买撤策略修改；加入报警功能

Administrator

2022-10-12 be73e2b78857adaf006063275726b69c4c60f0d7

 l2_data_util.py

@@ -4,6 +4,7 @@
"""

# 比较时间的大小
import datetime
import json
import time

@@ -44,7 +45,7 @@
        local_today_num_operate_map[code] = {}

    for data in source_datas:
        key = "{}-{}-{}".format(data["val"]["num"], data["val"]["operateType"],data["val"]["price"])
        key = "{}-{}-{}".format(data["val"]["num"], data["val"]["operateType"], data["val"]["price"])
        if local_today_num_operate_map[code].get(key) is None:
            local_today_num_operate_map[code].setdefault(key, [])
        local_today_num_operate_map[code].get(key).append(data)
@@ -86,10 +87,11 @@
def get_buy_data_with_cancel_data(cancel_data, local_today_num_operate_map):
    # 计算时间区间
    min_space, max_space = compute_time_space_as_second(cancel_data["val"]["cancelTime"],
                                                          cancel_data["val"]["cancelTimeUnit"])
                                                        cancel_data["val"]["cancelTimeUnit"])
    max_time = __sub_time(cancel_data["val"]["time"], min_space)
    min_time = __sub_time(cancel_data["val"]["time"], max_space)
    buy_datas = local_today_num_operate_map.get("{}-{}-{}".format(cancel_data["val"]["num"], "0",cancel_data["val"]["price"]))
    buy_datas = local_today_num_operate_map.get(
        "{}-{}-{}".format(cancel_data["val"]["num"], "0", cancel_data["val"]["price"]))
    if buy_datas is None:
        # 无数据
        return None, None
@@ -126,9 +128,13 @@
                # 保存快照
                # logger_l2_big_data.debug("code:{} d1:{}  d2:{}", code, d1[i - 60: i + 30], d2[i - 60: i + 30])
                break
    time_str = datetime.datetime.now().strftime("%H:%M:%S")

    for key in same_time_nums:
        if same_time_nums[key] > 20:
    for time_ in same_time_nums:
        # 只保留最近3s内的大数据
        if abs(get_time_as_seconds(time_str) - get_time_as_seconds(time_)) > 3:
            continue
        if same_time_nums[time_] > 20:
            redis = l2_data_manager._redisManager.getRedis()
            redis.setex("big_data-{}-{}".format(code, int(round(time.time() * 1000))), tool.get_expire(), d1)
            break