From 48dcb788e821d40be37fa05c9789b751a6e2a69b Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 13 一月 2023 16:38:45 +0800
Subject: [PATCH] H撤大单修改
---
l2_trade_test.py | 84 ++++++++++++++++++++++-------------------
1 files changed, 45 insertions(+), 39 deletions(-)
diff --git a/l2_trade_test.py b/l2_trade_test.py
index 9df414e..4ec8f37 100644
--- a/l2_trade_test.py
+++ b/l2_trade_test.py
@@ -11,11 +11,13 @@
import log
import redis_manager
import tool
+import trade_data_manager
import trade_manager
from l2_data_manager import TradePointManager
-# from l2_data_manager_new import L2TradeDataProcessor, L2LimitUpMoneyStatisticUtil, AverageBigNumComputer
-# from trade_queue_manager import THSBuy1VolumnManager
+from l2_data_manager_new import L2TradeDataProcessor, L2LimitUpMoneyStatisticUtil, AverageBigNumComputer, \
+ SecondAverageBigNumComputer
+from trade_queue_manager import THSBuy1VolumnManager
def clear_trade_data(code):
@@ -27,7 +29,7 @@
big_money_num_manager.reset(code)
redis_trade = redis_manager.RedisManager(2).getRedis()
redis_trade.delete("trade-state-{}".format(code))
-
+ trade_data_manager.placeordercountmanager.clear_place_order_count(code)
redis_info = redis_manager.RedisManager(0).getRedis()
keys = redis_info.keys("*{}*".format(code))
for k in keys:
@@ -39,42 +41,46 @@
redis_info.delete(k)
-# class VirtualTrade(unittest.TestCase):
-# code = "002093"
-# clear_trade_data(code)
-# l2_data_manager.load_l2_data(code)
-# total_datas = l2_data_manager.local_today_datas[code]
-# pos_list = log.get_l2_process_position(code)
-# 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=10)
-# 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):
+ code = "002043"
+ clear_trade_data(code)
+ l2_data_manager.load_l2_data(code)
+ total_datas = l2_data_manager.local_today_datas[code]
+ 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=21)
+ for indexs in pos_list:
+ L2TradeDataProcessor.random_key[code] = mock.Mock(return_value=random.randint(0, 100000))
+ if indexs[0] >=898:
+ print("")
+ # 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 TestTrade(unittest.TestCase):
# processor = L2TradeDataProcessor()
--
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