From b51b2ae184fad5aaf37a78903987e064f192d430 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 26 五月 2025 11:35:20 +0800
Subject: [PATCH] 大单解析修改
---
l2/l2_transaction_data_processor.py | 56 +++++++++++++++++++++++++++++++++++---------------------
1 files changed, 35 insertions(+), 21 deletions(-)
diff --git a/l2/l2_transaction_data_processor.py b/l2/l2_transaction_data_processor.py
index 516458c..aac5019 100644
--- a/l2/l2_transaction_data_processor.py
+++ b/l2/l2_transaction_data_processor.py
@@ -33,6 +33,8 @@
class HuaXinTransactionDatasProcessor:
__statistic_thread_pool = concurrent.futures.ThreadPoolExecutor(max_workers=constant.HUAXIN_L2_MAX_CODES_COUNT + 2)
__TradeBuyQueue = transaction_progress.TradeBuyQueue()
+ # 闈炴定鍋滄垚浜ゆ椂闂�
+ __not_limit_up_time_dict = {}
# 璁＄畻鎴愪氦杩涘害
@classmethod
@@ -61,7 +63,10 @@
"""
def statistic_big_buy_data():
+ use_time_list = []
+ __start_time = time.time()
buy_datas, bigger_buy_datas = HuaXinBuyOrderManager.statistic_big_buy_data(code, fdatas, limit_up_price)
+ use_time_list.append((time.time() - __start_time, "涔板崟缁熻"))
if buy_datas:
BigOrderDealManager().add_buy_datas(code, buy_datas)
active_big_buy_orders = []
@@ -71,6 +76,7 @@
# (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)
+ use_time_list.append((time.time() - __start_time, "涔板崟缁熻缁撴灉澶勭悊"))
try:
is_placed_order = l2_data_manager.TradePointManager.is_placed_order(order_begin_pos)
if is_placed_order:
@@ -88,12 +94,22 @@
order_begin_pos.buy_single_index)
except Exception as e:
logger_debug.exception(e)
+ if use_time_list and use_time_list[-1][0] > 0.005:
+ l2_log.info(code, hx_logger_l2_upload,
+ f"涔板崟缁熻+澶勭悊鑰楁椂锛歿use_time_list[-1][0]} 璇︽儏:{use_time_list}")
+
return buy_datas
def statistic_big_sell_data():
+ use_time_list = []
+ __start_time = time.time()
sell_datas = HuaXinSellOrderStatisticManager.statistic_big_sell_data(code, fdatas)
if sell_datas:
BigOrderDealManager().add_sell_datas(code, sell_datas)
+ use_time_list.append((time.time() - __start_time, "鍗栧崟缁熻"))
+ if use_time_list and use_time_list[-1][0] > 0.005:
+ l2_log.info(code, hx_logger_l2_upload,
+ f"鍗栧崟缁熻+澶勭悊鑰楁椂锛歿use_time_list[-1][0]} 璇︽儏:{use_time_list}")
return sell_datas
def statistic_big_data(f1_, f2_):
@@ -102,7 +118,7 @@
limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
- if len(fdatas) > 100:
+ if False and len(fdatas) > 100:
# 骞惰澶勭悊涔板崟涓庡崠鍗�
# 瓒呰繃100鏉℃暟鎹墠闇�瑕佸苟琛屽鐞�
f1 = dask.delayed(statistic_big_buy_data)()
@@ -137,16 +153,23 @@
temp_time_dict.clear()
__start_time = time.time()
- 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, fdatas[-1][0][1])
if not fdatas[-1][2]:
- # 娌℃湁娑ㄥ仠
- EveryLimitupBigDealOrderManager.open_limit_up(code, f"鏈�鏂版垚浜や环锛歿fdatas[-1][0][1]}")
- radical_buy_strategy.clear_data(code, msg=f"娌℃湁娑ㄥ仠锛歿fdatas[-1][0]}")
- except:
- pass
+ if code not in cls.__not_limit_up_time_dict:
+ cls.__not_limit_up_time_dict[code] = fdatas[-1][5]
+ last_time = cls.__not_limit_up_time_dict[code]
+ # 鐐告澘鏃堕棿鎸佺画500ms浠ヤ笂绠楃偢鏉�
+ if tool.trade_time_sub_with_ms(fdatas[-1][5], last_time) > 500:
+ # 娌℃湁娑ㄥ仠
+ EveryLimitupBigDealOrderManager.open_limit_up(code, f"鏈�鏂版垚浜や环锛歿fdatas[-1][0][1]}")
+ radical_buy_strategy.clear_data(code, msg=f"娌℃湁娑ㄥ仠锛歿fdatas[-1][0]}")
+ else:
+ if code in cls.__not_limit_up_time_dict:
+ cls.__not_limit_up_time_dict.pop(code)
+ except Exception as e:
+ async_log_util.error(logger_debug, f"L2鎴愪氦寮�鏉胯绠楅敊璇細{str(e)}")
total_datas = l2_data_util.local_today_datas.get(code)
use_time_list = []
@@ -174,21 +197,12 @@
_start_time = time.time()
try:
+ last_data = fdatas[-1]
# 缁熻涓婃澘鏃堕棿
- try:
- for d in fdatas:
- if d[1]:
- # 涓诲姩涔�
- if d[2]:
- # 娑ㄥ仠
- current_price_process_manager.set_latest_not_limit_up_time(code, d[5])
- else:
- # 涓诲姩鍗栵紙鏉夸笂锛�
- if d[2]:
- L2LimitUpSellDataManager.clear_data(code)
- break
- except:
- pass
+ if last_data[1] and last_data[2]:
+ current_price_process_manager.set_latest_not_limit_up_time(code, last_data[5])
+ if not last_data[1] and last_data[2]:
+ L2LimitUpSellDataManager.clear_data(code)
big_sell_order_info = None
# 缁熻鍗栧崟
big_sell_order_info = HuaXinSellOrderStatisticManager.statistic_continue_limit_up_sell_transaction_datas(
--
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