From b92c5507bc73f043882ccf39fa5376686b4684d6 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 12 四月 2024 11:07:13 +0800
Subject: [PATCH] 新版深证下单完善
---
l2/l2_transaction_data_manager.py | 80 +++++++++++++++++++++++----------------
1 files changed, 47 insertions(+), 33 deletions(-)
diff --git a/l2/l2_transaction_data_manager.py b/l2/l2_transaction_data_manager.py
index da2b79e..5be243b 100644
--- a/l2/l2_transaction_data_manager.py
+++ b/l2/l2_transaction_data_manager.py
@@ -8,7 +8,7 @@
from l2 import l2_log
from l2.huaxin import l2_huaxin_util
from l2.l2_data_util import local_today_sellno_map, local_today_datas
-from l2.place_order_single_data_manager import L2TradeSingleManager
+from l2.place_order_single_data_manager import L2TradeSingleDataProcessor, L2TradeSingleDataManager
from log_module import async_log_util
from log_module.log import hx_logger_l2_transaction_desc, hx_logger_l2_transaction_sell_order
@@ -108,6 +108,8 @@
# 淇濆瓨鏈�杩戞垚浜ょ殑浠锋牸
__latest_trade_price_dict = {}
+ __last_trade_data_dict = {}
+
# 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, limit_up_price=None):
@@ -141,41 +143,53 @@
for d in datas:
# 鑾峰彇褰撳墠鏄惁涓轰富鍔ㄤ拱
- _is_active_sell = is_active_sell(d[7], d[6])
- if not _is_active_sell and d[1] == limit_up_price:
- # 琚姩娑ㄥ仠鍗�,杩欎釜鍗栫殑璁㈠崟鏄惁鍦ㄦ渶杩戠殑娑ㄥ仠鍗栧垪琛ㄤ腑
- L2TradeSingleManager.process_passive_limit_up_sell_data(d)
+ try:
+ _is_active_sell = is_active_sell(d[7], d[6])
+ if not _is_active_sell and d[1] == limit_up_price:
+ # 琚姩娑ㄥ仠鍗�,杩欎釜鍗栫殑璁㈠崟鏄惁鍦ㄦ渶杩戠殑娑ㄥ仠鍗栧垪琛ㄤ腑
+ L2TradeSingleDataProcessor.process_passive_limit_up_sell_data(d)
- if not _is_active_sell:
- 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])]
- else:
- if cls.__latest_sell_order_dict[code][0] == d[7]:
- cls.__latest_sell_order_dict[code][1] += d[2]
- cls.__latest_sell_order_dict[code][2] = d[1]
- cls.__latest_sell_order_dict[code][4] = (d[3], d[6])
- else:
- info = cls.__latest_sell_order_dict[code]
+ if not _is_active_sell:
+ continue
- # 涓婁釜鍗栧崟鎴愪氦瀹屾垚
- # 灏佸瓨鏁版嵁锛岃绠楁柊璧风偣
- # 澶т簬50w鐨勫崠鍗曟墠浼氫繚瀛�
- # 澶т簬50w鍔犲叆鍗栧崟
- money = info[1] * info[2]
- if money >= 500000:
- # 璁㈠崟閲岄潰鏈夋垚浜ゆ槸涓诲姩鍗栧氨绠椾富鍔ㄥ崠
- 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)
- # 鍙繚鐣�10w浠ヤ笂鐨勫崟
- if money > 100000:
- cls.__latest_all_sell_orders_dict[code].append(info)
-
+ # 鍒ゆ柇鏄惁鏄定鍋滆鍔ㄥ彉涓诲姩
+ last_trade_data = cls.__last_trade_data_dict.get(code)
+ if last_trade_data and not is_active_sell(last_trade_data[7], last_trade_data[6]) and last_trade_data[
+ 1] == limit_up_price:
+ if d[1] == limit_up_price:
+ # 娑ㄥ仠琚姩鍙樹富鍔�
+ L2TradeSingleDataManager.set_sell_passive_to_active_datas(code, last_trade_data, d)
+ 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])]
+ else:
+ if cls.__latest_sell_order_dict[code][0] == d[7]:
+ cls.__latest_sell_order_dict[code][1] += d[2]
+ cls.__latest_sell_order_dict[code][2] = d[1]
+ cls.__latest_sell_order_dict[code][4] = (d[3], d[6])
+ else:
+ info = cls.__latest_sell_order_dict[code]
+
+ # 涓婁釜鍗栧崟鎴愪氦瀹屾垚
+ # 灏佸瓨鏁版嵁锛岃绠楁柊璧风偣
+ # 澶т簬50w鐨勫崠鍗曟墠浼氫繚瀛�
+ # 澶т簬50w鍔犲叆鍗栧崟
+ money = info[1] * info[2]
+ if money >= 500000:
+ # 璁㈠崟閲岄潰鏈夋垚浜ゆ槸涓诲姩鍗栧氨绠椾富鍔ㄥ崠
+ 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)
+ # 鍙繚鐣�10w浠ヤ笂鐨勫崟
+ if money > 100000:
+ cls.__latest_all_sell_orders_dict[code].append(info)
+
+ cls.__latest_sell_order_dict[code] = [d[7], d[2], d[1], (d[3], d[6]), (d[3], d[6])]
+ finally:
+ cls.__last_trade_data_dict[code] = d
+
latest_time = l2_huaxin_util.convert_time(datas[-1][3], with_ms=True)
min_time = tool.trade_time_add_millionsecond(latest_time, -1000)
min_time_int = int(min_time.replace(":", "").replace(".", ""))
--
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