大单净流入对撤单比例影响

Administrator

2024-04-22 30b8187bb288e69750e3280d3e1f4cccc0a01d85

 test/test_sell.py

@@ -1,7 +1,8 @@
from l2.huaxin import l2_huaxin_util
from l2.l2_data_manager import OrderBeginPosInfo
from l2.l2_transaction_data_manager import HuaXinSellOrderStatisticManager
from l2.l2_transaction_data_manager import HuaXinSellOrderStatisticManager, BigOrderDealManager
from l2 import l2_data_util, cancel_buy_strategy
from l2.l2_transaction_data_processor import HuaXinTransactionDatasProcessor
from l2.place_order_single_data_manager import L2TradeSingleDataProcessor
from log_module import log_export, async_log_util
from utils import tool
@@ -151,14 +152,18 @@

def test_process_transaction_datas():
    data_map = log_export.load_huaxin_transaction_map(date="2024-04-17")
    code = "002376"
    code = "000035"
    datas = data_map.get(code)
    l2_data_util.load_l2_data(code)

    L2TradeSingleDataProcessor.add_l2_delegate_limit_up_sell(code, {"val": {"orderNo": 123123}, "index": 123})

    for data in datas:
        L2TradeSingleDataProcessor.process_passive_limit_up_sell_data(code, data, 5.78)
        HuaXinTransactionDatasProcessor.statistic_big_order_infos(code, data)

    async_log_util.run_sync()

    # L2TradeSingleDataProcessor.add_l2_delegate_limit_up_sell(code, {"val": {"orderNo": 123123}, "index": 123})
    #
    # for data in datas:
    #     L2TradeSingleDataProcessor.process_passive_limit_up_sell_data(code, data, 5.78)


if __name__ == '__main__':
@@ -171,4 +176,7 @@
    #     if real_order_time_ms:
    #         if tool.trade_time_sub_with_ms(deal_time, real_order_time_ms) >= 0:
    #             print("123123")
    test_process_transaction_datas()
    # test_process_transaction_datas()
    # BigOrderDealManager()
    pass