from cancel_strategy.s_l_h_cancel_strategy import SCancelBigNumComputer
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from l2.huaxin import l2_huaxin_util
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from l2.l2_data_manager import OrderBeginPosInfo
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from l2.l2_transaction_data_manager import HuaXinSellOrderStatisticManager
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from l2 import l2_data_util
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from l2.l2_transaction_data_processor import HuaXinTransactionDatasProcessor
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from log_module import log_export, async_log_util
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from utils import tool
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def statistic_buy_order():
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code = "002187"
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data_map = log_export.load_huaxin_transaction_map(date="2024-04-10", with_time=True)
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datas = data_map.get(code)
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__latest_buy_order_dict = {}
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total_money = 0
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active_buy = 0
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passive_buy = 0
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for data in datas:
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time_str = data[0]
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for d in data[1]:
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if d[6] == 990054:
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if d[7] < 990054:
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active_buy += d[2]
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print("主动买：", time_str, d)
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else:
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passive_buy += d[2]
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print("被动买：", time_str, d)
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if code not in __latest_buy_order_dict:
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# 格式：[买单号,手数,单价]
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__latest_buy_order_dict[code] = [d[6], d[2], d[1], (d[3], d[1]), (d[3], d[1])]
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else:
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if __latest_buy_order_dict[code][0] == d[6]:
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__latest_buy_order_dict[code][1] += d[2]
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__latest_buy_order_dict[code][2] = d[1]
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__latest_buy_order_dict[code][4] = (d[3], d[1])
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else:
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info = __latest_buy_order_dict[code]
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# 上个卖单成交完成
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# 封存数据，计算新起点
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# 大于50w的卖单才会保存
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# 大于50w加入卖单
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money = info[1] * info[2]
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# if 101328000 > info[3] > 101324000:
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if tool.trade_time_sub(l2_huaxin_util.convert_time(info[3][0]), "10:08:30") >= 0 and info[
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2] >= 11.54:
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total_money += money
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print(int(total_money), round(money / 10000, 1), info)
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if money >= 500000:
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pass
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__latest_buy_order_dict[code] = [d[6], d[2], d[1], (d[3], d[1]), (d[3], d[1])]
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print(f"主动买：{active_buy}", f"被动买：{passive_buy}")
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# 卖单统计
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def statistic_sell_order():
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def is_active_sell(sell_no, buy_no):
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return sell_no > buy_no
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code = "002660"
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data_map = log_export.load_huaxin_transaction_map(date=tool.get_now_date_str())
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datas = data_map.get(code)
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__latest_sell_order_dict = {}
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total_money = 0
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limit_up_price = 9.2
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last_type = -1
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for data in datas:
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for d in data:
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if d[6] == 24975654:
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print(d[1] * d[2], d)
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type = -1
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if d[7] > d[6]:
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type = 0
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else:
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type = 1
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if type == 0 and last_type == 1 and d[1] == limit_up_price:
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print("被动卖变主动卖", d)
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last_type = type
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# if d[6] == 21296620:
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# if d[7] > d[6]:
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# print("主动卖", d)
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# else:
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# print("被动卖", d[1] * d[2], d)
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if code not in __latest_sell_order_dict:
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__latest_sell_order_dict[code] = [d[7], d[2], d[1], (d[3], d[6]), (d[3], d[6])]
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else:
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if __latest_sell_order_dict[code][0] == d[7]:
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__latest_sell_order_dict[code][1] += d[2]
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__latest_sell_order_dict[code][2] = d[1]
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__latest_sell_order_dict[code][4] = (d[3], d[6])
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else:
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info = __latest_sell_order_dict[code]
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money = info[1] * info[2]
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if is_active_sell(info[0], info[3][1]) and 1000 * 10000 > money > 10 * 10000 and 7852775 > info[
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0] > 7807625:
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total_money += money
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# print("主动卖：", round(money / 10000), total_money, info)
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# 上个卖单成交完成
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# 封存数据，计算新起点
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# 大于50w的卖单才会保存
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# 大于50w加入卖单
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# if tool.trade_time_sub(l2_huaxin_util.convert_time(info[3][0]), "10:08:30") >= 0:
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# if info[2] >= 11.54:
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# total_money += money
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# print(money, round(total_money), info)
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# if money >= 500000:
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# pass
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__latest_sell_order_dict[code] = [d[7], d[2], d[1], (d[3], d[6]), (d[3], d[6])]
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def load_sell_info():
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date = tool.get_now_date_str()
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data_map = log_export.load_huaxin_transaction_map(date=date)
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for code in data_map:
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if code != '002562':
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continue
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datas = data_map[code]
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for d in datas:
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big_sell_order_info = HuaXinSellOrderStatisticManager.add_transaction_datas(code, d)
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async_log_util.run_sync()
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def test_sell_order_info():
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code = "600490"
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l2_data_util.load_l2_data(code, force=True)
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date = tool.get_now_date_str()
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data_map = log_export.load_huaxin_transaction_map(date=date)
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datas = data_map.get(code)
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for i in range(len(datas)):
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d = datas[i]
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big_sell_order_info = HuaXinSellOrderStatisticManager.add_transaction_datas(code, d)
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if big_sell_order_info[1] and big_sell_order_info[1][-1][0] == 559018:
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print(big_sell_order_info)
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SCancelBigNumComputer().set_real_place_order_index(code, 208, False)
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SCancelBigNumComputer().set_big_sell_order_info_for_cancel(code, big_sell_order_info,
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OrderBeginPosInfo(
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mode=OrderBeginPosInfo.MODE_ACTIVE,
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buy_single_index=0,
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buy_exec_index=13))
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# if big_sell_order_info[0] < 50 * 10000:
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# continue
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# print(i, sum([x[1] * x[2] for x in big_sell_order_info[1]]), big_sell_order_info)
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def test_process_transaction_datas():
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data_map = log_export.load_huaxin_transaction_map(date="2024-04-17")
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code = "000035"
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datas = data_map.get(code)
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l2_data_util.load_l2_data(code)
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for data in datas:
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HuaXinTransactionDatasProcessor.statistic_big_order_infos(code, data)
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async_log_util.run_sync()
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# L2TradeSingleDataProcessor.add_l2_delegate_limit_up_sell(code, {"val": {"orderNo": 123123}, "index": 123})
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#
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# for data in datas:
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# L2TradeSingleDataProcessor.process_passive_limit_up_sell_data(code, data, 5.78)
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if __name__ == '__main__':
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# s
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# real_order_time_ms = "09:30:47" + ".{0:0>3}".format(220)
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# big_sell_order_info = [1809599, [[7351750, 208000, 8.7, (11042670, 527268), (11042670, 527275)]]]
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# max_money = 0
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# for x in big_sell_order_info[1]:
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# deal_time = l2_huaxin_util.convert_time(x[4][0], with_ms=True)
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# if real_order_time_ms:
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# if tool.trade_time_sub_with_ms(deal_time, real_order_time_ms) >= 0:
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# print("123123")
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# test_process_transaction_datas()
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# BigOrderDealManager()
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pass
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