From ba52d7ac92a36f413eacaa686f8535e859664ec6 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 28 八月 2023 09:45:11 +0800
Subject: [PATCH] bug修改
---
l2/l2_data_manager_new.py | 184 ++++++++++++++++++++-------------------------
1 files changed, 81 insertions(+), 103 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index 1411634..decc883 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -7,6 +7,7 @@
import constant
from db.redis_manager_delegate import RedisUtils
from l2.huaxin import l2_huaxin_util, huaxin_delegate_postion_manager
+from log_module import async_log_util
from third_data import kpl_data_manager, block_info
from trade.deal_big_money_manager import DealComputeProgressManager
from utils import global_util, ths_industry_util, tool
@@ -207,7 +208,6 @@
class L2TradeDataProcessor:
unreal_buy_dict = {}
volume_rate_info = {}
- l2BigNumForMProcessor = L2BigNumForMProcessor()
__codeActualPriceProcessor = CodeActualPriceProcessor()
__ths_l2_trade_queue_manager = trade_queue_manager.thsl2tradequeuemanager()
__thsBuy1VolumnManager = trade_queue_manager.THSBuy1VolumnManager()
@@ -215,7 +215,8 @@
__l2PlaceOrderParamsManagerDict = {}
__last_buy_single_dict = {}
__TradeBuyQueue = transaction_progress.TradeBuyQueue()
- __latest_process_unique_keys = {}
+ __latest_process_order_unique_keys = {}
+ __latest_process_not_order_unique_keys = {}
# 鍒濆鍖�
__TradePointManager = l2_data_manager.TradePointManager()
__SecondCancelBigNumComputer = SecondCancelBigNumComputer()
@@ -311,8 +312,9 @@
# 鑾峰彇涓嬪崟浣嶇疆
place_order_index = huaxin_delegate_postion_manager.get_l2_place_order_position(code, datas)
if place_order_index:
- logger_l2_process.info("code:{} 鑾峰彇鍒颁笅鍗曠湡瀹炰綅缃細{}", code, place_order_index)
cls.__DCancelBigNumComputer.set_real_order_index(code, place_order_index)
+ cls.__SecondCancelBigNumComputer.set_real_place_order_index(code, place_order_index)
+ async_log_util.info(logger_l2_process, "code:{} 鑾峰彇鍒颁笅鍗曠湡瀹炰綅缃細{}", code, place_order_index)
__start_time = round(t.time() * 1000)
if len(datas) > 0:
cls.process_add_datas(code, datas, 0, __start_time)
@@ -416,9 +418,10 @@
if l2.l2_data_util.L2DataUtil.is_same_time(now_time_str, latest_time):
cls.__process_not_order(code, start_index, end_index, capture_timestamp, is_first_code)
- logger_l2_process.info("code:{} 澶勭悊鏁版嵁鑼冨洿: {}-{} 澶勭悊鏃堕棿:{} 鎴浘鏃堕棿鎴筹細{}", code, add_datas[0]["index"],
- add_datas[-1]["index"], round(t.time() * 1000) - __start_time,
- capture_timestamp)
+ async_log_util.info(logger_l2_process, "code:{} 澶勭悊鏁版嵁鑼冨洿: {}-{} 澶勭悊鏃堕棿:{} 鎴浘鏃堕棿鎴筹細{}", code,
+ add_datas[0]["index"],
+ add_datas[-1]["index"], round(t.time() * 1000) - __start_time,
+ capture_timestamp)
# __start_time = l2_data_log.l2_time(code, round(t.time() * 1000) - __start_time,
# "l2鏁版嵁澶勭悊鏃堕棿")
@@ -454,10 +457,10 @@
def __process_order(cls, code, start_index, end_index, capture_time, is_first_code, new_add=True):
# 澧炲姞鎺ㄥ嚭鏈哄埗
unique_key = f"{start_index}-{end_index}"
- if cls.__latest_process_unique_keys.get(code) == unique_key:
+ if cls.__latest_process_order_unique_keys.get(code) == unique_key:
logger_l2_error.error(f"閲嶅澶勭悊鏁版嵁锛歝ode-{code} start_index-{start_index} end_index-{end_index}")
return
- cls.__latest_process_unique_keys[code] = unique_key
+ cls.__latest_process_order_unique_keys[code] = unique_key
# S鎾�
def s_cancel(_buy_single_index, _buy_exec_index):
@@ -539,14 +542,17 @@
# 鑾峰彇涔板叆淇″彿璧峰鐐�
buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set, buy_volume_rate = cls.__get_order_begin_pos(
code)
+ # 榛樿閲忎负0.2
+ if buy_volume_rate is None:
+ buy_volume_rate = 0.2
# 渚濇澶勭悊
cancel_data, cancel_msg = s_cancel(buy_single_index, buy_exec_index)
- if not cancel_data:
- cancel_data, cancel_msg = h_cancel(buy_single_index, buy_exec_index)
+ # if not cancel_data:
+ # cancel_data, cancel_msg = h_cancel(buy_single_index, buy_exec_index)
if not cancel_data:
cancel_data, cancel_msg = l_cancel(buy_single_index, buy_exec_index)
- l2_log.debug(code, "鎾ゅ崟璁＄畻缁撴潫")
+ # l2_log.debug(code, "鎾ゅ崟璁＄畻缁撴潫")
# _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time,
# "宸蹭笅鍗�-鎾ゅ崟 鍒ゆ柇鏄惁闇�瑕佹挙鍗�")
if cancel_data:
@@ -584,7 +590,7 @@
if need_clear_data:
trade_result_manager.real_cancel_success(code, buy_single_index, buy_exec_index,
local_today_datas.get(code))
- return
+ return False
else:
l2_log.debug(code, "鍙互涓嬪崟锛屽師鍥狅細{}", reason)
@@ -607,7 +613,9 @@
l2_log.debug(code, "鎵ц涔板叆寮傚父:{}", str(e))
pass
finally:
- l2_log.debug(code, "m鍊煎奖鍝嶅洜瀛愶細{}", l2_trade_factor.L2TradeFactorUtil.factors_to_string(code))
+ # l2_log.debug(code, "m鍊煎奖鍝嶅洜瀛愶細{}", l2_trade_factor.L2TradeFactorUtil.factors_to_string(code))
+ pass
+ return True
# 鏄惁鍙互鍙栨秷
@classmethod
@@ -835,29 +843,29 @@
float(open_limit_up_lowest_price) - price_pre_close) / price_pre_close < 0.05:
return False, True, f"鐐告澘鍚庢渶浣庝环璺岃嚦5%浠ヤ笅"
- limit_up_info = cls.__Buy1PriceManager.get_limit_up_info(code)
- if limit_up_info[0] is None and False:
- total_data = local_today_datas.get(code)
- buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set, buy_volume_rate = cls.__get_order_begin_pos(
- code)
- # 涔嬪墠娌℃湁娑ㄥ仠杩�
- # 缁熻涔板叆淇″彿浣嶅埌褰撳墠浣嶇疆娌℃湁鎾ょ殑澶у崟閲戦
- min_money_w = l2_data_util.get_big_money_val(float(total_data[buy_single_index]["val"]["price"])) // 10000
- left_big_num = cls.__SecondCancelBigNumComputer.compute_left_big_num(code,
- buy_single_index,
- buy_exec_index,
- total_data[-1][
- "index"],
- total_data,
- 0, min_money_w)
- if left_big_num > 0:
- # 閲嶆柊鑾峰彇鍒嗘暟涓庡垎鏁扮储寮�
- limit_up_time = cls.__LimitUpTimeManager.get_limit_up_time_cache(code)
- if limit_up_time is None:
- limit_up_time = tool.get_now_time_str()
- score = first_code_score_manager.get_score(code, cls.volume_rate_info[code][0], limit_up_time, True,
- left_big_num)
- cls.__l2PlaceOrderParamsManagerDict[code].set_score(score)
+ # limit_up_info = cls.__Buy1PriceManager.get_limit_up_info(code)
+ # if limit_up_info[0] is None and False:
+ # total_data = local_today_datas.get(code)
+ # buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set, buy_volume_rate = cls.__get_order_begin_pos(
+ # code)
+ # # 涔嬪墠娌℃湁娑ㄥ仠杩�
+ # # 缁熻涔板叆淇″彿浣嶅埌褰撳墠浣嶇疆娌℃湁鎾ょ殑澶у崟閲戦
+ # min_money_w = l2_data_util.get_big_money_val(float(total_data[buy_single_index]["val"]["price"])) // 10000
+ # left_big_num = cls.__SecondCancelBigNumComputer.compute_left_big_num(code,
+ # buy_single_index,
+ # buy_exec_index,
+ # total_data[-1][
+ # "index"],
+ # total_data,
+ # 0, min_money_w)
+ # if left_big_num > 0:
+ # # 閲嶆柊鑾峰彇鍒嗘暟涓庡垎鏁扮储寮�
+ # limit_up_time = cls.__LimitUpTimeManager.get_limit_up_time_cache(code)
+ # if limit_up_time is None:
+ # limit_up_time = tool.get_now_time_str()
+ # score = first_code_score_manager.get_score(code, cls.volume_rate_info[code][0], limit_up_time, True,
+ # left_big_num)
+ # cls.__l2PlaceOrderParamsManagerDict[code].set_score(score)
# logger_place_order_score.info("code={},data='score_index':{},'score_info':{}", code,
# cls.__l2PlaceOrderParamsManagerDict[code].score_index,
@@ -880,56 +888,29 @@
# with open(f"{constant.get_path_prefix()}/logs/profile/{code}_can_buy_first.txt", 'w') as f:
# f.write(output.getvalue())
# return results
- return cls.can_buy_first(code, limit_up_price, score_index, score, score_info, cls.volume_rate_info[code])
-
+ return cls.can_buy_first(code, limit_up_price)
else:
return True, False, "鍦ㄦ兂涔板悕鍗曚腑"
@classmethod
- def can_buy_first(cls, code, limit_up_price, score_index, score, score_info, volume_rate_info):
- def is_has_k_format(score_info):
- # (15涓氦鏄撴棩娑ㄥ箙鏄惁澶т簬24.9%,鏄惁鐮村墠楂橈紝鏄惁瓒呰穼锛屾槸鍚︽帴杩戝墠楂橈紝鏄惁N,鏄惁V,鏄惁鏈夊舰鎬�,澶╅噺澶ч槼淇℃伅,鏄惁鍏锋湁杈ㄨ瘑搴�)
-
- if score_info[1][3][6][0] and not score_info[1][3][3][0]:
- return True
- if score_info[1][3][7][0]:
- return True
- return False
-
- if float(limit_up_price) >= constant.MAX_CODE_PRICE:
- return False, True, f"鑲′环澶т簬{constant.MAX_CODE_PRICE}鍧�"
-
- # 9:35涔嬪墠涔板ぇ甯傚��(>=80浜�)绁�
- if int(tool.get_now_date_str("%Y%m%d")) < int("093500"):
- zyltgb = global_util.zyltgb_map.get(code)
- if zyltgb is None:
- global_data_loader.load_zyltgb()
- zyltgb = global_util.zyltgb_map.get(code)
- if zyltgb >= 80 * 100000000:
- return True, False, "{9:30:00-9:35:00}鑷敱甯傚�尖墺80浜�"
+ def can_buy_first(cls, code, limit_up_price):
# 鍒ゆ柇鏉垮潡
- yesterday_codes = kpl_data_manager.get_yesterday_limit_up_codes()
- plate_can_buy, msg = CodePlateKeyBuyManager.can_buy(code,
- kpl_data_manager.KPLLimitUpDataRecordManager.latest_origin_datas,
- kpl_data_manager.KPLLimitUpDataRecordManager.total_datas,
- yesterday_codes,
- block_info.get_before_blocks_dict())
- if not plate_can_buy:
- return False, True, msg
- return True, False, msg
+ can_buy_result = CodePlateKeyBuyManager.can_buy(code)
+ if can_buy_result is None:
+ logger_debug.warning("娌℃湁鑾峰彇鍒版澘鍧楃紦瀛橈紝灏嗚幏鍙栨澘鍧�")
+ yesterday_codes = kpl_data_manager.get_yesterday_limit_up_codes()
+ CodePlateKeyBuyManager.update_can_buy_blocks(code,
+ kpl_data_manager.KPLLimitUpDataRecordManager.latest_origin_datas,
+ kpl_data_manager.KPLLimitUpDataRecordManager.total_datas,
+ yesterday_codes,
+ block_info.get_before_blocks_dict())
+ can_buy_result = CodePlateKeyBuyManager.can_buy(code)
- # if volume_rate_info[0] < 0.4:
- # return False, True, f"閲忓ぇ浜�40%鎵嶄笅鍗�,閲忔瘮锛歿volume_rate_info[0]}"
-
- # 鏄惁鏈塊绾垮舰鎬�(鏈塊绾垮舰鎬佹垨鑰呭ぉ閲忓ぇ闃�),10鐐瑰悗鎵嶉渶瑕佸垽鏂槸鍚︽湁K绾垮舰鎬佷笌鍒嗗��
- # if int(tool.get_now_time_str().replace(":", "")) > int("100000"):
- # has_k_format = score_info[1][3][6][0] or score_info[1][3][7][0]
- # if not has_k_format:
- # return False, True, f"鏃燢绾垮舰鎬�"
- #
- # if score_index < 0:
- # return False, True, f"鍒嗗�硷細{score}鏈揪鍒伴渶瑕佷拱鍏ョ殑鍒嗘暟绾�"
- # return True, False, ""
+ if can_buy_result is None:
+ return False, True, "灏氭湭鑾峰彇鍒版澘鍧椾俊鎭�"
+ if not can_buy_result[0]:
+ return False, True, can_buy_result[1]
+ return True, False, can_buy_result[1]
@classmethod
def __cancel_buy(cls, code):
@@ -985,11 +966,18 @@
new_add=True):
if compute_end_index < compute_start_index:
return
+
+ unique_key = f"{compute_start_index}-{compute_end_index}"
+ if cls.__latest_process_not_order_unique_keys.get(code) == unique_key:
+ logger_l2_error.error(f"閲嶅澶勭悊鏁版嵁锛歝ode-{code} start_index-{compute_start_index} end_index-{compute_end_index}")
+ return
+ cls.__latest_process_not_order_unique_keys[code] = unique_key
+
_start_time = tool.get_now_timestamp()
total_datas = local_today_datas[code]
# 澶勭悊瀹夊叏绗旀暟
- cls.__buyL2SafeCountManager.compute_left_rate(code, compute_start_index, compute_end_index, total_datas,
- local_today_num_operate_map.get(code))
+ # cls.__buyL2SafeCountManager.compute_left_rate(code, compute_start_index, compute_end_index, total_datas,
+ # local_today_num_operate_map.get(code))
# 鑾峰彇涔板叆淇″彿璁＄畻璧峰浣嶇疆
buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set, buy_volume_rate = cls.__get_order_begin_pos(
@@ -1016,8 +1004,6 @@
count = 0
l2_log.debug(code, "鑾峰彇鍒颁拱鍏ヤ俊鍙疯捣濮嬬偣锛歿} ,璁＄畻鑼冨洿锛歿}-{} 锛岄噺姣旓細{}锛屾暟鎹細{}", buy_single_index, compute_start_index,
compute_end_index, cls.volume_rate_info[code], total_datas[buy_single_index])
- # 濡傛灉鏄粖澶╃涓�娆℃湁涓嬪崟寮�濮嬩俊鍙凤紝闇�瑕佽缃ぇ鍗曡捣濮嬬偣
- cls.l2BigNumForMProcessor.set_begin_pos(code, buy_single_index)
# _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time, "涓嬪崟淇″彿璁＄畻鏃堕棿")
@@ -1029,11 +1015,6 @@
start_process_index = max(buy_single_index, compute_start_index)
if new_get_single:
start_process_index = buy_single_index
-
- # 璁＄畻m鍊煎ぇ鍗�
- cls.l2BigNumForMProcessor.process(code, start_process_index,
- compute_end_index,
- gpcode_manager.get_limit_up_price(code))
# _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time, "璁＄畻m鍊煎ぇ鍗�")
@@ -1068,17 +1049,19 @@
cls.__save_order_begin_data(code, buy_single_index, compute_index, compute_index,
buy_nums, buy_count, max_num_set_new,
cls.volume_rate_info[code][0])
- l2_log.debug(code, "__save_order_begin_data")
cls.__LimitUpTimeManager.save_limit_up_time(code, total_datas[compute_index]["val"]["time"])
- l2_log.debug(code, "save_limit_up_time")
cls.__TradePointManager.delete_buy_cancel_point(code)
l2_log.debug(code, "delete_buy_cancel_point")
# 鐩存帴涓嬪崟
- cls.__buy(code, capture_time, total_datas[compute_index], compute_index, is_first_code)
+ ordered = cls.__buy(code, capture_time, total_datas[compute_index], compute_index, is_first_code)
# 鏁版嵁鏄惁澶勭悊瀹屾瘯
if compute_index < compute_end_index:
- cls.__process_order(code, compute_index + 1, compute_end_index, capture_time, is_first_code, False)
+ if ordered:
+ cls.__process_order(code, compute_index + 1, compute_end_index, capture_time, is_first_code, False)
+ else:
+ cls.__start_compute_buy(code, compute_index + 1, compute_end_index, threshold_money, capture_time,
+ is_first_code)
else:
# 鏈揪鍒颁笅鍗曟潯浠讹紝淇濆瓨绾拱棰濓紝璁剧疆绾拱棰�
# 璁板綍涔板叆淇″彿浣嶇疆
@@ -1093,7 +1076,6 @@
def __get_order_begin_pos(cls, code):
buy_single_index, buy_exec_index, compute_index, num, count, max_num_set, volume_rate = cls.__TradePointManager.get_buy_compute_start_data_cache(
code)
- logger_debug.info(f"鑾峰彇涔板叆鎵ц浣嶇疆淇℃伅{code}:{buy_single_index}-{buy_exec_index}-{compute_index}-{num}-{count}")
return buy_single_index, buy_exec_index, compute_index, num, count, max_num_set, volume_rate
# 淇濆瓨涓嬪崟璧峰淇″彿
@@ -1173,10 +1155,6 @@
@classmethod
def __sum_buy_num_for_order_3(cls, code, compute_start_index, compute_end_index, origin_num, origin_count,
threshold_money, buy_single_index, max_num_set):
- def get_threshold_count():
- count = threshold_count
- return count
-
_start_time = t.time()
total_datas = local_today_datas[code]
# is_first_code = gpcode_manager.FirstCodeManager().is_in_first_record_cache(code)
@@ -1234,9 +1212,9 @@
# 鍙粺璁�59涓囦互涓婄殑閲戦
buy_nums += int(_val["num"]) * int(total_datas[i]["re"])
buy_count += int(total_datas[i]["re"])
- if buy_nums >= threshold_num and buy_count >= get_threshold_count():
- logger_l2_trade_buy.info(
- f"{code}鑾峰彇鍒颁拱鍏ユ墽琛岀偣锛歿i} 缁熻绾拱鎵嬫暟锛歿buy_nums} 鐩爣绾拱鎵嬫暟锛歿threshold_num} 缁熻绾拱鍗曟暟锛歿buy_count} 鐩爣绾拱鍗曟暟锛歿get_threshold_count()}, 澶у崟鏁伴噺锛歿len(max_buy_num_set)}")
+ if buy_nums >= threshold_num and buy_count >= threshold_count:
+ async_log_util.info(logger_l2_trade_buy,
+ f"{code}鑾峰彇鍒颁拱鍏ユ墽琛岀偣锛歿i} 缁熻绾拱鎵嬫暟锛歿buy_nums} 鐩爣绾拱鎵嬫暟锛歿threshold_num} 缁熻绾拱鍗曟暟锛歿buy_count} 鐩爣绾拱鍗曟暟锛歿threshold_count}, 澶у崟鏁伴噺锛歿len(max_buy_num_set)}")
elif L2DataUtil.is_limit_up_price_buy_cancel(_val):
if _val["num"] >= bigger_num:
# 鍙粺璁�59涓囦互涓婄殑閲戦
@@ -1275,13 +1253,13 @@
for i in max_buy_num_set:
max_buy_num_set_count += total_datas[i]["re"]
# 鏈夋挙鍗曚俊鍙凤紝涓斿皬浜庨槇鍊�
- if buy_nums >= threshold_num and buy_count >= get_threshold_count() and trigger_buy and max_buy_num_set_count >= big_num_count:
+ if buy_nums >= threshold_num and buy_count >= threshold_count and trigger_buy and max_buy_num_set_count >= big_num_count:
return i, buy_nums, buy_count, None, max_buy_num_set
l2_log.buy_debug(code, "灏氭湭鑾峰彇鍒颁拱鍏ユ墽琛岀偣锛岃捣濮嬭绠椾綅缃細{} 缁熻绾拱鎵嬫暟锛歿} 鐩爣绾拱鎵嬫暟锛歿} 缁熻绾拱鍗曟暟锛歿} 鐩爣绾拱鍗曟暟锛歿} 澶у崟鏁伴噺锛歿} 鐩爣澶у崟鏁伴噺锛歿}",
compute_start_index,
buy_nums,
- threshold_num, buy_count, get_threshold_count(), max_buy_num_set_count, big_num_count)
+ threshold_num, buy_count, threshold_count, max_buy_num_set_count, big_num_count)
return None, buy_nums, buy_count, None, max_buy_num_set
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