9:25之前的开1订阅

Administrator

2024-06-04 dc36d72459ea92e4c78e2a2eefb5655e82a3d459

 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:
@@ -83,6 +83,17 @@
            return 0
        return int(sum([x[2] for x in self.__total_buy_datas_dict[code]]))

    def get_total_buy_money_list(self, code):
        """
        获取大单列表
        @param code:
        @return:
        """
        if code not in self.__total_buy_datas_dict:
            return 0
        return [x[2] for x in self.__total_buy_datas_dict[code]]


    def get_total_sell_money(self, code):
        """
        获取总共的大单卖金额
@@ -139,7 +150,7 @@
        """
        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)

@@ -149,21 +160,23 @@
        统计大单买
        @param code:
        @param datas:
        @return: 返回数据里面成交的大单
        @return: 返回数据里面(成交的大单,50w以上的单）
        """
        big_buy_datas = []
        normal_buy_datas = []
        for data in datas:
            # q.append((data['SecurityID'], data['TradePrice'], data['TradeVolume'],
            #                   data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'],
            #                   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]}")
@@ -173,9 +186,12 @@
                # 是否为大买单
                if deal_info[2] >= 2990000:
                    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[6], data[2], data[2] * data[1]]
        return big_buy_datas
                cls.__dealing_order_info_dict[code] = [data[6], data[2], data[2] * data[1], data[3], data[3]]
        return big_buy_datas, normal_buy_datas


# 卖单统计数据
@@ -236,6 +252,56 @@
                # 初始化本条数据
                cls.__dealing_order_info_dict[code] = [data[7], data[2], data[2] * data[1]]
        return big_sell_datas

    # 统计所有的成交量
    __deal_volume_list_dict = {}

    @classmethod
    def statistic_total_deal_volume(cls, code, datas):
        # 只统计被动买
        if code not in cls.__deal_volume_list_dict:
            cls.__deal_volume_list_dict[code] = []
        time_dict = {}
        for d in datas:
            # 只统计被动买
            if d[7] < d[6]:
                continue
            time_str = ''
            if d[3] in time_dict:
                time_str = time_dict[d[3]]
            else:
                time_dict[d[3]] = l2_huaxin_util.convert_time(d[3])
                time_str = time_dict[d[3]]
            if cls.__deal_volume_list_dict[code]:
                if cls.__deal_volume_list_dict[code][-1][0] == time_str:
                    # 如果是同一秒
                    cls.__deal_volume_list_dict[code][-1][1] += d[2]
                else:
                    # 不是同一秒
                    cls.__deal_volume_list_dict[code].append([time_str, d[2]])
            else:
                cls.__deal_volume_list_dict[code].append([time_str, d[2]])
        # 删除超过5条数据
        if len(cls.__deal_volume_list_dict[code]) > 5:
            cls.__deal_volume_list_dict[code] = cls.__deal_volume_list_dict[code][-5:]
        time_dict.clear()

    @classmethod
    def get_latest_2s_continue_deal_volume(cls, code):
        """
        获取最近连续2s的成交量
        @param code:
        @return: 成交量,详细信息
        """
        deal_list = cls.__deal_volume_list_dict.get(code)
        if not deal_list:
            return 0, None
        if len(deal_list) == 0:
            return deal_list[0][1], deal_list
        if tool.trade_time_sub(deal_list[-1][0], deal_list[-2][0]) > 1:
            return deal_list[-1][1], deal_list
        else:
            return deal_list[-1][1] + deal_list[-2][1], deal_list

    # 返回最近1s的大单卖：(总卖金额,[(卖单号,总手数,价格,（'开始时间',买单号）,（'结束时间',买单号）),...])
    @classmethod
@@ -305,15 +371,14 @@
                        # 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 +439,15 @@

    # 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 +458,10 @@

                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: