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 | 120 +++++++++++++++++++++++++----------------------------------
1 files changed, 51 insertions(+), 69 deletions(-)
diff --git a/l2/l2_transaction_data_processor.py b/l2/l2_transaction_data_processor.py
index 1c91f64..a495a43 100644
--- a/l2/l2_transaction_data_processor.py
+++ b/l2/l2_transaction_data_processor.py
@@ -1,16 +1,16 @@
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, DCancelBigNumComputer
+ 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 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 msg import buy_order_msg_manager
-from trade import current_price_process_manager, trade_manager
+from trade import current_price_process_manager
from trade.deal_big_money_manager import DealOrderNoManager
@@ -25,62 +25,56 @@
d = datas[i]
buy_no = f"{d[6]}"
if buyno_map and buy_no in buyno_map:
- async_log_util.info(hx_logger_l2_debug, f"{code}鎴愪氦杩涘害锛歿buyno_map[buy_no]['index']}")
buy_progress_index = buyno_map[buy_no]["index"]
break
return buy_progress_index
@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)
- if not buyno_map:
- if trade_manager.CodesTradeStateManager().get_trade_state(
- 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 = {}
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)
- if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:
- # 宸茬粡涓嬪崟鐨勯渶瑕佺粺璁鎾�
- try:
- for d in datas:
- if FCancelBigNumComputer().need_cancel(d)[
- 0] and not DCancelBigNumComputer().has_auto_cancel_rules(code):
- L2TradeDataProcessor.cancel_buy(code, f"F鎾ゆ挙鍗�:{d}")
- order_begin_pos = None
- break
- except Exception as e:
- async_log_util.error(hx_logger_l2_debug, str(e))
- try:
- # 涓嬪崟2s鍚庢墠寮�濮嬬敓鏁�
- cresult = LCancelBigNumComputer().add_transaction_datas(code, datas)
- if cresult[0] and not DCancelBigNumComputer().has_auto_cancel_rules(code):
- L2TradeDataProcessor.cancel_buy(code, f"L鍚庢垚浜ゅお蹇挙鍗�:{cresult[1]}")
- order_begin_pos = None
- except Exception as e:
- async_log_util.error(hx_logger_l2_debug, str(e))
+ 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)
- need_cancel, cancel_msg = SCancelBigNumComputer().set_big_sell_order_info_for_cancel(code,
- big_sell_order_info,
- order_begin_pos)
- if need_cancel:
- # async_log_util.error(logger_debug, f"{code} S鍓嶆挙鍗曪細{cancel_msg}")
- L2TradeDataProcessor.cancel_buy(code, f"S鍚庢挙:{cancel_msg}")
+ big_sell_order_info = HuaXinSellOrderStatisticManager.add_transaction_datas(code, datas, limit_up_price)
+ _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)
+
+ # 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str(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:
@@ -98,7 +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)
@@ -107,49 +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)
+ 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, f"F鎾�:{cancel_result[1]}")
- 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:
+ 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)
- # cresult = FCancelBigNumComputer().need_cancel_for_deal_fast(code, buy_progress_index)
- # if cresult[0] and not DCancelBigNumComputer().has_auto_cancel_rules(code):
- # L2TradeDataProcessor.cancel_buy(code, f"涓嬪崟30s鍐呮帓鍗曚笉瓒�:{cresult[1]}")
-
- cresult = FCancelBigNumComputer().need_cancel_for_deal_fast_with_total_sell(code,
- buy_progress_index,
- order_begin_pos)
- if cresult[0] and not DCancelBigNumComputer().has_auto_cancel_rules(code):
- L2TradeDataProcessor.cancel_buy(code, f"3s鍐呮垚浜ゅお澶�:{cresult[1]}")
-
- # ---------------------------------鎴愪氦杩涘害浣嶅彉鍖�-------------------------------
- # if buy_progress_index_changed:
- # # 浜ゆ槗杩涘害鍙樺寲锛屽垽鏂埌鐪熷疄涓嬪崟浣嶇疆鐨勮窛绂�
- # real_order_index = SCancelBigNumComputer().get_real_place_order_index_cache(code)
- # if real_order_index and real_order_index >= buy_progress_index:
- # # 鍙戦�佷笅鍗曟秷鎭�
- # try:
- # buy_order_msg_manager.almost_deal(code, real_order_index, buy_progress_index)
- # buy_order_msg_manager.follow_not_enough(code, order_begin_pos.buy_exec_index,
- # real_order_index)
- # except Exception as e:
- # logger_debug.exception(e)
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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