代码异常保护

Administrator

2024-11-04 65afea1ba534b51f947cbe7989d7f4d650bbc9e6

 l2/l2_transaction_data_manager.py

@@ -49,7 +49,7 @@
        """
        添加大买单数据
        @param code: 代码
        @param datas:[(买单号,总股数,总成交额)]
        @param datas:[(买单号,总股数,总成交额,成交开始时间,成交结束时间)]
        @return:
        """
        if not datas:
@@ -101,8 +101,16 @@
        @return:
        """
        if code not in self.__total_buy_datas_dict:
            return 0
            return []
        return [x[2] for x in self.__total_buy_datas_dict[code]]

    def get_total_buy_data_list(self, code):
        """
        获取所有的买单数据列表
        @param code:
        @return:[(买单号,总股数,总成交额,成交开始时间,成交结束时间)]
        """
        return self.__total_buy_datas_dict.get(code)

    def get_total_sell_money(self, code):
        """
@@ -300,12 +308,15 @@

    # 统计所有的成交量
    __deal_volume_list_dict = {}
    # 统计涨停主动买的成交量
    __deal_active_buy_volume_list_dict = {}

    @classmethod
    def statistic_total_deal_volume(cls, code, datas):
    def statistic_total_deal_volume(cls, code, datas, limit_up_price):
        # 只统计被动买
        if code not in cls.__deal_volume_list_dict:
            cls.__deal_volume_list_dict[code] = []

        time_dict = {}
        for d in datas:
            # 只统计被动买
@@ -329,6 +340,38 @@
        # 删除超过5条数据
        if len(cls.__deal_volume_list_dict[code]) > 5:
            cls.__deal_volume_list_dict[code] = cls.__deal_volume_list_dict[code][-5:]

        try:
            # 统计主动买的成交量
            if code not in cls.__deal_active_buy_volume_list_dict:
                cls.__deal_active_buy_volume_list_dict[code] = []
            for d in datas:
                # 只统计主动买
                if d[7] > d[6]:
                    continue
                # 只统计涨停买
                if d[1] != limit_up_price:
                    continue
                if d[3] in time_dict:
                    time_str = time_dict[d[3]]
                else:
                    time_dict[d[3]] = l2_huaxin_util.convert_time(d[3])
                    time_str = time_dict[d[3]]
                if cls.__deal_active_buy_volume_list_dict[code]:
                    if cls.__deal_active_buy_volume_list_dict[code][-1][0] == time_str:
                        # 如果是同一秒
                        cls.__deal_active_buy_volume_list_dict[code][-1][1] += d[2]
                    else:
                        # 不是同一秒
                        cls.__deal_active_buy_volume_list_dict[code].append([time_str, d[2]])
                else:
                    cls.__deal_active_buy_volume_list_dict[code].append([time_str, d[2]])
            # 删除超过10条数据
            if len(cls.__deal_active_buy_volume_list_dict[code]) > 10:
                cls.__deal_active_buy_volume_list_dict[code] = cls.__deal_active_buy_volume_list_dict[code][-10:]
        except:
            pass

        time_dict.clear()

    @classmethod
@@ -362,6 +405,24 @@
        # 从倒数第二个数据计算
        for i in range(len(deal_list) - 1, -1, -1):
            if tool.trade_time_sub(fdatas[0][0], deal_list[i][0]) < 2:
                fdatas.append(deal_list[i])
        return fdatas

    @classmethod
    def get_latest_6s_active_buy_deal_volumes(cls, code):
        """
        获取最近6s的主动买成交
        @param code:
        @return: [(时间,量)]
        """
        deal_list = cls.__deal_active_buy_volume_list_dict.get(code)
        if not deal_list:
            return []
        latest_time = deal_list[-1][0]
        fdatas = []
        # 从倒数第二个数据计算
        for i in range(len(deal_list) - 1, -1, -1):
            if tool.trade_time_sub(latest_time, deal_list[i][0]) < 6:
                fdatas.append(deal_list[i])
        return fdatas

@@ -502,6 +563,21 @@
                    total_sell_info[0] += int(latest_sell_order_info[1] * latest_sell_order_info[2])
            big_sell_orders.reverse()
            total_sell_info[1] = big_sell_orders
        # ----------------统计涨停主动买-----------------
        try:
            limit_up_active_buy_datas = []
            for d in datas:
                if is_active_sell(d[7], d[6]):
                    # 被动买
                    continue
                # 是否是涨停
                if d[1] == limit_up_price:
                    # 有涨停主动买
                    limit_up_active_buy_datas.append(d)
            L2TradeSingleDataManager.set_limit_up_active_buy(code, limit_up_active_buy_datas)
        except:
            pass

        return total_sell_info

    # 获取最近成交数据