import logging import time from code_attribute import gpcode_manager from l2 import l2_data_util, l2_data_manager, l2_data_source_util, transaction_progress from l2.cancel_buy_strategy import FCancelBigNumComputer, LCancelBigNumComputer, LCancelRateManager, \ GCancelBigNumComputer, SecondCancelBigNumComputer, HourCancelBigNumComputer from l2.l2_data_manager_new import L2TradeDataProcessor from l2.l2_data_util import L2DataUtil, local_today_canceled_buyno_map from l2.l2_transaction_data_manager import HuaXinTransactionDataManager 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 from msg import push_msg_manager, buy_order_msg_manager from trade import current_price_process_manager, trade_manager from trade.deal_big_money_manager import DealOrderNoManager from utils import tool class HuaXinTransactionDatasProcessor: __TradeBuyQueue = transaction_progress.TradeBuyQueue() # 计算成交进度 @classmethod def __compute_latest_trade_progress(cls, code, buyno_map, datas): buy_progress_index = None for i in range(len(datas) - 1, -1, -1): d = datas[i] buy_no = f"{d[6]}" if buyno_map and buy_no in buyno_map: async_log_util.info(hx_logger_l2_debug, f"{code}成交进度：{buyno_map[buy_no]['index']}") buy_progress_index = buyno_map[buy_no]["index"] break return buy_progress_index @classmethod def process_huaxin_transaction_datas(cls, code, datas): # 设置成交价 current_price_process_manager.set_trade_price(code, datas[-1][1]) total_datas = l2_data_util.local_today_datas.get(code) __start_time = time.time() try: buyno_map = l2_data_util.local_today_buyno_map.get(code) if not buyno_map: if trade_manager.CodesTradeStateManager().get_trade_state( code) != trade_manager.TRADE_STATE_NOT_TRADE: l2_data_util.load_l2_data(code) buyno_map = l2_data_util.local_today_buyno_map.get(code) if buyno_map is None: buyno_map = {} order_begin_pos = l2_data_manager.TradePointManager().get_buy_compute_start_data_cache(code) if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1: # 已经下单的需要统计F撤 try: for d in datas: if FCancelBigNumComputer().need_cancel(d)[0]: L2TradeDataProcessor.cancel_buy(code, f"F撤撤单:{d}") order_begin_pos = None break except Exception as e: async_log_util.error(hx_logger_l2_debug, str(e)) try: # 下单2s后才开始生效 cresult = LCancelBigNumComputer().add_transaction_datas(code, datas) if cresult[0]: L2TradeDataProcessor.cancel_buy(code, f"L后成交太快撤单:{cresult[1]}") order_begin_pos = None except Exception as e: async_log_util.error(hx_logger_l2_debug, str(e)) # 计算已经成交的大单 big_money_count = 0 for d in datas: data = buyno_map.get(f"{d[6]}") buy_num = None if data: buy_num = data["val"]["num"] * 100 # 统计成交单 deal_info = HuaXinTransactionDataManager.statistic_deal_desc(code, d, buy_num) if deal_info and deal_info[1]: data = buyno_map.get(f"{deal_info[0]}") print("已经成交索引：", data["index"]) val = data["val"] if l2_data_util.is_big_money(val) and L2DataUtil.is_limit_up_price_buy(val): big_money_count += 1 DealOrderNoManager().add_orderno(code, f"{deal_info[0]}") # L后是否有成交，如果有成交就需要除去当前笔数，然后重新囊括一笔 LCancelBigNumComputer().add_deal_index(code, data["index"], order_begin_pos.buy_single_index) if big_money_count > 0: LCancelRateManager.compute_big_num_deal_rate(code) buy_progress_index = cls.__compute_latest_trade_progress(code, buyno_map, datas) if buy_progress_index is not None: buy_progress_index_changed = cls.__TradeBuyQueue.set_traded_index(code, buy_progress_index, total_datas) async_log_util.info(logger_l2_trade_buy_queue, "获取成交位置成功： code-{} index-{}", code, buy_progress_index) 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) 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) cresult = FCancelBigNumComputer().need_cancel_for_deal_fast(code,buy_progress_index) if cresult[0]: L2TradeDataProcessor.cancel_buy(code, f"下单5分钟内排单不足:{cresult[1]}") # ---------------------------------判断板块是否跟上来了------------------------------- try: 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: # 交易进度变化，判断到真实下单位置的距离 real_order_index = SecondCancelBigNumComputer().get_real_place_order_index_cache(code) if real_order_index and real_order_index >= buy_progress_index: # 发送下单消息 try: buy_order_msg_manager.almost_deal(code, real_order_index, buy_progress_index, total_datas) buy_order_msg_manager.follow_not_enough(code, order_begin_pos.buy_exec_index, real_order_index, total_datas) except Exception as e: logger_debug.exception(e) else: pass if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1: # 触发L撤上重新计算 LCancelBigNumComputer().re_compute_l_up_watch_indexes(code, order_begin_pos.buy_single_index) except Exception as e: logging.exception(e) hx_logger_l2_debug.exception(e) finally: use_time = int((time.time() - __start_time) * 1000) if use_time > 10: async_log_util.info(hx_logger_l2_upload, f"{code}处理成交用时：{use_time}")