代码异常保护

Administrator

2024-11-04 65afea1ba534b51f947cbe7989d7f4d650bbc9e6

 l2/l2_transaction_data_manager.py

@@ -45,12 +45,11 @@
            for code in sell_order_map:
                cls.__total_sell_datas_dict[code] = sell_order_map[code]


    def add_buy_datas(self, code, datas):
        """
        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:
@@ -104,6 +103,14 @@
        if code not in self.__total_buy_datas_dict:
            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):
        """
@@ -301,11 +308,11 @@

    # 统计所有的成交量
    __deal_volume_list_dict = {}
    # 统计主动买的成交量
    # 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] = []
@@ -341,6 +348,9 @@
            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]]
@@ -555,6 +565,7 @@
            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
@@ -562,8 +573,8 @@
                # 是否是涨停
                if d[1] == limit_up_price:
                    # 有涨停主动买
                    L2TradeSingleDataManager.set_limit_up_active_buy(code, datas[-1][3])
                    break
                    limit_up_active_buy_datas.append(d)
            L2TradeSingleDataManager.set_limit_up_active_buy(code, limit_up_active_buy_datas)
        except:
            pass