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Administrator
2023-02-08 3ec79004bd769828c8dc18ed35280f81cfb473ff 
 l2_trade_test.py


@@ -1,13 +1,23 @@


# 交易测试


# 清除交易数据


import decimal


import json


import logging


import random


import unittest


from copy import deepcopy


from unittest import mock




import big_money_num_manager


import gpcode_manager


import log


import tool


from db import redis_manager


from l2.safe_count_manager import BuyL2SafeCountManager


from l2.transaction_progress import TradeBuyQueue


from trade import trade_data_manager


from l2.l2_data_manager import TradePointManager




# from l2_data_manager_new import L2TradeDataProcessor, L2LimitUpMoneyStatisticUtil, AverageBigNumComputer


from trade.trade_queue_manager import THSBuy1VolumnManager


import l2.l2_data_manager_new, l2.l2_data_manager, l2.l2_data_util, l2.cancel_buy_strategy






def clear_trade_data(code):


@@ -15,7 +25,7 @@


    keys = ["buy1_volumn_latest_info-{}", "m_big_money_begin-{}", "m_big_money_process_index-{}"]


    for k in keys:


        redis_l2.delete(k.format(code))


    TradePointManager.delete_buy_point(code)


    l2.l2_data_manager.TradePointManager.delete_buy_point(code)


    big_money_num_manager.reset(code)


    redis_trade = redis_manager.RedisManager(2).getRedis()


    redis_trade.delete("trade-state-{}".format(code))


@@ -27,54 +37,102 @@


            continue


        if k.find("zyltgb") is not None:


            continue




        redis_info.delete(k)


    BuyL2SafeCountManager().clear_data(code)




#


# class VirtualTrade(unittest.TestCase):


#     code = "000701"


#     clear_trade_data(code)


#     l2_data_manager.load_l2_data(code)


#     total_datas = l2_data_manager.local_today_datas[code]


#     if total_datas[0]["index"] > 0:


#         # 拼接数据


#         for i in range(0, total_datas[0]["index"]):


#             data = total_datas[0].copy()


#             data["index"] = i


#             total_datas.insert(i, data)


#


#     pos_list = log.get_l2_process_position(code)


#     if pos_list[0][0] > 0:


#         pos_list.insert(0, (0, pos_list[0][0] - 1))


#     del pos_list[-1]


#     if pos_list[-1][1] < total_datas[-1]["index"]:


#         # 剩下的数据根据秒来分


#         start_index = -1


#         for i in range(pos_list[-1][1] + 1, total_datas[-1]["index"] + 1):


#             if total_datas[i]["val"]["time"] != total_datas[i - 1]["val"]["time"]:


#                 if start_index < 0:


#                     start_index = i


#                 else:


#                     pos_list.append((start_index, i - 1))


#                     start_index = i


#     if pos_list[-1][1] < total_datas[-1]["index"]:


#         pos_list.append((pos_list[-1][1] + 1, total_datas[-1]["index"]))


#     l2_data_manager_new.local_today_datas = {code: []}


#     l2_trade_factor.L2TradeFactorUtil.get_safe_buy_count = mock.Mock(return_value=12)


#     for indexs in pos_list:


#         L2TradeDataProcessor.random_key[code] = mock.Mock(return_value=random.randint(0, 100000))


#         # 设置封单额，获取买1量


#         for i in range(0, 100):


#             time_ = total_datas[indexs[0]]["val"]["time"]


#             time_s = tool.get_time_as_second(time_) - i - 1


#             volumn = THSBuy1VolumnManager().get_buy_1_volumn(code, tool.time_seconds_format(time_s))


#             if volumn is not None:


#                 l2_data_manager_new.L2LimitUpMoneyStatisticUtil.verify_num(code, int(volumn),


#                                                                            tool.time_seconds_format(time_s))


#                 break


#


#         print("----------------处理位置", indexs)


#         L2TradeDataProcessor.process_add_datas(code, total_datas[indexs[0]:indexs[1] + 1], 0, 0)




class VirtualTrade(unittest.TestCase):




    def __process_buy_queue(code, buy_queue, time_):


        if time_ == "09:32:37":


            print("进入调试")


        limit_up_price = gpcode_manager.get_limit_up_price(code)


        buy_one_price = limit_up_price


        if limit_up_price is not None:


            buy_queue_result_list = TradeBuyQueue().save(code, limit_up_price, limit_up_price, time_,


                                                         buy_queue)


            if buy_queue_result_list:


                # 有数据


                try:


                    buy_one_price_ = decimal.Decimal(round(float(buy_one_price), 2)).quantize(


                        decimal.Decimal("0.00"))


                    buy_progress_index = TradeBuyQueue().save_traded_index(code, buy_one_price_, buy_queue_result_list)


                    if buy_progress_index is not None:


                        l2.cancel_buy_strategy.HourCancelBigNumComputer.set_trade_progress(code, buy_progress_index,


                                                                                           l2.l2_data_util.local_today_datas.get(


                                                                                               code),


                                                                                           l2.l2_data_util.local_today_num_operate_map.get(


                                                                                               code))


                    log.logger_l2_trade_buy_queue.info("获取成交位置成功： code-{} index-{}  数据-{}", code,


                                                       buy_progress_index,


                                                       json.dumps(buy_queue_result_list))


                except Exception as e:


                    pass




    code = "002792"


    clear_trade_data(code)


    l2.l2_data_util.load_l2_data(code)


    total_datas = deepcopy(l2.l2_data_util.local_today_datas[code])


    if total_datas[0]["index"] > 0:


        # 拼接数据


        for i in range(0, total_datas[0]["index"]):


            data = total_datas[0].copy()


            data["index"] = i


            total_datas.insert(i, data)




    pos_list = log.get_l2_process_position(code)


    if pos_list[0][0] > 0:


        pos_list.insert(0, (0, pos_list[0][0] - 1))


    del pos_list[-1]


    if pos_list[-1][1] < total_datas[-1]["index"]:


        # 剩下的数据根据秒来分


        start_index = -1


        for i in range(pos_list[-1][1] + 1, total_datas[-1]["index"] + 1):


            if total_datas[i]["val"]["time"] != total_datas[i - 1]["val"]["time"]:


                if start_index < 0:


                    start_index = i


                else:


                    pos_list.append((start_index, i - 1))


                    start_index = i


    if pos_list[-1][1] < total_datas[-1]["index"]:


        pos_list.append((pos_list[-1][1] + 1, total_datas[-1]["index"]))


    l2.l2_data_util.local_today_datas[code].clear()


    print("id:", id(l2.l2_data_util.local_today_datas))


    # l2_trade_factor.L2TradeFactorUtil.get_safe_buy_count = mock.Mock(return_value=12)


    # pos_list.insert(41,(225,306))


    # pos_list.insert(63, (345, 423))


    # pos_list.insert(66, (440, 447))


    # pos_list.insert(75, (472, 488))


    # pos_list.insert(84, (516, 532))




    # 获取交易进度


    trade_progress_list, buy_queues = log.get_trade_progress(code)




    for indexs in pos_list:


        l2.l2_data_manager_new.L2TradeDataProcessor.random_key[code] = mock.Mock(return_value=random.randint(0, 100000))


        # 设置封单额，获取买1量


        for i in range(0, 100):


            time_ = total_datas[indexs[0]]["val"]["time"]


            time_s = tool.get_time_as_second(time_) - i - 1


            volumn = THSBuy1VolumnManager().get_buy_1_volumn(code, tool.time_seconds_format(time_s))


            if volumn is not None:


                l2.cancel_buy_strategy.L2LimitUpMoneyStatisticUtil.verify_num(code, int(volumn),


                                                                              tool.time_seconds_format(time_s))


                break


        # 设置委买队列


        for i in range(0, len(buy_queues)):


            if tool.trade_time_sub(buy_queues[i][1], total_datas[indexs[0]]["val"]["time"]) > 0:


                print("委买队列", buy_queues[i])


                try:


                    __process_buy_queue(code, buy_queues[i - 1][0], buy_queues[i - 1][1])


                except:


                    pass


                break




        print("----------------处理位置", indexs)


        if indexs[0] >= 224:


            print("进入调试")


        l2.l2_data_manager_new.L2TradeDataProcessor.process_add_datas(code, total_datas[indexs[0]:indexs[1] + 1], 0, 0)






# class TestTrade(unittest.TestCase):


@@ -103,11 +161,10 @@


#     print(buy_single_index, buy_exec_index, compute_index, num, count)








class TestData(unittest.TestCase):


    code = "002103"


    # l2_data_manager.load_l2_data(code)


    # TradeBuyQueue().save_traded_index(code, "6.94", [1511, 888, 796])


# class TestData(unittest.TestCase):


#     code = "002103"


#     # l2_data_manager.load_l2_data(code)


#     # TradeBuyQueue().save_traded_index(code, "6.94", [1511, 888, 796])






if __name__ == "__main__":