| | |
| | | redis_manager.RedisUtils.setex_async(self.__db, f"radical_big_sell_order_threshold-{code}", tool.get_expire(), |
| | | f"{threshold_money}") |
| | | |
| | | def set_big_deal_order_list(self, code, buy_money_list, sell_money_list, limit_up_price, min_order_no): |
| | | def set_big_deal_order_list(self, code, buy_money_list, sell_money_list, limit_up_price): |
| | | """ |
| | | 设置大单成交数据 |
| | | @param code: |
| | | @param buy_money_list:[(金额,价格,订单号)] |
| | | @param sell_money_list:[(金额,价格,订单号)] |
| | | @param limit_up_price: |
| | | @param min_order_no: 最小的订单号 |
| | | @return: |
| | | """ |
| | | # 涨停价成交的大单(策略进程尚未统计到的) |
| | |
| | | f"之前的大买单:{code}-{total_deal_buy_money}-{total_deal_buy_money_info_list}") |
| | | # 处理大卖单 |
| | | pre_limit_up_price_money_sell_list = [] |
| | | if min_order_no: |
| | | sell_no_map = l2_data_util_new.local_today_sellno_map.get(code) |
| | | if sell_no_map is None: |
| | | sell_no_map = {} |
| | | if True: |
| | | total_deal_sell_money_info_list = [] |
| | | total_deal_sell_money = 0 |
| | | for info in sell_money_list: |
| | | if info[1] != limit_up_price: |
| | | continue |
| | | if info[2] >= min_order_no: |
| | | if info[2] in sell_no_map: |
| | | continue |
| | | pre_limit_up_price_money_sell_list.append((info[0], info[2])) |
| | | total_deal_sell_money += info[0] |
| | |
| | | if datas: |
| | | buy_datas = datas["buy"] |
| | | sell_datas = datas["sell"] |
| | | total_datas = l2_data_util_new.local_today_datas.get(code_) |
| | | min_order_no = None |
| | | for data in total_datas: |
| | | if L2DataUtil.is_buy(data["val"]) or L2DataUtil.is_sell(data["val"]): |
| | | min_order_no = data["val"]["orderNo"] |
| | | break |
| | | BeforeSubDealBigOrderManager().set_big_deal_order_list(code_, buy_datas, sell_datas, |
| | | gpcode_manager.get_limit_up_price_as_num(code_), |
| | | min_order_no) |
| | | gpcode_manager.get_limit_up_price_as_num(code_)) |
| | | |
| | | |
| | | def get_l2_big_order_deal_info(code_): |