9:25之前的开1订阅

Administrator

2024-06-04 dc36d72459ea92e4c78e2a2eefb5655e82a3d459

 l2/l2_transaction_data_manager.py

@@ -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
@@ -242,6 +253,56 @@
                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
    def add_transaction_datas(cls, code, datas, limit_up_price=None):