From 38395204ab04bbca22a5e22be988d826afd5b227 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 10 十一月 2022 15:46:27 +0800
Subject: [PATCH] 修复bug，优化下单
---
l2_data_manager.py | 241 ++----------------------------------------------
1 files changed, 11 insertions(+), 230 deletions(-)
diff --git a/l2_data_manager.py b/l2_data_manager.py
index e989b6b..00112ff 100644
--- a/l2_data_manager.py
+++ b/l2_data_manager.py
@@ -251,23 +251,23 @@
data = data["data"]
limit_up_price = gpcode_manager.get_limit_up_price(code)
-
datas = L2DataUtil.format_l2_data(data, code, limit_up_price)
# 鑾峰彇娑ㄥ仠浠�
- return day, client, channel, code, capture_time, process_time, datas,data
+ return day, client, channel, code, capture_time, process_time, datas, data
# 淇濆瓨l2鏁版嵁
def save_l2_data(code, datas, add_datas):
redis = _redisManager.getRedis()
- # 淇濆瓨鏈�杩戠殑鏁版嵁
- __start_time = round(t.time()* 1000)
- redis.setex("l2-data-latest-{}".format(code), tool.get_expire(), json.dumps(datas))
- l2_data_log.l2_time(code, round(t.time() * 1000) - __start_time, "淇濆瓨鏈�杩憀2鏁版嵁鐢ㄦ椂")
- # 璁剧疆杩涘唴瀛�
- local_latest_datas[code] = datas
- __set_l2_data_latest_count(code, len(datas))
+ # 鍙湁鏈夋柊鏇炬暟鎹墠闇�瑕佷繚瀛�
if len(add_datas) > 0:
+ # 淇濆瓨鏈�杩戠殑鏁版嵁
+ __start_time = round(t.time() * 1000)
+ redis.setex("l2-data-latest-{}".format(code), tool.get_expire(), json.dumps(datas))
+ l2_data_log.l2_time(code, round(t.time() * 1000) - __start_time, "淇濆瓨鏈�杩憀2鏁版嵁鐢ㄦ椂")
+ # 璁剧疆杩涘唴瀛�
+ local_latest_datas[code] = datas
+ __set_l2_data_latest_count(code, len(datas))
saveL2Data(code, add_datas)
@@ -396,10 +396,8 @@
datas.append({"key": key, "val": item, "re": 1})
dataIndexs.setdefault(key, len(datas) - 1)
# TODO 娴嬭瘯鐨勬椂鍊欏紑鍚紝鏂逛究璁板綍澶у崟鏁版嵁
- #l2_data_util.save_big_data(code, same_time_num, data)
+ # l2_data_util.save_big_data(code, same_time_num, data)
return datas
-
-
@classmethod
def get_time_as_second(cls, time_str):
@@ -1043,7 +1041,7 @@
@classmethod
def __get_threshmoney(cls, code):
- money,msg = l2_trade_factor.L2TradeFactorUtil.compute_m_value(code)
+ money, msg = l2_trade_factor.L2TradeFactorUtil.compute_m_value(code)
return money
# 鑾峰彇棰勪及鎸備拱浣�
@@ -1915,223 +1913,6 @@
process_index = end_index
cls.__save_recod(code, process_index, count)
-
-# 娑ㄥ仠灏佸崟棰濈粺璁�
-class L2LimitUpMoneyStatisticUtil:
- _redisManager = redis_manager.RedisManager(1)
-
- @classmethod
- def __get_redis(cls):
- return cls._redisManager.getRedis()
-
- # 璁剧疆l2鐨勬瘡涓�绉掓定鍋滃皝鍗曢鏁版嵁
- @classmethod
- def __set_l2_second_money_record(cls, code, time, num, from_index, to_index):
- old_num, old_from, old_to = cls.__get_l2_second_money_record(code, time)
- if old_num is None:
- old_num = num
- old_from = from_index
- old_to = to_index
- else:
- old_num += num
- old_to = to_index
-
- key = "l2_limit_up_second_money-{}-{}".format(code, time.replace(":", ""))
-
- cls.__get_redis().setex(key, tool.get_expire(), json.dumps((old_num, old_from, old_to)))
-
- @classmethod
- def __get_l2_second_money_record(cls, code, time):
- key = "l2_limit_up_second_money-{}-{}".format(code, time.replace(":", ""))
- val = cls.__get_redis().get(key)
- return cls.__format_second_money_record_val(val)
-
- @classmethod
- def __format_second_money_record_val(cls, val):
- if val is None:
- return None, None, None
- val = json.loads(val)
- return val[0], val[1], val[2]
-
- @classmethod
- def __get_l2_second_money_record_keys(cls, code, time_regex):
- key = "l2_limit_up_second_money-{}-{}".format(code, time_regex)
- keys = cls.__get_redis().keys(key)
- return keys
-
- # 璁剧疆l2鏈�鏂扮殑灏佸崟棰濇暟鎹�
- @classmethod
- def __set_l2_latest_money_record(cls, code, index, num):
- key = "l2_limit_up_money-{}".format(code)
- cls.__get_redis().setex(key, tool.get_expire(), json.dumps((num, index)))
-
- # 杩斿洖鏁伴噺,绱㈠紩
- @classmethod
- def __get_l2_latest_money_record(cls, code):
- key = "l2_limit_up_money-{}".format(code)
- result = cls.__get_redis().get(key)
- if result:
- result = json.loads(result)
- return result[0], result[1]
- else:
- return 0, -1
-
- # 鐭鏁版嵁
- # 鐭鏂规硶涓哄彇鐭鏃堕棿涓や晶鐨勭鍒嗗竷鏁版嵁锛岀敤浜庣‘瀹氳绠楃粨鏉熷潗鏍�
- @classmethod
- def verify_num(cls, code, num, time_str):
- time_ = time_str.replace(":", "")
- key = None
- for i in range(4, -2, -2):
- # 鑾峰彇鏈�(鍒嗛挓/灏忔椂/澶�)鍐呯鍒嗗竷鏁版嵁
- time_regex = "{}*".format(time_[:i])
- keys_ = cls.__get_l2_second_money_record_keys(code, time_regex)
- if keys_ and len(keys_) > 1:
- # 闇�瑕佹帓搴�
- keys = []
- for k in keys_:
- keys.append(k)
- keys.sort(key=lambda tup: int(tup.split("-")[-1]))
- # 鏈�2涓厓绱�
- for index in range(0, len(keys) - 1):
- time_1 = keys[index].split("-")[-1]
- time_2 = keys[index + 1].split("-")[-1]
- if int(time_1) <= int(time_) <= int(time_2):
- # 鍦ㄦ鏃堕棿鑼冨洿鍐�
- if time_ == time_2:
- key = keys[index + 1]
- else:
- key = keys[index]
- break
- if key:
- val = cls.__get_redis().get(key)
- old_num, old_from, old_to = cls.__format_second_money_record_val(val)
- end_index = old_to
- # 淇濆瓨鏈�杩戠殑鏁版嵁
- cls.__set_l2_latest_money_record(code, end_index, num)
- break
-
- # 璁＄畻閲忥紝鐢ㄤ簬娑ㄥ仠灏佸崟閲忕殑璁＄畻
- @classmethod
- def __compute_num(cls, code, data, buy_single_data):
- if L2DataUtil.is_limit_up_price_buy_cancel(data["val"]) or L2DataUtil.is_sell(data["val"]):
- # 娑ㄥ仠涔版挙涓庡崠
- return 0 - int(data["val"]["num"]) * data["re"]
- else:
- # 鍗栨挙
- if L2DataUtil.is_sell_cancel(data["val"]):
- # 鍗栨挙鐨勪拱鏁版嵁鏄惁鍦ㄤ拱鍏ヤ俊鍙蜂箣鍓嶏紝濡傛灉鍦ㄤ箣鍓嶅氨涓嶈绠楋紝涓嶅湪涔嬪墠灏辫绠�
- if l2_data_util.is_sell_index_before_target(data, buy_single_data,
- local_today_num_operate_map.get(code)):
- return 0
-
- return int(data["val"]["num"]) * data["re"]
-
- @classmethod
- def clear(cls, code):
- key = "l2_limit_up_money-{}".format(code)
- cls.__get_redis().delete(key)
-
- # 杩斿洖鍙栨秷鐨勬爣蹇楁暟鎹�
- # with_cancel 鏄惁闇�瑕佸垽鏂槸鍚︽挙閿�
- @classmethod
- def process_data(cls, code, start_index, end_index, buy_single_begin_index, with_cancel=True):
- start_time = round(t.time() * 1000)
- total_datas = local_today_datas[code]
- time_dict_num = {}
- # 璁板綍璁＄畻鐨勫潗鏍�
- time_dict_num_index = {}
- num_dict = {}
- # 缁熻鏃堕棿鍒嗗竷
- time_dict = {}
- for i in range(start_index, end_index + 1):
- data = total_datas[i]
- val = data["val"]
- time_ = val["time"]
- if time_ not in time_dict:
- time_dict[time_] = i
-
- for i in range(start_index, end_index + 1):
- data = total_datas[i]
- val = data["val"]
- time_ = val["time"]
- if time_ not in time_dict_num:
- time_dict_num[time_] = 0
- time_dict_num_index[time_] = {"s": i, "e": i}
- time_dict_num_index[time_]["e"] = i
- num = cls.__compute_num(code, data, total_datas[buy_single_begin_index])
- num_dict[i] = num
- time_dict_num[time_] = time_dict_num[time_] + num
- for t_ in time_dict_num:
- cls.__set_l2_second_money_record(code, t_, time_dict_num[t_], time_dict_num_index[t_]["s"],
- time_dict_num_index[t_]["e"])
-
- print("淇濆瓨娑ㄥ仠灏佸崟棰濇椂闂达細", round(t.time() * 1000) - start_time)
-
- # 绱鏈�鏂扮殑閲戦
- total_num, index = cls.__get_l2_latest_money_record(code)
- if index == -1:
- # 娌℃湁鑾峰彇鍒版渶鏂扮殑鐭灏佸崟棰濓紝闇�瑕佷粠涔板叆淇″彿寮�濮嬬偣璁＄畻
- index = buy_single_begin_index - 1
- total_num = 0
- # TODO 寰呬紭鍖栬绠�
- cancel_index = None
- cancel_msg = None
- # 寰呰绠楅噺
- limit_up_price = gpcode_manager.get_limit_up_price(code)
- min_volumn = round(10000000 / (limit_up_price * 100))
- # 涓嶅悓鏃堕棿鐨勬暟鎹紑濮嬪潗鏍�
- time_start_index_dict = {}
- # 鏁版嵁鏃堕棿鍒嗗竷
- time_list = []
- # 鍒板綋鍓嶆椂闂寸疮绉殑涔�1閲�
- time_total_num_dict = {}
- for i in range(index + 1, end_index + 1):
- data = total_datas[i]
- time_ = data["val"]["time"]
- if time_ not in time_start_index_dict:
- # 璁板綍姣忎竴绉掔殑寮�濮嬩綅缃�
- time_start_index_dict[time_] = i
- # 璁板綍鏃堕棿鍒嗗竷
- time_list.append(time_)
- # 涓婁竴娈垫椂闂寸殑鎬绘暟
- time_total_num_dict[time_] = total_num
-
- val = num_dict.get(i)
- if val is None:
- val = cls.__compute_num(code, data, total_datas[buy_single_begin_index])
- total_num += val
- # 濡傛灉鏄噺灏忛」锛屼笖鍦ㄥ鐞嗘暟鎹殑鑼冨洿鍐咃紝灏遍渶瑕佸垽鏂槸鍚﹁鎾ゅ崟浜�
- if val < 0 and start_index <= i <= end_index:
- # 绱灏佸崟閲戦灏忎簬1000涓�
- if total_num < min_volumn:
- cancel_index = i
- cancel_msg = "灏佸崟閲戦灏忎簬1000涓�"
- break
- # 鐩搁偦2s鍐呯殑鏁版嵁鍑忓皬50%
- # 涓�1s鐨勬�绘暟
- last_second_total_volumn = time_total_num_dict.get(time_list[-1])
- if last_second_total_volumn > 0 and (
- last_second_total_volumn - total_num) / last_second_total_volumn >= 0.5:
- # 鐩搁偦2s鍐呯殑鏁版嵁鍑忓皬50%
- cancel_index = i
- cancel_msg = "鐩搁偦2s({})鍐呯殑灏佸崟閲忓噺灏�50%({}->{})".format(time_, last_second_total_volumn,
- total_num)
- break
- if not with_cancel:
- cancel_index = None
-
- print("灏佸崟棰濊绠楁椂闂达細", round(t.time() * 1000) - start_time)
- process_end_index = end_index
- if cancel_index:
- process_end_index = cancel_index
- # 淇濆瓨鏈�鏂扮疮璁￠噾棰�
- # cls.__set_l2_latest_money_record(code, process_end_index, total_num)
- l2_data_log.l2_time(code, round(t.time() * 1000) - start_time, "l2鏁版嵁灏佸崟棰濊绠楁椂闂�",
- False)
- if cancel_index:
- return total_datas[cancel_index], cancel_msg
- return None, None
def __get_time_second(time_str):
--
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