From b74016d3ba3750cd27fee83675449da8f1da3926 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 09 二月 2023 18:47:34 +0800
Subject: [PATCH] 建立取消单元测试机制/修改H撤（看成交位置相邻大单与总整体数据TOPN大单）
---
l2/transaction_progress.py | 49 +++++++++++++++++++++++++++++++++++++------------
1 files changed, 37 insertions(+), 12 deletions(-)
diff --git a/l2/transaction_progress.py b/l2/transaction_progress.py
index cca3926..df52f47 100644
--- a/l2/transaction_progress.py
+++ b/l2/transaction_progress.py
@@ -3,6 +3,7 @@
'''
# 涔板叆闃熷垪
+import itertools
import json
import constant
@@ -79,9 +80,10 @@
return num_list
# 淇濆瓨鎴愪氦绱㈠紩
- def save_traded_index(self, code, buy1_price, buyQueueBig):
+ def compute_traded_index(self, code, buy1_price, buyQueueBig):
total_datas = l2.l2_data_util.local_today_datas.get(code)
today_num_operate_map = l2.l2_data_util.local_today_num_operate_map.get(code)
+ index = None
for i in range(0, len(buyQueueBig)):
buyQueueBigTemp = buyQueueBig[i:]
if i > 0 and len(buyQueueBigTemp) < 2:
@@ -90,18 +92,38 @@
last_index, is_default = self.get_traded_index(code)
- index = l2.l2_data_util.L2TradeQueueUtils.find_traded_progress_index(buy1_price, total_datas,
- today_num_operate_map, buyQueueBigTemp,
- (
- last_index if last_index is not is_default else 0),
- self.__get_latest_not_limit_up_time(
- code))
+ c_last_index = 0
+ if not is_default and last_index is not None:
+ c_last_index = last_index
+ # 濡傛灉鏄�3涓�/4涓暟鎹壘涓嶅埌灏辫皟鏁撮『搴�
+ fbuyQueueBigTempList = []
+ if 3 <= len(buyQueueBigTemp) <= 4:
+ buyQueueBigTempList = itertools.permutations(buyQueueBigTemp, len(buyQueueBigTemp))
+ for tempQueue in buyQueueBigTempList:
+ if list(tempQueue) != buyQueueBigTemp:
+ fbuyQueueBigTempList.append(tempQueue)
+ fbuyQueueBigTempList.insert(0, buyQueueBigTemp)
+ for temp in fbuyQueueBigTempList:
+ try:
+ index = l2.l2_data_util.L2TradeQueueUtils.find_traded_progress_index(buy1_price, total_datas,
+ today_num_operate_map,
+ temp,
+ c_last_index,
+ self.__get_latest_not_limit_up_time(
+ code))
+ if index is not None:
+ break
+ except:
+ pass
if index is not None:
- logger_l2_trade_buy_queue.info(f"纭畾浜ゆ槗杩涘害锛歝ode-{code} index-{index}")
- # 淇濆瓨鎴愪氦杩涘害
- self.__save_buy_progress_index(code, index, False)
- return index
- return None
+ break
+
+ if index is not None:
+ logger_l2_trade_buy_queue.info(f"纭畾浜ゆ槗杩涘害锛歝ode-{code} index-{index}")
+ # 淇濆瓨鎴愪氦杩涘害
+ # self.__save_buy_progress_index(code, index, False)
+ return index
+ return index
# 鑾峰彇鎴愪氦杩涘害绱㈠紩
def get_traded_index(self, code):
@@ -111,6 +133,9 @@
def set_default_traded_index(self, code, index):
self.__save_buy_progress_index(code, index, True)
+ def set_traded_index(self, code, index):
+ self.__save_buy_progress_index(code, index, False)
+
if __name__ == '__main':
pass
--
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