From 4bd794d517a60ecd91dda4cb8236453582180649 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期日, 25 六月 2023 18:31:19 +0800
Subject: [PATCH] 结构优化/初步完成D撤与L撤/H撤策略修改
---
l2/l2_data_util.py | 30 ++++++++++++++++++++++++++++--
1 files changed, 28 insertions(+), 2 deletions(-)
diff --git a/l2/l2_data_util.py b/l2/l2_data_util.py
index f41debe..49f4c51 100644
--- a/l2/l2_data_util.py
+++ b/l2/l2_data_util.py
@@ -29,6 +29,9 @@
# 鐢ㄤ簬鍔犲揩鏁版嵁澶勭悊锛岀敤绌烘崲鏃堕棿
local_today_num_operate_map = {}
+# 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 = {}
+
def load_l2_data(code, force=False):
redis = _redisManager.getRedis()
@@ -66,6 +69,7 @@
# local_today_datas[code] = new_datas
# 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)
return data_normal
return True
@@ -82,6 +86,26 @@
if local_today_num_operate_map[code].get(key) is None:
local_today_num_operate_map[code].setdefault(key, [])
local_today_num_operate_map[code].get(key).append(data)
+
+
+# 灏嗘暟鎹牴鎹畂rderNo鍒嗙被,鍘熺敓鏁版嵁鎵嶆湁
+def load_buy_no_map(local_today_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_buyno_map.get(code) is None:
+ local_today_buyno_map[code] = {}
+ if clear:
+ local_today_buyno_map[code] = {}
+
+ for data in source_datas:
+ if data["val"]["operateType"] != 0:
+ continue
+ # 鍙～鍏呬拱鍏ユ暟鎹�
+ key = "{}".format(data["val"]["orderNo"])
+ if local_today_buyno_map[code].get(key) is None:
+ local_today_buyno_map[code].setdefault(key, [])
+ local_today_buyno_map[code].get(key).append(data)
@tool.async_call
@@ -138,7 +162,8 @@
log.logger_l2_data.info("{}-{}", code, add_datas)
except Exception as e:
logging.exception(e)
- saveL2Data(code, add_datas)
+ # 鏆傛椂涓嶅皢鏁版嵁淇濆瓨鍒皉edis
+ # saveL2Data(code, add_datas)
# 璁剧疆鏈�鏂扮殑l2鏁版嵁閲囬泦鐨勬暟閲�
@@ -280,7 +305,8 @@
# 淇濆瓨鍒版暟鎹簱锛屾洿鏂皉e鐨勬暟鎹�
save_list.append(_ldata)
if len(save_list) > 0:
- saveL2Data(code, save_list, "淇濆瓨绾犳鏁版嵁")
+ # 鏆傛椂涓嶅皢鏁版嵁淇濆瓨鍒皉edis
+ # saveL2Data(code, save_list, "淇濆瓨绾犳鏁版嵁")
local_latest_datas[code] = latest_data
return _datas
--
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