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| | | import csv |
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| | | import time |
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| | | import unittest |
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| | | from unittest import mock |
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| | | from huaxin_client.l2_client_test import L2TransactionDataManager |
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| | | from l2 import l2_data_util |
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| | | from l2.l2_data_manager_new import L2TradeDataProcessor |
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| | | from l2.l2_sell_manager import L2MarketSellManager |
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| | | from l2.huaxin.huaxin_delegate_postion_manager import RealDelegateOrderPositionManager |
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| | | from l2.transaction_progress import TradeBuyQueue |
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| | | from trade.huaxin import huaxin_trade_record_manager |
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| | | |
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| | | # class TestRealPlaceOrderIndex(unittest.TestCase): |
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| | | # |
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| | | # @unittest.skip("跳过此单元测试") |
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| | | # def test_sort(self): |
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| | | # l2_data_util.load_l2_data_all() |
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| | | # code = "600797" |
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| | | # today_datas = l2_data_util.local_today_datas.get(code) |
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| | | # RealDelegateOrderPositionManager.place_order(code, [(600, 13.60, 80030), (800, 13.60, 80035)], 23900, |
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| | | # today_datas[23900]) |
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| | | # datas = [today_datas[23903:23930], today_datas[23930:23998], today_datas[814:826]] |
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| | | # for data in datas: |
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| | | # results = RealDelegateOrderPositionManager.compute_l2_place_order_position(code, data, strict_match=True) |
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| | | # print(results) |
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| | | # |
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| | | # @unittest.skip("跳过此单元测试") |
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| | | # def test_recompute_real_place_order_index(self): |
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| | | # """ |
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| | | # 重新计算真实下单位置 |
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| | | # @return: |
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| | | # """ |
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| | | # code = "600410" |
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| | | # l2_data_util.load_l2_data_all() |
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| | | # total_datas = l2_data_util.local_today_datas.get(code) |
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| | | # order_info = ([(2700, 7.94, 80160), (2900, 7.94, 80165)], total_datas[7723], time.time(), 7722) |
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| | | # TradeBuyQueue.get_traded_index = mock.Mock(return_value=(7722, False)) |
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| | | # |
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| | | # huaxin_trade_record_manager.DelegateRecordManager.list_current_delegates = mock.Mock(return_value=[{"acceptTime" : "10:41:55","volume":2700},{"acceptTime" : "10:41:55","volume":2900}]) |
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| | | # |
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| | | # result = RealDelegateOrderPositionManager().recompute_l2_place_order_position(code, order_info, 7744, 1) |
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| | | # print(result) |
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| | | |
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| | | |
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| | | # class L2DataTest(unittest.TestCase): |
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| | | from utils import tool |
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| | | |
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| | | l2_data_manager_dict = {} |
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| | | |
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| | | |
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| | | def parse_transaction(): |
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| | | path_str = r"E:\测试数据\transaction_test.csv" |
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| | | with open(path_str, 'r', encoding='utf-8') as file: |
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| | | csv_reader = csv.reader(file) |
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| | | # 获取表头：: [ExchangeID,SecurityID,TradeTime,TradePrice,TradeVolume,ExecType,MainSeq,SubSeq,BuyNo,SellNo,Info1,Info2,Info3,TradeBSFlag,BizIndex,LocalTimeStamp] |
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| | | headers = next(csv_reader) |
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| | | print("表头:", headers) |
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| | | for row in csv_reader: |
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| | | item = {"SecurityID": row[1], "TradePrice": round(float(row[3].split("@")[0]), 2), |
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| | | "TradeVolume": int(row[4]), |
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| | | "OrderTime": int(row[2]), "MainSeq": int(row[6]), |
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| | | "SubSeq": int(row[7]), "BuyNo": int(row[8]), |
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| | | "SellNo": int(row[9]), |
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| | | "ExecType": int(row[5])} |
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| | | if item["TradePrice"] <=0: |
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| | | continue |
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| | | # print(item) |
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| | | if item["SecurityID"] not in l2_data_manager_dict: |
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| | | l2_data_manager_dict[item["SecurityID"]] = L2TransactionDataManager(item["SecurityID"], True) |
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| | | l2_data_manager_dict[item["SecurityID"]].add_transaction_data(item) |
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| | | for code in l2_data_manager_dict: |
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| | | __L2TransactionDataManager: L2TransactionDataManager = l2_data_manager_dict.get(code) |
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| | | if __L2TransactionDataManager.big_accurate_buy_order_queue.qsize() or __L2TransactionDataManager.big_accurate_sell_order_queue.qsize(): |
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| | | print(code, "大买单数量", __L2TransactionDataManager.big_accurate_buy_order_queue.qsize()) |
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| | | print(code, "大卖单数量", __L2TransactionDataManager.big_accurate_sell_order_queue.qsize()) |
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| | | |
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| | | |
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| | | if __name__ == "__main__": |
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| | | codes = ["002194"] |
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| | | for code in codes: |
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| | | l2_data_util.load_l2_data(code) |
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| | | L2MarketSellManager().set_current_total_sell_data(code,"10:20:54",1500000,45612,(8.94,1200)) |
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| | | L2TradeDataProcessor.test__compute_active_order_begin_pos(code, 1, 5886, 5896) |
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| | | print( tool.trade_time_add_second(tool.get_now_time_str(), -3600).replace(":", "")) |
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| | | |
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| | | parse_transaction() |
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