根据板块成分股来获取新题材的成分股/成交数据处理优化

Administrator

2025-03-21 2f4bf81b042d24d5fbbd2fa7ec3672a06b211264

 l2/l2_transaction_data_manager.py

@@ -467,6 +467,22 @@
        use_time = time.time() - __start_time
        __start_time = time.time()
        use_time_list.append(("处理涨停卖", use_time))
        latest_sell_order = cls.__latest_sell_order_dict.get(code)
        big_sell_order_ids = cls.__big_sell_order_ids_dict.get(code)
        if big_sell_order_ids is None:
            big_sell_order_ids = set()
        big_sell_order_info = cls.__big_sell_order_info_dict.get(code)
        if big_sell_order_info is None:
            big_sell_order_info = {}
        big_sell_order_info_list = cls.__big_sell_order_info_list_dict.get(code)
        if big_sell_order_info_list is None:
            big_sell_order_info_list = []

        latest_all_sell_orders = cls.__latest_all_sell_orders_dict.get(code)
        if latest_all_sell_orders is None:
            latest_all_sell_orders = []

        last_trade_data = cls.__last_trade_data_dict.get(code)
        for d in fdatas:
            # 获取当前是否为主动买
            if d[1]:
@@ -478,22 +494,20 @@
                    L2TradeSingleDataProcessor.add_active_limit_up_sell_data(d[0])

                # 判断是否是涨停被动变主动
                last_trade_data = cls.__last_trade_data_dict.get(code)
                if last_trade_data and last_trade_data[1] and last_trade_data[2]:
                    if d[2]:
                        # 涨停被动变主动
                        L2TradeSingleDataManager.set_sell_passive_to_active_datas(code, last_trade_data[0], d[0])
                # cls.__latest_sell_order_info_list_dict[code].append(d)
                if code not in cls.__latest_sell_order_dict:
                    cls.__latest_sell_order_dict[code] = [d[0][7], d[0][2], d[0][1], (d[0][3], d[0][6]),
                                                          (d[0][3], d[0][6])]
                if latest_sell_order is None:
                    latest_sell_order = [d[0][7], d[0][2], d[0][1], (d[0][3], d[0][6]), (d[0][3], d[0][6])]
                else:
                    if cls.__latest_sell_order_dict[code][0] == d[0][7]:
                        cls.__latest_sell_order_dict[code][1] += d[0][2]
                        cls.__latest_sell_order_dict[code][2] = d[0][1]
                        cls.__latest_sell_order_dict[code][4] = (d[0][3], d[0][6])
                    if latest_sell_order[0] == d[0][7]:
                        latest_sell_order[1] += d[0][2]
                        latest_sell_order[2] = d[0][1]
                        latest_sell_order[4] = (d[0][3], d[0][6])
                    else:
                        info = cls.__latest_sell_order_dict[code]
                        info = latest_sell_order

                        # 上个卖单成交完成
                        # 封存数据，计算新起点
@@ -501,22 +515,34 @@
                        # 大于50w加入卖单
                        money = info[1] * info[2]
                        if money >= 500000:
                            cls.__big_sell_order_ids_dict[code].add(info[0])
                            cls.__big_sell_order_info_dict[code][info[0]] = info
                            cls.__big_sell_order_info_list_dict[code].append(info)
                            big_sell_order_ids.add(info[0])
                            big_sell_order_info[info[0]] = info
                            big_sell_order_info_list.append(info)
                        # 只保留10w以上的单
                        if money > 100000:
                            cls.__latest_all_sell_orders_dict[code].append(info)
                            latest_all_sell_orders.append(info)
                            l2_log.info(code, hx_logger_l2_transaction_sell_order,
                                        f"{info}")
                        if limit_up_price == info[2]:
                            # 将涨停主动卖记入日志
                            l2_log.info(code, hx_logger_l2_active_sell, f"{info}")

                        cls.__latest_sell_order_dict[code] = [d[0][7], d[0][2], d[0][1], (d[0][3], d[0][6]),
                                                              (d[0][3], d[0][6])]
                        latest_sell_order = [d[0][7], d[0][2], d[0][1], (d[0][3], d[0][6]),
                                             (d[0][3], d[0][6])]
            finally:
                cls.__last_trade_data_dict[code] = d
                last_trade_data = d

        cls.__last_trade_data_dict[code] = last_trade_data
        if latest_sell_order:
            cls.__latest_sell_order_dict[code] = latest_sell_order
        if big_sell_order_ids:
            cls.__big_sell_order_ids_dict[code] = big_sell_order_ids
        if  big_sell_order_info:
            cls.__big_sell_order_info_dict[code] = big_sell_order_info
        if  big_sell_order_info_list:
            cls.__big_sell_order_info_list_dict[code] = big_sell_order_info_list
        if  latest_all_sell_orders:
            cls.__latest_all_sell_orders_dict[code] = latest_all_sell_orders

        use_time = time.time() - __start_time
        __start_time = time.time()