import logging import time from code_attribute import gpcode_manager from l2 import l2_data_util, l2_data_manager, transaction_progress from l2.cancel_buy_strategy import FCancelBigNumComputer, LCancelBigNumComputer, LCancelRateManager, \ GCancelBigNumComputer, SCancelBigNumComputer, HourCancelBigNumComputer from l2.l2_data_manager_new import L2TradeDataProcessor from l2.l2_data_util import L2DataUtil from l2.l2_transaction_data_manager import HuaXinBuyOrderManager, HuaXinSellOrderStatisticManager 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 trade import current_price_process_manager from trade.deal_big_money_manager import DealOrderNoManager 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: buy_progress_index = buyno_map[buy_no]["index"] break return buy_progress_index @classmethod def process_huaxin_transaction_datas(cls, code, datas): __start_time = time.time() # 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) use_time_list = [] try: 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) # 是否已经下单 is_placed_order = l2_data_manager.TradePointManager.is_placed_order(order_begin_pos) big_sell_order_info = None try: limit_up_price = gpcode_manager.get_limit_up_price(code) if limit_up_price: limit_up_price = round(float(limit_up_price), 2) # 统计卖单 big_sell_order_info = HuaXinSellOrderStatisticManager.add_transaction_datas(code, datas, limit_up_price) _start_time = time.time() use_time_list.append(("处理卖单成交数据", _start_time - __start_time)) if is_placed_order: need_cancel, cancel_msg = SCancelBigNumComputer().set_big_sell_order_info_for_cancel(code, big_sell_order_info, order_begin_pos) if need_cancel: cancel_msg = f"S撤:{cancel_msg}" if not need_cancel: need_cancel, cancel_msg = FCancelBigNumComputer().need_cancel_for_p(code, big_sell_order_info, order_begin_pos) if need_cancel: L2TradeDataProcessor.cancel_buy(code, cancel_msg) # GCancelBigNumComputer().set_big_sell_order_info(code, big_sell_order_info) use_time_list.append(("处理卖单相关撤数据", time.time() - _start_time)) _start_time = time.time() except Exception as e: async_log_util.error(logger_debug, f"卖单统计异常:{big_sell_order_info}") logger_debug.exception(e) _start_time = time.time() # 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 = HuaXinBuyOrderManager.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) use_time_list.append(("统计买单数据", time.time() - _start_time)) _start_time = time.time() 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) if is_placed_order: 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) cancel_result = FCancelBigNumComputer().need_cancel_for_deal_fast(code, buy_progress_index) if cancel_result[0]: L2TradeDataProcessor.cancel_buy(code, f"F撤:{cancel_result[1]}") SCancelBigNumComputer().set_transaction_index(code, order_begin_pos.buy_single_index, buy_progress_index) HourCancelBigNumComputer().set_transaction_index(code, order_begin_pos.buy_single_index, buy_progress_index) else: pass if is_placed_order: # 触发L撤上重新计算 LCancelBigNumComputer().re_compute_l_up_watch_indexes(code, order_begin_pos.buy_single_index) use_time_list.append(("处理成交进度相关撤", time.time() - _start_time)) 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 > 5: async_log_util.info(hx_logger_l2_upload, f"{code}处理成交用时:{use_time} 详情:{use_time_list}")