From 9fc792923848e96fffc72a99d266e931525c2e49 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 20 三月 2025 10:58:26 +0800
Subject: [PATCH] 大单统计优化
---
l2/l2_transaction_data_manager.py | 79 ++++++++++++++++++++++-----------------
1 files changed, 44 insertions(+), 35 deletions(-)
diff --git a/l2/l2_transaction_data_manager.py b/l2/l2_transaction_data_manager.py
index 01b07db..788b9f3 100644
--- a/l2/l2_transaction_data_manager.py
+++ b/l2/l2_transaction_data_manager.py
@@ -210,27 +210,34 @@
normal_buy_datas = []
# 澶у崟闃堝��
threshold_big_money = l2_data_util.get_big_money_val(limit_up_price, tool.is_ge_code(code))
+
+ dealing_order_info = cls.__dealing_order_info_dict.get(code)
+
for data in fdatas:
# q.append((data['SecurityID'], data['TradePrice'], data['TradeVolume'],
# data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'],
# data['SellNo'], data['ExecType']))
is_limit_up = data[2]
money = data[3]
- if code not in cls.__dealing_order_info_dict:
+ current_order_info = data[0]
+
+ if dealing_order_info is None:
# 鏁版嵁鏍煎紡[璁㈠崟鍙凤紝鎬昏偂鏁帮紝鎴愪氦閲戦,鎴愪氦寮�濮嬫椂闂�,鎴愪氦缁撴潫鏃堕棿, 鏈�杩戠殑鎴愪氦浠锋牸, 鏈�杩戠殑鍗栧崟鍙�, 娑ㄥ仠浠锋垚浜ら噾棰漖
- cls.__dealing_order_info_dict[code] = [data[0][6], data[0][2], money, data[0][3], data[0][3], data[0][1],
- data[0][7], 0]
+ dealing_order_info = [current_order_info[6], current_order_info[2], money,
+ current_order_info[3], current_order_info[3],
+ current_order_info[1],
+ current_order_info[7], 0]
if is_limit_up:
- cls.__dealing_order_info_dict[code][7] += money
+ dealing_order_info[7] += money
+ cls.__dealing_order_info_dict[code] = dealing_order_info
else:
- dealing_order_info = cls.__dealing_order_info_dict[code]
- if dealing_order_info[0] == data[0][6]:
+ if dealing_order_info[0] == current_order_info[6]:
# 鎴愪氦鍚屼竴涓鍗曞彿
- dealing_order_info[1] += data[0][2]
+ dealing_order_info[1] += current_order_info[2]
dealing_order_info[2] += money
- dealing_order_info[4] = data[0][3]
- dealing_order_info[5] = data[0][1]
- dealing_order_info[6] = data[0][7]
+ dealing_order_info[4] = current_order_info[3]
+ dealing_order_info[5] = current_order_info[1]
+ dealing_order_info[6] = current_order_info[7]
if is_limit_up:
dealing_order_info[7] += money
else:
@@ -247,32 +254,33 @@
if deal_info[2] >= 500000:
normal_buy_datas.append(deal_info)
# 鍒濆鍖栨湰鏉℃暟鎹�
- cls.__dealing_order_info_dict[code] = [data[0][6], data[0][2], money, data[0][3], data[0][3],
- data[0][1], data[0][7], 0]
+ dealing_order_info = [current_order_info[6], current_order_info[2], money,
+ current_order_info[3], current_order_info[3],
+ current_order_info[1], current_order_info[7], 0]
if is_limit_up:
- cls.__dealing_order_info_dict[code][7] += money
+ dealing_order_info[7] += money
+ cls.__dealing_order_info_dict[code] = dealing_order_info
# 缁熻涓诲姩涔�(涔板崟鍙峰ぇ浜庡崠鍗曞彿)
- try:
- if data[1]:
- if code not in cls.__dealing_active_buy_order_info_dict:
- # 鏁版嵁鏍煎紡[璁㈠崟鍙凤紝鎬昏偂鏁帮紝鎴愪氦閲戦,鎴愪氦寮�濮嬫椂闂�,鎴愪氦缁撴潫鏃堕棿]
- cls.__dealing_active_buy_order_info_dict[code] = [data[0][6], data[0][2], money, data[0][3],
- data[0][3]]
+ if data[1]:
+ if code not in cls.__dealing_active_buy_order_info_dict:
+ # 鏁版嵁鏍煎紡[璁㈠崟鍙凤紝鎬昏偂鏁帮紝鎴愪氦閲戦,鎴愪氦寮�濮嬫椂闂�,鎴愪氦缁撴潫鏃堕棿]
+ cls.__dealing_active_buy_order_info_dict[code] = [current_order_info[6], current_order_info[2],
+ money, current_order_info[3],
+ current_order_info[3]]
+ else:
+ dealing_active_buy_order_info = cls.__dealing_active_buy_order_info_dict[code]
+ if dealing_active_buy_order_info[0] == current_order_info[6]:
+ # 鎴愪氦鍚屼竴涓鍗曞彿
+ dealing_active_buy_order_info[1] += current_order_info[2]
+ dealing_active_buy_order_info[2] += money
+ dealing_active_buy_order_info[4] = current_order_info[3]
else:
- dealing_active_buy_order_info = cls.__dealing_active_buy_order_info_dict[code]
- if dealing_active_buy_order_info[0] == data[0][6]:
- # 鎴愪氦鍚屼竴涓鍗曞彿
- dealing_active_buy_order_info[1] += data[0][2]
- dealing_active_buy_order_info[2] += money
- dealing_active_buy_order_info[4] = data[0][3]
- else:
- # 鍒濆鍖栨湰鏉℃暟鎹�
- cls.__dealing_active_buy_order_info_dict[code] = [data[0][6], data[0][2], money,
- data[0][3], data[0][3]]
- except:
- pass
-
+ # 鍒濆鍖栨湰鏉℃暟鎹�
+ cls.__dealing_active_buy_order_info_dict[code] = [current_order_info[6],
+ current_order_info[2], money,
+ current_order_info[3],
+ current_order_info[3]]
return big_buy_datas, normal_buy_datas
@@ -406,7 +414,6 @@
fdatas.append(deal_list[i])
return fdatas
-
@classmethod
def clear_latest_deal_volume(cls, code):
if code in cls.__deal_volume_list_dict:
@@ -468,7 +475,8 @@
L2TradeSingleDataManager.set_sell_passive_to_active_datas(code, last_trade_data[0], d[0])
# 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[0][7], d[0][2], d[0][1], (d[0][3], d[0][6]), (d[0][3], d[0][6])]
+ cls.__latest_sell_order_dict[code] = [d[0][7], d[0][2], d[0][1], (d[0][3], d[0][6]),
+ (d[0][3], d[0][6])]
else:
if cls.__latest_sell_order_dict[code][0] == d[0][7]:
cls.__latest_sell_order_dict[code][1] += d[0][2]
@@ -495,7 +503,8 @@
# 灏嗘定鍋滀富鍔ㄥ崠璁板叆鏃ュ織
l2_log.info(code, hx_logger_l2_active_sell, f"{info}")
- cls.__latest_sell_order_dict[code] = [d[0][7], d[0][2], d[0][1], (d[0][3], d[0][6]), (d[0][3], d[0][6])]
+ cls.__latest_sell_order_dict[code] = [d[0][7], d[0][2], d[0][1], (d[0][3], d[0][6]),
+ (d[0][3], d[0][6])]
finally:
cls.__last_trade_data_dict[code] = d
--
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