From 69326ac0e494b819016f28862c9822c7155d0fd8 Mon Sep 17 00:00:00 2001 From: Administrator <admin@example.com> Date: 星期五, 19 四月 2024 17:33:22 +0800 Subject: [PATCH] 激进下单 --- test/test_sell.py | 32 +++++++++++++++++++++++--------- 1 files changed, 23 insertions(+), 9 deletions(-) diff --git a/test/test_sell.py b/test/test_sell.py index 9674dba..f1266cf 100644 --- a/test/test_sell.py +++ b/test/test_sell.py @@ -2,6 +2,7 @@ from l2.l2_data_manager import OrderBeginPosInfo from l2.l2_transaction_data_manager import HuaXinSellOrderStatisticManager from l2 import l2_data_util, cancel_buy_strategy +from l2.place_order_single_data_manager import L2TradeSingleDataProcessor from log_module import log_export, async_log_util from utils import tool @@ -68,7 +69,7 @@ for data in datas: for d in data: if d[6] == 24975654: - print(d[1]*d[2], d) + print(d[1] * d[2], d) type = -1 if d[7] > d[6]: @@ -148,13 +149,26 @@ # print(i, sum([x[1] * x[2] for x in big_sell_order_info[1]]), big_sell_order_info) +def test_process_transaction_datas(): + data_map = log_export.load_huaxin_transaction_map(date="2024-04-17") + code = "002376" + datas = data_map.get(code) + l2_data_util.load_l2_data(code) + + L2TradeSingleDataProcessor.add_l2_delegate_limit_up_sell(code, {"val": {"orderNo": 123123}, "index": 123}) + + for data in datas: + L2TradeSingleDataProcessor.process_passive_limit_up_sell_data(code, data, 5.78) + + if __name__ == '__main__': # s - real_order_time_ms = "09:30:47" + ".{0:0>3}".format(220) - big_sell_order_info = [1809599, [[7351750, 208000, 8.7, (11042670, 527268), (11042670, 527275)]]] - max_money = 0 - for x in big_sell_order_info[1]: - deal_time = l2_huaxin_util.convert_time(x[4][0], with_ms=True) - if real_order_time_ms: - if tool.trade_time_sub_with_ms(deal_time, real_order_time_ms) >= 0: - print("123123") + # real_order_time_ms = "09:30:47" + ".{0:0>3}".format(220) + # big_sell_order_info = [1809599, [[7351750, 208000, 8.7, (11042670, 527268), (11042670, 527275)]]] + # max_money = 0 + # for x in big_sell_order_info[1]: + # deal_time = l2_huaxin_util.convert_time(x[4][0], with_ms=True) + # if real_order_time_ms: + # if tool.trade_time_sub_with_ms(deal_time, real_order_time_ms) >= 0: + # print("123123") + test_process_transaction_datas() -- Gitblit v1.8.0