"""
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涨停卖数据管理
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"""
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from code_attribute import gpcode_manager
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from l2 import l2_log
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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_sell_delegate, hx_logger_l2_sell_deal
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class L2LimitUpSellDataManager:
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"""
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涨停卖数据管理：
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用来扫代码使用，当涨停卖有成交的时候就代表在吃最后一档
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此时统计涨停卖的金额作为快照
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当板上成交额大于涨停卖数据一定的比值就下单
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"""
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# 卖单集合
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__order_no_set_dict = {}
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# 订单号与数据的对照表：{code:{orderno:[order_no,price,volume]}}
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__order_no_data_map_dict = {}
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# 挂起的卖手数
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__delegating_sell_num_dict = {}
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@classmethod
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def add_l2_origin_data(cls, code, origin_datas):
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"""
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添加L2委托原始数据
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@param code: 代码
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@param origin_datas: 原始数据
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@return:
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"""
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try:
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if code not in cls.__order_no_set_dict:
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cls.__order_no_set_dict[code] = set()
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if code not in cls.__order_no_data_map_dict:
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cls.__order_no_data_map_dict[code] = {}
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if code not in cls.__delegating_sell_num_dict:
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cls.__delegating_sell_num_dict[code] = 0
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limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
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for d in origin_datas:
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order_no, price, volume = d[8], d[1], d[2]
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if price != limit_up_price:
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continue
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if d[9] == 'D':
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if d[3] != '1':
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# 卖撤
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cls.__order_no_set_dict[code].discard(order_no)
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cls.__delegating_sell_num_dict[code] -= volume
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async_log_util.l2_data_log.info(hx_logger_l2_sell_delegate,
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f"{code}-卖撤-{order_no, price, volume}")
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else:
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if d[3] != '1':
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# 卖
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cls.__order_no_data_map_dict[code][order_no] = (order_no, price, volume)
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cls.__order_no_set_dict[code].add(order_no)
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cls.__delegating_sell_num_dict[code] += volume
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async_log_util.l2_data_log.info(hx_logger_l2_sell_delegate,
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f"{code}-卖-{order_no, price, volume}")
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except:
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pass
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@classmethod
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def get_delegating_sell_num(cls, code):
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"""
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获取处于委托状态的卖单总手数
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@param code:
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@return:
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"""
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return cls.__delegating_sell_num_dict.get(code)
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@classmethod
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def set_deal_datas(cls, code, datas):
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"""
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设置成交的卖单
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@param code:
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@param datas: q.append((data['SecurityID'], data['TradePrice'], data['TradeVolume'],data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'],data['SellNo'], data['ExecType']))
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@return: 是否触发计算
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"""
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try:
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limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
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has_limit_up_active_buy = False
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order_no_set = cls.__order_no_set_dict.get(code)
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if order_no_set is None:
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order_no_set = set()
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for d in datas:
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if d[1] != limit_up_price:
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continue
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# 是否有涨停主动买成交
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if d[6] < d[7]:
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continue
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has_limit_up_active_buy = True
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break
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total_deal_volume = 0
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if code in cls.__delegating_sell_num_dict:
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for d in datas:
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# 减去
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if d[7] in order_no_set:
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total_deal_volume += d[2]
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cls.__delegating_sell_num_dict[code] -= total_deal_volume
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if has_limit_up_active_buy:
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# 打印日志
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async_log_util.l2_data_log.info(hx_logger_l2_sell_deal,
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f"有涨停主动卖：{code}-{datas[-1][3]}-{cls.__delegating_sell_num_dict.get(code)}, 成交量-{total_deal_volume}")
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except:
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pass
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@classmethod
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def clear_data(cls, code):
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"""
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清除数据：当出现主动卖的时候就可以清除数据
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@param code:
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@return:
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"""
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if code in cls.__order_no_set_dict:
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cls.__order_no_set_dict.pop(code)
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if code in cls.__order_no_data_map_dict:
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cls.__order_no_data_map_dict.pop(code)
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if code in cls.__delegating_sell_num_dict:
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cls.__delegating_sell_num_dict.pop(code)
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if __name__ == "__main__":
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code = "300479"
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datas = log_export.load_huaxin_l2_sell_deal(code).get(code)
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print(datas)
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total_volume = sum([x[1] for x in datas])
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print("涨停卖成交", total_volume * 20.41)
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datas = log_export.load_huaxin_l2_sell_delegate(code).get(code)
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total_delegate = sum([x[2][2] for x in datas])
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print("总委托",total_delegate)
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