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| | | from cancel_strategy.s_l_h_cancel_strategy import SCancelBigNumComputer |
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| | | from l2.huaxin import l2_huaxin_util |
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| | | from l2.l2_data_manager import OrderBeginPosInfo |
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| | | from l2.l2_transaction_data_manager import HuaXinSellOrderStatisticManager |
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| | | from l2 import l2_data_util, cancel_buy_strategy |
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| | | from l2 import l2_data_util |
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| | | from l2.l2_transaction_data_processor import HuaXinTransactionDatasProcessor |
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| | | from log_module import log_export, async_log_util |
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| | | from utils import tool |
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| | | |
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| | | for data in datas: |
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| | | for d in data: |
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| | | if d[6] == 24975654: |
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| | | print(d[1]*d[2], d) |
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| | | print(d[1] * d[2], d) |
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| | | |
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| | | type = -1 |
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| | | if d[7] > d[6]: |
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| | |
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| | | |
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| | | if big_sell_order_info[1] and big_sell_order_info[1][-1][0] == 559018: |
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| | | print(big_sell_order_info) |
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| | | cancel_buy_strategy.SCancelBigNumComputer().set_real_place_order_index(code, 208, False) |
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| | | cancel_buy_strategy.SCancelBigNumComputer().set_big_sell_order_info_for_cancel(code, big_sell_order_info, |
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| | | OrderBeginPosInfo( |
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| | | mode=OrderBeginPosInfo.MODE_ACTIVE, |
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| | | buy_single_index=0, |
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| | | buy_exec_index=13)) |
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| | | SCancelBigNumComputer().set_real_place_order_index(code, 208, False) |
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| | | SCancelBigNumComputer().set_big_sell_order_info_for_cancel(code, big_sell_order_info, |
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| | | OrderBeginPosInfo( |
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| | | mode=OrderBeginPosInfo.MODE_ACTIVE, |
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| | | buy_single_index=0, |
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| | | buy_exec_index=13)) |
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| | | # if big_sell_order_info[0] < 50 * 10000: |
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| | | # continue |
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| | | # print(i, sum([x[1] * x[2] for x in big_sell_order_info[1]]), big_sell_order_info) |
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| | | |
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| | | |
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| | | def test_process_transaction_datas(): |
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| | | data_map = log_export.load_huaxin_transaction_map(date="2024-04-17") |
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| | | code = "000035" |
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| | | datas = data_map.get(code) |
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| | | l2_data_util.load_l2_data(code) |
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| | | for data in datas: |
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| | | HuaXinTransactionDatasProcessor.statistic_big_order_infos(code, data) |
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| | | |
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| | | async_log_util.run_sync() |
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| | | |
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| | | # L2TradeSingleDataProcessor.add_l2_delegate_limit_up_sell(code, {"val": {"orderNo": 123123}, "index": 123}) |
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| | | # |
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| | | # for data in datas: |
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| | | # L2TradeSingleDataProcessor.process_passive_limit_up_sell_data(code, data, 5.78) |
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| | | |
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| | | |
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| | | if __name__ == '__main__': |
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| | | # s |
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| | | real_order_time_ms = "09:30:47" + ".{0:0>3}".format(220) |
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| | | big_sell_order_info = [1809599, [[7351750, 208000, 8.7, (11042670, 527268), (11042670, 527275)]]] |
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| | | max_money = 0 |
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| | | for x in big_sell_order_info[1]: |
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| | | deal_time = l2_huaxin_util.convert_time(x[4][0], with_ms=True) |
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| | | if real_order_time_ms: |
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| | | if tool.trade_time_sub_with_ms(deal_time, real_order_time_ms) >= 0: |
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| | | print("123123") |
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| | | # real_order_time_ms = "09:30:47" + ".{0:0>3}".format(220) |
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| | | # big_sell_order_info = [1809599, [[7351750, 208000, 8.7, (11042670, 527268), (11042670, 527275)]]] |
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| | | # max_money = 0 |
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| | | # for x in big_sell_order_info[1]: |
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| | | # deal_time = l2_huaxin_util.convert_time(x[4][0], with_ms=True) |
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| | | # if real_order_time_ms: |
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| | | # if tool.trade_time_sub_with_ms(deal_time, real_order_time_ms) >= 0: |
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| | | # print("123123") |
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| | | # test_process_transaction_datas() |
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| | | # BigOrderDealManager() |
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| | | pass |
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