From be73e2b78857adaf006063275726b69c4c60f0d7 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 12 十月 2022 11:54:25 +0800
Subject: [PATCH] 买撤策略修改；加入报警功能
---
l2_data_util.py | 16 +++++++++++-----
1 files changed, 11 insertions(+), 5 deletions(-)
diff --git a/l2_data_util.py b/l2_data_util.py
index 8c4ec83..c3de649 100644
--- a/l2_data_util.py
+++ b/l2_data_util.py
@@ -4,6 +4,7 @@
"""
# 姣旇緝鏃堕棿鐨勫ぇ灏�
+import datetime
import json
import time
@@ -44,7 +45,7 @@
local_today_num_operate_map[code] = {}
for data in source_datas:
- key = "{}-{}-{}".format(data["val"]["num"], data["val"]["operateType"],data["val"]["price"])
+ key = "{}-{}-{}".format(data["val"]["num"], data["val"]["operateType"], data["val"]["price"])
if local_today_num_operate_map[code].get(key) is None:
local_today_num_operate_map[code].setdefault(key, [])
local_today_num_operate_map[code].get(key).append(data)
@@ -86,10 +87,11 @@
def get_buy_data_with_cancel_data(cancel_data, local_today_num_operate_map):
# 璁＄畻鏃堕棿鍖洪棿
min_space, max_space = compute_time_space_as_second(cancel_data["val"]["cancelTime"],
- cancel_data["val"]["cancelTimeUnit"])
+ cancel_data["val"]["cancelTimeUnit"])
max_time = __sub_time(cancel_data["val"]["time"], min_space)
min_time = __sub_time(cancel_data["val"]["time"], max_space)
- buy_datas = local_today_num_operate_map.get("{}-{}-{}".format(cancel_data["val"]["num"], "0",cancel_data["val"]["price"]))
+ buy_datas = local_today_num_operate_map.get(
+ "{}-{}-{}".format(cancel_data["val"]["num"], "0", cancel_data["val"]["price"]))
if buy_datas is None:
# 鏃犳暟鎹�
return None, None
@@ -126,9 +128,13 @@
# 淇濆瓨蹇収
# logger_l2_big_data.debug("code:{} d1:{} d2:{}", code, d1[i - 60: i + 30], d2[i - 60: i + 30])
break
+ time_str = datetime.datetime.now().strftime("%H:%M:%S")
- for key in same_time_nums:
- if same_time_nums[key] > 20:
+ for time_ in same_time_nums:
+ # 鍙繚鐣欐渶杩�3s鍐呯殑澶ф暟鎹�
+ if abs(get_time_as_seconds(time_str) - get_time_as_seconds(time_)) > 3:
+ continue
+ if same_time_nums[time_] > 20:
redis = l2_data_manager._redisManager.getRedis()
redis.setex("big_data-{}-{}".format(code, int(round(time.time() * 1000))), tool.get_expire(), d1)
break
--
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