默认交易模式变更/真实下单位置计算位置修改

Administrator

6 小时以前 2f2516749615da866e96d8d24e499b7ecbb63a3e

 output/l2_output_util.py

@@ -5,14 +5,18 @@
from l2.l2_data_util import L2DataUtil, local_today_canceled_buyno_map
from l2.l2_transaction_data_manager import HuaXinBuyOrderManager
from l2.transaction_progress import TradeBuyQueue
from utils import tool


def __get_trade_queue(code, start_index, end_index, real_place_order_index, max_count, step=1):
    fresults = []
    # 正在成交的数据
    dealing_info = HuaXinBuyOrderManager.get_dealing_order_info(code)
    dealing_active_info = HuaXinBuyOrderManager.get_dealing_active_order_info(code)

    total_datas = l2_data_util.local_today_datas.get(code)
    for i in range(start_index, end_index, step):
        # 真实下单位置不管是否撤单都需要加入队列
        data = total_datas[i]
        val = data['val']
        if not L2DataUtil.is_limit_up_price_buy(val):
@@ -23,15 +27,26 @@
                                                                                                 total_datas,
                                                                                                 local_today_canceled_buyno_map.get(
                                                                                                     code))
        if left_count > 0:
        if left_count > 0 or real_place_order_index == i:
            if dealing_info and int(dealing_info[0]) > total_datas[i]["val"]["orderNo"]:
                # 不能在正在成交位置之前
                continue
            type_ = 0
            num = val['num']
            if dealing_info and str(total_datas[i]["val"]["orderNo"]) == str(
                    dealing_info[0]):
                # 减去当前正在成交的数据中已经成交了的数据
                num -= dealing_info[1] // 100
                # 判断当前单的主动买的数量
                if dealing_active_info and str(total_datas[i]["val"]["orderNo"]) == str(
                        dealing_active_info[0]):
                    if tool.is_sh_code(code):
                        # 上证的票需要加上主动买的数据
                        num += dealing_active_info[1] // 100

            if i == real_place_order_index:
                type_ = 1
                has_real_order_index = True
            elif num * float(val['price']) >= 29900:
                type_ = 2

@@ -54,10 +69,12 @@
    if trade_index is None:
        trade_index = 0
    threshold_before_count = max_count // 2

    fresults = __get_trade_queue(code, real_place_order_index, trade_index - 1,real_place_order_index, threshold_before_count, -1)
    fresults = __get_trade_queue(code, real_place_order_index, trade_index - 1, real_place_order_index,
                                 threshold_before_count, -1)
    fresults.reverse()
    fresults.extend(__get_trade_queue(code, real_place_order_index+1,  total_datas[-1]['index'] + 1, real_place_order_index, max_count - threshold_before_count, 1))
    fresults.extend(
        __get_trade_queue(code, real_place_order_index + 1, total_datas[-1]['index'] + 1, real_place_order_index,
                          max_count - threshold_before_count, 1))
    return fresults


@@ -75,9 +92,6 @@
        trade_index = 0
    # 前面最多取5条数据
    fresults = []
    fresults.extend(__get_trade_queue(code, trade_index,  total_datas[-1]['index'] + 1,real_place_order_index,  max_count, 1))
    fresults.extend(
        __get_trade_queue(code, trade_index, total_datas[-1]['index'] + 1, real_place_order_index, max_count, 1))
    return fresults