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4 天以前 48fb7a00951f91bdc707e5dd2d196e5bccb752c3

 l2/l2_transaction_data_manager.py

@@ -2,18 +2,18 @@
L2成交数据处理器
"""
import json
import time

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
from l2.l2_data_util import local_today_sellno_map, local_today_datas
from l2.place_order_single_data_manager import L2TradeSingleDataProcessor, L2TradeSingleDataManager

from log_module import async_log_util, log_export
from log_module import log_export
from log_module.log import hx_logger_l2_transaction_desc, hx_logger_l2_transaction_sell_order, hx_logger_l2_active_sell, \
    hx_logger_l2_transaction_big_buy_order, hx_logger_l2_transaction_big_sell_order
    hx_logger_l2_transaction_big_buy_order, hx_logger_l2_transaction_big_sell_order, hx_logger_l2_upload

from utils import tool

@@ -62,7 +62,7 @@

    def add_sell_datas(self, code, datas):
        """
        添加大卖单数据
        添加大卖单数据:只计算板上成交
        @param code: 代码
        @param datas:[(卖单号,总股数,总成交额)]
        @return:
@@ -83,6 +83,16 @@
        if code not in self.__total_buy_datas_dict:
            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):
        """
@@ -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
@@ -136,6 +150,8 @@
    __dealing_active_buy_order_info_dict = {}
    # 最近成交的订单{"code":(订单号，是否成交完成)}
    __latest_deal_order_info_dict = {}
    # 成交的买单号集合：{"代码":set()}
    __deal_buy_order_nos_dict = {}

    def __new__(cls, *args, **kwargs):
        if not cls.__instance:
@@ -150,15 +166,17 @@
    @classmethod
    def __load_datas(cls):
        __redis = cls.__get_redis()
        try:
            keys = RedisUtils.keys(__redis, "dealing_order_info-*")
            for k in keys:
                code = k.split("-")[-1]
                val = RedisUtils.get(__redis, k)
                val = json.loads(val)
                tool.CodeDataCacheUtil.set_cache(cls.__dealing_order_info_dict, code, val)
        finally:
            RedisUtils.realse(__redis)

        keys = RedisUtils.keys(__redis, "dealing_order_info-*")
        for k in keys:
            code = k.split("-")[-1]
            val = RedisUtils.get(__redis, k)
            val = json.loads(val)
            tool.CodeDataCacheUtil.set_cache(cls.__dealing_order_info_dict, code, val)
        # 读取已经成交的大单
        deal_data_list_dict = log_export.load_huaxin_deal_record_all()
        for code in deal_data_list_dict:
            cls.__deal_buy_order_nos_dict[code] = set([x[0] for x in deal_data_list_dict[code]])

    # 将数据持久化到数据库
    def sync_dealing_data_to_db(self):
@@ -185,72 +203,108 @@
        return cls.__dealing_active_buy_order_info_dict.get(code)

    @classmethod
    def statistic_big_buy_data(cls, code, datas, limit_up_price):
    def statistic_big_buy_data(cls, code, fdatas, limit_up_price):
        """
        统计大单买
        @param code:
        @param datas:
        @param fdatas: [(数据本身, 是否主动买, 是否涨停, 总成交额, 不含ms时间，含ms时间)]
        @return: 返回数据里面(成交的大单,50w以上的单）
        """
        big_buy_datas = []
        normal_buy_datas = []
        # 大单阈值
        threshold_big_money = l2_data_util.get_big_money_val(limit_up_price, tool.is_ge_code(code))
        for data in datas:

        dealing_order_info = cls.__dealing_order_info_dict.get(code)

        if code not in cls.__deal_buy_order_nos_dict:
            cls.__deal_buy_order_nos_dict[code] = set()
        deal_buy_order_nos = cls.__deal_buy_order_nos_dict[code]

        for data in fdatas:
            # q.append((data['SecurityID'], data['TradePrice'], data['TradeVolume'],
            #                   data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'],
            #                   data['SellNo'], data['ExecType']))
            is_limit_up = data[2]
            money = data[3]
            current_order_info = data[0]

            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]]
            if dealing_order_info is None:
                # 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]
                dealing_order_info = [current_order_info[6], current_order_info[2], money,
                                      current_order_info[3], current_order_info[3],
                                      current_order_info[1],
                                      current_order_info[7], 0]
                if is_limit_up:
                    dealing_order_info[7] += money
                cls.__dealing_order_info_dict[code] = dealing_order_info
            else:
                if cls.__dealing_order_info_dict[code][0] == data[6]:
                if dealing_order_info[0] == current_order_info[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]
                    dealing_order_info[1] += current_order_info[2]
                    dealing_order_info[2] += money
                    dealing_order_info[4] = current_order_info[3]
                    dealing_order_info[5] = current_order_info[1]
                    dealing_order_info[6] = current_order_info[7]
                    if is_limit_up:
                        dealing_order_info[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]}")
                    l2_log.info(code, hx_logger_l2_transaction_desc, f"{code}#{dealing_order_info}")
                    # 设置最近成交完成的一条数据
                    deal_info = cls.__dealing_order_info_dict[code]
                    deal_info = dealing_order_info
                    cls.__latest_deal_order_info_dict[code] = deal_info
                    # 是否为大买单
                    if deal_info[2] >= threshold_big_money:
                    if deal_info[7] >= 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:
                        deal_buy_order_nos.add(deal_info[0])
                        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]]
            # 统计主动买(买单号大于卖单号)
            try:
                if data[6] > data[7]:
                    if code not in cls.__dealing_active_buy_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_active_buy_order_info_dict[code] = [data[6], data[2], data[2] * data[1], data[3],
                                                                          data[3]]
                    else:
                        if cls.__dealing_active_buy_order_info_dict[code][0] == data[6]:
                            # 成交同一个订单号
                            cls.__dealing_active_buy_order_info_dict[code][1] += data[2]
                            cls.__dealing_active_buy_order_info_dict[code][2] += data[2] * data[1]
                            cls.__dealing_active_buy_order_info_dict[code][4] = data[3]
                        else:
                            # 初始化本条数据
                            cls.__dealing_active_buy_order_info_dict[code] = [data[6], data[2], data[2] * data[1],
                                                                              data[3], data[3]]
            except:
                pass
                    dealing_order_info = [current_order_info[6], current_order_info[2], money,
                                          current_order_info[3], current_order_info[3],
                                          current_order_info[1], current_order_info[7], 0]
                    if is_limit_up:
                        dealing_order_info[7] += money
                    cls.__dealing_order_info_dict[code] = dealing_order_info

            # 统计主动买(买单号大于卖单号)
            if data[1]:
                if code not in cls.__dealing_active_buy_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_active_buy_order_info_dict[code] = [current_order_info[6], current_order_info[2],
                                                                      money, current_order_info[3],
                                                                      current_order_info[3]]
                else:
                    dealing_active_buy_order_info = cls.__dealing_active_buy_order_info_dict[code]
                    if dealing_active_buy_order_info[0] == current_order_info[6]:
                        # 成交同一个订单号
                        dealing_active_buy_order_info[1] += current_order_info[2]
                        dealing_active_buy_order_info[2] += money
                        dealing_active_buy_order_info[4] = current_order_info[3]
                    else:
                        # 初始化本条数据
                        cls.__dealing_active_buy_order_info_dict[code] = [current_order_info[6],
                                                                          current_order_info[2], money,
                                                                          current_order_info[3],
                                                                          current_order_info[3]]
        return big_buy_datas, normal_buy_datas

    def get_deal_buy_order_nos(self, code):
        """
        获取成交大单集合
        @param code:
        @return:
        """
        return self.__deal_buy_order_nos_dict.get(code)


# 卖单统计数据
class HuaXinSellOrderStatisticManager:
    # 最近的大卖单成交，格式:{code:[卖单信息,...]}
    __latest_sell_order_info_list_dict = {}
    # __latest_sell_order_info_list_dict = {}

    # 大单卖单号的集合，格式：{code:{卖单号}}
    __big_sell_order_ids_dict = {}
@@ -275,101 +329,83 @@
    __dealing_order_info_dict = {}

    @classmethod
    def statistic_big_sell_data(cls, code, datas):
    def statistic_big_sell_data(cls, code, fdatas):
        """
        统计大卖单
        统计大卖单(299w以上)
        @param code:
        @param datas:
        @param fdatas: [(数据本身, 是否主动买, 是否涨停, 总成交额, 不含ms时间，含ms时间)]
        @return: 返回数据里面成交的大单
        """
        big_sell_datas = []
        for data in datas:
        # 正在成交的卖单
        dealing_order_info = cls.__dealing_order_info_dict.get(code)
        for data in fdatas:
            if not data[2]:
                # 只计算板上成交
                continue
            money = data[3]
            # q.append((data['SecurityID'], data['TradePrice'], data['TradeVolume'],
            #                   data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'],
            #                   data['SellNo'], data['ExecType']))
            if code not in cls.__dealing_order_info_dict:
            if dealing_order_info is None:
                # 数据格式[订单号，总股数，成交金额]
                cls.__dealing_order_info_dict[code] = [data[7], data[2], data[2] * data[1]]
            if cls.__dealing_order_info_dict[code][0] == data[7]:
                # 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]
                dealing_order_info = [data[0][7], data[0][2], 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]}")
                # 设置最近成交完成的一条数据
                deal_info = cls.__dealing_order_info_dict[code]
                # 是否为大买单
                if deal_info[2] >= 2990000:
                    big_sell_datas.append(deal_info)
                # 初始化本条数据
                cls.__dealing_order_info_dict[code] = [data[7], data[2], data[2] * data[1]]
                if dealing_order_info[0] == data[0][7]:
                    # 成交同一个订单号
                    dealing_order_info[1] += data[0][2]
                    dealing_order_info[2] += money
                else:
                    # 保存上一条数据
                    # 设置最近成交完成的一条数据
                    deal_info = dealing_order_info
                    # 保存上一条数据
                    if deal_info[2] >= 2990000:
                        # 是否为大买单
                        l2_log.info(code, hx_logger_l2_transaction_desc,
                                    f"{code}#{deal_info}")
                        big_sell_datas.append(deal_info)
                    # 初始化本条数据
                    dealing_order_info = [data[0][7], data[0][2], money]
        # 保存最后一条数据的状态
        cls.__dealing_order_info_dict[code] = dealing_order_info
        return big_sell_datas

    # 统计所有的成交量
    __deal_volume_list_dict = {}
    # 统计主动买的成交量
    __deal_active_buy_volume_list_dict = {}

    @classmethod
    def statistic_total_deal_volume(cls, code, datas):
    def statistic_active_sell_deal_volume(cls, code, fdatas, limit_up_price):
        """
        统计主动卖成交
        @param code:
        @param fdatas: [(数据本身, 是否主动买, 是否涨停, 总成交额, 不含ms时间，含ms时间)]
        @param limit_up_price:
        @return:
        """
        # 只统计被动买
        if code not in cls.__deal_volume_list_dict:
            cls.__deal_volume_list_dict[code] = []

        time_dict = {}
        for d in datas:
        # 为了加速处理，如果第一条数据和最后一条数据都是主动买就返回
        if fdatas[0][1] and fdatas[-1][1]:
            return
        for d in fdatas:
            # 只统计被动买
            if d[7] < d[6]:
            if d[1]:
                continue
            time_str = ''
            if d[3] in time_dict:
                time_str = time_dict[d[3]]
            else:
                time_dict[d[3]] = l2_huaxin_util.convert_time(d[3])
                time_str = time_dict[d[3]]
            time_str = d[4]
            if cls.__deal_volume_list_dict[code]:
                if cls.__deal_volume_list_dict[code][-1][0] == time_str:
                    # 如果是同一秒
                    cls.__deal_volume_list_dict[code][-1][1] += d[2]
                    cls.__deal_volume_list_dict[code][-1][1] += d[0][2]
                else:
                    # 不是同一秒
                    cls.__deal_volume_list_dict[code].append([time_str, d[2]])
                    cls.__deal_volume_list_dict[code].append([time_str, d[0][2]])
            else:
                cls.__deal_volume_list_dict[code].append([time_str, d[2]])
                cls.__deal_volume_list_dict[code].append([time_str, d[0][2]])
        # 删除超过5条数据
        if len(cls.__deal_volume_list_dict[code]) > 5:
            cls.__deal_volume_list_dict[code] = cls.__deal_volume_list_dict[code][-5:]

        try:
            # 统计主动买的成交量
            if code not in cls.__deal_active_buy_volume_list_dict:
                cls.__deal_active_buy_volume_list_dict[code] = []
            for d in datas:
                # 只统计主动买
                if d[7] > d[6]:
                    continue
                if d[3] in time_dict:
                    time_str = time_dict[d[3]]
                else:
                    time_dict[d[3]] = l2_huaxin_util.convert_time(d[3])
                    time_str = time_dict[d[3]]
                if cls.__deal_active_buy_volume_list_dict[code]:
                    if cls.__deal_active_buy_volume_list_dict[code][-1][0] == time_str:
                        # 如果是同一秒
                        cls.__deal_active_buy_volume_list_dict[code][-1][1] += d[2]
                    else:
                        # 不是同一秒
                        cls.__deal_active_buy_volume_list_dict[code].append([time_str, d[2]])
                else:
                    cls.__deal_active_buy_volume_list_dict[code].append([time_str, d[2]])
            # 删除超过10条数据
            if len(cls.__deal_active_buy_volume_list_dict[code]) > 10:
                cls.__deal_active_buy_volume_list_dict[code] = cls.__deal_active_buy_volume_list_dict[code][-10:]
        except:
            pass

        time_dict.clear()

    @classmethod
    def get_latest_3s_continue_deal_volumes(cls, code):
@@ -406,40 +442,28 @@
        return fdatas

    @classmethod
    def get_latest_6s_active_buy_deal_volumes(cls, code):
        """
        获取最近6s的主动买成交
        @param code:
        @return: [(时间,量)]
        """
        deal_list = cls.__deal_active_buy_volume_list_dict.get(code)
        if not deal_list:
            return []
        latest_time = deal_list[-1][0]
        fdatas = []
        # 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(latest_time, deal_list[i][0]) < 6:
                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
    def add_transaction_datas(cls, code, datas, limit_up_price=None):
        # 是否为主动卖
        def is_active_sell(sell_no, buy_no):
            return sell_no > buy_no
    def statistic_continue_limit_up_sell_transaction_datas(cls, code, fdatas, limit_up_price=None):
        """
        统计连续涨停卖成交的数据
        @param code:
        @param fdatas: [(数据本身, 是否主动买, 是否涨停, 总成交额, 不含ms时间，含ms时间)]
        @param limit_up_price:
        @return:
        """

        f_start_time = time.time()
        use_time_list = []
        # q.append((data['SecurityID'], data['TradePrice'], data['TradeVolume'],
        #           data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'],
        #           data['SellNo'], data['ExecType']))
        if code not in cls.__latest_sell_order_info_list_dict:
            cls.__latest_sell_order_info_list_dict[code] = []
        # if code not in cls.__latest_sell_order_info_list_dict:
        #     cls.__latest_sell_order_info_list_dict[code] = []
        if code not in cls.__big_sell_order_ids_dict:
            cls.__big_sell_order_ids_dict[code] = set()
        if code not in cls.__big_sell_order_info_dict:
@@ -451,44 +475,56 @@
        if code not in cls.__latest_all_sell_orders_dict:
            cls.__latest_all_sell_orders_dict[code] = []

        sell_no_map = local_today_sellno_map.get(code)
        total_datas = local_today_datas.get(code)
        if not sell_no_map:
            sell_no_map = {}

        # 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])
        cls.__latest_trade_price_dict[code] = (fdatas[-1][0][1], fdatas[-1][0][3])

        L2TradeSingleDataProcessor.process_passive_limit_up_sell_data(code, datas, limit_up_price)
        __start_time = time.time()
        # 是否还有涨停卖剩下
        no_left_limit_up_sell = L2TradeSingleDataProcessor.process_passive_limit_up_sell_data(code, fdatas)
        use_time = time.time() - __start_time
        __start_time = time.time()
        use_time_list.append(("处理涨停卖", use_time))
        latest_sell_order = cls.__latest_sell_order_dict.get(code)
        big_sell_order_ids = cls.__big_sell_order_ids_dict.get(code)
        if big_sell_order_ids is None:
            big_sell_order_ids = set()
        big_sell_order_info = cls.__big_sell_order_info_dict.get(code)
        if big_sell_order_info is None:
            big_sell_order_info = {}
        big_sell_order_info_list = cls.__big_sell_order_info_list_dict.get(code)
        if big_sell_order_info_list is None:
            big_sell_order_info_list = []

        for d in datas:
        latest_all_sell_orders = cls.__latest_all_sell_orders_dict.get(code)
        if latest_all_sell_orders is None:
            latest_all_sell_orders = []

        last_trade_data = cls.__last_trade_data_dict.get(code)
        for d in fdatas:
            # 获取当前是否为主动买
            if d[1]:
                # 主动买
                continue
            try:
                _is_active_sell = is_active_sell(d[7], d[6])
                if not _is_active_sell:
                    continue

                if d[1] == limit_up_price:
                if d[2]:
                    # 涨停主动卖
                    L2TradeSingleDataProcessor.add_active_limit_up_sell_data(d)
                    L2TradeSingleDataProcessor.add_active_limit_up_sell_data(d[0])

                # 判断是否是涨停被动变主动
                last_trade_data = cls.__last_trade_data_dict.get(code)
                if last_trade_data and not is_active_sell(last_trade_data[7], last_trade_data[6]) and last_trade_data[
                    1] == limit_up_price:
                    if d[1] == limit_up_price:
                if last_trade_data and last_trade_data[1] and last_trade_data[2]:
                    if d[2]:
                        # 涨停被动变主动
                        L2TradeSingleDataManager.set_sell_passive_to_active_datas(code, last_trade_data, d)
                cls.__latest_sell_order_info_list_dict[code].append(d)
                if code not in cls.__latest_sell_order_dict:
                    cls.__latest_sell_order_dict[code] = [d[7], d[2], d[1], (d[3], d[6]), (d[3], d[6])]
                        L2TradeSingleDataManager.set_sell_passive_to_active_datas(code, last_trade_data[0], d[0])
                # cls.__latest_sell_order_info_list_dict[code].append(d)
                if latest_sell_order is None:
                    latest_sell_order = [d[0][7], d[0][2], d[0][1], (d[0][3], d[0][6]), (d[0][3], d[0][6])]
                else:
                    if cls.__latest_sell_order_dict[code][0] == d[7]:
                        cls.__latest_sell_order_dict[code][1] += d[2]
                        cls.__latest_sell_order_dict[code][2] = d[1]
                        cls.__latest_sell_order_dict[code][4] = (d[3], d[6])
                    if latest_sell_order[0] == d[0][7]:
                        latest_sell_order[1] += d[0][2]
                        latest_sell_order[2] = d[0][1]
                        latest_sell_order[4] = (d[0][3], d[0][6])
                    else:
                        info = cls.__latest_sell_order_dict[code]
                        info = latest_sell_order

                        # 上个卖单成交完成
                        # 封存数据，计算新起点
@@ -496,23 +532,40 @@
                        # 大于50w加入卖单
                        money = info[1] * info[2]
                        if money >= 500000:
                            cls.__big_sell_order_ids_dict[code].add(info[0])
                            cls.__big_sell_order_info_dict[code][info[0]] = info
                            cls.__big_sell_order_info_list_dict[code].append(info)
                            big_sell_order_ids.add(info[0])
                            big_sell_order_info[info[0]] = info
                            big_sell_order_info_list.append(info)
                        # 只保留10w以上的单
                        if money > 100000:
                            cls.__latest_all_sell_orders_dict[code].append(info)
                            latest_all_sell_orders.append(info)
                            l2_log.info(code, hx_logger_l2_transaction_sell_order,
                                        f"{info}")
                        if limit_up_price == info[2]:
                            # 将涨停主动卖记入日志
                            l2_log.info(code, hx_logger_l2_active_sell, f"{info}")

                        cls.__latest_sell_order_dict[code] = [d[7], d[2], d[1], (d[3], d[6]), (d[3], d[6])]
                        latest_sell_order = [d[0][7], d[0][2], d[0][1], (d[0][3], d[0][6]),
                                             (d[0][3], d[0][6])]
            finally:
                cls.__last_trade_data_dict[code] = d
                last_trade_data = d

        latest_time = l2_huaxin_util.convert_time(datas[-1][3], with_ms=True)
        cls.__last_trade_data_dict[code] = last_trade_data
        if latest_sell_order:
            cls.__latest_sell_order_dict[code] = latest_sell_order
        if big_sell_order_ids:
            cls.__big_sell_order_ids_dict[code] = big_sell_order_ids
        if big_sell_order_info:
            cls.__big_sell_order_info_dict[code] = big_sell_order_info
        if big_sell_order_info_list:
            cls.__big_sell_order_info_list_dict[code] = big_sell_order_info_list
        if latest_all_sell_orders:
            cls.__latest_all_sell_orders_dict[code] = latest_all_sell_orders

        use_time = time.time() - __start_time
        __start_time = time.time()
        use_time_list.append(("大单统计", use_time))

        latest_time = fdatas[-1][5]
        min_time = tool.trade_time_add_millionsecond(latest_time, -1000)
        min_time_int = int(min_time.replace(":", "").replace(".", ""))
        # 计算最近1s的大单成交
@@ -560,20 +613,34 @@
                    total_sell_info[0] += int(latest_sell_order_info[1] * latest_sell_order_info[2])
            big_sell_orders.reverse()
            total_sell_info[1] = big_sell_orders

        use_time = time.time() - __start_time
        __start_time = time.time()
        use_time_list.append(("最近大单统计", use_time))

        # ----------------统计涨停主动买-----------------
        try:
            for d in datas:
                if is_active_sell(d[7], d[6]):
            limit_up_active_buy_datas = []
            for d in fdatas:
                if not d[1]:
                    # 被动买
                    continue
                # 是否是涨停
                if d[1] == limit_up_price:
                if d[2]:
                    # 有涨停主动买
                    L2TradeSingleDataManager.set_limit_up_active_buy(code, datas[-1][3])
                    break
                    limit_up_active_buy_datas.append(d[0])
            L2TradeSingleDataManager.set_limit_up_active_buy(code, limit_up_active_buy_datas, no_left_limit_up_sell)

            use_time = time.time() - __start_time
            __start_time = time.time()
            use_time_list.append(("涨停主动买成交", use_time))
        except:
            pass

        use_time = time.time() - f_start_time
        if use_time > 0.01:
            l2_log.info(code, hx_logger_l2_upload,
                        f"{code}处理成交详细用时：{use_time} 数据数量：{len(fdatas)}  详情:{use_time_list}")
        return total_sell_info

    # 获取最近成交数据
@@ -614,3 +681,9 @@
    @classmethod
    def get_latest_trade_price_info(cls, code):
        return cls.__latest_trade_price_dict.get(code)


if __name__ == "__main__":
    code = "603300"
    order_nos = HuaXinBuyOrderManager().get_deal_buy_order_nos(code)
    print(order_nos)