From d0fd153d07f9bd41cf0a30ddce30402eaef83da3 Mon Sep 17 00:00:00 2001 From: Administrator <admin@example.com> Date: 星期二, 14 十一月 2023 09:26:46 +0800 Subject: [PATCH] A类/B类一键切换 --- l2/l2_transaction_data_manager.py | 47 +++++++++++++++++++++++++++-------------------- 1 files changed, 27 insertions(+), 20 deletions(-) diff --git a/l2/l2_transaction_data_manager.py b/l2/l2_transaction_data_manager.py index 1b21b48..9013a19 100644 --- a/l2/l2_transaction_data_manager.py +++ b/l2/l2_transaction_data_manager.py @@ -6,11 +6,11 @@ from code_attribute import gpcode_manager from l2 import l2_data_util, l2_data_manager, transaction_progress from l2.cancel_buy_strategy import LCancelRateManager, DCancelBigNumComputer, LCancelBigNumComputer, \ - SecondCancelBigNumComputer + SecondCancelBigNumComputer, HourCancelBigNumComputer, FastCancelBigNumComputer from l2.l2_data_manager_new import L2TradeDataProcessor from l2.l2_data_util import L2DataUtil from log_module import async_log_util -from log_module.log import hx_logger_l2_transaction, logger_l2_trade_buy_queue, hx_logger_l2_upload +from log_module.log import hx_logger_l2_transaction, logger_l2_trade_buy_queue, hx_logger_l2_upload, hx_logger_l2_debug from trade import current_price_process_manager, trade_manager, l2_trade_factor from trade.deal_big_money_manager import DealOrderNoManager from trade.l2_trade_factor import L2PlaceOrderParamsManager @@ -41,7 +41,7 @@ d = datas[i] buy_no = f"{d[6]}" if buyno_map and buy_no in buyno_map: - async_log_util.info(hx_logger_l2_transaction, f"{code}鎴愪氦杩涘害锛歿buyno_map[buy_no]['index']}") + 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 # ------缁熻淇濆瓨鎴愪氦澶у崟璁㈠崟鍙�------ @@ -72,33 +72,40 @@ rate = round(total_deal_nums / (thresh_hold_money // (float(limit_up_price) * 100)), 2) LCancelRateManager().set_big_num_deal_rate(code, rate) + # 鑾峰彇鎵ц浣嶆椂闂� + order_begin_pos = l2_data_manager.TradePointManager().get_buy_compute_start_data_cache(code) if buy_progress_index is not None: - # 鑾峰彇鎵ц浣嶆椂闂� - buy_single_index, buy_exec_index, compute_index, num, count, max_num_set, volume_rate = l2_data_manager.TradePointManager().get_buy_compute_start_data_cache( - code) - cls.__TradeBuyQueue.set_traded_index(code, buy_progress_index) + 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) - limit_up_price = gpcode_manager.get_limit_up_price(code) - if buy_exec_index and buy_exec_index > -1: - m_base_val = L2PlaceOrderParamsManager.get_base_m_val(code) - need_cancel, msg = DCancelBigNumComputer().set_trade_progress(code, - buy_progress_index, - buy_exec_index, - total_datas, - m_base_val, - limit_up_price) - if need_cancel: - L2TradeDataProcessor.cancel_buy(code, f"D鎾�:{msg}", source="d_cancel") + # limit_up_price = gpcode_manager.get_limit_up_price(code) + # 娉ㄩ噴鎺塂鎾ゅ崟 + # if buy_exec_index and buy_exec_index > -1: + # m_base_val = L2PlaceOrderParamsManager.get_base_m_val(code) + # need_cancel, msg = DCancelBigNumComputer().set_trade_progress(code, + # buy_progress_index, + # buy_exec_index, + # total_datas, + # m_base_val, + # limit_up_price) + # if need_cancel: + # L2TradeDataProcessor.cancel_buy(code, f"D鎾�:{msg}", source="d_cancel") - LCancelBigNumComputer().set_trade_progress(code, buy_progress_index, total_datas) + LCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index, buy_progress_index, total_datas) + FastCancelBigNumComputer().set_trade_progress(code, buy_progress_index) SecondCancelBigNumComputer().set_transaction_index( code, buy_progress_index) + if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1: + 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: + # 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) + except Exception as e: - hx_logger_l2_transaction.exception(e) + hx_logger_l2_debug.exception(e) finally: use_time = int((time.time() - __start_time) * 1000) if use_time > 10: -- Gitblit v1.8.0