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
---
test/l2_trade_test.py | 23 +++++++++++++++++++----
1 files changed, 19 insertions(+), 4 deletions(-)
diff --git a/test/l2_trade_test.py b/test/l2_trade_test.py
index 17c1645..d2f6f16 100644
--- a/test/l2_trade_test.py
+++ b/test/l2_trade_test.py
@@ -13,6 +13,7 @@
from code_attribute import big_money_num_manager, gpcode_manager
from db.redis_manager_delegate import RedisUtils
from l2.huaxin import huaxin_delegate_postion_manager
+from l2.l2_sell_manager import L2MarketSellManager
from log_module import log, log_export, async_log_util
from trade.huaxin import huaxin_trade_api
from utils import tool
@@ -84,10 +85,10 @@
except Exception as e:
pass
- @unittest.skip("璺宠繃姝ゅ崟鍏冩祴璇�")
+
def test_trade(self):
threading.Thread(target=async_log_util.run_sync, daemon=True).start()
- code = "002771"
+ code = "600203"
clear_trade_data(code)
l2.l2_data_util.load_l2_data(code)
total_datas = deepcopy(l2.l2_data_util.local_today_datas[code])
@@ -101,6 +102,11 @@
data = total_datas[0].copy()
data["index"] = i
total_datas.insert(i, data)
+ l2_market_datas = log_export.load_l2_market_data()
+ l2_market_datas = l2_market_datas.get(code)
+ if l2_market_datas:
+ l2_market_datas.reverse()
+
pos_list = log_export.get_l2_process_position(code)
# pos_list.insert(108,(375,448))
@@ -170,8 +176,16 @@
break
print("----------------澶勭悊浣嶇疆", indexs)
- if indexs[0] >= 661:
- print("杩涘叆璋冭瘯")
+ for l2_m in l2_market_datas:
+ if l2_m["dataTimeStamp"] < int(total_datas[indexs[0]]["val"]["time"].replace(":","")):
+ time_str = f"{l2_m['dataTimeStamp']}"
+ if time_str.startswith("9"):
+ time_str = "0" + time_str
+ time_str = time_str[:6]
+ time_str = f"{time_str[0:2]}:{time_str[2:4]}:{time_str[4:6]}"
+ L2MarketSellManager().set_current_total_sell_data(code,time_str,l2_m["totalAskVolume"]*l2_m["avgAskPrice"])
+ break
+
l2.l2_data_manager_new.L2TradeDataProcessor.process_add_datas(code, total_datas[indexs[0]:indexs[1] + 1], 0,
0)
@@ -192,6 +206,7 @@
l2.l2_data_util.local_today_datas[code] = total_datas
l2.l2_data_util.load_num_operate_map(l2.l2_data_util.local_today_num_operate_map, code, total_datas, True)
+ @unittest.skip("璺宠繃姝ゅ崟鍏冩祴璇�")
def test_block(self):
code = "000628"
KPLCodeJXBlockManager().load_jx_blocks(code, 17.96, 17.96)
--
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