From 65afea1ba534b51f947cbe7989d7f4d650bbc9e6 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 04 十一月 2024 18:29:00 +0800
Subject: [PATCH] 代码异常保护
---
l2/l2_transaction_data_manager.py | 262 ++++++++++++++++++++++++++++++++++++++++++++++++----
1 files changed, 241 insertions(+), 21 deletions(-)
diff --git a/l2/l2_transaction_data_manager.py b/l2/l2_transaction_data_manager.py
index 55c5792..3a84c7e 100644
--- a/l2/l2_transaction_data_manager.py
+++ b/l2/l2_transaction_data_manager.py
@@ -3,6 +3,7 @@
"""
import json
+import l2_data_util
from db import redis_manager
from db.redis_manager_delegate import RedisUtils
from l2 import l2_log
@@ -19,7 +20,7 @@
class BigOrderDealManager:
"""
- 澶у崟鎴愪氦绠＄悊
+ 鎴愪氦澶у崟绠＄悊
"""
__total_buy_datas_dict = {}
__total_sell_datas_dict = {}
@@ -48,7 +49,7 @@
"""
娣诲姞澶т拱鍗曟暟鎹�
@param code: 浠ｇ爜
- @param datas:[(涔板崟鍙�,鎬昏偂鏁�,鎬绘垚浜ら)]
+ @param datas:[(涔板崟鍙�,鎬昏偂鏁�,鎬绘垚浜ら,鎴愪氦寮�濮嬫椂闂�,鎴愪氦缁撴潫鏃堕棿)]
@return:
"""
if not datas:
@@ -83,6 +84,34 @@
return 0
return int(sum([x[2] for x in self.__total_buy_datas_dict[code]]))
+ def get_total_buy_count(self, code):
+ """
+ 鑾峰彇澶у崟鎴愪氦鐨勭瑪鏁�
+ @param code:
+ @return:
+ """
+ if code not in self.__total_buy_datas_dict:
+ return 0
+ return len(self.__total_buy_datas_dict[code])
+
+ def get_total_buy_money_list(self, code):
+ """
+ 鑾峰彇澶у崟鍒楄〃
+ @param code:
+ @return:
+ """
+ if code not in self.__total_buy_datas_dict:
+ return []
+ return [x[2] for x in self.__total_buy_datas_dict[code]]
+
+ def get_total_buy_data_list(self, code):
+ """
+ 鑾峰彇鎵�鏈夌殑涔板崟鏁版嵁鍒楄〃
+ @param code:
+ @return:[(涔板崟鍙�,鎬昏偂鏁�,鎬绘垚浜ら,鎴愪氦寮�濮嬫椂闂�,鎴愪氦缁撴潫鏃堕棿)]
+ """
+ return self.__total_buy_datas_dict.get(code)
+
def get_total_sell_money(self, code):
"""
鑾峰彇鎬诲叡鐨勫ぇ鍗曞崠閲戦
@@ -102,6 +131,9 @@
# 姝ｅ湪鎴愪氦鐨勮鍗�
__dealing_order_info_dict = {}
+
+ # 姝ｅ湪鎴愪氦鐨勪富鍔ㄤ拱鐨勮鍗�
+ __dealing_active_buy_order_info_dict = {}
# 鏈�杩戞垚浜ょ殑璁㈠崟{"code":(璁㈠崟鍙凤紝鏄惁鎴愪氦瀹屾垚)}
__latest_deal_order_info_dict = {}
@@ -144,14 +176,26 @@
return cls.__dealing_order_info_dict.get(code)
@classmethod
- def statistic_big_buy_data(cls, code, datas):
+ def get_dealing_active_order_info(cls, code):
+ """
+ 鑾峰彇姝ｅ湪涓诲姩鎴愪氦鐨勬暟鎹�
+ @param code:
+ @return:[璁㈠崟鍙凤紝鎬昏偂鏁帮紝鎴愪氦閲戦,鎴愪氦寮�濮嬫椂闂�,鎴愪氦缁撴潫鏃堕棿]
+ """
+ return cls.__dealing_active_buy_order_info_dict.get(code)
+
+ @classmethod
+ def statistic_big_buy_data(cls, code, datas, limit_up_price):
"""
缁熻澶у崟涔�
@param code:
@param datas:
- @return: 杩斿洖鏁版嵁閲岄潰鎴愪氦鐨勫ぇ鍗�
+ @return: 杩斿洖鏁版嵁閲岄潰(鎴愪氦鐨勫ぇ鍗�,50w浠ヤ笂鐨勫崟锛�
"""
big_buy_datas = []
+ normal_buy_datas = []
+ # 澶у崟闃堝��
+ threshold_big_money = l2_data_util.get_big_money_val(limit_up_price, tool.is_ge_code(code))
for data in datas:
# q.append((data['SecurityID'], data['TradePrice'], data['TradeVolume'],
# data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'],
@@ -160,23 +204,47 @@
if code not in cls.__dealing_order_info_dict:
# 鏁版嵁鏍煎紡[璁㈠崟鍙凤紝鎬昏偂鏁帮紝鎴愪氦閲戦,鎴愪氦寮�濮嬫椂闂�,鎴愪氦缁撴潫鏃堕棿]
cls.__dealing_order_info_dict[code] = [data[6], data[2], data[2] * data[1], data[3], data[3]]
- if cls.__dealing_order_info_dict[code][0] == data[6]:
- # 鎴愪氦鍚屼竴涓鍗曞彿
- cls.__dealing_order_info_dict[code][1] += data[2]
- cls.__dealing_order_info_dict[code][2] += data[2] * data[1]
- cls.__dealing_order_info_dict[code][4] = data[3]
else:
- # 淇濆瓨涓婁竴鏉℃暟鎹�
- async_log_util.info(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]
- cls.__latest_deal_order_info_dict[code] = deal_info
- # 鏄惁涓哄ぇ涔板崟
- if deal_info[2] >= 2990000:
- big_buy_datas.append(deal_info)
- # 鍒濆鍖栨湰鏉℃暟鎹�
- cls.__dealing_order_info_dict[code] = [data[6], data[2], data[2] * data[1], data[3], data[3]]
- return big_buy_datas
+ if cls.__dealing_order_info_dict[code][0] == data[6]:
+ # 鎴愪氦鍚屼竴涓鍗曞彿
+ cls.__dealing_order_info_dict[code][1] += data[2]
+ cls.__dealing_order_info_dict[code][2] += data[2] * data[1]
+ cls.__dealing_order_info_dict[code][4] = data[3]
+ else:
+ # 淇濆瓨涓婁竴鏉℃暟鎹�
+ async_log_util.info(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]
+ cls.__latest_deal_order_info_dict[code] = deal_info
+ # 鏄惁涓哄ぇ涔板崟
+ if deal_info[2] >= threshold_big_money:
+ big_buy_datas.append(deal_info)
+ if deal_info[2] >= 500000:
+ normal_buy_datas.append(deal_info)
+
+ # 鍒濆鍖栨湰鏉℃暟鎹�
+ cls.__dealing_order_info_dict[code] = [data[6], data[2], data[2] * data[1], data[3], data[3]]
+ # 缁熻涓诲姩涔�(涔板崟鍙峰ぇ浜庡崠鍗曞彿)
+ try:
+ if data[6] > data[7]:
+ if code not in cls.__dealing_active_buy_order_info_dict:
+ # 鏁版嵁鏍煎紡[璁㈠崟鍙凤紝鎬昏偂鏁帮紝鎴愪氦閲戦,鎴愪氦寮�濮嬫椂闂�,鎴愪氦缁撴潫鏃堕棿]
+ cls.__dealing_active_buy_order_info_dict[code] = [data[6], data[2], data[2] * data[1], data[3],
+ data[3]]
+ else:
+ if cls.__dealing_active_buy_order_info_dict[code][0] == data[6]:
+ # 鎴愪氦鍚屼竴涓鍗曞彿
+ cls.__dealing_active_buy_order_info_dict[code][1] += data[2]
+ cls.__dealing_active_buy_order_info_dict[code][2] += data[2] * data[1]
+ cls.__dealing_active_buy_order_info_dict[code][4] = data[3]
+ else:
+ # 鍒濆鍖栨湰鏉℃暟鎹�
+ cls.__dealing_active_buy_order_info_dict[code] = [data[6], data[2], data[2] * data[1],
+ data[3], data[3]]
+ except:
+ pass
+
+ return big_buy_datas, normal_buy_datas
# 鍗栧崟缁熻鏁版嵁
@@ -237,6 +305,131 @@
# 鍒濆鍖栨湰鏉℃暟鎹�
cls.__dealing_order_info_dict[code] = [data[7], data[2], data[2] * data[1]]
return big_sell_datas
+
+ # 缁熻鎵�鏈夌殑鎴愪氦閲�
+ __deal_volume_list_dict = {}
+ # 缁熻娑ㄥ仠涓诲姩涔扮殑鎴愪氦閲�
+ __deal_active_buy_volume_list_dict = {}
+
+ @classmethod
+ def statistic_total_deal_volume(cls, code, datas, limit_up_price):
+ # 鍙粺璁¤鍔ㄤ拱
+ if code not in cls.__deal_volume_list_dict:
+ cls.__deal_volume_list_dict[code] = []
+
+ time_dict = {}
+ for d in datas:
+ # 鍙粺璁¤鍔ㄤ拱
+ if d[7] < d[6]:
+ continue
+ time_str = ''
+ if d[3] in time_dict:
+ time_str = time_dict[d[3]]
+ else:
+ time_dict[d[3]] = l2_huaxin_util.convert_time(d[3])
+ time_str = time_dict[d[3]]
+ if cls.__deal_volume_list_dict[code]:
+ if cls.__deal_volume_list_dict[code][-1][0] == time_str:
+ # 濡傛灉鏄悓涓�绉�
+ cls.__deal_volume_list_dict[code][-1][1] += d[2]
+ else:
+ # 涓嶆槸鍚屼竴绉�
+ cls.__deal_volume_list_dict[code].append([time_str, d[2]])
+ else:
+ cls.__deal_volume_list_dict[code].append([time_str, d[2]])
+ # 鍒犻櫎瓒呰繃5鏉℃暟鎹�
+ if len(cls.__deal_volume_list_dict[code]) > 5:
+ cls.__deal_volume_list_dict[code] = cls.__deal_volume_list_dict[code][-5:]
+
+ try:
+ # 缁熻涓诲姩涔扮殑鎴愪氦閲�
+ if code not in cls.__deal_active_buy_volume_list_dict:
+ cls.__deal_active_buy_volume_list_dict[code] = []
+ for d in datas:
+ # 鍙粺璁′富鍔ㄤ拱
+ if d[7] > d[6]:
+ continue
+ # 鍙粺璁℃定鍋滀拱
+ if d[1] != limit_up_price:
+ continue
+ if d[3] in time_dict:
+ time_str = time_dict[d[3]]
+ else:
+ time_dict[d[3]] = l2_huaxin_util.convert_time(d[3])
+ time_str = time_dict[d[3]]
+ if cls.__deal_active_buy_volume_list_dict[code]:
+ if cls.__deal_active_buy_volume_list_dict[code][-1][0] == time_str:
+ # 濡傛灉鏄悓涓�绉�
+ cls.__deal_active_buy_volume_list_dict[code][-1][1] += d[2]
+ else:
+ # 涓嶆槸鍚屼竴绉�
+ cls.__deal_active_buy_volume_list_dict[code].append([time_str, d[2]])
+ else:
+ cls.__deal_active_buy_volume_list_dict[code].append([time_str, d[2]])
+ # 鍒犻櫎瓒呰繃10鏉℃暟鎹�
+ if len(cls.__deal_active_buy_volume_list_dict[code]) > 10:
+ cls.__deal_active_buy_volume_list_dict[code] = cls.__deal_active_buy_volume_list_dict[code][-10:]
+ except:
+ pass
+
+ time_dict.clear()
+
+ @classmethod
+ def get_latest_3s_continue_deal_volumes(cls, code):
+ """
+ 鑾峰彇鏈�杩�3s鐨勬垚浜ら噺鍒嗗竷
+ @param code:
+ @return: [(鏃堕棿,閲�)]
+ """
+ deal_list = cls.__deal_volume_list_dict.get(code)
+ if not deal_list:
+ return []
+ fdatas = [deal_list[-1]]
+ # 浠庡�掓暟绗簩涓暟鎹绠�
+ for i in range(len(deal_list) - 2, -1, -1):
+ if tool.trade_time_sub(fdatas[0][0], deal_list[i][0]) < 3:
+ fdatas.append(deal_list[i])
+ return fdatas
+
+ @classmethod
+ def get_latest_2s_continue_deal_volumes(cls, code):
+ """
+ 鑾峰彇鏈�杩�2s鐨勬垚浜ら噺鍒嗗竷
+ @param code:
+ @return: [(鏃堕棿,閲�)]
+ """
+ deal_list = cls.__deal_volume_list_dict.get(code)
+ if not deal_list:
+ return []
+ fdatas = [deal_list[-1]]
+ # 浠庡�掓暟绗簩涓暟鎹绠�
+ for i in range(len(deal_list) - 1, -1, -1):
+ if tool.trade_time_sub(fdatas[0][0], deal_list[i][0]) < 2:
+ fdatas.append(deal_list[i])
+ return fdatas
+
+ @classmethod
+ def get_latest_6s_active_buy_deal_volumes(cls, code):
+ """
+ 鑾峰彇鏈�杩�6s鐨勪富鍔ㄤ拱鎴愪氦
+ @param code:
+ @return: [(鏃堕棿,閲�)]
+ """
+ deal_list = cls.__deal_active_buy_volume_list_dict.get(code)
+ if not deal_list:
+ return []
+ latest_time = deal_list[-1][0]
+ fdatas = []
+ # 浠庡�掓暟绗簩涓暟鎹绠�
+ for i in range(len(deal_list) - 1, -1, -1):
+ if tool.trade_time_sub(latest_time, deal_list[i][0]) < 6:
+ fdatas.append(deal_list[i])
+ return fdatas
+
+ @classmethod
+ def clear_latest_deal_volume(cls, code):
+ if code in cls.__deal_volume_list_dict:
+ cls.__deal_volume_list_dict.pop(code)
# 杩斿洖鏈�杩�1s鐨勫ぇ鍗曞崠锛�(鎬诲崠閲戦,[(鍗栧崟鍙�,鎬绘墜鏁�,浠锋牸,锛�'寮�濮嬫椂闂�',涔板崟鍙凤級,锛�'缁撴潫鏃堕棿',涔板崟鍙凤級),...])
@classmethod
@@ -370,11 +563,34 @@
total_sell_info[0] += int(latest_sell_order_info[1] * latest_sell_order_info[2])
big_sell_orders.reverse()
total_sell_info[1] = big_sell_orders
+ # ----------------缁熻娑ㄥ仠涓诲姩涔�-----------------
+ try:
+ limit_up_active_buy_datas = []
+ for d in datas:
+ if is_active_sell(d[7], d[6]):
+ # 琚姩涔�
+ continue
+ # 鏄惁鏄定鍋�
+ if d[1] == limit_up_price:
+ # 鏈夋定鍋滀富鍔ㄤ拱
+ limit_up_active_buy_datas.append(d)
+ L2TradeSingleDataManager.set_limit_up_active_buy(code, limit_up_active_buy_datas)
+ except:
+ pass
+
return total_sell_info
# 鑾峰彇鏈�杩戞垚浜ゆ暟鎹�
@classmethod
- def get_latest_transaction_datas(cls, code, min_sell_order_no=None, min_deal_time=None):
+ def get_latest_transaction_datas(cls, code, min_sell_order_no=None, min_deal_time=None, min_sell_money=None):
+ """
+ 鑾峰彇鏈�杩戠殑涓诲姩鍗栨垚浜や俊鎭�
+ @param code:
+ @param min_sell_order_no:
+ @param min_deal_time:
+ @param min_sell_money:
+ @return:
+ """
total_orders = []
sell_orders = cls.__latest_all_sell_orders_dict.get(code)
if sell_orders:
@@ -385,6 +601,10 @@
if min_sell_order_no and min_sell_order_no > sell_orders[i][0]:
continue
+ if min_sell_money and sell_orders[i][1] * sell_orders[i][2] < min_sell_money:
+ # 杩囨护灏忛噾棰�
+ continue
+
total_orders.append(sell_orders[i])
if code in cls.__latest_sell_order_dict:
if min_sell_order_no:
--
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