From 6e71fbcb119e7068ba35380edaa5cc66e7c71f1b Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 27 十月 2022 16:21:05 +0800
Subject: [PATCH] 交易体系完善
---
trade_data_manager.py | 84 +++++++++++++++++++++++++++++++++++++++---
1 files changed, 78 insertions(+), 6 deletions(-)
diff --git a/trade_data_manager.py b/trade_data_manager.py
index 0783db4..b150d7b 100644
--- a/trade_data_manager.py
+++ b/trade_data_manager.py
@@ -2,11 +2,13 @@
浜ゆ槗鏁版嵁鑲￠偅閲屽櫒
鐢ㄤ簬瀵逛氦鏄撲复鏃舵暟鎹紙浜ゆ槗鐘舵�侊紝浠ｇ爜鐘舵�佺瓑锛夎繘琛岀鐞�
"""
-
+import datetime
import json
import time
# 浜ゆ槗鎾ら攢鏁版嵁绠＄悊鍣�
+import constant
+import global_util
import l2_data_util
import redis_manager
import tool
@@ -70,7 +72,7 @@
redis = cls.redisManager.getRedis()
val_str = redis.get("buy_position_info-{}".format(code))
if val_str is None:
- return None, None, None,None
+ return None, None, None, None
else:
val = json.loads(val_str)
return val[0], val[1], val[2], val[3]
@@ -137,7 +139,7 @@
# 闂撮殧2s鍙婂叾浠ヤ笂琛ㄧず鏁版嵁寮傚父
# 闂撮殧2s浠ヤ笂鐨勫氨浠ヤ笅鍗曟椂闂翠笅涓�绉掓湯灏句綔涓虹‘璁ょ偣
start_index = l2_data_index
- if len(l2_today_datas)-1 > start_index:
+ if len(l2_today_datas) - 1 > start_index:
for i in range(start_index + 1, len(l2_today_datas)):
_time = l2_today_datas[i]["val"]["time"]
if l2_data_util.get_time_as_seconds(_time) - old_time_int >= 2:
@@ -149,7 +151,7 @@
cls.__set_buy_sure_position(code, l2_data_index, l2_data)
elif new_time_int - old_time_int >= 0:
# 闂撮殧2s鍐呰〃绀烘暟鎹甯�,灏嗗叾浣嶇疆璁剧疆涓烘柊澧炴暟鎹殑涓棿浣嶇疆
- index = len(l2_today_datas)-1 - (len(l2_add_datas)) // 2
+ index = len(l2_today_datas) - 1 - (len(l2_add_datas)) // 2
data = l2_today_datas[index]
cls.__set_buy_sure_position(code, index, data)
else:
@@ -158,6 +160,76 @@
pass
+# 浠ｇ爜瀹炴椂浠锋牸绠＄悊鍣�
+class CodeActualPriceProcessor:
+ __redisManager = redis_manager.RedisManager(0)
+
+ def __get_redis(self):
+ return self.__redisManager.getRedis()
+
+ # 淇濆瓨璺屼环鐨勬椂闂�
+ def __save_down_price_time(self, code, time_str):
+ key = "under_water_last_time-{}".format(code)
+ self.__get_redis().setex(key, tool.get_expire(), time_str)
+
+ def __remove_down_price_time(self, code):
+ key = "under_water_last_time-{}".format(code)
+ self.__get_redis().delete(key)
+
+ def __get_last_down_price_time(self, code):
+ key = "under_water_last_time-{}".format(code)
+ return self.__get_redis().get(key)
+
+ def __increment_down_price_time(self, code, seconds):
+ key = "under_water_seconds-{}".format(code)
+ self.__get_redis().incrby(key, seconds)
+
+ def __get_down_price_time_as_seconds(self, code):
+ key = "under_water_seconds-{}".format(code)
+ val = self.__get_redis().get(key)
+ if val is None:
+ return None
+ else:
+ return int(val)
+
+ def process_rate(self, code, rate, time_str):
+ # 9鐐瑰崐涔嬪墠鐨勬暟鎹笉澶勭悊
+ if int(time_str.replace(":", "")) < int("093000"):
+ return
+ # now_str = datetime.datetime.now().strftime("%H:%M:%S")
+ if rate >= 0:
+ down_start_time = self.__get_last_down_price_time(code)
+ if down_start_time is None:
+ return
+ else:
+ # 绱澧炲姞鏃堕棿
+ time_second = tool.trade_time_sub(time_str, down_start_time)
+ self.__increment_down_price_time(code, time_second)
+ # 鍒犻櫎璧峰鏃堕棿
+ self.__remove_down_price_time(code)
+ else:
+ # 璁板綍寮�濮嬪��
+ if self.__get_last_down_price_time(code) is None:
+ self.__save_down_price_time(code, time_str)
+
+ # 淇濆瓨鐜颁环
+ def save_current_price(self, code, price, is_limit_up):
+ global_util.cuurent_prices[code] = (price, is_limit_up, round(time.time()))
+ pass
+
+ # 鏄惁涓烘按涓嬫崬
+ def is_under_water(self, code):
+ time_seconds = self.__get_down_price_time_as_seconds(code)
+ if time_seconds is None:
+ return False
+ else:
+ return time_seconds >= constant.UNDER_WATER_PRICE_TIME_AS_SECONDS
+
+
if __name__ == "__main__":
- TradeBuyDataManager.set_buy_capture_time("123456", 178938828, 1232)
- print(TradeBuyDataManager.get_buy_capture_time("123456"))
+ processor = CodeActualPriceProcessor()
+ processor.process_rate("123456", -0.2, "09:30:00")
+ processor.process_rate("123456", -0.3, "09:40:00")
+ processor.process_rate("123456", 0.3, "09:50:00")
+
+ processor.is_under_water("123456")
--
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