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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 |
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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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| | | def statistic_buy_order(): |
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| | | code = "002187" |
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| | | data_map = log_export.load_huaxin_transaction_map(date="2024-04-10", with_time=True) |
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| | | datas = data_map.get(code) |
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| | | __latest_buy_order_dict = {} |
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| | | total_money = 0 |
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| | | active_buy = 0 |
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| | | passive_buy = 0 |
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| | | for data in datas: |
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| | | time_str = data[0] |
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| | | for d in data[1]: |
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| | | if d[6] == 990054: |
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| | | if d[7] < 990054: |
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| | | active_buy += d[2] |
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| | | print("主动买：", time_str, d) |
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| | | else: |
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| | | passive_buy += d[2] |
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| | | print("被动买：", time_str, d) |
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| | | if code not in __latest_buy_order_dict: |
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| | | # 格式：[买单号,手数,单价] |
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| | | __latest_buy_order_dict[code] = [d[6], d[2], d[1], (d[3], d[1]), (d[3], d[1])] |
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| | | else: |
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| | | if __latest_buy_order_dict[code][0] == d[6]: |
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| | | __latest_buy_order_dict[code][1] += d[2] |
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| | | __latest_buy_order_dict[code][2] = d[1] |
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| | | __latest_buy_order_dict[code][4] = (d[3], d[1]) |
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| | | else: |
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| | | info = __latest_buy_order_dict[code] |
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| | | |
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| | | # 上个卖单成交完成 |
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| | | # 封存数据，计算新起点 |
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| | | # 大于50w的卖单才会保存 |
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| | | # 大于50w加入卖单 |
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| | | money = info[1] * info[2] |
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| | | # if 101328000 > info[3] > 101324000: |
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| | | if tool.trade_time_sub(l2_huaxin_util.convert_time(info[3][0]), "10:08:30") >= 0 and info[ |
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| | | 2] >= 11.54: |
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| | | total_money += money |
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| | | print(int(total_money), round(money / 10000, 1), info) |
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| | | if money >= 500000: |
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| | | pass |
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| | | __latest_buy_order_dict[code] = [d[6], d[2], d[1], (d[3], d[1]), (d[3], d[1])] |
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| | | |
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| | | print(f"主动买：{active_buy}", f"被动买：{passive_buy}") |
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| | | |
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| | | |
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| | | # 卖单统计 |
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| | | def statistic_sell_order(): |
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| | | def is_active_sell(sell_no, buy_no): |
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| | | return sell_no > buy_no |
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| | | |
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| | | code = "002660" |
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| | | data_map = log_export.load_huaxin_transaction_map(date=tool.get_now_date_str()) |
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| | | datas = data_map.get(code) |
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| | | __latest_sell_order_dict = {} |
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| | | total_money = 0 |
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| | | limit_up_price = 9.2 |
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| | | last_type = -1 |
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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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| | | |
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| | | type = -1 |
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| | | if d[7] > d[6]: |
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| | | type = 0 |
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| | | else: |
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| | | type = 1 |
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| | | if type == 0 and last_type == 1 and d[1] == limit_up_price: |
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| | | print("被动卖变主动卖", d) |
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| | | last_type = type |
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| | | |
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| | | # if d[6] == 21296620: |
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| | | # if d[7] > d[6]: |
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| | | # print("主动卖", d) |
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| | | # else: |
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| | | # print("被动卖", d[1] * d[2], d) |
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| | | if code not in __latest_sell_order_dict: |
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| | | __latest_sell_order_dict[code] = [d[7], d[2], d[1], (d[3], d[6]), (d[3], d[6])] |
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| | | else: |
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| | | if __latest_sell_order_dict[code][0] == d[7]: |
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| | | __latest_sell_order_dict[code][1] += d[2] |
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| | | __latest_sell_order_dict[code][2] = d[1] |
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| | | __latest_sell_order_dict[code][4] = (d[3], d[6]) |
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| | | else: |
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| | | info = __latest_sell_order_dict[code] |
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| | | money = info[1] * info[2] |
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| | | if is_active_sell(info[0], info[3][1]) and 1000 * 10000 > money > 10 * 10000 and 7852775 > info[ |
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| | | 0] > 7807625: |
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| | | total_money += money |
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| | | # print("主动卖：", round(money / 10000), total_money, info) |
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| | | |
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| | | # 上个卖单成交完成 |
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| | | # 封存数据，计算新起点 |
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| | | # 大于50w的卖单才会保存 |
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| | | # 大于50w加入卖单 |
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| | | |
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| | | # if tool.trade_time_sub(l2_huaxin_util.convert_time(info[3][0]), "10:08:30") >= 0: |
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| | | # if info[2] >= 11.54: |
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| | | # total_money += money |
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| | | # print(money, round(total_money), info) |
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| | | # if money >= 500000: |
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| | | # pass |
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| | | __latest_sell_order_dict[code] = [d[7], d[2], d[1], (d[3], d[6]), (d[3], d[6])] |
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| | | |
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| | | |
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| | | def load_sell_info(): |
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| | | |
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| | | |
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| | | def test_sell_order_info(): |
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| | | code = "003001" |
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| | | code = "600490" |
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| | | l2_data_util.load_l2_data(code, force=True) |
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| | | date = tool.get_now_date_str() |
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| | | data_map = log_export.load_huaxin_transaction_map(date=date) |
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| | | datas = data_map.get(code) |
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| | | for i in range(len(datas)): |
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| | | d = datas[i] |
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| | | big_sell_order_info = HuaXinSellOrderStatisticManager.add_transaction_datas(code, d, buy_exec_index=57) |
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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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| | | big_sell_order_info = HuaXinSellOrderStatisticManager.add_transaction_datas(code, d) |
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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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| | | 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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| | | test_sell_order_info() |
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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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| | | # test_process_transaction_datas() |
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| | | # BigOrderDealManager() |
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| | | pass |
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