From 1cc94691202a82c8f0cbe6586de648985f1fd58f Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 12 二月 2025 12:28:50 +0800
Subject: [PATCH] 添加监测日志
---
l2/l2_limitup_sell_data_manager.py | 41 ++++++++++++++++++++++++++---------------
1 files changed, 26 insertions(+), 15 deletions(-)
diff --git a/l2/l2_limitup_sell_data_manager.py b/l2/l2_limitup_sell_data_manager.py
index d4406f9..b7ec02a 100644
--- a/l2/l2_limitup_sell_data_manager.py
+++ b/l2/l2_limitup_sell_data_manager.py
@@ -45,7 +45,7 @@
val = d["val"]
if L2DataUtil.is_limit_up_price_sell(val):
# 鍗�
- order_no, price, volume = val["orderNo"], val["price"], val["num"]*100
+ order_no, price, volume = val["orderNo"], val["price"], val["num"] * 100
cls.__order_no_data_map_dict[code][order_no] = (order_no, price, volume)
cls.__order_no_set_dict[code].add(order_no)
cls.__delegating_sell_num_dict[code] += volume
@@ -80,18 +80,17 @@
"""
try:
limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
- has_limit_up_active_buy = False
order_no_set = cls.__order_no_set_dict.get(code)
if order_no_set is None:
order_no_set = set()
+ limit_up_active_buy_datas = []
for d in datas:
if d[1] != limit_up_price:
continue
# 鏄惁鏈夋定鍋滀富鍔ㄤ拱鎴愪氦
if d[6] < d[7]:
continue
- has_limit_up_active_buy = True
- break
+ limit_up_active_buy_datas.append(d)
total_deal_volume = 0
if code in cls.__delegating_sell_num_dict:
for d in datas:
@@ -100,7 +99,9 @@
total_deal_volume += d[2]
cls.__delegating_sell_num_dict[code] -= total_deal_volume
- if has_limit_up_active_buy:
+ if len(limit_up_active_buy_datas):
+ async_log_util.l2_data_log.info(hx_logger_l2_sell_deal,
+ f"娑ㄥ仠涓诲姩涔版垚浜わ細{limit_up_active_buy_datas}")
# 鎵撳嵃鏃ュ織
async_log_util.l2_data_log.info(hx_logger_l2_sell_deal,
f"鏈夋定鍋滀富鍔ㄥ崠锛歿code}-{datas[-1][3]}-{cls.__delegating_sell_num_dict.get(code)}, 鎴愪氦閲�-{total_deal_volume}")
@@ -127,22 +128,32 @@
if __name__ == "__main__":
- code = "300479"
+ # 娴嬭瘯娑ㄥ仠鎬诲崠鍚冩帀鐨勬儏鍐�
+ code = "000887"
datas = log_export.load_huaxin_l2_sell_deal(code).get(code)
print(datas)
+ deal_datas = []
+ deal_order_no = set()
for i in range(len(datas)):
- if tool.trade_time_sub(datas[i][0], "09:44:00") > 0:
- datas = datas[:i]
- break
- total_volume = sum([x[1] for x in datas])
- print("娑ㄥ仠鍗栨垚浜�", total_volume)
+ if 102245 <= int(datas[i][0].replace(":", "")) <= 102318:
+ deal_datas.append(datas[i])
+ total_deal_volume = sum([x[1] for x in deal_datas])
+ print("娑ㄥ仠鍗栨垚浜ら噺", total_deal_volume)
datas = log_export.load_huaxin_l2_sell_delegate(code).get(code)
fdatas = []
for x in datas:
- if int("093206") < int(x[0].replace(":", "")) < int("094254"):
- fdatas.append(x)
- total_delegate = sum([x[2][2] for x in fdatas])
+ if int("102245") < int(x[0].replace(":", "")) < int("102318"):
+ if x[2][0]>=21531404:
+ fdatas.append(x)
+ total_delegate = 0
+ for x in fdatas:
+ if x[1] == '鍗�':
+ total_delegate += x[2][2]
+ elif x[1] == '鍗栨挙':
+ total_delegate -= x[2][2]
print(fdatas)
for d in fdatas:
print(d)
- print("鎬诲鎵�", total_delegate, total_delegate * 20.41)
+ print("鎬绘垚浜�", total_deal_volume, total_deal_volume * 17.28)
+ print("鎬诲鎵�", total_delegate, total_delegate * 17.28)
+ print("濮旀墭鍓╀綑", total_delegate-total_deal_volume, (total_delegate-total_deal_volume) * 17.28)
--
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