = time.time()
+ # 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:
+ async_log_util.error(hx_logger_l2_debug, f"缁熻澶у崟鍑洪敊锛歿str(e)}")
+ use_time_list.append(("缁熻澶у崟鏁版嵁", time.time() - _start_time))
+ _start_time = time.time()
big_sell_order_info = None
try:
@@ -125,13 +151,17 @@
# 缁熻鍗栧崟
big_sell_order_info = HuaXinSellOrderStatisticManager.add_transaction_datas(code, datas, limit_up_price)
+ use_time_list.append(("澶勭悊鍗栧崟鎴愪氦鏁版嵁", time.time() - _start_time))
_start_time = time.time()
- use_time_list.append(("澶勭悊鍗栧崟鎴愪氦鏁版嵁", _start_time - __start_time))
+
if is_placed_order:
- need_cancel, cancel_msg = SCancelBigNumComputer().set_big_sell_order_info_for_cancel(code,
- big_sell_order_info,
- order_begin_pos)
+ LCancelBigNumComputer().set_big_sell_order_info(code, big_sell_order_info)
+
+ # need_cancel, cancel_msg = SCancelBigNumComputer().set_big_sell_order_info_for_cancel(code,
+ # big_sell_order_info,
+ # order_begin_pos)
+ need_cancel, cancel_msg = False, ""
cancel_type = None
if need_cancel:
cancel_msg = f"S鎾�:{cancel_msg}"
@@ -139,11 +169,11 @@
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 +188,7 @@
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 +223,8 @@
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
@@ -218,5 +245,5 @@
finally:
use_time = int((time.time() - __start_time) * 1000)
if use_time > 5:
- async_log_util.info(hx_logger_l2_upload,
- f"{code}澶勭悊鎴愪氦鐢ㄦ椂锛歿use_time} 鏁版嵁鏁伴噺锛歿len(datas)} 璇︽儏:{use_time_list}")
+ l2_log.info(code, hx_logger_l2_upload,
+ f"{code}澶勭悊鎴愪氦鐢ㄦ椂锛歿use_time} 鏁版嵁鏁伴噺锛歿len(datas)} 璇︽儏:{use_time_list}")
--
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