| | |
|---|
| | | val = d["val"] |
|---|
| | | if L2DataUtil.is_limit_up_price_sell(val): |
|---|
| | | # 卖 |
|---|
| | | order_no, price, volume = val["orderNo"], val["price"], val["num"]*100 |
|---|
| | | order_no, price, volume = val["orderNo"], val["price"], val["num"] * 100 |
|---|
| | | cls.__order_no_data_map_dict[code][order_no] = (order_no, price, volume) |
|---|
| | | cls.__order_no_set_dict[code].add(order_no) |
|---|
| | | cls.__delegating_sell_num_dict[code] += volume |
|---|
| | |
|---|
| | | """ |
|---|
| | | try: |
|---|
| | | limit_up_price = gpcode_manager.get_limit_up_price_as_num(code) |
|---|
| | | has_limit_up_active_buy = False |
|---|
| | | order_no_set = cls.__order_no_set_dict.get(code) |
|---|
| | | if order_no_set is None: |
|---|
| | | order_no_set = set() |
|---|
| | | limit_up_active_buy_datas = [] |
|---|
| | | for d in datas: |
|---|
| | | if d[1] != limit_up_price: |
|---|
| | | continue |
|---|
| | | # 是否有涨停主动买成交 |
|---|
| | | if d[6] < d[7]: |
|---|
| | | continue |
|---|
| | | has_limit_up_active_buy = True |
|---|
| | | break |
|---|
| | | limit_up_active_buy_datas.append(d) |
|---|
| | | total_deal_volume = 0 |
|---|
| | | if code in cls.__delegating_sell_num_dict: |
|---|
| | | for d in datas: |
|---|
| | |
|---|
| | | total_deal_volume += d[2] |
|---|
| | | cls.__delegating_sell_num_dict[code] -= total_deal_volume |
|---|
| | | |
|---|
| | | if has_limit_up_active_buy: |
|---|
| | | if len(limit_up_active_buy_datas): |
|---|
| | | async_log_util.l2_data_log.info(hx_logger_l2_sell_deal, |
|---|
| | | f"涨停主动买成交：{limit_up_active_buy_datas}") |
|---|
| | | # 打印日志 |
|---|
| | | async_log_util.l2_data_log.info(hx_logger_l2_sell_deal, |
|---|
| | | f"有涨停主动卖：{code}-{datas[-1][3]}-{cls.__delegating_sell_num_dict.get(code)}, 成交量-{total_deal_volume}") |
|---|
| | |
|---|
| | | |
|---|
| | | |
|---|
| | | if __name__ == "__main__": |
|---|
| | | code = "300479" |
|---|
| | | # 测试涨停总卖吃掉的情况 |
|---|
| | | code = "000887" |
|---|
| | | datas = log_export.load_huaxin_l2_sell_deal(code).get(code) |
|---|
| | | print(datas) |
|---|
| | | deal_datas = [] |
|---|
| | | deal_order_no = set() |
|---|
| | | for i in range(len(datas)): |
|---|
| | | if tool.trade_time_sub(datas[i][0], "09:44:00") > 0: |
|---|
| | | datas = datas[:i] |
|---|
| | | break |
|---|
| | | total_volume = sum([x[1] for x in datas]) |
|---|
| | | print("涨停卖成交", total_volume) |
|---|
| | | if 102245 <= int(datas[i][0].replace(":", "")) <= 102318: |
|---|
| | | deal_datas.append(datas[i]) |
|---|
| | | total_deal_volume = sum([x[1] for x in deal_datas]) |
|---|
| | | print("涨停卖成交量", total_deal_volume) |
|---|
| | | datas = log_export.load_huaxin_l2_sell_delegate(code).get(code) |
|---|
| | | fdatas = [] |
|---|
| | | for x in datas: |
|---|
| | | if int("093206") < int(x[0].replace(":", "")) < int("094254"): |
|---|
| | | fdatas.append(x) |
|---|
| | | total_delegate = sum([x[2][2] for x in fdatas]) |
|---|
| | | if int("102245") < int(x[0].replace(":", "")) < int("102318"): |
|---|
| | | if x[2][0]>=21531404: |
|---|
| | | fdatas.append(x) |
|---|
| | | total_delegate = 0 |
|---|
| | | for x in fdatas: |
|---|
| | | if x[1] == '卖': |
|---|
| | | total_delegate += x[2][2] |
|---|
| | | elif x[1] == '卖撤': |
|---|
| | | total_delegate -= x[2][2] |
|---|
| | | print(fdatas) |
|---|
| | | for d in fdatas: |
|---|
| | | print(d) |
|---|
| | | print("总委托", total_delegate, total_delegate * 20.41) |
|---|
| | | print("总成交", total_deal_volume, total_deal_volume * 17.28) |
|---|
| | | print("总委托", total_delegate, total_delegate * 17.28) |
|---|
| | | print("委托剩余", total_delegate-total_deal_volume, (total_delegate-total_deal_volume) * 17.28) |
|---|
