| | |
| | | if is_limit_up: |
| | | cls.__dealing_order_info_dict[code][7] += money |
| | | else: |
| | | if cls.__dealing_order_info_dict[code][0] == data[0][6]: |
| | | dealing_order_info = cls.__dealing_order_info_dict[code] |
| | | if dealing_order_info[0] == data[0][6]: |
| | | # 成交同一个订单号 |
| | | cls.__dealing_order_info_dict[code][1] += data[0][2] |
| | | cls.__dealing_order_info_dict[code][2] += money |
| | | cls.__dealing_order_info_dict[code][4] = data[0][3] |
| | | cls.__dealing_order_info_dict[code][5] = data[0][1] |
| | | cls.__dealing_order_info_dict[code][6] = data[0][7] |
| | | dealing_order_info[1] += data[0][2] |
| | | dealing_order_info[2] += money |
| | | dealing_order_info[4] = data[0][3] |
| | | dealing_order_info[5] = data[0][1] |
| | | dealing_order_info[6] = data[0][7] |
| | | if is_limit_up: |
| | | cls.__dealing_order_info_dict[code][7] += money |
| | | dealing_order_info[7] += money |
| | | else: |
| | | # 保存上一条数据 |
| | | l2_log.info(code, hx_logger_l2_transaction_desc, f"{code}#{cls.__dealing_order_info_dict[code]}") |
| | | l2_log.info(code, hx_logger_l2_transaction_desc, f"{code}#{dealing_order_info}") |
| | | # 设置最近成交完成的一条数据 |
| | | deal_info = cls.__dealing_order_info_dict[code] |
| | | deal_info = dealing_order_info |
| | | cls.__latest_deal_order_info_dict[code] = deal_info |
| | | # 是否为大买单 |
| | | if deal_info[7] >= threshold_big_money: |
| | |
| | | big_buy_datas.append(deal_info) |
| | | if deal_info[2] >= 500000: |
| | | normal_buy_datas.append(deal_info) |
| | | |
| | | # 初始化本条数据 |
| | | cls.__dealing_order_info_dict[code] = [data[0][6], data[0][2], money, data[0][3], data[0][3], |
| | | data[0][1], data[0][7], 0] |
| | |
| | | cls.__dealing_active_buy_order_info_dict[code] = [data[0][6], data[0][2], money, data[0][3], |
| | | data[0][3]] |
| | | else: |
| | | if cls.__dealing_active_buy_order_info_dict[code][0] == data[0][6]: |
| | | dealing_active_buy_order_info = cls.__dealing_active_buy_order_info_dict[code] |
| | | if dealing_active_buy_order_info[0] == data[0][6]: |
| | | # 成交同一个订单号 |
| | | cls.__dealing_active_buy_order_info_dict[code][1] += data[0][2] |
| | | cls.__dealing_active_buy_order_info_dict[code][2] += money |
| | | cls.__dealing_active_buy_order_info_dict[code][4] = data[0][3] |
| | | dealing_active_buy_order_info[1] += data[0][2] |
| | | dealing_active_buy_order_info[2] += money |
| | | dealing_active_buy_order_info[4] = data[0][3] |
| | | else: |
| | | # 初始化本条数据 |
| | | cls.__dealing_active_buy_order_info_dict[code] = [data[0][6], data[0][2], money, |