From 3a8a4a33733062c68885584dd3746d638e98e1f8 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 28 三月 2024 18:29:56 +0800
Subject: [PATCH] 不统计被动卖
---
l2/l2_data_util.py | 27 ++++++++++++++++++++++++++-
1 files changed, 26 insertions(+), 1 deletions(-)
diff --git a/l2/l2_data_util.py b/l2/l2_data_util.py
index b4fddd3..9e25c1d 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 = {}
+# 鍗栧嚭璁㈠崟鍙锋槧灏勶紝鍙湁鍘熺敓鐨凩2鏁版嵁鎵嶆湁
+local_today_sellno_map = {}
+
# 宸茬粡鎾ゅ崟鐨勮鍗曞彿
local_today_canceled_buyno_map = {}
@@ -74,6 +77,7 @@
# 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_sell_no_map(local_today_sellno_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
@@ -84,9 +88,10 @@
datas = local_today_datas.get(code)
if not datas:
# 鍒濆鍖�
- local_today_datas[code] =[]
+ local_today_datas[code] = []
load_num_operate_map(local_today_num_operate_map, code, local_today_datas.get(code))
load_buy_no_map(local_today_buyno_map, code, local_today_datas.get(code))
+ load_sell_no_map(local_today_sellno_map, code, local_today_datas.get(code))
load_canceled_buy_no_map(local_today_canceled_buyno_map, code, local_today_datas.get(code))
if datas and len(datas) < datas[-1]["index"] + 1:
@@ -105,6 +110,7 @@
local_today_datas[code] = datas[code]
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_sell_no_map(local_today_sellno_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)
@@ -141,6 +147,25 @@
local_today_buyno_map[code].setdefault(key, data)
+# 灏嗘暟鎹牴鎹畂rderNo鍒嗙被,鍘熺敓鏁版嵁鎵嶆湁
+def load_sell_no_map(local_today_sellno_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_sellno_map.get(code) is None:
+ local_today_sellno_map[code] = {}
+ if clear:
+ local_today_sellno_map[code] = {}
+
+ for data in source_datas:
+ if data["val"]["operateType"] != 2:
+ continue
+ # 鍙～鍏呬拱鍏ユ暟鎹�
+ key = "{}".format(data["val"]["orderNo"])
+ if local_today_sellno_map[code].get(key) is None:
+ local_today_sellno_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
--
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