Update 更新文档

2026-02-25 23:01:42 +08:00
parent 40aff32fb0
commit 80518309a7
679 changed files with 4611263 additions and 0 deletions
--- a/TradingCore/data_processing/OrderProcessor.h
+++ b/TradingCore/data_processing/OrderProcessor.h
@@ -0,0 +1,91 @@
+/*
+	订单处理类
+	- 维护一个线程池，用于处理接收到的订单数据
+	- 检测大单
+		单笔订单股票数量大于指定阈值，会被认定为大单
+*/
+#ifndef QORDERPROCESSOR_H
+#define QORDERPROCESSOR_H
+
+#include <QObject>
+#include <QVector>
+#include <QThreadPool>
+#include <QMutex>
+#include <QCache>
+#include <QtConcurrent\QtConcurrent>
+#include <algorithm>
+#include <functional>
+#include "BZStruct.h"
+#include "qeventbus.h"
+#include "ObjectPool.h"
+
+#include "tool.h"
+#include "..\Sqbase\OrderBookParser.h"
+
+class QOrderProcessor : public QObject
+{
+	Q_OBJECT
+public:
+	explicit QOrderProcessor(QObject *parent = nullptr);
+	~QOrderProcessor();
+
+	void setProcessingEnabled(bool enabled);
+	void processOrderBook(const Qot_UpdateOrderBook::Response &stRsp);
+
+	//void batchProcess(const QVector<QByteArray>& jsonDataList);
+	void setreplyCodeQuantity(QMap<QString, float> CodeQuantity)
+	{
+		m_replyCodeQuantity = CodeQuantity;
+	}
+
+	// 性能监控接口
+	size_t getCacheHitRate() const { return m_cacheHits; }
+	size_t getCacheMissRate() const { return m_cacheMisses; }
+	double getCacheHitRatio() const { 
+		return (m_cacheHits + m_cacheMisses) > 0 ? 
+			static_cast<double>(m_cacheHits) / (m_cacheHits + m_cacheMisses) : 0.0; 
+	}
+
+public:
+	OrderBookParser parser;
+
+signals:
+	// 基础信号
+	void maxOrderReady(BigOrderInfo bigOrderInfo);
+	
+	// 状态信号
+	void processingStarted(const QString& code);
+	void processingFinished(const QString& code);
+	void errorOccurred(const QString& code, const QString& error);
+
+private:
+	QVector<BigOrderInfo> findExtremeOrders(const OrderBookData& data) const;
+	OrderBookEntry findMaxVolumeItemEx(const QVector<OrderBookEntry>& items, double volumeRatio) const;
+	QVector<BigOrderInfo>  findMaxVolumeItem(const OrderBookData& data) const;
+	OrderBookEntry findMinPriceItem(const QVector<OrderBookEntry>& items) const;
+
+	// 缓存相关方法
+	bool getCachedResult(const QString& cacheKey, QVector<BigOrderInfo>& result) const;
+	void cacheResult(const QString& cacheKey, const QVector<BigOrderInfo>& result) const;
+
+	double sumQuantity(const QVector<OrderBookEntry>& items) const;
+
+	void internalProcess(const OrderBookData& orderData);
+	
+	QThreadPool m_threadPool;
+	mutable QMutex m_dataMutex;
+	bool m_enabled = true;
+	QSet<QString> m_processingCodes;
+
+	QMap<QString, float> m_replyCodeQuantity;
+
+	// 性能优化成员 - 手动缓存实现
+	mutable QMap<QString, QVector<BigOrderInfo>> m_orderCache;
+	mutable QList<QString> m_cacheKeys;
+	mutable size_t m_cacheHits = 0;
+	mutable size_t m_cacheMisses = 0;
+	mutable QMutex m_cacheMutex;
+	size_t m_cacheMaxSize = 200;
+};
+
+#endif // QORDERPROCESSOR_H