选票策略修改

Administrator

2025-01-24 27d986f5bc1cc976d5998060b5c8b072322301ac

 l2/l2_limitup_sell_data_manager.py

@@ -5,6 +5,7 @@
from l2 import l2_log
from log_module import async_log_util, log_export
from log_module.log import hx_logger_l2_sell_delegate, hx_logger_l2_sell_deal
from utils import tool


class L2LimitUpSellDataManager:
@@ -49,7 +50,7 @@
                        cls.__order_no_set_dict[code].discard(order_no)
                        cls.__delegating_sell_num_dict[code] -= volume
                        async_log_util.l2_data_log.info(hx_logger_l2_sell_delegate,
                                                        f"{code}-卖撤-{order_no, price, volume}")
                                                        f"{code}-卖撤-{(order_no, price, volume)}-{cls.__delegating_sell_num_dict[code]}")
                else:
                    if d[3] != '1':
                        # 卖
@@ -57,7 +58,7 @@
                        cls.__order_no_set_dict[code].add(order_no)
                        cls.__delegating_sell_num_dict[code] += volume
                        async_log_util.l2_data_log.info(hx_logger_l2_sell_delegate,
                                                        f"{code}-卖-{order_no, price, volume}")
                                                        f"{code}-卖-{(order_no, price, volume)}-{cls.__delegating_sell_num_dict[code]}")
        except:
            pass

@@ -122,14 +123,25 @@

        if code in cls.__delegating_sell_num_dict:
            cls.__delegating_sell_num_dict.pop(code)
            async_log_util.l2_data_log.info(hx_logger_l2_sell_deal,
                                            f"出现主动卖清除数据：{code}")


if __name__ == "__main__":
    code = "300479"
    datas = log_export.load_huaxin_l2_sell_deal(code).get(code)
    print(datas)
    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 * 20.41)
    print("涨停卖成交", total_volume)
    datas = log_export.load_huaxin_l2_sell_delegate(code).get(code)
    total_delegate = sum([x[2][2] for x in datas])
    print("总委托",total_delegate)
    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])
    print(fdatas)
    print("总委托", total_delegate, total_delegate*20.41)