L2去除日志

Administrator

2024-04-24 b5722d08b369ec10f667eeec3e3040b1b4be2b16

 l2/l2_transaction_data_manager.py

@@ -23,7 +23,7 @@
    """
    __total_buy_datas_dict = {}
    __total_sell_datas_dict = {}
    __instance=None
    __instance = None

    def __new__(cls, *args, **kwargs):
        if not cls.__instance:
@@ -139,7 +139,7 @@
        """
        获取当前正在成交的数据
        @param code:
        @return: [买单号,总股数,总金额]
        @return: [订单号，总股数，成交金额,成交开始时间,成交结束时间]
        """
        return cls.__dealing_order_info_dict.get(code)

@@ -158,12 +158,13 @@
            #                   data['SellNo'], data['ExecType']))

            if code not in cls.__dealing_order_info_dict:
                # 数据格式[订单号，总股数，成交金额]
                cls.__dealing_order_info_dict[code] = [data[6], data[2], data[2] * data[1]]
                # 数据格式[订单号，总股数，成交金额,成交开始时间,成交结束时间]
                cls.__dealing_order_info_dict[code] = [data[6], data[2], data[2] * data[1], data[3], data[3]]
            if cls.__dealing_order_info_dict[code][0] == data[6]:
                # 成交同一个订单号
                cls.__dealing_order_info_dict[code][1] += data[2]
                cls.__dealing_order_info_dict[code][2] += data[2] * data[1]
                cls.__dealing_order_info_dict[code][4] = data[3]
            else:
                # 保存上一条数据
                async_log_util.info(hx_logger_l2_transaction_desc, f"{code}#{cls.__dealing_order_info_dict[code]}")
@@ -174,7 +175,7 @@
                if deal_info[2] >= 2990000:
                    big_buy_datas.append(deal_info)
                # 初始化本条数据
                cls.__dealing_order_info_dict[code] = [data[6], data[2], data[2] * data[1]]
                cls.__dealing_order_info_dict[code] = [data[6], data[2], data[2] * data[1], data[3], data[3]]
        return big_buy_datas


@@ -305,15 +306,14 @@
                        # 大于50w加入卖单
                        money = info[1] * info[2]
                        if money >= 500000:
                            # 订单里面有成交是主动卖就算主动卖
                            l2_log.info(code, hx_logger_l2_transaction_sell_order,
                                        f"{cls.__latest_sell_order_dict[code]}")
                            cls.__big_sell_order_ids_dict[code].add(info[0])
                            cls.__big_sell_order_info_dict[code][info[0]] = info
                            cls.__big_sell_order_info_list_dict[code].append(info)
                        # 只保留10w以上的单
                        if money > 100000:
                            cls.__latest_all_sell_orders_dict[code].append(info)
                            l2_log.info(code, hx_logger_l2_transaction_sell_order,
                                        f"{info}")
                        if limit_up_price == info[2]:
                            # 将涨停主动卖记入日志
                            l2_log.info(code, hx_logger_l2_active_sell, f"{info}")
@@ -374,7 +374,15 @@

    # 获取最近成交数据
    @classmethod
    def get_latest_transaction_datas(cls, code, min_sell_order_no=None, min_deal_time=None):
    def get_latest_transaction_datas(cls, code, min_sell_order_no=None, min_deal_time=None, min_sell_money=None):
        """
        获取最近的主动卖成交信息
        @param code:
        @param min_sell_order_no:
        @param min_deal_time:
        @param min_sell_money:
        @return:
        """
        total_orders = []
        sell_orders = cls.__latest_all_sell_orders_dict.get(code)
        if sell_orders:
@@ -385,6 +393,10 @@

                if min_sell_order_no and min_sell_order_no > sell_orders[i][0]:
                    continue
                if min_sell_money and sell_orders[i][1] * sell_orders[i][2] < min_sell_money:
                    # 过滤小金额
                    continue

                total_orders.append(sell_orders[i])
        if code in cls.__latest_sell_order_dict:
            if min_sell_order_no: