From 3ec79004bd769828c8dc18ed35280f81cfb473ff Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 08 二月 2023 19:30:45 +0800
Subject: [PATCH] 交易结果整理
---
l2_trade_test.py | 167 +++++++++++++++++++++++++++++++++++++------------------
1 files changed, 112 insertions(+), 55 deletions(-)
diff --git a/l2_trade_test.py b/l2_trade_test.py
index 0bd23cf..797e3a6 100644
--- a/l2_trade_test.py
+++ b/l2_trade_test.py
@@ -1,13 +1,23 @@
# 浜ゆ槗娴嬭瘯
# 娓呴櫎浜ゆ槗鏁版嵁
+import decimal
+import json
+import logging
+import random
import unittest
+from copy import deepcopy
+from unittest import mock
import big_money_num_manager
+import gpcode_manager
+import log
+import tool
from db import redis_manager
+from l2.safe_count_manager import BuyL2SafeCountManager
+from l2.transaction_progress import TradeBuyQueue
from trade import trade_data_manager
-from l2.l2_data_manager import TradePointManager
-
-# from l2_data_manager_new import L2TradeDataProcessor, L2LimitUpMoneyStatisticUtil, AverageBigNumComputer
+from trade.trade_queue_manager import THSBuy1VolumnManager
+import l2.l2_data_manager_new, l2.l2_data_manager, l2.l2_data_util, l2.cancel_buy_strategy
def clear_trade_data(code):
@@ -15,7 +25,7 @@
keys = ["buy1_volumn_latest_info-{}", "m_big_money_begin-{}", "m_big_money_process_index-{}"]
for k in keys:
redis_l2.delete(k.format(code))
- TradePointManager.delete_buy_point(code)
+ l2.l2_data_manager.TradePointManager.delete_buy_point(code)
big_money_num_manager.reset(code)
redis_trade = redis_manager.RedisManager(2).getRedis()
redis_trade.delete("trade-state-{}".format(code))
@@ -27,54 +37,102 @@
continue
if k.find("zyltgb") is not None:
continue
-
redis_info.delete(k)
+ BuyL2SafeCountManager().clear_data(code)
-#
-# class VirtualTrade(unittest.TestCase):
-# code = "000701"
-# clear_trade_data(code)
-# l2_data_manager.load_l2_data(code)
-# total_datas = l2_data_manager.local_today_datas[code]
-# if total_datas[0]["index"] > 0:
-# # 鎷兼帴鏁版嵁
-# for i in range(0, total_datas[0]["index"]):
-# data = total_datas[0].copy()
-# data["index"] = i
-# total_datas.insert(i, data)
-#
-# pos_list = log.get_l2_process_position(code)
-# if pos_list[0][0] > 0:
-# pos_list.insert(0, (0, pos_list[0][0] - 1))
-# del pos_list[-1]
-# if pos_list[-1][1] < total_datas[-1]["index"]:
-# # 鍓╀笅鐨勬暟鎹牴鎹鏉ュ垎
-# start_index = -1
-# for i in range(pos_list[-1][1] + 1, total_datas[-1]["index"] + 1):
-# if total_datas[i]["val"]["time"] != total_datas[i - 1]["val"]["time"]:
-# if start_index < 0:
-# start_index = i
-# else:
-# pos_list.append((start_index, i - 1))
-# start_index = i
-# if pos_list[-1][1] < total_datas[-1]["index"]:
-# pos_list.append((pos_list[-1][1] + 1, total_datas[-1]["index"]))
-# l2_data_manager_new.local_today_datas = {code: []}
-# l2_trade_factor.L2TradeFactorUtil.get_safe_buy_count = mock.Mock(return_value=12)
-# for indexs in pos_list:
-# L2TradeDataProcessor.random_key[code] = mock.Mock(return_value=random.randint(0, 100000))
-# # 璁剧疆灏佸崟棰濓紝鑾峰彇涔�1閲�
-# for i in range(0, 100):
-# time_ = total_datas[indexs[0]]["val"]["time"]
-# time_s = tool.get_time_as_second(time_) - i - 1
-# volumn = THSBuy1VolumnManager().get_buy_1_volumn(code, tool.time_seconds_format(time_s))
-# if volumn is not None:
-# l2_data_manager_new.L2LimitUpMoneyStatisticUtil.verify_num(code, int(volumn),
-# tool.time_seconds_format(time_s))
-# break
-#
-# print("----------------澶勭悊浣嶇疆", indexs)
-# L2TradeDataProcessor.process_add_datas(code, total_datas[indexs[0]:indexs[1] + 1], 0, 0)
+
+class VirtualTrade(unittest.TestCase):
+
+ def __process_buy_queue(code, buy_queue, time_):
+ if time_ == "09:32:37":
+ print("杩涘叆璋冭瘯")
+ limit_up_price = gpcode_manager.get_limit_up_price(code)
+ buy_one_price = limit_up_price
+ if limit_up_price is not None:
+ buy_queue_result_list = TradeBuyQueue().save(code, limit_up_price, limit_up_price, time_,
+ buy_queue)
+ if buy_queue_result_list:
+ # 鏈夋暟鎹�
+ try:
+ buy_one_price_ = decimal.Decimal(round(float(buy_one_price), 2)).quantize(
+ decimal.Decimal("0.00"))
+ buy_progress_index = TradeBuyQueue().save_traded_index(code, buy_one_price_, buy_queue_result_list)
+ if buy_progress_index is not None:
+ l2.cancel_buy_strategy.HourCancelBigNumComputer.set_trade_progress(code, buy_progress_index,
+ l2.l2_data_util.local_today_datas.get(
+ code),
+ l2.l2_data_util.local_today_num_operate_map.get(
+ code))
+ log.logger_l2_trade_buy_queue.info("鑾峰彇鎴愪氦浣嶇疆鎴愬姛锛� code-{} index-{} 鏁版嵁-{}", code,
+ buy_progress_index,
+ json.dumps(buy_queue_result_list))
+ except Exception as e:
+ pass
+
+ code = "002792"
+ clear_trade_data(code)
+ l2.l2_data_util.load_l2_data(code)
+ total_datas = deepcopy(l2.l2_data_util.local_today_datas[code])
+ if total_datas[0]["index"] > 0:
+ # 鎷兼帴鏁版嵁
+ for i in range(0, total_datas[0]["index"]):
+ data = total_datas[0].copy()
+ data["index"] = i
+ total_datas.insert(i, data)
+
+ pos_list = log.get_l2_process_position(code)
+ if pos_list[0][0] > 0:
+ pos_list.insert(0, (0, pos_list[0][0] - 1))
+ del pos_list[-1]
+ if pos_list[-1][1] < total_datas[-1]["index"]:
+ # 鍓╀笅鐨勬暟鎹牴鎹鏉ュ垎
+ start_index = -1
+ for i in range(pos_list[-1][1] + 1, total_datas[-1]["index"] + 1):
+ if total_datas[i]["val"]["time"] != total_datas[i - 1]["val"]["time"]:
+ if start_index < 0:
+ start_index = i
+ else:
+ pos_list.append((start_index, i - 1))
+ start_index = i
+ if pos_list[-1][1] < total_datas[-1]["index"]:
+ pos_list.append((pos_list[-1][1] + 1, total_datas[-1]["index"]))
+ l2.l2_data_util.local_today_datas[code].clear()
+ print("id:", id(l2.l2_data_util.local_today_datas))
+ # l2_trade_factor.L2TradeFactorUtil.get_safe_buy_count = mock.Mock(return_value=12)
+ # pos_list.insert(41,(225,306))
+ # pos_list.insert(63, (345, 423))
+ # pos_list.insert(66, (440, 447))
+ # pos_list.insert(75, (472, 488))
+ # pos_list.insert(84, (516, 532))
+
+ # 鑾峰彇浜ゆ槗杩涘害
+ trade_progress_list, buy_queues = log.get_trade_progress(code)
+
+ for indexs in pos_list:
+ l2.l2_data_manager_new.L2TradeDataProcessor.random_key[code] = mock.Mock(return_value=random.randint(0, 100000))
+ # 璁剧疆灏佸崟棰濓紝鑾峰彇涔�1閲�
+ for i in range(0, 100):
+ time_ = total_datas[indexs[0]]["val"]["time"]
+ time_s = tool.get_time_as_second(time_) - i - 1
+ volumn = THSBuy1VolumnManager().get_buy_1_volumn(code, tool.time_seconds_format(time_s))
+ if volumn is not None:
+ l2.cancel_buy_strategy.L2LimitUpMoneyStatisticUtil.verify_num(code, int(volumn),
+ tool.time_seconds_format(time_s))
+ break
+ # 璁剧疆濮斾拱闃熷垪
+ for i in range(0, len(buy_queues)):
+ if tool.trade_time_sub(buy_queues[i][1], total_datas[indexs[0]]["val"]["time"]) > 0:
+ print("濮斾拱闃熷垪", buy_queues[i])
+ try:
+ __process_buy_queue(code, buy_queues[i - 1][0], buy_queues[i - 1][1])
+ except:
+ pass
+ break
+
+ print("----------------澶勭悊浣嶇疆", indexs)
+ if indexs[0] >= 224:
+ print("杩涘叆璋冭瘯")
+ l2.l2_data_manager_new.L2TradeDataProcessor.process_add_datas(code, total_datas[indexs[0]:indexs[1] + 1], 0, 0)
# class TestTrade(unittest.TestCase):
@@ -103,11 +161,10 @@
# print(buy_single_index, buy_exec_index, compute_index, num, count)
-
-class TestData(unittest.TestCase):
- code = "002103"
- # l2_data_manager.load_l2_data(code)
- # TradeBuyQueue().save_traded_index(code, "6.94", [1511, 888, 796])
+# class TestData(unittest.TestCase):
+# code = "002103"
+# # l2_data_manager.load_l2_data(code)
+# # TradeBuyQueue().save_traded_index(code, "6.94", [1511, 888, 796])
if __name__ == "__main__":
--
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