不统计被动卖

Administrator

2024-03-28 3a8a4a33733062c68885584dd3746d638e98e1f8

 l2/l2_transaction_data_manager.py

@@ -7,6 +7,7 @@
from db.redis_manager_delegate import RedisUtils
from l2 import l2_log
from l2.huaxin import l2_huaxin_util
from l2.l2_data_util import local_today_sellno_map

from log_module import async_log_util
from log_module.log import hx_logger_l2_transaction_desc, hx_logger_l2_transaction_sell_order
@@ -117,7 +118,12 @@
        if code not in cls.__big_sell_order_info_list_dict:
            cls.__big_sell_order_info_list_dict[code] = []

        sell_no_map = local_today_sellno_map.get(code)
        if not sell_no_map:
            sell_no_map = {}
        for d in datas:
            if f"{d[7]}" in sell_no_map:
                continue
            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[7], d[2], d[1], (d[3], d[6]), (d[3], d[6])]
@@ -144,7 +150,6 @@
        min_time_int = int(min_time.replace(":", "").replace(".", ""))
        # 计算最近1s的大单成交
        total_big_sell_datas = cls.__big_sell_order_info_list_dict.get(code)
        start_index = 0

        total_sell_info = [0, None]  # 总资金,开始成交信息,结束成交信息
        latest_sell_order_info = cls.__latest_sell_order_dict[code]
@@ -155,6 +160,9 @@
        # 统计已经结算出的大单
        for i in range(len(total_big_sell_datas) - 1, -1, -1):
            bd = total_big_sell_datas[i]
            if min_time_int > int(
                    l2_huaxin_util.convert_time(bd[3][0], with_ms=True).replace(":", "").replace(".", "")):
                break
            if bd[0] != latest_sell_order_info[0]:
                # 不是最近的成交且不是大单直接过滤
                if bd[0] not in big_sell_order_ids:
@@ -172,10 +180,6 @@
                        big_sell_orders.append(latest_sell_order_info)
                        temp_sell_order_ids.add(latest_sell_order_info[0])

            if min_time_int > int(
                    l2_huaxin_util.convert_time(bd[3][0], with_ms=True).replace(":", "").replace(".", "")):
                start_index = i
                break
            # 统计最近1s的大卖单数据
            total_sell_info[0] += int(bd[1] * bd[2])
        # 统计最近的大单
@@ -187,5 +191,4 @@

        big_sell_orders.reverse()
        total_sell_info[1] = big_sell_orders
        cls.__latest_sell_order_info_list_dict[code] = cls.__latest_sell_order_info_list_dict[code][start_index:]
        return total_sell_info