# 成交数据统计
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from log_module import async_log_util, log_export
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from log_module.log import hx_logger_l2_transaction_big_buy_order
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from utils import l2_huaxin_util
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class HuaXinBuyOrderManager:
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__instance = None
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# 正在成交的订单
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__dealing_order_info_dict = {}
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# 最近成交的订单{"code":(订单号，是否成交完成)}
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__latest_deal_order_info_dict = {}
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__total_big_buy_orders_dict = {}
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def __new__(cls, *args, **kwargs):
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if not cls.__instance:
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cls.__instance = super(HuaXinBuyOrderManager, cls).__new__(cls, *args, **kwargs)
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cls.__load_datas()
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return cls.__instance
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@classmethod
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def __load_datas(cls):
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fdatas = log_export.load_big_buy_order()
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for code in fdatas:
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cls.__total_big_buy_orders_dict[code] = fdatas[code]
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@classmethod
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def get_big_buy_orders(cls, code):
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"""
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获取正在成交的订单信息
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:param code:
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:return:[(订单号，总股数，成交金额,成交开始时间,成交结束时间)]
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"""
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return cls.__total_big_buy_orders_dict.get(code)
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@classmethod
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def get_big_buy_orders_from_file(cls, code):
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fdatas = log_export.load_big_buy_order()
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return fdatas.get(code)
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@classmethod
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def get_dealing_order_info(cls, code):
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"""
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获取当前正在成交的数据
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@param code:
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@return: [订单号，总股数，成交金额,成交开始时间,成交结束时间]
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"""
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return cls.__dealing_order_info_dict.get(code)
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@classmethod
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def statistic_big_buy_data(cls, code, datas):
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"""
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统计大单买
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@param code:
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@param datas:
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@return: 返回数据里面(成交的大单,50w以上的单）
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"""
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big_buy_datas = []
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normal_buy_datas = []
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# 大单阈值
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threshold_big_money = l2_huaxin_util.get_big_money_val(datas[-1][1])
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for data in datas:
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# q.append((data['SecurityID'], data['TradePrice'], data['TradeVolume'],
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# data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'],
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# data['SellNo'], data['ExecType']))
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if code not in cls.__dealing_order_info_dict:
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# 数据格式[订单号，总股数，成交金额,成交开始时间,成交结束时间]
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cls.__dealing_order_info_dict[code] = [data[6], data[2], data[2] * data[1], data[3], data[3]]
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if cls.__dealing_order_info_dict[code][0] == data[6]:
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# 成交同一个订单号
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cls.__dealing_order_info_dict[code][1] += data[2]
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cls.__dealing_order_info_dict[code][2] += data[2] * data[1]
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cls.__dealing_order_info_dict[code][4] = data[3]
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else:
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# 设置最近成交完成的一条数据
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deal_info = cls.__dealing_order_info_dict[code]
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cls.__latest_deal_order_info_dict[code] = deal_info
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# 是否为大买单
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if deal_info[2] >= threshold_big_money:
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big_buy_datas.append(deal_info)
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async_log_util.info(hx_logger_l2_transaction_big_buy_order, f"{code}#{deal_info}")
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if deal_info[2] >= 500000:
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normal_buy_datas.append(deal_info)
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# 初始化本条数据
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cls.__dealing_order_info_dict[code] = [data[6], data[2], data[2] * data[1], data[3], data[3]]
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if big_buy_datas:
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if code not in cls.__total_big_buy_orders_dict:
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cls.__total_big_buy_orders_dict[code] = []
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cls.__total_big_buy_orders_dict[code].extend(big_buy_datas)
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return big_buy_datas, normal_buy_datas
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