撤单策略再次修改

Administrator

2023-01-02 ed9e2367eea9baa6c8bea82e0f81c209ffb2a56f

 l2_trade_test.py

@@ -1,14 +1,21 @@
# 交易测试
# 清除交易数据
import random
import unittest
from unittest import mock

import big_money_num_manager
import l2_data_manager
import l2_data_manager_new
import l2_trade_factor
import log
import redis_manager
import tool
import trade_manager
from l2_data_manager import TradePointManager

# from l2_data_manager_new import L2TradeDataProcessor, L2LimitUpMoneyStatisticUtil, AverageBigNumComputer
# from trade_queue_manager import THSBuy1VolumnManager


def clear_trade_data(code):
@@ -30,6 +37,43 @@
            continue

        redis_info.delete(k)

#
# class VirtualTrade(unittest.TestCase):
#     code = "002419"
#     clear_trade_data(code)
#     l2_data_manager.load_l2_data(code)
#     total_datas = l2_data_manager.local_today_datas[code]
#     pos_list = log.get_l2_process_position(code)
#     del pos_list[-1]
#     if pos_list[-1][1] < total_datas[-1]["index"]:
#         # 剩下的数据根据秒来分
#         start_index = -1
#         for i in range(pos_list[-1][1] + 1, total_datas[-1]["index"] + 1):
#             if total_datas[i]["val"]["time"] != total_datas[i - 1]["val"]["time"]:
#                 if start_index < 0:
#                     start_index = i
#                 else:
#                     pos_list.append((start_index, i - 1))
#                     start_index = i
#     if pos_list[-1][1] < total_datas[-1]["index"]:
#         pos_list.append((pos_list[-1][1] + 1, total_datas[-1]["index"]))
#     l2_data_manager_new.local_today_datas = {code: []}
#     l2_trade_factor.L2TradeFactorUtil.get_safe_buy_count = mock.Mock(return_value=30)
#     for indexs in pos_list:
#         L2TradeDataProcessor.random_key[code] = mock.Mock(return_value=random.randint(0, 100000))
#         # 设置封单额，获取买1量
#         for i in range(0, 100):
#             time_ = total_datas[indexs[0]]["val"]["time"]
#             time_s = tool.get_time_as_second(time_) - i - 1
#             volumn = THSBuy1VolumnManager().get_buy_1_volumn(code, tool.time_seconds_format(time_s))
#             if volumn is not None:
#                 l2_data_manager_new.L2LimitUpMoneyStatisticUtil.verify_num(code, int(volumn),
#                                                                            tool.time_seconds_format(time_s))
#                 break
#
#         print("----------------处理位置", indexs)
#         L2TradeDataProcessor.process_add_datas(code, total_datas[indexs[0]:indexs[1] + 1], 0, 0)


# class TestTrade(unittest.TestCase):
@@ -58,5 +102,5 @@
#     print(buy_single_index, buy_exec_index, compute_index, num, count)


# if __name__ == "__main__":
#     unittest.main()
if __name__ == "__main__":
    unittest.main()