交易结果整理

Administrator

2023-02-08 3ec79004bd769828c8dc18ed35280f81cfb473ff

 l2/transaction_progress.py

@@ -9,6 +9,7 @@
from db import redis_manager
import tool
import l2.l2_data_util
from log import logger_l2_trade_buy_queue


class TradeBuyQueue:
@@ -33,17 +34,18 @@
        val = json.loads(val)
        return val[0], [1]

    def __save_buy_progress_index(self, code, index):
    def __save_buy_progress_index(self, code, index, is_default):
        key = "trade_buy_progress_index-{}".format(code)
        self.__getRedis().setex(key, tool.get_expire(), index)
        self.__getRedis().setex(key, tool.get_expire(), json.dumps((index, is_default)))
        # 返回数据与更新时间

    def __get_buy_progress_index(self, code):
        key = "trade_buy_progress_index-{}".format(code)
        val = self.__getRedis().get(key)
        if val is None:
            return None
        return int(val)
            return None, True
        val = json.loads(val)
        return int(val[0]), bool(val[1])

    # 最近的非涨停买1的时间
    def __save_latest_not_limit_up_time(self, code, time_str):
@@ -67,7 +69,9 @@
        self.last_buy_queue_data[code] = queues
        min_num = round(constant.L2_MIN_MONEY / (limit_up_price * 100))
        num_list = []
        for num in queues:
        # 忽略第一条数据
        for i in range(1, len(queues)):
            num = queues[i]
            if num > min_num:
                num_list.append(num)
        # 保存列表
@@ -78,21 +82,35 @@
    def save_traded_index(self, code, buy1_price, buyQueueBig):
        total_datas = l2.l2_data_util.local_today_datas.get(code)
        today_num_operate_map = l2.l2_data_util.local_today_num_operate_map.get(code)
        index = l2.l2_data_util.L2TradeQueueUtils.find_traded_progress_index(buy1_price, total_datas,
                                                                             today_num_operate_map, buyQueueBig,self.__get_latest_not_limit_up_time(code))
        if index is not None:
            # 保存成交进度
            self.__save_buy_progress_index(code, index)
            return index
        for i in range(0, len(buyQueueBig)):
            buyQueueBigTemp = buyQueueBig[i:]
            if i > 0 and len(buyQueueBigTemp) < 2:
                # 已经执行过一次，且数据量小于2条就终止计算
                break

            last_index, is_default = self.get_traded_index(code)

            index = l2.l2_data_util.L2TradeQueueUtils.find_traded_progress_index(buy1_price, total_datas,
                                                                                 today_num_operate_map, buyQueueBigTemp,
                                                                                 (
                                                                                     last_index if last_index is not is_default else 0),
                                                                                 self.__get_latest_not_limit_up_time(
                                                                                     code))
            if index is not None:
                logger_l2_trade_buy_queue.info(f"确定交易进度：code-{code} index-{index}")
                # 保存成交进度
                self.__save_buy_progress_index(code, index, False)
                return index
        return None

    # 获取成交进度索引
    def get_traded_index(self, code):
        index = self.__get_buy_progress_index(code)
        return index
        index, is_default = self.__get_buy_progress_index(code)
        return index, is_default

    def set_default_traded_index(self, code, index):
        self.__save_buy_progress_index(code, index, True)


if __name__ == '__main':


    pass