From a686b34ab9204f78af75bba30f455e9053438bc2 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 03 一月 2025 19:08:11 +0800
Subject: [PATCH] bug修复
---
l2/l2_transaction_data_manager.py | 66 +++++++++++++++++++++++++--------
1 files changed, 50 insertions(+), 16 deletions(-)
diff --git a/l2/l2_transaction_data_manager.py b/l2/l2_transaction_data_manager.py
index ae0223b..ddd3588 100644
--- a/l2/l2_transaction_data_manager.py
+++ b/l2/l2_transaction_data_manager.py
@@ -4,7 +4,7 @@
import json
import l2_data_util
-from db import redis_manager
+from db import redis_manager_delegate as redis_manager
from db.redis_manager_delegate import RedisUtils
from l2 import l2_log
from l2.huaxin import l2_huaxin_util
@@ -45,12 +45,11 @@
for code in sell_order_map:
cls.__total_sell_datas_dict[code] = sell_order_map[code]
-
def add_buy_datas(self, code, datas):
"""
娣诲姞澶т拱鍗曟暟鎹�
@param code: 浠ｇ爜
- @param datas:[(涔板崟鍙�,鎬昏偂鏁�,鎬绘垚浜ら)]
+ @param datas:[(涔板崟鍙�,鎬昏偂鏁�,鎬绘垚浜ら,鎴愪氦寮�濮嬫椂闂�,鎴愪氦缁撴潫鏃堕棿)]
@return:
"""
if not datas:
@@ -85,6 +84,16 @@
return 0
return int(sum([x[2] for x in self.__total_buy_datas_dict[code]]))
+ def get_total_buy_order_ids(self, code):
+ """
+ 鑾峰彇鎴愪氦澶у崟鐨勮鍗曞彿
+ @param code:
+ @return:
+ """
+ if code not in self.__total_buy_datas_dict:
+ return set()
+ return set([x[0] for x in self.__total_buy_datas_dict[code]])
+
def get_total_buy_count(self, code):
"""
鑾峰彇澶у崟鎴愪氦鐨勭瑪鏁�
@@ -104,6 +113,14 @@
if code not in self.__total_buy_datas_dict:
return []
return [x[2] for x in self.__total_buy_datas_dict[code]]
+
+ def get_total_buy_data_list(self, code):
+ """
+ 鑾峰彇鎵�鏈夌殑涔板崟鏁版嵁鍒楄〃
+ @param code:
+ @return:[(涔板崟鍙�,鎬昏偂鏁�,鎬绘垚浜ら,鎴愪氦寮�濮嬫椂闂�,鎴愪氦缁撴潫鏃堕棿)]
+ """
+ return self.__total_buy_datas_dict.get(code)
def get_total_sell_money(self, code):
"""
@@ -193,16 +210,23 @@
# q.append((data['SecurityID'], data['TradePrice'], data['TradeVolume'],
# data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'],
# data['SellNo'], data['ExecType']))
-
+ is_limit_up = abs(data[1] - limit_up_price) < 0.0001
+ money = data[2] * data[1]
if code not in cls.__dealing_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_order_info_dict[code] = [data[6], data[2], data[2] * data[1], data[3], data[3]]
+ # 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[6], data[2],money, data[3], data[3], data[1],
+ data[7], 0]
+ if is_limit_up:
+ cls.__dealing_order_info_dict[code][7] += money
else:
if cls.__dealing_order_info_dict[code][0] == data[6]:
# 鎴愪氦鍚屼竴涓鍗曞彿
cls.__dealing_order_info_dict[code][1] += data[2]
- cls.__dealing_order_info_dict[code][2] += data[2] * data[1]
+ cls.__dealing_order_info_dict[code][2] += money
cls.__dealing_order_info_dict[code][4] = data[3]
+ cls.__dealing_order_info_dict[code][5] = data[1]
+ cls.__dealing_order_info_dict[code][6] = data[7]
+ cls.__dealing_order_info_dict[code][7] += money
else:
# 淇濆瓨涓婁竴鏉℃暟鎹�
async_log_util.info(hx_logger_l2_transaction_desc, f"{code}#{cls.__dealing_order_info_dict[code]}")
@@ -210,13 +234,19 @@
deal_info = cls.__dealing_order_info_dict[code]
cls.__latest_deal_order_info_dict[code] = deal_info
# 鏄惁涓哄ぇ涔板崟
- if deal_info[2] >= threshold_big_money:
+ if deal_info[7] >= threshold_big_money:
+ # # 濡傛灉鏈�鍚庝竴绗旀垚浜や环鏍间笉鏄定鍋滀环灏变笉绠�
+ # if abs(deal_info[5] - limit_up_price) < 0.0001:
big_buy_datas.append(deal_info)
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[6], data[2], data[2] * data[1], data[3], data[3]]
+ cls.__dealing_order_info_dict[code] = [data[6], data[2], money, data[3], data[3],
+ data[1], data[7], 0]
+ if is_limit_up:
+ cls.__dealing_order_info_dict[code][7] += money
+
# 缁熻涓诲姩涔�(涔板崟鍙峰ぇ浜庡崠鍗曞彿)
try:
if data[6] > data[7]:
@@ -301,11 +331,11 @@
# 缁熻鎵�鏈夌殑鎴愪氦閲�
__deal_volume_list_dict = {}
- # 缁熻涓诲姩涔扮殑鎴愪氦閲�
+ # 缁熻娑ㄥ仠涓诲姩涔扮殑鎴愪氦閲�
__deal_active_buy_volume_list_dict = {}
@classmethod
- def statistic_total_deal_volume(cls, code, datas):
+ def statistic_total_deal_volume(cls, code, datas, limit_up_price):
# 鍙粺璁¤鍔ㄤ拱
if code not in cls.__deal_volume_list_dict:
cls.__deal_volume_list_dict[code] = []
@@ -342,7 +372,9 @@
# 鍙粺璁′富鍔ㄤ拱
if d[7] > d[6]:
continue
- time_str = ''
+ # 鍙粺璁℃定鍋滀拱
+ if d[1] != limit_up_price:
+ continue
if d[3] in time_dict:
time_str = time_dict[d[3]]
else:
@@ -409,10 +441,11 @@
deal_list = cls.__deal_active_buy_volume_list_dict.get(code)
if not deal_list:
return []
- fdatas = [deal_list[-1]]
+ latest_time = deal_list[-1][0]
+ fdatas = []
# 浠庡�掓暟绗簩涓暟鎹绠�
for i in range(len(deal_list) - 1, -1, -1):
- if tool.trade_time_sub(fdatas[0][0], deal_list[i][0]) < 6:
+ if tool.trade_time_sub(latest_time, deal_list[i][0]) < 6:
fdatas.append(deal_list[i])
return fdatas
@@ -555,6 +588,7 @@
total_sell_info[1] = big_sell_orders
# ----------------缁熻娑ㄥ仠涓诲姩涔�-----------------
try:
+ limit_up_active_buy_datas = []
for d in datas:
if is_active_sell(d[7], d[6]):
# 琚姩涔�
@@ -562,8 +596,8 @@
# 鏄惁鏄定鍋�
if d[1] == limit_up_price:
# 鏈夋定鍋滀富鍔ㄤ拱
- L2TradeSingleDataManager.set_limit_up_active_buy(code, datas[-1][3])
- break
+ limit_up_active_buy_datas.append(d)
+ L2TradeSingleDataManager.set_limit_up_active_buy(code, limit_up_active_buy_datas)
except:
pass
--
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