From d2a4dd9c837f8df2a19e58f7fb4c81a91c114b67 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 15 八月 2025 13:15:32 +0800
Subject: [PATCH] 自动加想接口
---
l2/l2_transaction_data_processor.py | 32 ++++++++++++++++++++++++++------
1 files changed, 26 insertions(+), 6 deletions(-)
diff --git a/l2/l2_transaction_data_processor.py b/l2/l2_transaction_data_processor.py
index 2a62378..e7fa00b 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:
@@ -35,6 +35,8 @@
__TradeBuyQueue = transaction_progress.TradeBuyQueue()
# 闈炴定鍋滄垚浜ゆ椂闂�
__not_limit_up_time_dict = {}
+ # 鏈�杩戞垚浜ゆ暟鎹瓧鍏�
+ __latest_transaction_data_dict = {}
# 璁＄畻鎴愪氦杩涘害
@classmethod
@@ -178,6 +180,8 @@
# q.append((data['SecurityID'], data['TradePrice'], data['TradeVolume'],
# data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'],
# data['SellNo'], data['ExecType']))
+ if o_datas:
+ cls.__latest_transaction_data_dict[code] = o_datas[-1]
fdatas = [
[d, d[6] > d[7], limit_up_price == d[1], d[1] * d[2], '', '']
for d in o_datas]
@@ -288,13 +292,17 @@
# if big_money_count > 0:
# LCancelRateManager.compute_big_num_deal_rate(code)
+ 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:
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-{} is_similar-{}", code, buy_progress_index, is_similar)
+ 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)
@@ -376,9 +384,11 @@
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,
@@ -394,6 +404,8 @@
L2TradeDataProcessor.cancel_buy(code, f"F鎾�:{cancel_result[1]}",
cancel_type=trade_constant.CANCEL_TYPE_F)
+ if o_datas:
+ cls.__latest_transaction_data_dict[code] = o_datas[-1]
limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
# =====鏍煎紡鍖栨暟鎹�=====
# 鏁村舰鏁版嵁锛屾牸寮忥細[(鏁版嵁鏈韩, 鏄惁涓诲姩涔�, 鏄惁娑ㄥ仠, 鎬绘垚浜ら, 涓嶅惈ms鏃堕棿锛屽惈ms鏃堕棿)]
@@ -457,7 +469,11 @@
# 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,
@@ -477,3 +493,7 @@
if _start_time - __start_time > 5:
l2_log.info(code, hx_logger_l2_upload,
f"{code}澶勭悊鎴愪氦鐢ㄦ椂锛歿_start_time - __start_time} 鏁版嵁鏁伴噺锛歿len(fdatas)} 璇︽儏:{use_time_list}")
+
+ @classmethod
+ def get_latest_transaction_data(cls, code):
+ return cls.__latest_transaction_data_dict.get(code)
\ No newline at end of file
--
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