From d1df4e77d2188ff3ad84b66fb2ba7f9bc738031d Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 12 八月 2025 14:48:13 +0800
Subject: [PATCH] 记录L1的最大价格信息
---
l2/l2_transaction_data_processor.py | 25 ++++++++++++++++++-------
1 files changed, 18 insertions(+), 7 deletions(-)
diff --git a/l2/l2_transaction_data_processor.py b/l2/l2_transaction_data_processor.py
index 0811b3e..ca89c48 100644
--- a/l2/l2_transaction_data_processor.py
+++ b/l2/l2_transaction_data_processor.py
@@ -22,12 +22,12 @@
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, \
logger_trade, logger_l2_trade
-from trade import current_price_process_manager, trade_constant
+from trade import current_price_process_manager, trade_constant, trade_manager
import concurrent.futures
from trade.buy_radical import radical_buy_strategy
from trade.buy_radical.radical_buy_data_manager import RadicalBuyDataManager, EveryLimitupBigDealOrderManager
-from utils import tool
+from utils import tool, trade_util
class HuaXinTransactionDatasProcessor:
@@ -58,7 +58,7 @@
if L2DataUtil.is_limit_up_price_buy(buyno_map[buy_no]["val"]):
buy_progress_index = buyno_map[buy_no]["index"]
break
- if buy_progress_index is None and buy_exec_index is not None:
+ if buy_progress_index is None and buy_exec_index is not None and buy_exec_index >= 0:
# 娌℃湁鎵惧埌鐪熷疄鎴愪氦杩涘害浣嶄笖鏈変拱鍏ユ墽琛屼綅缃�
# 鏍规嵁鏈�杩戠殑鎴愪氦涔板崟鍙疯绠楃湡瀹炴垚浜や綅缃�
try:
@@ -288,12 +288,17 @@
# if big_money_count > 0:
# LCancelRateManager.compute_big_num_deal_rate(code)
- buy_progress_index, is_similar = cls.__compute_latest_trade_progress(code, fdatas)
+ trade_state = trade_manager.CodesTradeStateManager().get_trade_state_cache(code)
+ # 璁＄畻鎴愪氦杩涘害
+ buy_progress_index, is_similar = cls.__compute_latest_trade_progress(code, fdatas,
+ order_begin_pos.buy_exec_index if trade_util.is_delegated(
+ trade_state) else -1)
if buy_progress_index is not None:
buy_progress_index_changed = cls.__TradeBuyQueue.set_traded_index(code, buy_progress_index,
total_datas)
- l2_log.info(code, logger_l2_trade_buy_queue, "鑾峰彇鎴愪氦浣嶇疆鎴愬姛锛� code-{} index-{}", code, buy_progress_index)
+ l2_log.info(code, logger_l2_trade_buy_queue, "鑾峰彇鎴愪氦浣嶇疆鎴愬姛锛� code-{} index-{} is_similar-{}", code,
+ buy_progress_index, is_similar)
if is_placed_order:
# NewGCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index,
# buy_progress_index)
@@ -375,9 +380,11 @@
L2TradeDataProcessor.cancel_buy(code, cancel_msg, cancel_type=cancel_type)
# 缁熻娑ㄥ仠涓诲姩鍗栨垚浜わ紝涓轰簡F鎾ゅ噯澶囨暟鎹�
HuaXinSellOrderStatisticManager.statistic_active_sell_deal_volume(code, fdatas, limit_up_price)
+ trade_state = trade_manager.CodesTradeStateManager().get_trade_state_cache(code)
# 璁＄畻鎴愪氦杩涘害
_buy_progress_index, _is_similar = cls.__compute_latest_trade_progress(code, fdatas,
- order_begin_pos.buy_exec_index)
+ order_begin_pos.buy_exec_index if trade_util.is_delegated(
+ trade_state) else -1)
if _buy_progress_index is not None:
total_datas = l2_data_util.local_today_datas.get(code)
buy_progress_index_changed = cls.__TradeBuyQueue.set_traded_index(code, _buy_progress_index,
@@ -456,7 +463,11 @@
# 濡傛灉鏄鍔ㄤ拱灏辨洿鏂版垚浜よ繘搴�
if not fdatas[-1][1]:
- buy_progress_index, is_similar = cls.__compute_latest_trade_progress(code, fdatas)
+ trade_state = trade_manager.CodesTradeStateManager().get_trade_state_cache(code)
+ # 璁＄畻鎴愪氦杩涘害
+ buy_progress_index, is_similar = cls.__compute_latest_trade_progress(code, fdatas,
+ order_begin_pos.buy_exec_index if trade_util.is_delegated(
+ trade_state) else -1)
if buy_progress_index is not None:
total_datas = l2_data_util.local_today_datas.get(code)
cls.__TradeBuyQueue.set_traded_index(code, buy_progress_index,
--
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