From 97cc7f2d7428ea890c0a0ada76e5bffafd2463e4 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 26 十月 2023 22:56:11 +0800
Subject: [PATCH] L2总卖实现
---
l2/l2_data_manager.py | 107 ++++++++++++++++++++++++++++++-----------------------
1 files changed, 61 insertions(+), 46 deletions(-)
diff --git a/l2/l2_data_manager.py b/l2/l2_data_manager.py
index 08f1730..73fecc5 100644
--- a/l2/l2_data_manager.py
+++ b/l2/l2_data_manager.py
@@ -12,6 +12,45 @@
_redisManager = redis_manager.RedisManager(1)
+# 涓嬪崟涓存椂淇℃伅
+class OrderBeginPosInfo(object):
+ MODE_NORMAL = 0
+ MODE_FAST = 1
+
+ # mode: 0-鏅�氫氦鏄� 1-蹇�熶氦鏄�
+ def __init__(self, buy_single_index=None, buy_exec_index=-1, buy_compute_index=None, num=0, count=0,
+ max_num_set=None, buy_volume_rate=None, sell_info=None, threshold_money=None, mode=0):
+ self.buy_single_index = buy_single_index
+ self.buy_exec_index = buy_exec_index
+ self.buy_compute_index = buy_compute_index
+ self.num = num
+ self.count = count
+ self.threshold_money = threshold_money
+ if max_num_set:
+ self.max_num_set = list(max_num_set)
+ else:
+ self.max_num_set = []
+ self.buy_volume_rate = buy_volume_rate
+ self.sell_info = sell_info
+ self.mode = mode
+
+ def get_max_num_set(self):
+ if self.max_num_set:
+ return set(self.max_num_set)
+ return None
+
+ def to_json_str(self):
+ return json.dumps(vars(self))
+
+ def to_dict(self):
+ return vars(self)
+
+ @classmethod
+ def to_object(cls, json_str: str):
+ d = json.loads(json_str)
+ return OrderBeginPosInfo(**d)
+
+
class L2DataException(Exception):
# 浠锋牸涓嶅尮閰�
CODE_PRICE_ERROR = 1
@@ -56,8 +95,8 @@
for k in keys:
code = k.split("-")[-1]
val = RedisUtils.get(redis_, k)
- val = json.loads(val)
- CodeDataCacheUtil.set_cache(cls.__buy_compute_index_info_cache, code, val)
+ order = OrderBeginPosInfo.to_object(val)
+ CodeDataCacheUtil.set_cache(cls.__buy_compute_index_info_cache, code, order)
keys = RedisUtils.keys(redis_, "buy_cancel_single_pos-*")
for k in keys:
@@ -66,7 +105,6 @@
CodeDataCacheUtil.set_cache(cls.__buy_cancel_single_pos_cache, code, int(val))
# 鍒犻櫎涔板叆鐐规暟鎹�
-
def delete_buy_point(self, code):
CodeDataCacheUtil.clear_cache(self.__buy_compute_index_info_cache, code)
RedisUtils.delete_async(self.__db, "buy_compute_index_info-{}".format(code))
@@ -82,11 +120,12 @@
_data = json.loads(_data_json)
return _data[0], _data[1], _data[2], _data[3], _data[4], _data[5], _data[6]
- def get_buy_compute_start_data_cache(self, code):
+ def get_buy_compute_start_data_cache(self, code) -> OrderBeginPosInfo:
cache_result = CodeDataCacheUtil.get_cache(self.__buy_compute_index_info_cache, code)
if cache_result[0]:
return cache_result[1]
- return None, None, None, 0, 0, [], 0
+
+ return OrderBeginPosInfo()
# 璁剧疆涔板叆鐐圭殑鍊�
# buy_single_index 涔板叆淇″彿浣�
@@ -94,51 +133,18 @@
# compute_index 璁＄畻浣嶇疆
# nums 绱绾拱棰�
- def set_buy_compute_start_data(self, code, buy_single_index, buy_exec_index, compute_index, nums, count,
- max_num_sets,
- volume_rate):
+ def set_buy_compute_start_data_v2(self, code, order: OrderBeginPosInfo):
expire = tool.get_expire()
_key = "buy_compute_index_info-{}".format(code)
data_ = None
- if buy_single_index is not None:
- data_ = (buy_single_index, buy_exec_index, compute_index, nums, count, list(max_num_sets),
- volume_rate)
+ if order.buy_single_index is not None:
+ data_ = order
else:
- _buy_single_index, _buy_exec_index, _compute_index, _nums, _count, _max_num_index, _volume_rate = self.get_buy_compute_start_data_cache(
- code)
- data_ = (_buy_single_index, buy_exec_index, compute_index, nums, count, list(max_num_sets),
- volume_rate)
+ old_order = self.get_buy_compute_start_data_cache(code)
+ order.buy_single_index = old_order.buy_single_index
+ data_ = order
CodeDataCacheUtil.set_cache(self.__buy_compute_index_info_cache, code, data_)
- RedisUtils.setex_async(self.__db, _key, expire, json.dumps(data_))
-
- # 鑾峰彇鎾や拱鍏ュ紑濮嬭绠楃殑淇℃伅
- # 杩斿洖鏁版嵁鐨勫唴瀹逛负锛氭挙閿�鐐圭储寮� 鎾や拱绾拱棰� 璁＄畻鐨勬暟鎹储寮�
-
- def get_buy_cancel_single_pos(self, code):
- info = RedisUtils.get(self.__get_redis(), "buy_cancel_single_pos-{}".format(code))
- if info is None:
- return None
- else:
- return int(info)
-
- def get_buy_cancel_single_pos_cache(self, code):
- cache_result = tool.CodeDataCacheUtil.get_cache(self.__buy_cancel_single_pos_cache, code)
- if cache_result[0]:
- return cache_result[1]
- return None
-
- # 璁剧疆涔版挙鐐逛俊鎭�
- # buy_num 绾拱棰� computed_index璁＄畻鍒扮殑涓嬫爣 index鎾や拱淇″彿璧风偣
-
- def set_buy_cancel_single_pos(self, code, index):
- tool.CodeDataCacheUtil.set_cache(self.__buy_cancel_single_pos_cache, code, index)
- expire = tool.get_expire()
- RedisUtils.setex_async(self.__db, "buy_cancel_single_pos-{}".format(code), expire, index)
-
- # 鍒犻櫎涔版挙鐐规暟鎹�
- def delete_buy_cancel_point(self, code):
- tool.CodeDataCacheUtil.clear_cache(self.__buy_cancel_single_pos_cache, code)
- RedisUtils.delete_async(self.__db, "buy_cancel_single_pos-{}".format(code))
+ RedisUtils.setex_async(self.__db, _key, expire, data_.to_json_str())
# 娓呴櫎l2鏁版嵁
@@ -191,4 +197,13 @@
if __name__ == "__main__":
- TradePointManager().get_buy_compute_start_data_cache("603912")
+ code = "002886"
+ TradePointManager().set_buy_compute_start_data_v2(code, OrderBeginPosInfo(buy_single_index=10,
+ buy_exec_index=30,
+ buy_compute_index=40,
+ num=20000, count=10,
+ buy_volume_rate=0.6,
+ mode=OrderBeginPosInfo.MODE_NORMAL,
+ ))
+ print( TradePointManager().get_buy_compute_start_data_cache(code).max_num_set)
+ RedisUtils.run_loop()
--
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