blame | 历史 | 补丁 | 提交 | 提交对比 | ignore whitespace
Administrator
2023-02-16 92cb2dd75ea37b64b174f42ddd0b5b17d6a4634a 
 l2_trade_test.py


@@ -5,6 +5,7 @@


import json


import logging


import random


import time


import unittest


from copy import deepcopy


from unittest import mock


@@ -14,6 +15,7 @@


import log


import tool


from db import redis_manager


from l2 import l2_log, l2_data_manager, transaction_progress


from l2.safe_count_manager import BuyL2SafeCountManager


from l2.transaction_progress import TradeBuyQueue


from trade import trade_data_manager


@@ -41,12 +43,13 @@


        redis_info.delete(k)


    BuyL2SafeCountManager().clear_data(code)




    transaction_progress.TradeBuyQueue().set_traded_index(code, 0)






class VirtualTrade(unittest.TestCase):




    def __process_buy_queue(self,code, buy_queue, time_):


        if time_ == "09:32:37":


    def __process_buy_queue(self, code, buy_queue, time_):


        if time_ == "10:25:14":


            print("进入调试")


        limit_up_price = gpcode_manager.get_limit_up_price(code)


        buy_one_price = limit_up_price


@@ -58,22 +61,32 @@


                try:


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


                        decimal.Decimal("0.00"))


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


                    # 获取执行位时间


                    exec_time = None


                    buy_single_index, buy_exec_index, compute_index, num, count, max_num_set = l2_data_manager.TradePointManager.get_buy_compute_start_data(


                        code)


                    if buy_exec_index:


                        try:


                            exec_time = l2.l2_data_util.local_today_datas.get(code)[buy_exec_index]["val"]["time"]


                        except:


                            pass


                    buy_progress_index = TradeBuyQueue().compute_traded_index(code, buy_one_price_,


                                                                              buy_queue_result_list, exec_time)


                    if buy_progress_index is not None:


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


                        l2.cancel_buy_strategy.HourCancelBigNumComputer.set_trade_progress(code, time_, buy_exec_index, 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))


                        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




    # @unittest.skip("跳过此单元测试")


    @unittest.skip("跳过此单元测试")


    def test_trade(self):


        code = "002131"


        code = "002117"


        clear_trade_data(code)


        l2.l2_data_util.load_l2_data(code)


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


@@ -116,7 +129,8 @@


        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))


            l2_log.threadIds[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"]


@@ -137,9 +151,26 @@


                    break




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


            if indexs[0] >= 224:


            if indexs[0] >= 661:


                print("进入调试")


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


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


                                                                          0)




    @unittest.skip("跳过此单元测试")


    def test_h_cancel(self):


        code = "002870"


        l2.l2_data_util.load_l2_data(code)


        total_datas = l2.l2_data_util.local_today_datas.get(code)


        total_datas = total_datas[:899]


        l2.l2_data_util.local_today_datas[code] = total_datas


        l2.l2_data_util.load_num_operate_map(l2.l2_data_util.local_today_num_operate_map, code, total_datas, True)




        buy_progress_index = 523


        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))






# class TestTrade(unittest.TestCase):


@@ -179,19 +210,23 @@


class TestTradedProgress(unittest.TestCase):


    @unittest.skip("跳过此单元测试")


    def test_get_progress(self):


        code = "002328"


        code = "000925"


        l2.l2_data_util.load_l2_data(code)


        # l2.l2_data_util.local_today_datas[code] = l2.l2_data_util.local_today_datas[code][:898]




        TradeBuyQueue.get_traded_index = mock.Mock(return_value=(10, False))


        buy_progress_index = TradeBuyQueue().compute_traded_index(code, "6.94", [1270, 9999, 1973])


        buy_progress_index = TradeBuyQueue().compute_traded_index(code, "9.76",


                                                                  [9999, 1506], "09:32:45")


        print("获取到交易进度：", buy_progress_index)




    @unittest.skip("跳过此单元测试")


    def test_sort(self):


        list = [1, 2, 3]


        result_list = itertools.permutations(list, 3)


        print(result_list)


        for r in result_list:


            print(r)


        _start = round(time.time() * 1000)


        count = 0


        for i in range(0, 100000):


            # if i > 30:


            count += 1


        print("耗时", round(time.time() * 1000) - _start)






if __name__ == "__main__":