| test/l2_trade_test.py | ●●●●● 补丁 | 查看 | 原始文档 | blame | 历史 | |
| third_data/data_server.py | ●●●●● 补丁 | 查看 | 原始文档 | blame | 历史 | |
| third_data/kpl_block_util.py | ●●●●● 补丁 | 查看 | 原始文档 | blame | 历史 |
test/l2_trade_test.py
@@ -17,10 +17,10 @@ from trade.huaxin import huaxin_trade_api from utils import tool from db import redis_manager_delegate as redis_manager from l2 import l2_log, l2_data_manager, transaction_progress from l2 import l2_log, l2_data_manager, transaction_progress, l2_data_manager_new from l2.transaction_progress import TradeBuyQueue from third_data import kpl_util, kpl_data_manager from third_data.code_plate_key_manager import LimitUpCodesPlateKeyManager from third_data import kpl_util, kpl_data_manager, block_info from third_data.code_plate_key_manager import LimitUpCodesPlateKeyManager, CodePlateKeyBuyManager, KPLCodeJXBlockManager from third_data.kpl_data_manager import KPLDataManager from trade import trade_data_manager, current_price_process_manager, l2_trade_util from trade.trade_queue_manager import THSBuy1VolumnManager @@ -84,7 +84,7 @@ except Exception as e: pass # @unittest.skip("跳过此单元测试") @unittest.skip("跳过此单元测试") def test_trade(self): threading.Thread(target=async_log_util.run_sync, daemon=True).start() code = "002771" @@ -94,7 +94,6 @@ l2.l2_data_util.local_today_num_operate_map.get(code).clear() l2.l2_data_util.local_today_buyno_map.get(code).clear() l2.l2_data_util.local_today_canceled_buyno_map.get(code).clear() if total_datas[0]["index"] > 0: # 拼接数据 @@ -193,6 +192,21 @@ l2.l2_data_util.local_today_datas[code] = total_datas l2.l2_data_util.load_num_operate_map(l2.l2_data_util.local_today_num_operate_map, code, total_datas, True) def test_block(self): code = "000628" KPLCodeJXBlockManager().load_jx_blocks(code, 17.96, 17.96) block_info.init_code(code) kpl_data_manager.KPLLimitUpDataRecordManager.load_total_datas() yesterday_codes = kpl_data_manager.get_yesterday_limit_up_codes() kpl_data_manager.KPLLimitUpDataRecordManager.latest_origin_datas = kpl_data_manager.KPLDataManager.get_data( kpl_util.KPLDataType.LIMIT_UP) CodePlateKeyBuyManager.update_can_buy_blocks(code, kpl_data_manager.KPLLimitUpDataRecordManager.latest_origin_datas, kpl_data_manager.KPLLimitUpDataRecordManager.total_datas, yesterday_codes, block_info.get_before_blocks_dict()) # class TestTrade(unittest.TestCase): # processor = L2TradeDataProcessor() third_data/data_server.py
@@ -533,14 +533,15 @@ if not limit_up_record_datas: limit_up_record_datas = [] # 买绝对老大 if CodePlateKeyBuyManager.is_need_cancel(code, limit_up_reasons.get(code), current_limit_up_datas, limit_up_record_datas, yesterday_current_limit_up_codes, before_blocks_dict): l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, f"涨停原因（{limit_up_reasons.get(code)}）不是老大撤单", "板块撤") # 中途不能撤单 # if CodePlateKeyBuyManager.is_need_cancel(code, limit_up_reasons.get(code), # current_limit_up_datas, # limit_up_record_datas, # yesterday_current_limit_up_codes, # before_blocks_dict): # l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, # f"涨停原因（{limit_up_reasons.get(code)}）不是老大撤单", # "板块撤") except Exception as e: logger_debug.exception(e) kpl_data_manager.KPLLimitUpDataRecordManager.save_record(tool.get_now_date_str(), result_list_) third_data/kpl_block_util.py
@@ -129,6 +129,9 @@ block_codes_infos = [] limit_up_time = time.time() for k in limit_up_record_datas: if k[3] == code: # 获取当前代码涨停时间 limit_up_time = int(k[5]) if shsz and k[3].find("00") != 0 and k[3].find("60") != 0: continue # 剔除高位板 @@ -137,8 +140,7 @@ if code_limit_up_reason_dict.get(k[3]) == block: if k[3] != code: block_codes_infos.append((k[3], int(k[5]))) else: limit_up_time = int(k[5]) block_codes_infos.append((code, limit_up_time)) block_codes_infos.sort(key=lambda x: x[1]) front_codes = [] @@ -157,6 +159,9 @@ block_codes_infos = [] limit_up_time = time.time() for k in current_limit_up_datas: if k[0] == code: # 获取当前代码涨停时间 limit_up_time = int(k[2]) if shsz and k[0].find("00") != 0 and k[0].find("60") != 0: continue # 剔除高位板 @@ -166,8 +171,6 @@ if k[0] != code: # 代码.涨停时间 block_codes_infos.append((k[0], int(k[2]))) else: limit_up_time = int(k[2]) block_codes_infos.append((code, limit_up_time)) block_codes_infos.sort(key=lambda x: x[1]) front_codes = []
