'''
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成交进度
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'''
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# 买入队列
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import itertools
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import json
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import constant
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from db import redis_manager
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import tool
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import l2.l2_data_util
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from log import logger_l2_trade_buy_queue
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class TradeBuyQueue:
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__redis_manager = redis_manager.RedisManager(0)
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def __init__(self):
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self.last_buy_queue_data = {}
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def __getRedis(self):
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return self.__redis_manager.getRedis()
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def __save_buy_queue_data(self, code, num_list):
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key = "trade_buy_queue_data-{}".format(code)
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self.__getRedis().setex(key, tool.get_expire(), json.dumps((num_list, tool.get_now_time_str())))
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# 返回数据与更新时间
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def __get_buy_queue_data(self, code):
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key = "trade_buy_queue_data-{}".format(code)
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val = self.__getRedis().get(key)
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if val is None:
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return None, None
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val = json.loads(val)
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return val[0], [1]
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def __save_buy_progress_index(self, code, index, is_default):
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key = "trade_buy_progress_index-{}".format(code)
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self.__getRedis().setex(key, tool.get_expire(), json.dumps((index, is_default)))
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# 返回数据与更新时间
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def __get_buy_progress_index(self, code):
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key = "trade_buy_progress_index-{}".format(code)
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val = self.__getRedis().get(key)
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if val is None:
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return None, True
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val = json.loads(val)
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return int(val[0]), bool(val[1])
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# 最近的非涨停买1的时间
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def __save_latest_not_limit_up_time(self, code, time_str):
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key = "latest_not_limit_up_time-{}".format(code)
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self.__getRedis().setex(key, tool.get_expire(), time_str)
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def __get_latest_not_limit_up_time(self, code):
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key = "latest_not_limit_up_time-{}".format(code)
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self.__getRedis().get(key)
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# 保存数据,返回保存数据的条数
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def save(self, code, limit_up_price, buy_1_price, buy_1_time, queues):
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# 如果买1不为涨停价就不需要保存
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if queues == self.last_buy_queue_data.get(code):
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return None
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if abs(float(buy_1_price) - float(limit_up_price)) >= 0.01:
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# 保存最近的涨停起始时间
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self.__save_latest_not_limit_up_time(code, buy_1_time)
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return None
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self.last_buy_queue_data[code] = queues
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min_num = round(constant.L2_MIN_MONEY / (limit_up_price * 100))
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num_list = []
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# 忽略第一条数据
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for i in range(1, len(queues)):
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num = queues[i]
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if num > min_num:
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num_list.append(num)
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# 保存列表
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self.__save_buy_queue_data(code, num_list)
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return num_list
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# 保存成交索引
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def compute_traded_index(self, code, buy1_price, buyQueueBig):
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total_datas = l2.l2_data_util.local_today_datas.get(code)
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today_num_operate_map = l2.l2_data_util.local_today_num_operate_map.get(code)
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index = None
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for i in range(0, len(buyQueueBig)):
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buyQueueBigTemp = buyQueueBig[i:]
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if i > 0 and len(buyQueueBigTemp) < 2:
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# 已经执行过一次，且数据量小于2条就终止计算
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break
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last_index, is_default = self.get_traded_index(code)
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c_last_index = 0
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if not is_default and last_index is not None:
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c_last_index = last_index
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# 如果是3个/4个数据找不到就调整顺序
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fbuyQueueBigTempList = []
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if 3 <= len(buyQueueBigTemp) <= 4:
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buyQueueBigTempList = itertools.permutations(buyQueueBigTemp, len(buyQueueBigTemp))
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for tempQueue in buyQueueBigTempList:
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if list(tempQueue) != buyQueueBigTemp:
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fbuyQueueBigTempList.append(tempQueue)
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fbuyQueueBigTempList.insert(0, buyQueueBigTemp)
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for temp in fbuyQueueBigTempList:
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try:
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index = l2.l2_data_util.L2TradeQueueUtils.find_traded_progress_index(buy1_price, total_datas,
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today_num_operate_map,
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temp,
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c_last_index,
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self.__get_latest_not_limit_up_time(
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code))
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if index is not None:
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break
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except:
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pass
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if index is not None:
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break
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if index is not None:
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logger_l2_trade_buy_queue.info(f"确定交易进度：code-{code} index-{index}")
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# 保存成交进度
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# self.__save_buy_progress_index(code, index, False)
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return index
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return index
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# 获取成交进度索引
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def get_traded_index(self, code):
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index, is_default = self.__get_buy_progress_index(code)
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return index, is_default
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def set_default_traded_index(self, code, index):
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self.__save_buy_progress_index(code, index, True)
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def set_traded_index(self, code, index):
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self.__save_buy_progress_index(code, index, False)
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if __name__ == '__main':
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pass
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