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
---
l2_data_util.py | 24 +++++++++++++++---------
1 files changed, 15 insertions(+), 9 deletions(-)
diff --git a/l2_data_util.py b/l2_data_util.py
index 908ffcd..65ac266 100644
--- a/l2_data_util.py
+++ b/l2_data_util.py
@@ -42,7 +42,7 @@
local_today_num_operate_map[code] = {}
for data in source_datas:
- key = "{}-{}".format(data["val"]["num"], data["val"]["operateType"])
+ key = "{}-{}-{}".format(data["val"]["num"], data["val"]["operateType"],data["val"]["price"])
if local_today_num_operate_map[code].get(key) is None:
local_today_num_operate_map[code].setdefault(key, [])
local_today_num_operate_map[code].get(key).append(data)
@@ -81,13 +81,13 @@
# 鏍规嵁涔版挙鏁版嵁(涓庝粖鏃ユ�荤殑鏁版嵁)璁＄畻涔板叆鏁版嵁
-def get_buy_data_with_cancel_data(cancel_data,local_today_num_operate_map):
+def get_buy_data_with_cancel_data(cancel_data, local_today_num_operate_map):
# 璁＄畻鏃堕棿鍖洪棿
min_space, max_space = __compute_time_space_as_second(cancel_data["val"]["cancelTime"],
cancel_data["val"]["cancelTimeUnit"])
max_time = __sub_time(cancel_data["val"]["time"], min_space)
min_time = __sub_time(cancel_data["val"]["time"], max_space)
- buy_datas = local_today_num_operate_map.get("{}-{}".format(cancel_data["val"]["num"], "0"))
+ buy_datas = local_today_num_operate_map.get("{}-{}-{}".format(cancel_data["val"]["num"], "0",cancel_data["val"]["price"]))
if buy_datas is None:
# 鏃犳暟鎹�
return None, None
@@ -97,7 +97,11 @@
continue
if int(data["val"]["num"]) != int(cancel_data["val"]["num"]):
continue
- if compare_time(data["val"]["time"], min_time) > 0 and compare_time(data["val"]["time"], max_time) <= 0:
+ if min_space == 0 and max_space == 0:
+ if compare_time(data["val"]["time"], min_time) == 0:
+ return data["index"], data
+
+ elif compare_time(data["val"]["time"], min_time) > 0 and compare_time(data["val"]["time"], max_time) <= 0:
return data["index"], data
return None, None
@@ -107,6 +111,7 @@
@async_call
def save_big_data(code, same_time_nums, datas):
+ return None
latest_datas = __last_big_data.get(code)
d1 = json.dumps(datas)
d2 = json.dumps(latest_datas)
@@ -118,7 +123,7 @@
for i in range(len(d1)):
if d1[i] != d2[i]:
# 淇濆瓨蹇収
- logger_l2_big_data.debug("code:{} d1:{} d2:{}", code, d1[i - 60: i + 30], d2[i - 60: i + 30])
+ # logger_l2_big_data.debug("code:{} d1:{} d2:{}", code, d1[i - 60: i + 30], d2[i - 60: i + 30])
break
for key in same_time_nums:
@@ -137,7 +142,8 @@
# today_datas=[{"val": {"operateType": 1, "num": 1520, "cancelTime": 1, "cancelTimeUnit": 0, "time": "09:32:30"}},{"val": {"operateType": 0, "num": 1520, "cancelTime": 0, "cancelTimeUnit": 0, "time": "09:31:31"}}]
# result= get_buy_data_with_cancel_data(cancel_data,today_datas)
# print(result)
- redis = l2_data_manager._redisManager.getRedis()
- keys = redis.keys("big_data-*")
- for k in keys:
- redis.delete(k)
+ code = "001209"
+ l2_data_manager.load_l2_data(code)
+ total_datas = l2_data_manager.local_today_datas[code]
+ index, data = get_buy_data_with_cancel_data(total_datas[118], l2_data_manager.local_today_num_operate_map.get(code))
+ print(index, data)
--
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