From 87103d9325be0601b6f33eab737fc541b56e9577 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 27 三月 2024 12:32:36 +0800
Subject: [PATCH] bug修复
---
l2/l2_transaction_data_manager.py | 37 +++++++++++++++++++++++++++----------
1 files changed, 27 insertions(+), 10 deletions(-)
diff --git a/l2/l2_transaction_data_manager.py b/l2/l2_transaction_data_manager.py
index ca22a67..3540edb 100644
--- a/l2/l2_transaction_data_manager.py
+++ b/l2/l2_transaction_data_manager.py
@@ -95,6 +95,9 @@
# 澶у崠鍗曠殑鍗栧崟鍙�->鍗栧崟淇℃伅鏄犲皠
__big_sell_order_info_dict = {}
+ # 澶у崟鍒楄〃
+ __big_sell_order_info_list_dict = {}
+
# 鏈�杩戠殑鍗栧崟, 鏍煎紡{code:[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]}
__latest_sell_order_dict = {}
@@ -110,6 +113,10 @@
cls.__big_sell_order_ids_dict[code] = set()
if code not in cls.__big_sell_order_info_dict:
cls.__big_sell_order_info_dict[code] = {}
+
+ if code not in cls.__big_sell_order_info_list_dict:
+ cls.__big_sell_order_info_list_dict[code] = []
+
for d in datas:
cls.__latest_sell_order_info_list_dict[code].append(d)
if code not in cls.__latest_sell_order_dict:
@@ -129,13 +136,14 @@
l2_log.info(code, hx_logger_l2_transaction_sell_order, f"{cls.__latest_sell_order_dict[code]}")
cls.__big_sell_order_ids_dict[code].add(info[0])
cls.__big_sell_order_info_dict[code][info[0]] = info
+ cls.__big_sell_order_info_list_dict[code].append(info)
cls.__latest_sell_order_dict[code] = [d[7], d[2], d[1], (d[3], d[6]), (d[3], d[6])]
latest_time = l2_huaxin_util.convert_time(datas[-1][3], with_ms=True)
min_time = tool.trade_time_add_millionsecond(latest_time, -1000)
min_time_int = int(min_time.replace(":", "").replace(".", ""))
# 璁＄畻鏈�杩�1s鐨勫ぇ鍗曟垚浜�
- total_datas = cls.__latest_sell_order_info_list_dict.get(code)
+ total_big_sell_datas = cls.__big_sell_order_info_list_dict.get(code)
start_index = 0
total_sell_info = [0, None] # 鎬昏祫閲�,寮�濮嬫垚浜や俊鎭�,缁撴潫鎴愪氦淇℃伅
@@ -144,16 +152,18 @@
# print("澶у崠鍗�", big_sell_order_ids)
big_sell_orders = []
temp_sell_order_ids = set()
- for i in range(len(datas) - 1, -1, -1):
- d = datas[i]
- if d[7] != latest_sell_order_info[0]:
+ # 缁熻宸茬粡缁撶畻鍑虹殑澶у崟
+ print(f"鎬诲ぇ鍗曟暟閲忥細{len(total_big_sell_datas)}")
+ for i in range(len(total_big_sell_datas) - 1, -1, -1):
+ bd = total_big_sell_datas[i]
+ if bd[0] != latest_sell_order_info[0]:
# 涓嶆槸鏈�杩戠殑鎴愪氦涓斾笉鏄ぇ鍗曠洿鎺ヨ繃婊�
- if d[7] not in big_sell_order_ids:
+ if bd[0] not in big_sell_order_ids:
continue
else:
- if d[7] not in temp_sell_order_ids:
- big_sell_orders.append(cls.__big_sell_order_info_dict[code].get(d[7]))
- temp_sell_order_ids.add(d[7])
+ if bd[0] not in temp_sell_order_ids:
+ big_sell_orders.append(cls.__big_sell_order_info_dict[code].get(bd[0]))
+ temp_sell_order_ids.add(bd[0])
else:
# 鏄渶杩戠殑浣嗕笉鏄ぇ鍗曢渶瑕佽繃婊�
if latest_sell_order_info[1] * latest_sell_order_info[2] < 500000:
@@ -163,11 +173,18 @@
big_sell_orders.append(latest_sell_order_info)
temp_sell_order_ids.add(latest_sell_order_info[0])
- if min_time_int > int(l2_huaxin_util.convert_time(d[3], with_ms=True).replace(":", "").replace(".", "")):
+ if min_time_int > int(
+ l2_huaxin_util.convert_time(bd[3][0], with_ms=True).replace(":", "").replace(".", "")):
start_index = i
break
# 缁熻鏈�杩�1s鐨勫ぇ鍗栧崟鏁版嵁
- total_sell_info[0] += int(d[1] * d[2])
+ total_sell_info[0] += int(bd[1] * bd[2])
+ # 缁熻鏈�杩戠殑澶у崟
+ if latest_sell_order_info[1] * latest_sell_order_info[2] >= 500000:
+ if latest_sell_order_info[0] not in temp_sell_order_ids:
+ big_sell_orders.append(latest_sell_order_info)
+ temp_sell_order_ids.add(latest_sell_order_info[0])
+
big_sell_orders.reverse()
total_sell_info[1] = big_sell_orders
cls.__latest_sell_order_info_list_dict[code] = cls.__latest_sell_order_info_list_dict[code][start_index:]
--
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