From 21d753614ea7bbe936b8560cbf466c4e438821b2 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 23 九月 2022 16:08:16 +0800
Subject: [PATCH] l2数据计算优化
---
juejin.py | 62 ++++++++++++++++++++++++++++--
1 files changed, 57 insertions(+), 5 deletions(-)
diff --git a/juejin.py b/juejin.py
index d133d38..2fe4dcb 100644
--- a/juejin.py
+++ b/juejin.py
@@ -9,6 +9,7 @@
import big_money_num_manager
import code_volumn_manager
+import data_process
import global_util
import gpcode_manager
import threading
@@ -165,13 +166,15 @@
def on_tick(context, tick):
+ if global_util.TEST:
+ return
# print(tick["created_at"])
relative_timestamp = t.time() % (24 * 60 * 60) + 8 * 60 * 60
# 9鐐�20-15:05鎺ュ彈鏁版嵁
- start1 = 60 * 60 * 9 + 24 * 60;
- end1 = 60 * 60 * 11 + 35 * 60;
- start2 = 60 * 60 * 12 + 50 * 60;
- end2 = 60 * 60 * 15 + 5 * 60;
+ start1 = 60 * 60 * 9 + 31 * 60
+ end1 = 60 * 60 * 11 + 35 * 60
+ start2 = 60 * 60 * 12 + 50 * 60
+ end2 = 60 * 60 * 15 + 5 * 60
# TODO 娴嬭瘯
if (start1 < relative_timestamp < end1 or start2 < relative_timestamp < end2) or global_util.TEST:
symbol = tick['symbol']
@@ -205,6 +208,54 @@
# 绉婚櫎鐩戞帶
if gpcode_manager.is_listen(code) and not gpcode_manager.is_operate(code):
L2CodeOperate.get_instance().add_operate(0, code, "鐜颁环鍙樺寲")
+
+
+# 鑾峰彇鍒扮幇浠�
+def accpt_prices(prices):
+ now_str = datetime.datetime.now().strftime("%H:%M:%S")
+ now_strs = now_str.split(":")
+ now_second = int(now_strs[0]) * 60 * 60 + int(now_strs[1]) * 60 + int(now_strs[2])
+ start = 60 * 60 * 9 + 31 * 60
+ if now_second > start:
+ for d in prices:
+ code, price = d["code"], float(d["price"])
+ accpt_price(code, price)
+ else:
+ _code_list = []
+ _delete_list = []
+ for d in prices:
+ code, price = d["code"], float(d["price"])
+ gpcode_manager.set_price(code, price)
+ # 鑾峰彇鏀剁洏浠�
+ pricePre = gpcode_manager.get_price_pre(code)
+ if pricePre is not None:
+ rate = round((price - pricePre) * 100 / pricePre, 1)
+ if rate >= 0:
+ _code_list.append((rate, code))
+ else:
+ _delete_list.append((rate, code))
+ # 鎺掑簭
+ new_code_list = sorted(_code_list, key=lambda e: e.__getitem__(0), reverse=True)
+ client_ids = data_process.getValidL2Clients()
+ max_count = len(client_ids) * 8
+ add_list = new_code_list[:max_count]
+ _delete_list.extend(new_code_list[max_count:])
+
+ add_code_list = []
+ del_list = []
+ for d in add_list:
+ add_code_list.append(d[1])
+
+ for d in _delete_list:
+ del_list.append(d[1])
+
+ for code in add_code_list:
+ L2CodeOperate.get_instance().add_operate(1, code, "鐜颁环鍙樺寲")
+
+ for code in del_list:
+ L2CodeOperate.get_instance().add_operate(0, code, "鐜颁环鍙樺寲")
+
+ print(add_code_list, del_list)
def on_bar(context, bars):
@@ -325,4 +376,5 @@
if __name__ == '__main__':
- everyday_init()
+ accpt_prices_before_open([{"code": "001332", "price": "82.37"}, {"code": "002246", "price": "10.10"},
+ {"code": "600537", "price": "6.65"}])
--
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