建立扫入代码不算身位机制/优化代码/提供设置影子单的量

Administrator

2024-11-08 e160c832d31e99b44fe2084310398a3b26891839

 l2/l2_transaction_data_manager.py

@@ -4,7 +4,7 @@
import json

import l2_data_util
from db import redis_manager
from db import redis_manager_delegate as redis_manager
from db.redis_manager_delegate import RedisUtils
from l2 import l2_log
from l2.huaxin import l2_huaxin_util
@@ -202,14 +202,15 @@
            #                   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,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]]
                # 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]
                cls.__dealing_order_info_dict[code] = [data[6], data[2], data[2] * data[1], data[3], data[3], data[1]]
            else:
                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]
                    cls.__dealing_order_info_dict[code][5] = data[1]
                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]}")
@@ -218,12 +219,15 @@
                    cls.__latest_deal_order_info_dict[code] = deal_info
                    # 是否为大买单
                    if deal_info[2] >= threshold_big_money:
                        # 如果最后一笔成交价格不是涨停价就不算
                        if abs(deal_info[5] - limit_up_price) < 0.0001:
                        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], data[3], data[3]]
                    cls.__dealing_order_info_dict[code] = [data[6], data[2], data[2] * data[1], data[3], data[3],
                                                           data[1]]
            # 统计主动买(买单号大于卖单号)
            try:
                if data[6] > data[7]: