From 7ca9e90febd61dbcc5357349294affe95ea04105 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 30 八月 2024 00:34:33 +0800
Subject: [PATCH] 激进买入完善
---
l2/l2_transaction_data_manager.py | 65 ++++++++++++++++++++++++++++++++
1 files changed, 65 insertions(+), 0 deletions(-)
diff --git a/l2/l2_transaction_data_manager.py b/l2/l2_transaction_data_manager.py
index a6fbd07..ae0223b 100644
--- a/l2/l2_transaction_data_manager.py
+++ b/l2/l2_transaction_data_manager.py
@@ -45,6 +45,7 @@
for code in sell_order_map:
cls.__total_sell_datas_dict[code] = sell_order_map[code]
+
def add_buy_datas(self, code, datas):
"""
娣诲姞澶т拱鍗曟暟鎹�
@@ -300,12 +301,15 @@
# 缁熻鎵�鏈夌殑鎴愪氦閲�
__deal_volume_list_dict = {}
+ # 缁熻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):
# 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
@@ -329,6 +333,36 @@
# 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
+ 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_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
@@ -362,6 +396,23 @@
# 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 []
+ 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]) < 6:
fdatas.append(deal_list[i])
return fdatas
@@ -502,6 +553,20 @@
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:
+ 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
+ L2TradeSingleDataManager.set_limit_up_active_buy(code, datas[-1][3])
+ break
+ except:
+ pass
+
return total_sell_info
# 鑾峰彇鏈�杩戞垚浜ゆ暟鎹�
--
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