From cf89766b43b7e5601220e5144edab8ee9307a8ad Mon Sep 17 00:00:00 2001 From: Administrator <admin@example.com> Date: 星期三, 26 三月 2025 17:29:03 +0800 Subject: [PATCH] 新题材拉黑机制修改 --- l2/l2_transaction_data_processor.py | 40 ++++++++++++++++++++++------------------ 1 files changed, 22 insertions(+), 18 deletions(-) diff --git a/l2/l2_transaction_data_processor.py b/l2/l2_transaction_data_processor.py index 96d0c9a..da273ab 100644 --- a/l2/l2_transaction_data_processor.py +++ b/l2/l2_transaction_data_processor.py @@ -61,7 +61,10 @@ """ def statistic_big_buy_data(): + use_time_list = [] + __start_time = time.time() buy_datas, bigger_buy_datas = HuaXinBuyOrderManager.statistic_big_buy_data(code, fdatas, limit_up_price) + use_time_list.append((time.time() - __start_time, "涔板崟缁熻")) if buy_datas: BigOrderDealManager().add_buy_datas(code, buy_datas) active_big_buy_orders = [] @@ -71,6 +74,7 @@ # (涔板崟鍙�, 鎴愪氦閲戦, 鏈�鍚庢垚浜ゆ椂闂�) active_big_buy_orders.append((x[0], x[2], x[4])) EveryLimitupBigDealOrderManager.add_big_buy_order_deal(code, active_big_buy_orders) + use_time_list.append((time.time() - __start_time, "涔板崟缁熻缁撴灉澶勭悊")) try: is_placed_order = l2_data_manager.TradePointManager.is_placed_order(order_begin_pos) if is_placed_order: @@ -88,12 +92,22 @@ order_begin_pos.buy_single_index) except Exception as e: logger_debug.exception(e) + if use_time_list and use_time_list[-1][0] > 0.005: + l2_log.info(code, hx_logger_l2_upload, + f"涔板崟缁熻+澶勭悊鑰楁椂锛歿use_time_list[-1][0]} 璇︽儏:{use_time_list}") + return buy_datas def statistic_big_sell_data(): + use_time_list = [] + __start_time = time.time() sell_datas = HuaXinSellOrderStatisticManager.statistic_big_sell_data(code, fdatas) if sell_datas: BigOrderDealManager().add_sell_datas(code, sell_datas) + use_time_list.append((time.time() - __start_time, "鍗栧崟缁熻")) + if use_time_list and use_time_list[-1][0] > 0.005: + l2_log.info(code, hx_logger_l2_upload, + f"鍗栧崟缁熻+澶勭悊鑰楁椂锛歿use_time_list[-1][0]} 璇︽儏:{use_time_list}") return sell_datas def statistic_big_data(f1_, f2_): @@ -102,7 +116,7 @@ limit_up_price = gpcode_manager.get_limit_up_price_as_num(code) - if len(fdatas) > 100: + if False and len(fdatas) > 100: # 骞惰澶勭悊涔板崟涓庡崠鍗� # 瓒呰繃100鏉℃暟鎹墠闇�瑕佸苟琛屽鐞� f1 = dask.delayed(statistic_big_buy_data)() @@ -137,14 +151,13 @@ temp_time_dict.clear() __start_time = time.time() - limit_up_price = gpcode_manager.get_limit_up_price_as_num(code) # 璁剧疆鎴愪氦浠� try: current_price_process_manager.set_trade_price(code, fdatas[-1][0][1]) - if limit_up_price > fdatas[-1][0][1]: + if not fdatas[-1][2]: # 娌℃湁娑ㄥ仠 EveryLimitupBigDealOrderManager.open_limit_up(code, f"鏈�鏂版垚浜や环锛歿fdatas[-1][0][1]}") - radical_buy_strategy.clear_data(code) + radical_buy_strategy.clear_data(code, msg=f"娌℃湁娑ㄥ仠锛歿fdatas[-1][0]}") except: pass @@ -174,21 +187,12 @@ _start_time = time.time() try: + last_data = fdatas[-1] # 缁熻涓婃澘鏃堕棿 - try: - for d in fdatas: - if d[1]: - # 涓诲姩涔� - if d[2]: - # 娑ㄥ仠 - current_price_process_manager.set_latest_not_limit_up_time(code, d[5]) - else: - # 涓诲姩鍗栵紙鏉夸笂锛� - if d[2]: - L2LimitUpSellDataManager.clear_data(code) - break - except: - pass + if last_data[1] and last_data[2]: + current_price_process_manager.set_latest_not_limit_up_time(code, last_data[5]) + if not last_data[1] and last_data[2]: + L2LimitUpSellDataManager.clear_data(code) big_sell_order_info = None # 缁熻鍗栧崟 big_sell_order_info = HuaXinSellOrderStatisticManager.statistic_continue_limit_up_sell_transaction_datas( -- Gitblit v1.8.0