From 353e8ef9cd36018b0e2b5b3e0721f0065d587a8d Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 28 二月 2024 17:02:21 +0800
Subject: [PATCH] H撤Bug修改
---
l2/l2_data_util.py | 62 +++++++++++++++++++++++++++----
1 files changed, 54 insertions(+), 8 deletions(-)
diff --git a/l2/l2_data_util.py b/l2/l2_data_util.py
index b5dbb57..9abfa2b 100644
--- a/l2/l2_data_util.py
+++ b/l2/l2_data_util.py
@@ -33,6 +33,9 @@
# 涔板叆璁㈠崟鍙锋槧灏�,鍙湁鍘熺敓鐨凩2鏁版嵁鎵嶆湁
local_today_buyno_map = {}
+# 宸茬粡鎾ゅ崟鐨勮鍗曞彿
+local_today_canceled_buyno_map = {}
+
def load_l2_data(code, load_latest=True, force=False):
# 鍔犺浇鏈�杩戠殑l2鏁版嵁
@@ -71,6 +74,7 @@
# 鏍规嵁浠婃棩鏁版嵁鍔犺浇
load_num_operate_map(local_today_num_operate_map, code, local_today_datas.get(code), force)
load_buy_no_map(local_today_buyno_map, code, local_today_datas.get(code), force)
+ load_canceled_buy_no_map(local_today_canceled_buyno_map, code, local_today_datas.get(code), force)
return data_normal
return True
@@ -106,6 +110,26 @@
key = "{}".format(data["val"]["orderNo"])
if local_today_buyno_map[code].get(key) is None:
local_today_buyno_map[code].setdefault(key, data)
+
+
+# 灏嗘暟鎹牴鎹畂rderNo鍒嗙被宸叉挙璁㈠崟,鍘熺敓鏁版嵁鎵嶆湁
+def load_canceled_buy_no_map(local_today_canceled_buyno_map, code, source_datas, clear=False):
+ # 鍙湁鍘熺敓L2鏁版嵁鎵嶄細鏈夋鎿嶄綔
+ if constant.L2_SOURCE_TYPE != constant.L2_SOURCE_TYPE_HUAXIN:
+ return
+ if local_today_canceled_buyno_map.get(code) is None:
+ local_today_canceled_buyno_map[code] = {}
+ if clear:
+ local_today_canceled_buyno_map[code] = {}
+
+ for data in source_datas:
+ # 鍙暀涓嬩拱鎾�
+ if data["val"]["operateType"] != 1:
+ continue
+ # 鍙～鍏呬拱鍏ユ暟鎹�
+ key = "{}".format(data["val"]["orderNo"])
+ if local_today_canceled_buyno_map[code].get(key) is None:
+ local_today_canceled_buyno_map[code].setdefault(key, data)
@tool.async_call
@@ -220,7 +244,7 @@
price = float(val["price"])
money = price * int(val["num"])
if price > 3.0:
- if money >= 30000:
+ if money >= 29900:
return True
else:
return False
@@ -384,11 +408,16 @@
if int(val["operateType"]) != 2:
return False
+ return True
- price = float(val["price"])
- num = int(val["num"])
- # if price * num * 100 < 50 * 10000:
- # return False
+ # 娑ㄥ仠鍗栨挙
+ @classmethod
+ def is_limit_up_price_sell_cancel(cls, val):
+ if int(val["limitPrice"]) != 1:
+ return False
+
+ if int(val["operateType"]) != 3:
+ return False
return True
# 鏄惁娑ㄥ仠涔版挙
@@ -420,6 +449,22 @@
return True
return False
+ # 鏄惁涓轰拱
+ @classmethod
+ def is_buy(cls, val):
+ if int(val["operateType"]) == 0:
+ return True
+ return False
+
+ # l2鏃堕棿宸��
+ @classmethod
+ def time_sub_as_ms(cls, val1, val2):
+ # 璁＄畻鏃堕棿宸��
+ sub_s = tool.trade_time_sub(val1["time"], val2["time"])
+ sub_ms = int(val1["tms"]) - int(val2["tms"])
+ fs = sub_s * 1000 + sub_ms
+ return fs
+
class L2TradeQueueUtils(object):
# 涔板叆鏁版嵁鏄惁宸叉挙
@@ -431,8 +476,9 @@
# 鏄惁鏈変拱鎾ゆ暟鎹�
if cancel_datas:
for cancel_data in cancel_datas:
- buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data(code, cancel_data,
- local_today_num_operate_map)
+ buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data_v2(cancel_data,
+ local_today_buyno_map.get(
+ code))
if buy_index == data["index"]:
return True
return False
@@ -533,4 +579,4 @@
if __name__ == "__main__":
- print(load_l2_data("002235"))
+ print(L2DataUtil.time_sub_as_ms({"time": "13:00:00", "time_ms": "980"}, {"time": "11:29:59", "time_ms": "590"}))
--
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