| | |
|---|
| | | |
|---|
| | | if __name__ == "__main__": |
|---|
| | | # 测试涨停总卖吃掉的情况 |
|---|
| | | code = "000887" |
|---|
| | | datas = log_export.load_huaxin_l2_sell_deal(code).get(code) |
|---|
| | | code = "000503" |
|---|
| | | datas = log_export.load_huaxin_l2_sell_deal_list(code).get(code) |
|---|
| | | print(datas) |
|---|
| | | deal_datas = [] |
|---|
| | | deal_order_no = set() |
|---|
| | | deal_order_nos = set() |
|---|
| | | for i in range(len(datas)): |
|---|
| | | if 102245 <= int(datas[i][0].replace(":", "")) <= 102318: |
|---|
| | | if 102839 <= int(datas[i][0].replace(":", "")) <= 102845: |
|---|
| | | deal_datas.append(datas[i]) |
|---|
| | | total_deal_volume = sum([x[1] for x in deal_datas]) |
|---|
| | | for x in deal_datas: |
|---|
| | | for xx in x[1]: |
|---|
| | | deal_order_nos.add(xx[7]) |
|---|
| | | |
|---|
| | | total_deal_volume = sum([sum([xx[2] for xx in x[1]]) for x in deal_datas]) |
|---|
| | | print("涨停卖成交量", total_deal_volume) |
|---|
| | | datas = log_export.load_huaxin_l2_sell_delegate(code).get(code) |
|---|
| | | fdatas = [] |
|---|
| | | for x in datas: |
|---|
| | | if int("102245") < int(x[0].replace(":", "")) < int("102318"): |
|---|
| | | if x[2][0]>=21531404: |
|---|
| | | fdatas.append(x) |
|---|
| | | # if int("101821") < int(x[0].replace(":", "")) < int("102841"): |
|---|
| | | if 20770358 >= x[2][0] >= 18860519: |
|---|
| | | fdatas.append(x) |
|---|
| | | delegate_order_nos = set() |
|---|
| | | total_delegate = 0 |
|---|
| | | for x in fdatas: |
|---|
| | | if x[1] == '卖': |
|---|
| | | total_delegate += x[2][2] |
|---|
| | | delegate_order_nos.add(x[2][0]) |
|---|
| | | elif x[1] == '卖撤': |
|---|
| | | total_delegate -= x[2][2] |
|---|
| | | delegate_order_nos.discard(x[2][0]) |
|---|
| | | print(fdatas) |
|---|
| | | for d in fdatas: |
|---|
| | | print(d) |
|---|
| | | print("总成交", total_deal_volume, total_deal_volume * 17.28) |
|---|
| | | print("总委托", total_delegate, total_delegate * 17.28) |
|---|
| | | print("委托剩余", total_delegate-total_deal_volume, (total_delegate-total_deal_volume) * 17.28) |
|---|
| | | print("委托剩余", total_delegate - total_deal_volume, (total_delegate - total_deal_volume) * 17.28) |
|---|
| | | |
|---|
| | | not_deal_order_nos = delegate_order_nos - deal_order_nos |
|---|
| | | for x in not_deal_order_nos: |
|---|
| | | print("未成交：", x) |
|---|
