From b7000cbf5e67e90abe53e96a4ea931afbf906e24 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 16 九月 2022 18:51:47 +0800
Subject: [PATCH] l2数据计算优化
---
trade_manager.py | 62 +++++++++++++++++++++++--------
1 files changed, 46 insertions(+), 16 deletions(-)
diff --git a/trade_manager.py b/trade_manager.py
index 71b3059..00d2836 100644
--- a/trade_manager.py
+++ b/trade_manager.py
@@ -4,7 +4,8 @@
import l2_code_operate
import mongo_data
import tool
-from trade_gui import THSGuiTrade
+from trade_data_manager import TradeBuyDataManager
+from trade_gui import THSGuiTrade, async_call
import time as t
from l2_code_operate import *
import l2_data_manager
@@ -156,7 +157,7 @@
def forbidden_trade(code):
add_to_forbidden_trade_codes(code)
l2_data_manager.remove_from_l2_fixed_codes(code)
- l2_code_operate.L2CodeOperate.get_instance().remove_l2_listen(code)
+ l2_code_operate.L2CodeOperate.get_instance().remove_l2_listen(code, "绂佹浠ｇ爜浜ゆ槗")
# 鏄惁鍦ㄧ姝氦鏄撲唬鐮佷腑
@@ -167,7 +168,7 @@
# 寮�濮嬩氦鏄�
-def start_buy(code):
+def start_buy(code, capture_timestamp,last_data,last_data_index):
# 鏄惁绂佹浜ゆ槗
if is_in_forbidden_trade_codes(code):
raise Exception("绂佹浜ゆ槗")
@@ -183,21 +184,44 @@
# 涔颁竴鎵嬬殑璧勯噾鏄惁瓒冲
if price * 100 > money:
raise Exception("璐︽埛鍙敤璧勯噾涓嶈冻")
+
+ print("寮�濮嬩拱鍏�")
+ logger_trade.info("{}寮�濮嬩拱鍏�".format(code))
+ set_trade_state(code, TRADE_STATE_BUY_PLACE_ORDER)
+ __buy(code, price, trade_state, capture_timestamp,last_data,last_data_index)
+
+
+# 璐拱
+@async_call
+def __buy(code, price, trade_state, capture_timestamp, last_data,last_data_index):
try:
- print("寮�濮嬩拱鍏�")
- logger_trade.info("{}寮�濮嬩拱鍏�".format(code))
- set_trade_state(code, TRADE_STATE_BUY_PLACE_ORDER)
guiTrade.buy(code, price)
- # 涓嬪崟鎴愬姛锛屽姞鍏ュ浐瀹氫唬鐮佸簱
- l2_data_manager.add_to_l2_fixed_codes(code)
- print("涔板叆缁撴潫")
- logger_trade.info("{}涔板叆鎴愬姛".format(code))
+ __place_order_success(code, capture_timestamp, last_data,last_data_index)
except Exception as e:
- print("涔板叆寮傚父")
+ __place_order_fail(code, trade_state)
logger_trade.error("{}涔板叆寮傚父{}".format(code, str(e)))
- # 鐘舵�佽繕鍘�
- set_trade_state(code, trade_state)
raise e
+
+
+# 涓嬪崟鎴愬姛
+def __place_order_success(code, capture_timestamp, last_data,last_data_index):
+ # 涔板叆缁撴潫鐐�
+ use_time = round(time.time() * 1000) - capture_timestamp
+ logger_trade.info("{}-浠庢埅鍥惧埌涓嬪崟鎴愬姛鎬昏垂鏃讹細{}".format(code, use_time))
+ # 涓嬪崟鎴愬姛锛屽姞鍏ュ浐瀹氫唬鐮佸簱
+ l2_data_manager.add_to_l2_fixed_codes(code)
+ # 璁板綍涓嬪崟鐨勯偅涓�甯у浘鐗囩殑鎴浘鏃堕棿涓庝氦鏄撶敤鏃�
+ TradeBuyDataManager.set_buy_position_info(code, capture_timestamp, use_time, last_data,last_data_index)
+
+ print("涔板叆缁撴潫")
+ logger_trade.info("{}涔板叆鎴愬姛".format(code))
+
+
+# 涓嬪崟澶辫触
+def __place_order_fail(code, trade_state):
+ print("涔板叆寮傚父")
+ # 鐘舵�佽繕鍘�
+ set_trade_state(code, trade_state)
# 寮�濮嬪彇娑堜拱鍏�
@@ -212,9 +236,7 @@
logger_trade.info("{}寮�濮嬫挙鍗�".format(code))
set_trade_state(code, TRADE_STATE_BUY_CANCEL_ING)
guiTrade.cancel_buy(code)
- # 涓嬪崟鎴愬姛锛屽姞鍏ュ浐瀹氫唬鐮佸簱
- l2_data_manager.remove_from_l2_fixed_codes(code)
- logger_trade.info("{}鎾ゅ崟鎴愬姛".format(code))
+ __cancel_success(code)
except Exception as e:
# 鐘舵�佽繕鍘�
set_trade_state(code, trade_state)
@@ -222,6 +244,14 @@
raise e
+# 鍙栨秷濮旀墭鎴愬姛
+def __cancel_success(code):
+ TradeBuyDataManager.remove_buy_capture_time(code)
+ # 涓嬪崟鎴愬姛锛屽姞鍏ュ浐瀹氫唬鐮佸簱
+ l2_data_manager.remove_from_l2_fixed_codes(code)
+ logger_trade.info("{}鎾ゅ崟鎴愬姛".format(code))
+
+
# 澶勭悊浜ゆ槗鎴愬姛鏁版嵁
def process_trade_success_data(datas):
if datas is None:
--
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