from l2 import l2_data_source_util
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from l2.l2_data_util import local_today_datas, local_today_canceled_buyno_map, L2DataUtil
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class L2DataComputeUtil:
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"""
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L2数据计算帮助类
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"""
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@classmethod
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def compute_left_buy_order(cls, code, start_index, end_index, limit_up_price, min_money=500000):
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"""
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计算剩下的委托买单
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@param code: 代码
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@param start_index:起始索引（包含）
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@param end_index: 结束索引（包含）
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@param limit_up_price: 涨停价
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@param min_money: 最小的资金
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@return:笔数,手数
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"""
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min_volume = min_money // int(limit_up_price * 100)
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total_datas = local_today_datas.get(code)
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canceled_buyno_map = local_today_canceled_buyno_map.get(code)
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total_count = 0
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total_num = 0
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for i in range(start_index, end_index + 1):
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data = total_datas[i]
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val = data['val']
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if not L2DataUtil.is_limit_up_price_buy(val):
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continue
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if val['num'] < min_volume:
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continue
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left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(code, i,
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total_datas,
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canceled_buyno_map)
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if left_count > 0:
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total_count += 1
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total_num += val["num"]
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return total_count, total_num
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@classmethod
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def compute_end_index(cls, code, start_index, end_index, limit_up_price, max_count, min_money=500000):
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"""
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计算结束索引
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@param code: 代码
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@param start_index:起始索引（包含）
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@param end_index: 结束索引（包含）
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@param limit_up_price: 涨停价
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@param max_count: 最大数量
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@param min_money: 最小的资金
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@return:结束索引
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"""
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min_volume = min_money // int(limit_up_price * 100)
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total_datas = local_today_datas.get(code)
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canceled_buyno_map = local_today_canceled_buyno_map.get(code)
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total_count = 0
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for i in range(start_index, end_index + 1):
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data = total_datas[i]
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val = data['val']
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if not L2DataUtil.is_limit_up_price_buy(val):
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continue
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if val['num'] < min_volume:
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continue
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left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(code, i,
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total_datas,
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canceled_buyno_map)
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if left_count > 0:
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total_count += 1
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if total_count >= max_count:
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return i
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return end_index
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@classmethod
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def is_canceled(cls, code, index, total_datas, canceled_buyno_map, trade_index, deal_order_nos):
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"""
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是否已经撤单
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@param deal_order_nos: 成交大单集合
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@param trade_index: 成交进度位
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@param index: 索引
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@param code: 代码
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@param total_datas:
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@param canceled_buyno_map:撤单的订单号
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@return:
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"""
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cancel_data = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_canceled_data_v2(code, index,
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total_datas,
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canceled_buyno_map)
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if cancel_data:
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# 已经撤单
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return cancel_data
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else:
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if trade_index and trade_index > index:
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# 成交进度大于索引位置，且还没成交
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if total_datas[index]["val"]["orderNo"] not in deal_order_nos:
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return total_datas[index]
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return None
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