From 1e64a42737bb6cc7192c68633d3c168ca150da97 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 22 十一月 2023 19:08:09 +0800
Subject: [PATCH] L下动态更新一次/加载订单是否成交
---
l2/code_price_manager.py | 30 +++++++++++++++++++++++++-----
1 files changed, 25 insertions(+), 5 deletions(-)
diff --git a/l2/code_price_manager.py b/l2/code_price_manager.py
index aea0a50..dba7264 100644
--- a/l2/code_price_manager.py
+++ b/l2/code_price_manager.py
@@ -20,6 +20,10 @@
__latest_data = {}
__current_buy_1_price = {}
__buy1_price_info_cache = {}
+ # 涔�1鐨勯噾棰�
+ __latest_buy1_money_dict = {}
+ # 鏈�杩�3鍒嗛挓鍐呯殑涔�1閲戦
+ __latest_3m_buy1_money_list_dict = {}
__open_limit_up_lowest_price_cache = {}
__instance = None
@@ -137,13 +141,10 @@
# 澶勭悊
- def process(self, code, buy_1_price, time_str, limit_up_price, sell_1_price, sell_1_volumn):
- data_str = f"{buy_1_price},{time_str},{limit_up_price},{sell_1_price},{sell_1_volumn}"
+ def process(self, code, buy_1_price, buy_1_volume, time_str, limit_up_price, sell_1_price, sell_1_volumn):
+ data_str = f"{buy_1_price},{buy_1_volume},{time_str},{limit_up_price},{sell_1_price},{sell_1_volumn}"
if self.__latest_data.get(code) == data_str:
return
- self.__latest_data[code] = data_str
- # 淇濆瓨涔�1浠锋牸
- self.__save_buy1_price(code, buy_1_price)
# 璁板綍鏃ュ織
logger_trade_queue_price_info.info(
@@ -151,6 +152,18 @@
# 涔�1浠锋牸涓嶈兘灏忎簬1鍧�
if float(buy_1_price) < 1.0:
return
+
+ ## 璁板綍鏈�杩戠殑涔�1閲戦
+ if code not in self.__latest_3m_buy1_money_list_dict:
+ self.__latest_3m_buy1_money_list_dict[code] = []
+ self.__latest_3m_buy1_money_list_dict[code].append((time_str, int(buy_1_price * buy_1_volume)))
+ if len(self.__latest_3m_buy1_money_list_dict[code]) > 80:
+ self.__latest_3m_buy1_money_list_dict[code] = self.__latest_3m_buy1_money_list_dict[code][-80:]
+ self.__latest_data[code] = data_str
+ self.__latest_buy1_money_dict[code] = int(buy_1_price * buy_1_volume)
+
+ # 淇濆瓨涔�1浠锋牸
+ self.__save_buy1_price(code, buy_1_price)
is_limit_up = abs(float(limit_up_price) - float(buy_1_price)) < 0.01
old_limit_up_time, old_open_limit_up_time = self.__get_buy1_price_info_cache(code)
@@ -232,6 +245,13 @@
if limit_up_time is None:
self.__save_buy1_price_info(code, time_str, None)
+ # 鑾峰彇鏈�杩戠殑涔�1閲戦
+ def get_latest_buy1_money(self, code):
+ return self.__latest_buy1_money_dict.get(code)
+
+ def get_latest_3m_buy1_money_list(self, code):
+ return self.__latest_3m_buy1_money_list_dict.get(code)
+
if __name__ == "__main__":
print(Buy1PriceManager().get_limit_up_info("002777"))
--
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