From cbe19ea6066a600cbd0b5110db5d43f8252d14a8 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 13 六月 2024 11:23:53 +0800
Subject: [PATCH] L撤成交进度相关改进
---
l2/l2_transaction_data_processor.py | 34 +++++++++++++++++++---------------
1 files changed, 19 insertions(+), 15 deletions(-)
diff --git a/l2/l2_transaction_data_processor.py b/l2/l2_transaction_data_processor.py
index 83af755..f02a061 100644
--- a/l2/l2_transaction_data_processor.py
+++ b/l2/l2_transaction_data_processor.py
@@ -2,20 +2,21 @@
import time
import constant
+from cancel_strategy.s_l_h_cancel_strategy import HourCancelBigNumComputer
+from cancel_strategy.s_l_h_cancel_strategy import LCancelBigNumComputer, LCancelRateManager
+from cancel_strategy.s_l_h_cancel_strategy import SCancelBigNumComputer
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, NewGCancelBigNumComputer, \
+from l2.cancel_buy_strategy import FCancelBigNumComputer, \
+ NewGCancelBigNumComputer, \
NBCancelBigNumComputer
from l2.huaxin import l2_huaxin_util
from l2.l2_data_manager import OrderBeginPosInfo
from l2.l2_data_manager_new import L2TradeDataProcessor
-from l2.l2_data_util import L2DataUtil
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
from utils import tool
@@ -45,7 +46,8 @@
@param datas:
@return:
"""
- buy_datas, bigger_buy_datas = HuaXinBuyOrderManager.statistic_big_buy_data(code, datas)
+ limit_up_price = round(float(gpcode_manager.get_limit_up_price(code)), 2)
+ buy_datas, bigger_buy_datas = HuaXinBuyOrderManager.statistic_big_buy_data(code, datas, limit_up_price)
if buy_datas:
BigOrderDealManager().add_buy_datas(code, buy_datas)
try:
@@ -74,8 +76,15 @@
@classmethod
def process_huaxin_transaction_datas(cls, code, datas):
__start_time = time.time()
+ limit_up_price = gpcode_manager.get_limit_up_price(code)
+ if limit_up_price:
+ limit_up_price = round(float(limit_up_price), 2)
# 璁剧疆鎴愪氦浠�
- current_price_process_manager.set_trade_price(code, datas[-1][1])
+ try:
+ current_price_process_manager.set_trade_price(code, datas[-1][1], l2_huaxin_util.convert_time(datas[-1][3]),
+ limit_up_price)
+ except:
+ pass
total_datas = l2_data_util.local_today_datas.get(code)
use_time_list = []
try:
@@ -89,9 +98,7 @@
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, limit_up_price)
@@ -105,7 +112,7 @@
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,
+ need_cancel, cancel_msg = FCancelBigNumComputer().need_cancel_for_p(code,
order_begin_pos)
# 鍒ゆ柇鏃堕棿鏄惁涓庢湰鍦版椂闂寸浉宸�5s浠ヤ笂
if tool.trade_time_sub(tool.get_now_time_str(), l2_huaxin_util.convert_time(datas[-1][3])) > 10:
@@ -117,10 +124,11 @@
# 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()
+ HuaXinSellOrderStatisticManager.statistic_total_deal_volume(code, datas)
+ use_time_list.append(("缁熻鎴愪氦閲忔暟鎹�", time.time() - _start_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()
cls.__statistic_thread_pool.submit(cls.statistic_big_order_infos, code, datas, order_begin_pos)
@@ -160,10 +168,6 @@
L2TradeDataProcessor.cancel_buy(code, f"W鎾�:{cancel_result[1]}")
except:
pass
-
-
-
-
SCancelBigNumComputer().set_transaction_index(code, order_begin_pos.buy_single_index,
buy_progress_index)
--
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