"""
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L2数据输出工具
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"""
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from l2 import l2_data_util, l2_data_source_util
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from l2.l2_data_util import L2DataUtil, local_today_canceled_buyno_map
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from l2.l2_transaction_data_manager import HuaXinBuyOrderManager
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from l2.transaction_progress import TradeBuyQueue
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def __get_trade_queue(code, start_index, end_index, real_place_order_index, max_count, step=1):
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fresults = []
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# 正在成交的数据
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dealing_info = HuaXinBuyOrderManager.get_dealing_order_info(code)
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total_datas = l2_data_util.local_today_datas.get(code)
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for i in range(start_index, end_index, step):
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# 真实下单位置不管是否撤单都需要加入队列
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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"] * float(val['price']) < 5000 and real_place_order_index != i:
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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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local_today_canceled_buyno_map.get(
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code))
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if left_count > 0 or real_place_order_index == i:
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type_ = 0
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num = val['num']
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if dealing_info and str(total_datas[i]["val"]["orderNo"]) == str(
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dealing_info[0]):
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# 减去当前正在成交的数据中已经成交了的数据
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num -= dealing_info[1] // 100
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if i == real_place_order_index:
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type_ = 1
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has_real_order_index = True
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elif num * float(val['price']) >= 29900:
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type_ = 2
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fresults.append((num, type_))
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if len(fresults) > max_count:
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break
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return fresults
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def get_trade_queue_at_near_place_order(code, real_place_order_index, max_count):
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"""
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获取真实下单位附近的成交队列
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@param code:
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@param real_place_order_index:
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@param max_count:
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@return:
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"""
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total_datas = l2_data_util.local_today_datas.get(code)
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trade_index, is_default = TradeBuyQueue().get_traded_index(code)
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if trade_index is None:
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trade_index = 0
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threshold_before_count = max_count // 2
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fresults = __get_trade_queue(code, real_place_order_index, trade_index - 1, real_place_order_index,
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threshold_before_count, -1)
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fresults.reverse()
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fresults.extend(
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__get_trade_queue(code, real_place_order_index + 1, total_datas[-1]['index'] + 1, real_place_order_index,
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max_count - threshold_before_count, 1))
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return fresults
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def get_trade_queue(code, real_place_order_index, max_count):
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"""
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获取真实下单位附近的成交队列
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@param code:
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@param real_place_order_index:
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@param max_count:
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@return:
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"""
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total_datas = l2_data_util.local_today_datas.get(code)
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trade_index, is_default = TradeBuyQueue().get_traded_index(code)
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if trade_index is None:
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trade_index = 0
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# 前面最多取5条数据
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fresults = []
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fresults.extend(
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__get_trade_queue(code, trade_index, total_datas[-1]['index'] + 1, real_place_order_index, max_count, 1))
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return fresults
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