From f9119dfed4856b064ac70517df83779f2849999c Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 11 一月 2024 10:48:14 +0800
Subject: [PATCH] bug G撤修改
---
l2/l2_transaction_data_manager.py | 60 +++++++++++++++++++++++++++++++++++++++++++++---------------
1 files changed, 45 insertions(+), 15 deletions(-)
diff --git a/l2/l2_transaction_data_manager.py b/l2/l2_transaction_data_manager.py
index c06e3d8..ee71543 100644
--- a/l2/l2_transaction_data_manager.py
+++ b/l2/l2_transaction_data_manager.py
@@ -8,14 +8,16 @@
from code_attribute import gpcode_manager
from db import redis_manager
from db.redis_manager_delegate import RedisUtils
-from l2 import l2_data_util, l2_data_manager, transaction_progress
+from l2 import l2_data_util, l2_data_manager, transaction_progress, l2_data_source_util
from l2.cancel_buy_strategy import LCancelRateManager, LCancelBigNumComputer, \
- SecondCancelBigNumComputer, HourCancelBigNumComputer, FastCancelBigNumComputer, UCancelBigNumComputer
+ SecondCancelBigNumComputer, HourCancelBigNumComputer, FastCancelBigNumComputer, UCancelBigNumComputer, \
+ GCancelBigNumComputer
from l2.l2_data_manager_new import L2TradeDataProcessor
-from l2.l2_data_util import L2DataUtil
+from l2.l2_data_util import L2DataUtil, local_today_canceled_buyno_map
from log_module import async_log_util
from log_module.log import logger_l2_trade_buy_queue, hx_logger_l2_upload, hx_logger_l2_debug, \
hx_logger_l2_transaction_desc, logger_debug
+from msg import push_msg_manager
from third_data import kpl_data_manager
from trade import current_price_process_manager, trade_manager, l2_trade_factor
from trade.deal_big_money_manager import DealOrderNoManager
@@ -135,14 +137,19 @@
LCancelRateManager.compute_big_num_deal_rate(code)
buy_progress_index = self.__compute_latest_trade_progress(code, buyno_map, datas)
+
if buy_progress_index is not None:
- self.__TradeBuyQueue.set_traded_index(code, buy_progress_index, total_datas)
+ buy_progress_index_changed = self.__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)
- if buy_progress_index is not None:
+ GCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index, buy_progress_index)
+
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,
@@ -152,18 +159,41 @@
buy_progress_index)
# ---------------------------------鍒ゆ柇鏉垮潡鏄惁璺熶笂鏉ヤ簡-------------------------------
try:
- order_begin_pos = l2_data_manager.TradePointManager().get_buy_compute_start_data_cache(code)
- volume_rate = 0
- volume_info = L2TradeDataProcessor.volume_rate_info.get(code)
- if volume_info:
- volume_rate = volume_info[0]
- need_cancel, msg = UCancelBigNumComputer().need_cancel(code, buy_progress_index, order_begin_pos,
- kpl_data_manager.KPLLimitUpDataRecordManager.get_current_reason_codes_dict(),
- volume_rate)
- if need_cancel:
- L2TradeDataProcessor.cancel_buy(code, msg)
+ pass
+ # order_begin_pos = l2_data_manager.TradePointManager().get_buy_compute_start_data_cache(code)
+ # volume_rate = 0
+ # volume_info = L2TradeDataProcessor.volume_rate_info.get(code)
+ # if volume_info:
+ # volume_rate = volume_info[0]
+ # need_cancel, msg = UCancelBigNumComputer().need_cancel(code, buy_progress_index, order_begin_pos,
+ # kpl_data_manager.KPLLimitUpDataRecordManager.get_current_reason_codes_dict(),
+ # volume_rate)
+ # if need_cancel:
+ # L2TradeDataProcessor.cancel_buy(code, msg)
except Exception as e:
logger_debug.exception(e)
+ if buy_progress_index_changed:
+ # 浜ゆ槗杩涘害鍙樺寲锛屽垽鏂埌鐪熷疄涓嬪崟浣嶇疆鐨勮窛绂�
+ real_order_index = SecondCancelBigNumComputer().get_real_place_order_index_cache(code)
+ if real_order_index and real_order_index >= buy_progress_index:
+ left_count = 0
+ for i in range(buy_progress_index + 1, real_order_index):
+ val = total_datas[i]["val"]
+ if not L2DataUtil.is_limit_up_price_buy(val):
+ continue
+ if val["num"] * float(val["price"]) < 5000:
+ continue
+ left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(
+ code, i,
+ total_datas,
+ local_today_canceled_buyno_map.get(
+ code))
+ if left_count > 0:
+ left_count += 1
+ if left_count <= 3:
+ # 褰撴垚浜よ繘搴﹁窛绂荤湡瀹炰笅鍗曚綅缃笉瓒�3绗旀椂鎺ㄩ�佸嵆灏嗘垚浜ょ殑娑堟伅
+ push_msg_manager.push_order_almost_deal(code, gpcode_manager.get_code_name(code))
+
else:
pass
if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:
--
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