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2024-06-13 ddd49deef7ac6daff95086f112a0061a641c4fe3

 l2/l2_transaction_data_manager.py

@@ -3,6 +3,7 @@
"""
import json

import l2_data_util
from db import redis_manager
from db.redis_manager_delegate import RedisUtils
from l2 import l2_log
@@ -19,7 +20,7 @@

class BigOrderDealManager:
    """
    大单成交管理
    成交大单管理
    """
    __total_buy_datas_dict = {}
    __total_sell_datas_dict = {}
@@ -83,6 +84,26 @@
            return 0
        return int(sum([x[2] 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
        @param code:
        @return:
        """
        if code not in self.__total_buy_datas_dict:
            return 0
        return len(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
@@ -144,7 +165,7 @@
        return cls.__dealing_order_info_dict.get(code)

    @classmethod
    def statistic_big_buy_data(cls, code, datas):
    def statistic_big_buy_data(cls, code, datas, limit_up_price):
        """
        统计大单买
        @param code:
@@ -153,6 +174,8 @@
        """
        big_buy_datas = []
        normal_buy_datas = []
        # 大单阈值
        threshold_big_money = l2_data_util.get_big_money_val(limit_up_price)
        for data in datas:
            # q.append((data['SecurityID'], data['TradePrice'], data['TradeVolume'],
            #                   data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'],
@@ -173,7 +196,7 @@
                deal_info = cls.__dealing_order_info_dict[code]
                cls.__latest_deal_order_info_dict[code] = deal_info
                # 是否为大买单
                if deal_info[2] >= 2990000:
                if deal_info[2] >= threshold_big_money:
                    big_buy_datas.append(deal_info)
                if deal_info[2] >= 500000:
                    normal_buy_datas.append(deal_info)
@@ -276,21 +299,43 @@
        time_dict.clear()

    @classmethod
    def get_latest_2s_continue_deal_volume(cls, code):
    def get_latest_3s_continue_deal_volumes(cls, code):
        """
        获取最近连续2s的成交量
        获取最近3s的成交量分布
        @param code:
        @return: 成交量,详细信息
        @return: [(时间,量)]
        """
        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
            return []
        fdatas = [deal_list[-1]]
        # 从倒数第二个数据计算
        for i in range(len(deal_list) - 2, -1, -1):
            if tool.trade_time_sub(fdatas[0][0], deal_list[i][0]) < 3:
                fdatas.append(deal_list[i])
        return fdatas

    @classmethod
    def get_latest_2s_continue_deal_volumes(cls, code):
        """
        获取最近2s的成交量分布
        @param code:
        @return: [(时间,量)]
        """
        deal_list = cls.__deal_volume_list_dict.get(code)
        if not deal_list:
            return []
        fdatas = [deal_list[-1]]
        # 从倒数第二个数据计算
        for i in range(len(deal_list) - 1, -1, -1):
            if tool.trade_time_sub(fdatas[0][0], deal_list[i][0]) < 2:
                fdatas.append(deal_list[i])
        return fdatas

    @classmethod
    def clear_latest_deal_volume(cls, code):
        if code in cls.__deal_volume_list_dict:
            cls.__deal_volume_list_dict.pop(code)

    # 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