From b664371ed6ee1da20af2e132426d70b3bfc66566 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 01 四月 2024 13:47:10 +0800
Subject: [PATCH] bug修复
---
l2/l2_transaction_data_manager.py | 28 ++++++++++++++++------------
1 files changed, 16 insertions(+), 12 deletions(-)
diff --git a/l2/l2_transaction_data_manager.py b/l2/l2_transaction_data_manager.py
index c065ade..c80396f 100644
--- a/l2/l2_transaction_data_manager.py
+++ b/l2/l2_transaction_data_manager.py
@@ -7,7 +7,7 @@
from db.redis_manager_delegate import RedisUtils
from l2 import l2_log
from l2.huaxin import l2_huaxin_util
-from l2.l2_data_util import local_today_sellno_map
+from l2.l2_data_util import local_today_sellno_map, local_today_datas
from log_module import async_log_util
from log_module.log import hx_logger_l2_transaction_desc, hx_logger_l2_transaction_sell_order
@@ -104,7 +104,7 @@
# 杩斿洖鏈�杩�1s鐨勫ぇ鍗曞崠锛�(鎬诲崠閲戦,[(鍗栧崟鍙�,鎬绘墜鏁�,浠锋牸,锛�'寮�濮嬫椂闂�',涔板崟鍙凤級,锛�'缁撴潫鏃堕棿',涔板崟鍙凤級),...])
@classmethod
- def add_transaction_datas(cls, code, datas):
+ def add_transaction_datas(cls, code, datas, buy_exec_index=None):
# q.append((data['SecurityID'], data['TradePrice'], data['TradeVolume'],
# data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'],
# data['SellNo'], data['ExecType']))
@@ -119,11 +119,10 @@
cls.__big_sell_order_info_list_dict[code] = []
sell_no_map = local_today_sellno_map.get(code)
+ total_datas = local_today_datas.get(code)
if not sell_no_map:
sell_no_map = {}
for d in datas:
- if f"{d[7]}" in sell_no_map:
- continue
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[7], d[2], d[1], (d[3], d[6]), (d[3], d[6])]
@@ -139,10 +138,13 @@
# 澶т簬50w鐨勫崠鍗曟墠浼氫繚瀛�
# 澶т簬50w鍔犲叆鍗栧崟
if info[1] * info[2] >= 500000:
- l2_log.info(code, hx_logger_l2_transaction_sell_order, f"{cls.__latest_sell_order_dict[code]}")
- cls.__big_sell_order_ids_dict[code].add(info[0])
- cls.__big_sell_order_info_dict[code][info[0]] = info
- cls.__big_sell_order_info_list_dict[code].append(info)
+ if f"{info[0]}" not in sell_no_map or (buy_exec_index is not None and info[0] > int(
+ total_datas[buy_exec_index]["val"]["orderNo"])):
+ l2_log.info(code, hx_logger_l2_transaction_sell_order,
+ f"{cls.__latest_sell_order_dict[code]}")
+ cls.__big_sell_order_ids_dict[code].add(info[0])
+ cls.__big_sell_order_info_dict[code][info[0]] = info
+ cls.__big_sell_order_info_list_dict[code].append(info)
cls.__latest_sell_order_dict[code] = [d[7], d[2], d[1], (d[3], d[6]), (d[3], d[6])]
latest_time = l2_huaxin_util.convert_time(datas[-1][3], with_ms=True)
@@ -185,10 +187,12 @@
# 缁熻鏈�杩戠殑澶у崟
if latest_sell_order_info[1] * latest_sell_order_info[2] >= 500000:
if latest_sell_order_info[0] not in temp_sell_order_ids:
- big_sell_orders.append(latest_sell_order_info)
- temp_sell_order_ids.add(latest_sell_order_info[0])
- total_sell_info[0] += int(latest_sell_order_info[1] * latest_sell_order_info[2])
-
+ if f"{latest_sell_order_info[0]}" not in sell_no_map or (
+ buy_exec_index is not None and latest_sell_order_info[0] > int(
+ total_datas[buy_exec_index]["val"]["orderNo"])):
+ big_sell_orders.append(latest_sell_order_info)
+ temp_sell_order_ids.add(latest_sell_order_info[0])
+ total_sell_info[0] += int(latest_sell_order_info[1] * latest_sell_order_info[2])
big_sell_orders.reverse()
total_sell_info[1] = big_sell_orders
return total_sell_info
--
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