From 6a0d3ff5832e57ee1b1374d086f24b3c1679b332 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 05 九月 2025 18:22:24 +0800
Subject: [PATCH] bug修复/降低测撤单率
---
l2/l2_limitup_sell_data_manager.py | 58 +++++++++++++++++++++++++++++-----------------------------
1 files changed, 29 insertions(+), 29 deletions(-)
diff --git a/l2/l2_limitup_sell_data_manager.py b/l2/l2_limitup_sell_data_manager.py
index 6fe4bbd..674ee5a 100644
--- a/l2/l2_limitup_sell_data_manager.py
+++ b/l2/l2_limitup_sell_data_manager.py
@@ -5,7 +5,7 @@
from l2 import l2_log
from l2.l2_data_util import L2DataUtil
from log_module import async_log_util, log_export
-from log_module.log import hx_logger_l2_sell_delegate, hx_logger_l2_sell_deal
+from log_module.log import hx_logger_l2_sell_delegate, hx_logger_l2_sell_deal, logger_debug
from utils import tool
@@ -71,42 +71,42 @@
return cls.__delegating_sell_num_dict.get(code)
@classmethod
- def set_deal_datas(cls, code, datas):
+ def set_deal_datas(cls, code, fdatas):
"""
璁剧疆鎴愪氦鐨勫崠鍗�
@param code:
- @param datas: q.append((data['SecurityID'], data['TradePrice'], data['TradeVolume'],data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'],data['SellNo'], data['ExecType']))
+ @param fdatas: 鏁版嵁鏈韩鏍煎紡锛� (data['SecurityID'], data['TradePrice'], data['TradeVolume'],data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'],data['SellNo'], data['ExecType'])
+ [(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)]
@return: 鏄惁瑙﹀彂璁＄畻
"""
try:
- limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
order_no_set = cls.__order_no_set_dict.get(code)
if order_no_set is None:
order_no_set = set()
- limit_up_active_buy_datas = []
- for d in datas:
- if abs(d[1] - limit_up_price) > 0.001:
- continue
+ # 缁熻娑ㄥ仠鍗栧崟鐨勬垚浜�
+ # 鍗栧崟鎴愪氦瀛楀吀
+ __deal_order_volume_dict = {}
+ for d in fdatas:
# 鏄惁鏈夋定鍋滀富鍔ㄤ拱鎴愪氦
- if d[6] < d[7]:
+ if not d[1] or not d[2]:
continue
- limit_up_active_buy_datas.append(d)
- total_deal_volume = 0
- if code in cls.__delegating_sell_num_dict:
- for d in datas:
- # 鍑忓幓
- if d[7] in order_no_set:
- total_deal_volume += d[2]
- cls.__delegating_sell_num_dict[code] -= total_deal_volume
+ if d[0][7] not in __deal_order_volume_dict:
+ __deal_order_volume_dict[d[0][7]] = 0
+ __deal_order_volume_dict[d[0][7]] += d[0][2]
- if len(limit_up_active_buy_datas):
- async_log_util.l2_data_log.info(hx_logger_l2_sell_deal,
- f"娑ㄥ仠涓诲姩涔版垚浜わ細{limit_up_active_buy_datas}")
+ # 鍑忓幓
+ add_order_nos = order_no_set & __deal_order_volume_dict.keys()
+ _total_deal_volume = sum([__deal_order_volume_dict[x] for x in add_order_nos])
+ if code in cls.__delegating_sell_num_dict:
+ cls.__delegating_sell_num_dict[code] -= _total_deal_volume
+ if _total_deal_volume > 0:
+ l2_log.info(code, hx_logger_l2_sell_deal,
+ f"娑ㄥ仠涓诲姩涔版垚浜わ細{_total_deal_volume}")
# 鎵撳嵃鏃ュ織
- async_log_util.l2_data_log.info(hx_logger_l2_sell_deal,
- f"鏈夋定鍋滀富鍔ㄥ崠锛歿code}-{datas[-1][3]}-{cls.__delegating_sell_num_dict.get(code)}, 鎴愪氦閲�-{total_deal_volume}")
- except:
- pass
+ l2_log.info(code, hx_logger_l2_sell_deal,
+ f"鏈夋定鍋滀富鍔ㄥ崠锛歿code}-{fdatas[-1][0][3]}-{cls.__delegating_sell_num_dict.get(code)}, 鎴愪氦閲�-{_total_deal_volume}")
+ except Exception as e:
+ logger_debug.exception(e)
@classmethod
def clear_data(cls, code):
@@ -123,19 +123,19 @@
if cls.__delegating_sell_num_dict.get(code):
cls.__delegating_sell_num_dict[code] = 0
- async_log_util.l2_data_log.info(hx_logger_l2_sell_delegate,
- f"鍑虹幇涓诲姩鍗栨竻闄ゆ暟鎹細{code}")
+ l2_log.info(code, hx_logger_l2_sell_delegate,
+ f"鍑虹幇涓诲姩鍗栨竻闄ゆ暟鎹細{code}")
if __name__ == "__main__":
# 娴嬭瘯娑ㄥ仠鎬诲崠鍚冩帀鐨勬儏鍐�
- code = "300253"
+ code = "002681"
datas = log_export.load_huaxin_l2_sell_deal_list(code).get(code)
print(datas)
deal_datas = []
deal_order_nos = set()
for i in range(len(datas)):
- if 133320 <= int(datas[i][0].replace(":", "")) <= 142039:
+ if 100100 <= int(datas[i][0].replace(":", "")) <= 100230:
deal_datas.append(datas[i])
for x in deal_datas:
for xx in x[1]:
@@ -147,7 +147,7 @@
fdatas = []
for x in datas:
# if int("101821") < int(x[0].replace(":", "")) < int("102841"):
- if 42886361 >= x[2][0] >= 35522478:
+ if 14578165 >= x[2][0] >= 14565438:
fdatas.append(x)
delegate_order_nos = set()
total_delegate = 0
--
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