交易体系完善

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2022-10-27 6e71fbcb119e7068ba35380edaa5cc66e7c71f1b

 l2_data_util.py

@@ -7,10 +7,10 @@
import datetime
import json
import time
from tool import async_call

import l2_data_manager
import tool
from trade_gui import async_call


def run_time():
@@ -134,19 +134,20 @@
        return True
    sell_datas = local_today_num_operate_map.get(
        "{}-{}-{}".format(sell_cancel_data["val"]["num"], "2", sell_cancel_data["val"]["price"]))
    for i in range(0, len(sell_datas)):
        data = sell_datas[i]
        if int(data["val"]["operateType"]) != 2:
            continue
        if int(data["val"]["num"]) != int(sell_cancel_data["val"]["num"]):
            continue
        if min_space == 0 and max_space == 0:
            # 本秒内
            if compare_time(data["val"]["time"], min_time) == 0:
    if sell_datas:
        for i in range(0, len(sell_datas)):
            data = sell_datas[i]
            if int(data["val"]["operateType"]) != 2:
                continue
            if int(data["val"]["num"]) != int(sell_cancel_data["val"]["num"]):
                continue
            if min_space == 0 and max_space == 0:
                # 本秒内
                if compare_time(data["val"]["time"], min_time) == 0:
                    return data["index"] < target_data["index"]
            # 数据在正确的区间
            elif compare_time(data["val"]["time"], min_time) > 0 and compare_time(data["val"]["time"], max_time) <= 0:
                return data["index"] < target_data["index"]
        # 数据在正确的区间
        elif compare_time(data["val"]["time"], min_time) > 0 and compare_time(data["val"]["time"], max_time) <= 0:
            return data["index"] < target_data["index"]
    return False


@@ -180,6 +181,22 @@
            break


# 保存l2最新数据的大小
@async_call
def save_l2_latest_data_number(code, num):
    redis = l2_data_manager._redisManager.getRedis()
    redis.setex("l2_latest_data_num-{}".format(code), 3, num)


# 获取最新数据条数
def get_l2_latest_data_number(code):
    redis = l2_data_manager._redisManager.getRedis()
    num = redis.get("l2_latest_data_num-{}".format(code))
    if num is not None:
        return int(num)
    return None


# l2数据拼接工具
class L2DataConcatUtil:

@@ -190,7 +207,7 @@
        self.code = code

    def __get_data_identity(self, data_):
        data=data_["val"]
        data = data_["val"]
        return "{}-{}-{}-{}-{}-{}".format(data.get("time"), data.get("num"), data.get("price"), data.get("operateType"),
                                          data.get("cancelTime"), data.get("cancelTimeUnit"))

@@ -215,7 +232,8 @@
    def get_add_datas(self):
        # 查询当前数据是否在最近一次数据之后
        if self.last_datas and self.datas:
            if int(self.datas[-1]["val"]["time"].replace(":", "")) - int(self.last_datas[-1]["val"]["time"].replace(":", "")) < 0:
            if int(self.datas[-1]["val"]["time"].replace(":", "")) - int(
                    self.last_datas[-1]["val"]["time"].replace(":", "")) < 0:
                return []

        # 获取拼接点
@@ -254,7 +272,7 @@
    def load_data(datas):
        data_list = []
        for data in datas:
            data_list.append({"val":{"time": data}})
            data_list.append({"val": {"time": data}})
        return data_list

    # 不匹配