| | |
| | | if code not in self.__total_sell_datas_dict: |
| | | return 0 |
| | | if threshold_money: |
| | | return int(sum([x[2] if x[2]>=threshold_money else 0 for x in self.__total_sell_datas_dict[code]])) |
| | | 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]])) |
| | | |
| | |
| | | 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 |
| | |
| | | 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]}") |
| | |
| | | # 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 |
| | |
| | | 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 |
| | | |