From 58b40f2f7de276662f2e1f967812066127e33d8d Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 20 三月 2025 16:33:08 +0800
Subject: [PATCH] 优化逐笔成交中的卖单统计
---
l2/l2_transaction_data_manager.py | 45 ++++++++++++++++++++++++++-------------------
1 files changed, 26 insertions(+), 19 deletions(-)
diff --git a/l2/l2_transaction_data_manager.py b/l2/l2_transaction_data_manager.py
index f8ecf3c..0b7b836 100644
--- a/l2/l2_transaction_data_manager.py
+++ b/l2/l2_transaction_data_manager.py
@@ -314,12 +314,14 @@
@classmethod
def statistic_big_sell_data(cls, code, fdatas):
"""
- 缁熻澶у崠鍗�
+ 缁熻澶у崠鍗�(299w浠ヤ笂)
@param code:
@param fdatas: [(鏁版嵁鏈韩, 鏄惁涓诲姩涔�, 鏄惁娑ㄥ仠, 鎬绘垚浜ら, 涓嶅惈ms鏃堕棿锛屽惈ms鏃堕棿)]
@return: 杩斿洖鏁版嵁閲岄潰鎴愪氦鐨勫ぇ鍗�
"""
big_sell_datas = []
+ # 姝ｅ湪鎴愪氦鐨勫崠鍗�
+ dealing_order_info = cls.__dealing_order_info_dict.get(code)
for data in fdatas:
if not data[2]:
# 鍙绠楁澘涓婃垚浜�
@@ -328,23 +330,28 @@
# q.append((data['SecurityID'], data['TradePrice'], data['TradeVolume'],
# data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'],
# data['SellNo'], data['ExecType']))
- if code not in cls.__dealing_order_info_dict:
+ if dealing_order_info is None:
# 鏁版嵁鏍煎紡[璁㈠崟鍙凤紝鎬昏偂鏁帮紝鎴愪氦閲戦]
- cls.__dealing_order_info_dict[code] = [data[0][7], data[0][2], money]
- if cls.__dealing_order_info_dict[code][0] == data[0][7]:
- # 鎴愪氦鍚屼竴涓鍗曞彿
- cls.__dealing_order_info_dict[code][1] += data[0][2]
- cls.__dealing_order_info_dict[code][2] += money
+ dealing_order_info = [data[0][7], data[0][2], money]
else:
- # 淇濆瓨涓婁竴鏉℃暟鎹�
- l2_log.info(code, hx_logger_l2_transaction_desc, f"{code}#{cls.__dealing_order_info_dict[code]}")
- # 璁剧疆鏈�杩戞垚浜ゅ畬鎴愮殑涓�鏉℃暟鎹�
- deal_info = cls.__dealing_order_info_dict[code]
- # 鏄惁涓哄ぇ涔板崟
- if deal_info[2] >= 2990000:
- big_sell_datas.append(deal_info)
- # 鍒濆鍖栨湰鏉℃暟鎹�
- cls.__dealing_order_info_dict[code] = [data[0][7], data[0][2], money]
+ if dealing_order_info[0] == data[0][7]:
+ # 鎴愪氦鍚屼竴涓鍗曞彿
+ dealing_order_info[1] += data[0][2]
+ dealing_order_info[2] += money
+ else:
+ # 淇濆瓨涓婁竴鏉℃暟鎹�
+ # 璁剧疆鏈�杩戞垚浜ゅ畬鎴愮殑涓�鏉℃暟鎹�
+ deal_info = dealing_order_info
+ # 淇濆瓨涓婁竴鏉℃暟鎹�
+ if deal_info[2] >= 2990000:
+ # 鏄惁涓哄ぇ涔板崟
+ l2_log.info(code, hx_logger_l2_transaction_desc,
+ f"{code}#{deal_info}")
+ big_sell_datas.append(deal_info)
+ # 鍒濆鍖栨湰鏉℃暟鎹�
+ dealing_order_info = [data[0][7], data[0][2], money]
+ # 淇濆瓨鏈�鍚庝竴鏉℃暟鎹殑鐘舵��
+ cls.__dealing_order_info_dict[code] = dealing_order_info
return big_sell_datas
# 缁熻鎵�鏈夌殑鎴愪氦閲�
@@ -462,10 +469,10 @@
use_time_list.append(("澶勭悊娑ㄥ仠鍗�", use_time))
for d in fdatas:
# 鑾峰彇褰撳墠鏄惁涓轰富鍔ㄤ拱
+ if d[1]:
+ # 涓诲姩涔�
+ continue
try:
- if d[1]:
- # 涓诲姩涔�
- continue
if d[2]:
# 娑ㄥ仠涓诲姩鍗�
L2TradeSingleDataProcessor.add_active_limit_up_sell_data(d[0])
--
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