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| | | from l2.l2_data_util import L2DataUtil, local_today_canceled_buyno_map |
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| | | from l2.l2_transaction_data_manager import HuaXinBuyOrderManager |
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| | | from l2.transaction_progress import TradeBuyQueue |
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| | | from utils import tool |
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| | | |
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| | | |
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| | | def __get_trade_queue(code, start_index, end_index, real_place_order_index, max_count, step=1): |
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| | | fresults = [] |
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| | | # 正在成交的数据 |
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| | | dealing_info = HuaXinBuyOrderManager.get_dealing_order_info(code) |
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| | | dealing_active_info = HuaXinBuyOrderManager.get_dealing_active_order_info(code) |
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| | | |
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| | | total_datas = l2_data_util.local_today_datas.get(code) |
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| | | for i in range(start_index, end_index, step): |
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| | | # 真实下单位置不管是否撤单都需要加入队列 |
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| | |
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| | | local_today_canceled_buyno_map.get( |
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| | | code)) |
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| | | if left_count > 0 or real_place_order_index == i: |
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| | | if dealing_info and int(dealing_info[0]) > total_datas[i]["val"]["orderNo"]: |
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| | | # 不能在正在成交位置之前 |
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| | | continue |
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| | | type_ = 0 |
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| | | num = val['num'] |
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| | | if dealing_info and str(total_datas[i]["val"]["orderNo"]) == str( |
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| | | dealing_info[0]): |
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| | | # 减去当前正在成交的数据中已经成交了的数据 |
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| | | num -= dealing_info[1] // 100 |
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| | | # 判断当前单的主动买的数量 |
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| | | if dealing_active_info and str(total_datas[i]["val"]["orderNo"]) == str( |
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| | | dealing_active_info[0]): |
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| | | if tool.is_sh_code(code): |
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| | | # 上证的票需要加上主动买的数据 |
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| | | num += dealing_active_info[1] // 100 |
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| | | |
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| | | if i == real_place_order_index: |
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| | | type_ = 1 |
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| | | has_real_order_index = True |
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| | |
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| | | if trade_index is None: |
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| | | trade_index = 0 |
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| | | threshold_before_count = max_count // 2 |
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| | | |
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| | | fresults = __get_trade_queue(code, real_place_order_index, trade_index - 1, real_place_order_index, |
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| | | threshold_before_count, -1) |
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| | | fresults.reverse() |
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