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2025-02-27 dd3b0ce2b2d95e950b2c11f8af9459c3c848bc97

 l2/l2_transaction_data_manager.py

@@ -84,6 +84,16 @@
            return 0
        return int(sum([x[2] for x in self.__total_buy_datas_dict[code]]))

    def get_total_buy_order_ids(self, code):
        """
        获取成交大单的订单号
        @param code:
        @return:
        """
        if code not in self.__total_buy_datas_dict:
            return set()
        return set([x[0] for x in self.__total_buy_datas_dict[code]])

    def get_total_buy_count(self, code):
        """
        获取大单成交的笔数
@@ -112,15 +122,19 @@
        """
        return self.__total_buy_datas_dict.get(code)

    def get_total_sell_money(self, code):
    def get_total_sell_money(self, code, threshold_money=None):
        """
        获取总共的大单卖金额
        @param threshold_money: 大单阈值
        @param code:
        @return:
        """
        if code not in self.__total_sell_datas_dict:
            return 0
        return int(sum([x[2] for x in self.__total_sell_datas_dict[code]]))
        if threshold_money:
            return int(sum([x[2] if x[2] >= threshold_money else 0 for x in self.__total_sell_datas_dict[code]]))
        else:
            return int(sum([x[2] for x in self.__total_sell_datas_dict[code]]))


# 成交数据统计
@@ -204,7 +218,7 @@
            money = data[2] * data[1]
            if code not in cls.__dealing_order_info_dict:
                # 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, 最近的成交价格, 最近的卖单号, 涨停价成交金额]
                cls.__dealing_order_info_dict[code] = [data[6], data[2],money, data[3], data[3], data[1],
                cls.__dealing_order_info_dict[code] = [data[6], data[2], money, data[3], data[3], data[1],
                                                       data[7], 0]
                if is_limit_up:
                    cls.__dealing_order_info_dict[code][7] += money
@@ -216,7 +230,8 @@
                    cls.__dealing_order_info_dict[code][4] = data[3]
                    cls.__dealing_order_info_dict[code][5] = data[1]
                    cls.__dealing_order_info_dict[code][6] = data[7]
                    cls.__dealing_order_info_dict[code][7] += money
                    if is_limit_up:
                        cls.__dealing_order_info_dict[code][7] += money
                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]}")
@@ -475,7 +490,8 @@
        # 保存最近的成交价格:(价格,成交时间)
        cls.__latest_trade_price_dict[code] = (datas[-1][1], datas[-1][3])

        L2TradeSingleDataProcessor.process_passive_limit_up_sell_data(code, datas, limit_up_price)
        # 是否还有涨停卖剩下
        no_left_limit_up_sell = L2TradeSingleDataProcessor.process_passive_limit_up_sell_data(code, datas, limit_up_price)

        for d in datas:
            # 获取当前是否为主动买
@@ -587,7 +603,7 @@
                if d[1] == limit_up_price:
                    # 有涨停主动买
                    limit_up_active_buy_datas.append(d)
            L2TradeSingleDataManager.set_limit_up_active_buy(code, limit_up_active_buy_datas)
            L2TradeSingleDataManager.set_limit_up_active_buy(code, limit_up_active_buy_datas, no_left_limit_up_sell)
        except:
            pass