# l2数据工具
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"""
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L2数据处理工具包
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"""
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# 比较时间的大小
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import json
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import time
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import l2_data_manager
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import tool
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from trade_gui import async_call
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def compare_time(time1, time2):
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result = int(time1.replace(":", "", 2)) - int(time2.replace(":", "", 2))
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return result
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# 将key转为l2数据对象
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def l2_data_key_2_obj(k, value):
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key = k.replace("l2-", "")
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split_data = key.split("-")
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code = split_data[0]
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operateType = split_data[1]
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time = split_data[2]
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num = split_data[3]
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price = split_data[4]
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limitPrice = split_data[5]
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cancelTime = split_data[6]
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cancelTimeUnit = split_data[7]
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item = {"operateType": operateType, "time": time, "num": num, "price": price, "limitPrice": limitPrice,
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"cancelTime": cancelTime, "cancelTimeUnit": cancelTimeUnit}
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json_value = json.loads(value)
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_data = {"key": key, "val": item, "re": json_value["re"], "index": int(json_value["index"])}
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return _data
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# 将数据根据num-operate分类
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def load_num_operate_map(local_today_num_operate_map, code, source_datas, clear=False):
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if local_today_num_operate_map.get(code) is None:
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local_today_num_operate_map[code] = {}
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if clear:
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local_today_num_operate_map[code] = {}
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for data in source_datas:
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key = "{}-{}-{}".format(data["val"]["num"], data["val"]["operateType"],data["val"]["price"])
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if local_today_num_operate_map[code].get(key) is None:
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local_today_num_operate_map[code].setdefault(key, [])
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local_today_num_operate_map[code].get(key).append(data)
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# 减去时间
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def __sub_time(time_str, seconds):
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time_seconds = get_time_as_seconds(time_str) - seconds
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h = time_seconds // 3600
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m = time_seconds % 3600 // 60
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s = time_seconds % 60
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return "{0:0>2}:{1:0>2}:{2:0>2}".format(h, m, s)
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def get_time_as_seconds(time_str):
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times = time_str.split(":")
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time_seconds = int(times[0]) * 3600 + int(times[1]) * 60 + int(times[2])
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return time_seconds
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# 计算时间的区间
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def compute_time_space_as_second(cancel_time, cancel_time_unit):
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__time = int(cancel_time)
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if int(cancel_time) == 0:
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return 0, 0
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unit = int(cancel_time_unit)
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if unit == 0:
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# 秒
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return __time, (__time + 1)
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elif unit == 1:
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# 分钟
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return __time * 60, (__time + 1) * 60
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elif unit == 2:
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# 小时
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return __time * 3600, (__time + 1) * 3600
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# 根据买撤数据(与今日总的数据)计算买入数据
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def get_buy_data_with_cancel_data(cancel_data, local_today_num_operate_map):
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# 计算时间区间
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min_space, max_space = compute_time_space_as_second(cancel_data["val"]["cancelTime"],
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cancel_data["val"]["cancelTimeUnit"])
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max_time = __sub_time(cancel_data["val"]["time"], min_space)
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min_time = __sub_time(cancel_data["val"]["time"], max_space)
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buy_datas = local_today_num_operate_map.get("{}-{}-{}".format(cancel_data["val"]["num"], "0",cancel_data["val"]["price"]))
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if buy_datas is None:
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# 无数据
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return None, None
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for i in range(0, len(buy_datas)):
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data = buy_datas[i]
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if int(data["val"]["operateType"]) != 0:
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continue
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if int(data["val"]["num"]) != int(cancel_data["val"]["num"]):
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continue
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if min_space == 0 and max_space == 0:
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if compare_time(data["val"]["time"], min_time) == 0:
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return data["index"], data
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elif compare_time(data["val"]["time"], min_time) > 0 and compare_time(data["val"]["time"], max_time) <= 0:
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return data["index"], data
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return None, None
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__last_big_data = {}
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@async_call
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def save_big_data(code, same_time_nums, datas):
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latest_datas = __last_big_data.get(code)
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d1 = json.dumps(datas)
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d2 = json.dumps(latest_datas)
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if latest_datas is not None and d1.strip() == d2.strip():
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return None
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__last_big_data[code] = datas
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# 获取不一样的快照
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if latest_datas is not None:
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for i in range(len(d1)):
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if d1[i] != d2[i]:
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# 保存快照
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# logger_l2_big_data.debug("code:{} d1:{} d2:{}", code, d1[i - 60: i + 30], d2[i - 60: i + 30])
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break
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for key in same_time_nums:
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if same_time_nums[key] > 20:
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redis = l2_data_manager._redisManager.getRedis()
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redis.setex("big_data-{}-{}".format(code, int(round(time.time() * 1000))), tool.get_expire(), d1)
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break
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def test(datas):
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datas["code"] = "test"
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if __name__ == "__main__":
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# cancel_data = {"val": {"operateType": 1, "num": 1520, "cancelTime": 1, "cancelTimeUnit": 1, "time": "09:32:30"}}
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# today_datas=[{"val": {"operateType": 1, "num": 1520, "cancelTime": 1, "cancelTimeUnit": 0, "time": "09:32:30"}},{"val": {"operateType": 0, "num": 1520, "cancelTime": 0, "cancelTimeUnit": 0, "time": "09:31:31"}}]
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# result= get_buy_data_with_cancel_data(cancel_data,today_datas)
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# print(result)
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code = "001209"
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l2_data_manager.load_l2_data(code)
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total_datas = l2_data_manager.local_today_datas[code]
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index, data = get_buy_data_with_cancel_data(total_datas[118], l2_data_manager.local_today_num_operate_map.get(code))
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print(index, data)
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