From 9a8a924d75fd4e29c4c14c86c041c00ba89f615a Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 10 四月 2024 18:07:22 +0800
Subject: [PATCH] 下单策略修改
---
test/test_sell.py | 51 +++++++++++++++++++++++++++++++++++++--------------
1 files changed, 37 insertions(+), 14 deletions(-)
diff --git a/test/test_sell.py b/test/test_sell.py
index f449f6d..40e7ab9 100644
--- a/test/test_sell.py
+++ b/test/test_sell.py
@@ -1,18 +1,29 @@
from l2.huaxin import l2_huaxin_util
+from l2.l2_data_manager import OrderBeginPosInfo
from l2.l2_transaction_data_manager import HuaXinSellOrderStatisticManager
-from l2 import l2_data_util
+from l2 import l2_data_util, cancel_buy_strategy
from log_module import log_export, async_log_util
from utils import tool
def statistic_buy_order():
- code = "600768"
- data_map = log_export.load_huaxin_transaction_map(date=tool.get_now_date_str())
+ code = "002187"
+ data_map = log_export.load_huaxin_transaction_map(date="2024-04-10", with_time=True)
datas = data_map.get(code)
__latest_buy_order_dict = {}
total_money = 0
+ active_buy = 0
+ passive_buy = 0
for data in datas:
- for d in data:
+ time_str = data[0]
+ for d in data[1]:
+ if d[6] == 990054:
+ if d[7] < 990054:
+ active_buy += d[2]
+ print("涓诲姩涔帮細", time_str, d)
+ else:
+ passive_buy += d[2]
+ print("琚姩涔帮細", time_str, d)
if code not in __latest_buy_order_dict:
# 鏍煎紡锛歔涔板崟鍙�,鎵嬫暟,鍗曚环]
__latest_buy_order_dict[code] = [d[6], d[2], d[1], (d[3], d[1]), (d[3], d[1])]
@@ -30,23 +41,31 @@
# 澶т簬50w鍔犲叆鍗栧崟
money = info[1] * info[2]
# if 101328000 > info[3] > 101324000:
- if tool.trade_time_sub(l2_huaxin_util.convert_time(info[3][0]), "10:08:30") >= 0 and info[2] >= 11.54:
+ if tool.trade_time_sub(l2_huaxin_util.convert_time(info[3][0]), "10:08:30") >= 0 and info[
+ 2] >= 11.54:
total_money += money
print(int(total_money), round(money / 10000, 1), info)
if money >= 500000:
pass
__latest_buy_order_dict[code] = [d[6], d[2], d[1], (d[3], d[1]), (d[3], d[1])]
+ print(f"涓诲姩涔帮細{active_buy}", f"琚姩涔帮細{passive_buy}")
+
# 鍗栧崟缁熻
def statistic_sell_order():
- code = "600768"
+ code = "002248"
data_map = log_export.load_huaxin_transaction_map(date=tool.get_now_date_str())
datas = data_map.get(code)
__latest_sell_order_dict = {}
total_money = 0
for data in datas:
for d in data:
+ if d[7] == 559018:
+ if d[7] > d[6]:
+ print("涓诲姩鍗�", d)
+ else:
+ print("琚姩鍗�", d)
if code not in __latest_sell_order_dict:
__latest_sell_order_dict[code] = [d[7], d[2], d[1], (d[3], d[6]), (d[3], d[6])]
else:
@@ -84,7 +103,7 @@
def test_sell_order_info():
- code = "002734"
+ code = "002248"
l2_data_util.load_l2_data(code, force=True)
date = tool.get_now_date_str()
data_map = log_export.load_huaxin_transaction_map(date=date)
@@ -92,13 +111,17 @@
for i in range(len(datas)):
d = datas[i]
big_sell_order_info = HuaXinSellOrderStatisticManager.add_transaction_datas(code, d)
- if d[-1][7] >= 3911165:
- sell_infos = HuaXinSellOrderStatisticManager.get_latest_transaction_datas(code, 3910694, "09:35:27")
- print(sum([x[1] * x[2] for x in sell_infos]))
- if big_sell_order_info[0] < 50 * 10000:
- continue
- print(i, sum([x[1] * x[2] for x in big_sell_order_info[1]]), big_sell_order_info)
+
+ if big_sell_order_info[1] and big_sell_order_info[1][-1][0] == 559018:
+ print(big_sell_order_info)
+ cancel_buy_strategy.SCancelBigNumComputer().set_real_place_order_index(code, 208, False)
+ cancel_buy_strategy.SCancelBigNumComputer().set_big_sell_order_info_for_cancel(code, big_sell_order_info,
+ OrderBeginPosInfo(
+ mode=OrderBeginPosInfo.MODE_ACTIVE,buy_single_index=0,buy_exec_index=13))
+ # if big_sell_order_info[0] < 50 * 10000:
+ # continue
+ # print(i, sum([x[1] * x[2] for x in big_sell_order_info[1]]), big_sell_order_info)
if __name__ == '__main__':
- statistic_buy_order()
+ test_sell_order_info()
--
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