From b7549def5867c6aba6231ea74359cfe84990ee25 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 22 四月 2024 14:56:23 +0800
Subject: [PATCH] bug修复
---
l2/l2_transaction_data_processor.py | 80 ++++++++++++++++++++++------------------
1 files changed, 44 insertions(+), 36 deletions(-)
diff --git a/l2/l2_transaction_data_processor.py b/l2/l2_transaction_data_processor.py
index 81a52c0..a495a43 100644
--- a/l2/l2_transaction_data_processor.py
+++ b/l2/l2_transaction_data_processor.py
@@ -1,6 +1,7 @@
import logging
import time
+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
@@ -30,18 +31,13 @@
@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 = {}
@@ -51,27 +47,34 @@
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:
@@ -89,7 +92,11 @@
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)
+ # 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)
+
+ 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)
@@ -98,32 +105,33 @@
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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