From 30b8187bb288e69750e3280d3e1f4cccc0a01d85 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 22 四月 2024 18:46:30 +0800
Subject: [PATCH] 大单净流入对撤单比例影响
---
l2/l2_transaction_data_manager.py | 177 ++++++++++++++++++++++++++++++++++++++++++++++++++--------
1 files changed, 152 insertions(+), 25 deletions(-)
diff --git a/l2/l2_transaction_data_manager.py b/l2/l2_transaction_data_manager.py
index d5ddc06..011de92 100644
--- a/l2/l2_transaction_data_manager.py
+++ b/l2/l2_transaction_data_manager.py
@@ -10,10 +10,88 @@
from l2.l2_data_util import local_today_sellno_map, local_today_datas
from l2.place_order_single_data_manager import L2TradeSingleDataProcessor, L2TradeSingleDataManager
-from log_module import async_log_util
-from log_module.log import hx_logger_l2_transaction_desc, hx_logger_l2_transaction_sell_order, hx_logger_l2_active_sell
+from log_module import async_log_util, log_export
+from log_module.log import hx_logger_l2_transaction_desc, hx_logger_l2_transaction_sell_order, hx_logger_l2_active_sell, \
+ hx_logger_l2_transaction_big_buy_order, hx_logger_l2_transaction_big_sell_order
from utils import tool
+
+
+class BigOrderDealManager:
+ """
+ 澶у崟鎴愪氦绠＄悊
+ """
+ __total_buy_datas_dict = {}
+ __total_sell_datas_dict = {}
+ __instance=None
+
+ def __new__(cls, *args, **kwargs):
+ if not cls.__instance:
+ cls.__instance = super(BigOrderDealManager, cls).__new__(cls, *args, **kwargs)
+ cls.__load_datas()
+ return cls.__instance
+
+ @classmethod
+ def __load_datas(cls):
+ # 浠庢棩蹇楀姞杞芥暟鎹�
+ buy_order_map = log_export.load_huaxin_big_buy_order()
+ if buy_order_map:
+ for code in buy_order_map:
+ cls.__total_buy_datas_dict[code] = buy_order_map[code]
+
+ sell_order_map = log_export.load_huaxin_big_sell_order()
+ if sell_order_map:
+ for code in sell_order_map:
+ cls.__total_sell_datas_dict[code] = sell_order_map[code]
+
+ def add_buy_datas(self, code, datas):
+ """
+ 娣诲姞澶т拱鍗曟暟鎹�
+ @param code: 浠ｇ爜
+ @param datas:[(涔板崟鍙�,鎬昏偂鏁�,鎬绘垚浜ら)]
+ @return:
+ """
+ if not datas:
+ return
+ if code not in self.__total_buy_datas_dict:
+ self.__total_buy_datas_dict[code] = []
+ self.__total_buy_datas_dict[code].extend(datas)
+ # 灏嗘暟鎹繚瀛樺埌鏃ュ織
+ l2_log.info(code, hx_logger_l2_transaction_big_buy_order, f"{datas}")
+
+ def add_sell_datas(self, code, datas):
+ """
+ 娣诲姞澶у崠鍗曟暟鎹�
+ @param code: 浠ｇ爜
+ @param datas:[(鍗栧崟鍙�,鎬昏偂鏁�,鎬绘垚浜ら)]
+ @return:
+ """
+ if not datas:
+ return
+ if code not in self.__total_sell_datas_dict:
+ self.__total_sell_datas_dict[code] = []
+ self.__total_sell_datas_dict[code].extend(datas)
+ l2_log.info(code, hx_logger_l2_transaction_big_sell_order, f"{datas}")
+
+ def get_total_buy_money(self, code):
+ """
+ 鑾峰彇鎬诲叡鐨勫ぇ鍗曚拱閲戦
+ @param code:
+ @return:
+ """
+ if code not in self.__total_buy_datas_dict:
+ return 0
+ return int(sum([x[2] for x in self.__total_buy_datas_dict[code]]))
+
+ def get_total_sell_money(self, code):
+ """
+ 鑾峰彇鎬诲叡鐨勫ぇ鍗曞崠閲戦
+ @param code:
+ @return:
+ """
+ if code not in self.__total_sell_datas_dict:
+ return 0
+ return int(sum([x[2] for x in self.__total_sell_datas_dict[code]]))
# 鎴愪氦鏁版嵁缁熻
@@ -56,34 +134,48 @@
RedisUtils.setex(self.__get_redis(), f"dealing_order_info-{code}", tool.get_expire(),
json.dumps(self.__dealing_order_info_dict[code]))
- # 鑾峰彇浠ｇ爜姝ｅ湪鎴愪氦鐨勪俊鎭�
- # 杩斿洖鏁版嵁锛歔璁㈠崟鍙凤紝鎬昏偂鏁帮紝寮�濮嬫垚浜ゆ椂闂达紝缁撴潫鎴愪氦鏃堕棿, 鎬讳拱]
@classmethod
def get_dealing_order_info(cls, code):
+ """
+ 鑾峰彇褰撳墠姝ｅ湪鎴愪氦鐨勬暟鎹�
+ @param code:
+ @return: [涔板崟鍙�,鎬昏偂鏁�,鎬婚噾棰漖
+ """
return cls.__dealing_order_info_dict.get(code)
- # 缁熻鎴愪氦鐨勬儏鍐�
@classmethod
- def statistic_deal_desc(cls, code, data, total_buy_num):
- if code not in cls.__dealing_order_info_dict:
- # 鏁版嵁鏍煎紡[璁㈠崟鍙凤紝鎬昏偂鏁帮紝寮�濮嬫垚浜ゆ椂闂达紝缁撴潫鎴愪氦鏃堕棿, 鎬讳拱]
- cls.__dealing_order_info_dict[code] = [data[6], 0, data[3], data[3], total_buy_num]
- if cls.__dealing_order_info_dict[code][0] == data[6]:
- # 鎴愪氦鍚屼竴涓鍗曞彿
- cls.__dealing_order_info_dict[code][1] += data[2]
- cls.__dealing_order_info_dict[code][3] = data[3]
- else:
- # 淇濆瓨涓婁竴鏉℃暟鎹�
- async_log_util.info(hx_logger_l2_transaction_desc, f"{code}#{cls.__dealing_order_info_dict[code]}")
- # 璁剧疆鏈�杩戞垚浜ゅ畬鎴愮殑涓�鏉℃暟鎹�
- deal_info = (
- cls.__dealing_order_info_dict[code][0],
- cls.__dealing_order_info_dict[code][4] == cls.__dealing_order_info_dict[code][1])
- cls.__latest_deal_order_info_dict[code] = deal_info
- # 鍒濆鍖栨湰鏉℃暟鎹�
- cls.__dealing_order_info_dict[code] = [data[6], data[2], data[3], data[3], total_buy_num]
- return deal_info
- return None
+ def statistic_big_buy_data(cls, code, datas):
+ """
+ 缁熻澶у崟涔�
+ @param code:
+ @param datas:
+ @return: 杩斿洖鏁版嵁閲岄潰鎴愪氦鐨勫ぇ鍗�
+ """
+ big_buy_datas = []
+ for data in datas:
+ # q.append((data['SecurityID'], data['TradePrice'], data['TradeVolume'],
+ # data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'],
+ # data['SellNo'], data['ExecType']))
+
+ if code not in cls.__dealing_order_info_dict:
+ # 鏁版嵁鏍煎紡[璁㈠崟鍙凤紝鎬昏偂鏁帮紝鎴愪氦閲戦]
+ cls.__dealing_order_info_dict[code] = [data[6], data[2], data[2] * data[1]]
+ if cls.__dealing_order_info_dict[code][0] == data[6]:
+ # 鎴愪氦鍚屼竴涓鍗曞彿
+ cls.__dealing_order_info_dict[code][1] += data[2]
+ cls.__dealing_order_info_dict[code][2] += data[2] * data[1]
+ else:
+ # 淇濆瓨涓婁竴鏉℃暟鎹�
+ async_log_util.info(hx_logger_l2_transaction_desc, f"{code}#{cls.__dealing_order_info_dict[code]}")
+ # 璁剧疆鏈�杩戞垚浜ゅ畬鎴愮殑涓�鏉℃暟鎹�
+ deal_info = cls.__dealing_order_info_dict[code]
+ cls.__latest_deal_order_info_dict[code] = deal_info
+ # 鏄惁涓哄ぇ涔板崟
+ if deal_info[2] >= 2990000:
+ big_buy_datas.append(deal_info)
+ # 鍒濆鍖栨湰鏉℃暟鎹�
+ cls.__dealing_order_info_dict[code] = [data[6], data[2], data[2] * data[1]]
+ return big_buy_datas
# 鍗栧崟缁熻鏁版嵁
@@ -110,6 +202,41 @@
__last_trade_data_dict = {}
+ # 鐢ㄦ潵鏆傛椂瀛樻斁缁熻缁撴灉
+ __dealing_order_info_dict = {}
+
+ @classmethod
+ def statistic_big_sell_data(cls, code, datas):
+ """
+ 缁熻澶у崠鍗�
+ @param code:
+ @param datas:
+ @return: 杩斿洖鏁版嵁閲岄潰鎴愪氦鐨勫ぇ鍗�
+ """
+ big_sell_datas = []
+ for data in datas:
+ # q.append((data['SecurityID'], data['TradePrice'], data['TradeVolume'],
+ # data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'],
+ # data['SellNo'], data['ExecType']))
+ if code not in cls.__dealing_order_info_dict:
+ # 鏁版嵁鏍煎紡[璁㈠崟鍙凤紝鎬昏偂鏁帮紝鎴愪氦閲戦]
+ cls.__dealing_order_info_dict[code] = [data[7], data[2], data[2] * data[1]]
+ if cls.__dealing_order_info_dict[code][0] == data[7]:
+ # 鎴愪氦鍚屼竴涓鍗曞彿
+ cls.__dealing_order_info_dict[code][1] += data[2]
+ cls.__dealing_order_info_dict[code][2] += data[2] * data[1]
+ else:
+ # 淇濆瓨涓婁竴鏉℃暟鎹�
+ async_log_util.info(hx_logger_l2_transaction_desc, f"{code}#{cls.__dealing_order_info_dict[code]}")
+ # 璁剧疆鏈�杩戞垚浜ゅ畬鎴愮殑涓�鏉℃暟鎹�
+ deal_info = cls.__dealing_order_info_dict[code]
+ # 鏄惁涓哄ぇ涔板崟
+ if deal_info[2] >= 2990000:
+ big_sell_datas.append(deal_info)
+ # 鍒濆鍖栨湰鏉℃暟鎹�
+ cls.__dealing_order_info_dict[code] = [data[7], data[2], data[2] * data[1]]
+ return big_sell_datas
+
# 杩斿洖鏈�杩�1s鐨勫ぇ鍗曞崠锛�(鎬诲崠閲戦,[(鍗栧崟鍙�,鎬绘墜鏁�,浠锋牸,锛�'寮�濮嬫椂闂�',涔板崟鍙凤級,锛�'缁撴潫鏃堕棿',涔板崟鍙凤級),...])
@classmethod
def add_transaction_datas(cls, code, datas, limit_up_price=None):
--
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