From b5722d08b369ec10f667eeec3e3040b1b4be2b16 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 24 四月 2024 18:15:50 +0800
Subject: [PATCH] L2去除日志
---
l2/l2_transaction_data_processor.py | 143 +++++++++++++++++++++++++++++------------------
1 files changed, 88 insertions(+), 55 deletions(-)
diff --git a/l2/l2_transaction_data_processor.py b/l2/l2_transaction_data_processor.py
index 81a52c0..f738522 100644
--- a/l2/l2_transaction_data_processor.py
+++ b/l2/l2_transaction_data_processor.py
@@ -1,19 +1,23 @@
import logging
import time
+import constant
+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
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 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.deal_big_money_manager import DealOrderNoManager
+import concurrent.futures
class HuaXinTransactionDatasProcessor:
+ __statistic_thread_pool = concurrent.futures.ThreadPoolExecutor(max_workers=constant.HUAXIN_L2_MAX_CODES_COUNT + 2)
__TradeBuyQueue = transaction_progress.TradeBuyQueue()
# 璁＄畻鎴愪氦杩涘害
@@ -29,19 +33,35 @@
return buy_progress_index
@classmethod
+ def statistic_big_order_infos(cls, code, datas):
+ """
+ 缁熻澶у崟鎴愪氦
+ @param code:
+ @param datas:
+ @return:
+ """
+ buy_datas = HuaXinBuyOrderManager.statistic_big_buy_data(code, datas)
+ if buy_datas:
+ BigOrderDealManager().add_buy_datas(code, buy_datas)
+
+ sell_datas = HuaXinSellOrderStatisticManager.statistic_big_sell_data(code, datas)
+ if sell_datas:
+ BigOrderDealManager().add_sell_datas(code, sell_datas)
+
+ if buy_datas or sell_datas:
+ buy_money = BigOrderDealManager().get_total_buy_money(code)
+ sell_money = BigOrderDealManager().get_total_sell_money(code)
+ LCancelRateManager.set_big_num_deal_info(code, buy_money, sell_money)
+
+ @classmethod
def process_huaxin_transaction_datas(cls, code, datas):
+ __start_time = time.time()
# 璁剧疆鎴愪氦浠�
current_price_process_manager.set_trade_price(code, datas[-1][1])
total_datas = l2_data_util.local_today_datas.get(code)
- __start_time = time.time()
+ use_time_list = []
try:
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 = {}
@@ -51,79 +71,92 @@
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,
- order_begin_pos.buy_exec_index if is_placed_order else None)
- need_cancel, cancel_msg = SCancelBigNumComputer().set_big_sell_order_info_for_cancel(code,
- big_sell_order_info,
- order_begin_pos)
- if need_cancel:
- cancel_msg = f"S鎾�:{cancel_msg}"
+ big_sell_order_info = HuaXinSellOrderStatisticManager.add_transaction_datas(code, datas, limit_up_price)
- if not need_cancel:
- need_cancel, cancel_msg = FCancelBigNumComputer().need_cancel_for_p(code, big_sell_order_info,
- order_begin_pos)
+ _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)
+ 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,
+ order_begin_pos)
+ if need_cancel:
+ L2TradeDataProcessor.cancel_buy(code, cancel_msg)
- if need_cancel:
- L2TradeDataProcessor.cancel_buy(code, cancel_msg)
-
- GCancelBigNumComputer().set_big_sell_order_info(code, big_sell_order_info)
+ # 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()
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()
# 璁＄畻宸茬粡鎴愪氦鐨勫ぇ鍗�
- big_money_count = 0
- for d in datas:
- data = buyno_map.get(f"{d[6]}")
- buy_num = None
- if data:
- buy_num = data["val"]["num"] * 100
- # 缁熻鎴愪氦鍗�
- deal_info = HuaXinBuyOrderManager.statistic_deal_desc(code, d, buy_num)
- if deal_info and deal_info[1]:
- data = buyno_map.get(f"{deal_info[0]}")
- print("宸茬粡鎴愪氦绱㈠紩锛�", data["index"])
- val = data["val"]
- if l2_data_util.is_big_money(val) and L2DataUtil.is_limit_up_price_buy(val):
- big_money_count += 1
- DealOrderNoManager().add_orderno(code, f"{deal_info[0]}")
- # L鍚庢槸鍚︽湁鎴愪氦锛屽鏋滄湁鎴愪氦灏遍渶瑕侀櫎鍘诲綋鍓嶇瑪鏁帮紝鐒跺悗閲嶆柊鍥婃嫭涓�绗�
- LCancelBigNumComputer().add_deal_index(code, data["index"], order_begin_pos.buy_single_index)
- if big_money_count > 0:
- LCancelRateManager.compute_big_num_deal_rate(code)
+ # big_money_count = 0
+ # for d in datas:
+ # data = buyno_map.get(f"{d[6]}")
+ # buy_num = None
+ # if data:
+ # buy_num = data["val"]["num"] * 100
+ # # 缁熻鎴愪氦鍗�
+ # deal_info = HuaXinBuyOrderManager.statistic_deal_desc(code, d, buy_num)
+ # if deal_info and deal_info[1]:
+ # data = buyno_map.get(f"{deal_info[0]}")
+ # print("宸茬粡鎴愪氦绱㈠紩锛�", data["index"])
+ # val = data["val"]
+ # if l2_data_util.is_big_money(val) and L2DataUtil.is_limit_up_price_buy(val):
+ # big_money_count += 1
+ # DealOrderNoManager().add_orderno(code, f"{deal_info[0]}")
+ # # L鍚庢槸鍚︽湁鎴愪氦锛屽鏋滄湁鎴愪氦灏遍渶瑕侀櫎鍘诲綋鍓嶇瑪鏁帮紝鐒跺悗閲嶆柊鍥婃嫭涓�绗�
+ # # 鏆傛椂涓嶉渶瑕佽繖绉嶅鏉傜殑鏈哄埗
+ # # LCancelBigNumComputer().add_deal_index(code, data["index"], order_begin_pos.buy_single_index)
+ cls.__statistic_thread_pool.submit(cls.statistic_big_order_infos, code, datas)
+
+ 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)
buy_progress_index = cls.__compute_latest_trade_progress(code, buyno_map, datas)
if buy_progress_index is not None:
buy_progress_index_changed = cls.__TradeBuyQueue.set_traded_index(code, buy_progress_index,
total_datas)
-
async_log_util.info(logger_l2_trade_buy_queue, "鑾峰彇鎴愪氦浣嶇疆鎴愬姛锛� code-{} index-{}", code,
buy_progress_index)
-
- GCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index, buy_progress_index)
-
- 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 is_placed_order:
+ GCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index,
+ buy_progress_index)
+ LCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index,
+ buy_progress_index,
+ total_datas)
+ cancel_result = FCancelBigNumComputer().need_cancel_for_deal_fast(code, buy_progress_index)
if cancel_result[0]:
- L2TradeDataProcessor.cancel_buy(code, cancel_result[1])
+ L2TradeDataProcessor.cancel_buy(code, f"F鎾�:{cancel_result[1]}")
+
+ SCancelBigNumComputer().set_transaction_index(code, order_begin_pos.buy_single_index,
+ buy_progress_index)
HourCancelBigNumComputer().set_transaction_index(code, order_begin_pos.buy_single_index,
buy_progress_index)
else:
pass
- if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:
+ if is_placed_order:
# 瑙﹀彂L鎾や笂閲嶆柊璁＄畻
LCancelBigNumComputer().re_compute_l_up_watch_indexes(code, order_begin_pos.buy_single_index)
+ use_time_list.append(("澶勭悊鎴愪氦杩涘害鐩稿叧鎾�", time.time() - _start_time))
except Exception as e:
logging.exception(e)
hx_logger_l2_debug.exception(e)
finally:
use_time = int((time.time() - __start_time) * 1000)
- if use_time > 10:
- async_log_util.info(hx_logger_l2_upload, f"{code}澶勭悊鎴愪氦鐢ㄦ椂锛歿use_time}")
-
+ 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} 璇︽儏:{use_time_list}")
--
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