From 8e8a2a2767e2784a6548cd07a2bf7dd6558e3f43 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 19 三月 2024 18:50:14 +0800
Subject: [PATCH] S撤实现
---
l2/l2_transaction_data_manager.py | 95 +++++++++++++++++++++++++++++++++++++++++++++--
1 files changed, 91 insertions(+), 4 deletions(-)
diff --git a/l2/l2_transaction_data_manager.py b/l2/l2_transaction_data_manager.py
index 02a5ea8..e1214e8 100644
--- a/l2/l2_transaction_data_manager.py
+++ b/l2/l2_transaction_data_manager.py
@@ -5,18 +5,20 @@
from db import redis_manager
from db.redis_manager_delegate import RedisUtils
+from l2 import l2_log
+from l2.huaxin import l2_huaxin_util
from log_module import async_log_util
-from log_module.log import hx_logger_l2_transaction_desc
+from log_module.log import hx_logger_l2_transaction_desc, hx_logger_l2_transaction_sell_order
from utils import tool
-class HuaXinTransactionDataManager:
+# 鎴愪氦鏁版嵁缁熻
+class HuaXinBuyOrderManager:
__db = 0
__instance = None
__redis_manager = redis_manager.RedisManager(0)
-
# 姝ｅ湪鎴愪氦鐨勮鍗�
__dealing_order_info_dict = {}
@@ -25,7 +27,7 @@
def __new__(cls, *args, **kwargs):
if not cls.__instance:
- cls.__instance = super(HuaXinTransactionDataManager, cls).__new__(cls, *args, **kwargs)
+ cls.__instance = super(HuaXinBuyOrderManager, cls).__new__(cls, *args, **kwargs)
cls.__load_datas()
return cls.__instance
@@ -82,3 +84,88 @@
return None
+# 鍗栧崟缁熻鏁版嵁
+class HuaXinSellOrderStatisticManager:
+ # 鏈�杩戠殑澶у崠鍗曟垚浜わ紝鏍煎紡:{code:[鍗栧崟淇℃伅,...]}
+ __latest_sell_order_info_list_dict = {}
+
+ # 澶у崟鍗栧崟鍙风殑闆嗗悎锛屾牸寮忥細{code:{鍗栧崟鍙穧}
+ __big_sell_order_ids_dict = {}
+
+ # 澶у崠鍗曠殑鍗栧崟鍙�->鍗栧崟淇℃伅鏄犲皠
+ __big_sell_order_info_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 = {}
+
+ @classmethod
+ def add_transaction_datas(cls, code, datas):
+ # q.append((data['SecurityID'], data['TradePrice'], data['TradeVolume'],
+ # data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'],
+ # data['SellNo'], data['ExecType']))
+ if code not in cls.__latest_sell_order_info_list_dict:
+ cls.__latest_sell_order_info_list_dict[code] = []
+ if code not in cls.__big_sell_order_ids_dict:
+ 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] = {}
+ for d in datas:
+ cls.__latest_sell_order_info_list_dict[code].append(d)
+ if code not in cls.__latest_sell_order_dict:
+ cls.__latest_sell_order_dict[code] = [d[7], d[2], d[1], (d[3], d[6]), (d[3], d[6])]
+ else:
+ if cls.__latest_sell_order_dict[code][0] == d[7]:
+ cls.__latest_sell_order_dict[code][1] += d[2]
+ cls.__latest_sell_order_dict[code][2] = d[1]
+ cls.__latest_sell_order_dict[code][4] = (d[3], d[6])
+ else:
+ # 灏佸瓨鏁版嵁锛岃绠楁柊璧风偣
+ l2_log.info(code, hx_logger_l2_transaction_sell_order, f"{cls.__latest_sell_order_dict[code]}")
+ # 澶т簬50w鍔犲叆鍗栧崟
+ info = cls.__latest_sell_order_dict[code]
+ if info[1] * info[2] >= 500000:
+ cls.__big_sell_order_ids_dict[code].add(info[0])
+ cls.__big_sell_order_info_dict[code][info[0]] = 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)
+ 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
+ latest_sell_order_info = cls.__latest_sell_order_dict[code]
+ big_sell_order_ids = cls.__big_sell_order_ids_dict[code]
+ # 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]:
+ # 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:
+ 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])
+ 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:
+ continue
+ else:
+ 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])
+
+ if min_time_int > int(l2_huaxin_util.convert_time(d[3], 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])
+ 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:]
+ return total_sell_info
--
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