From bf4e4247e14ec7db5d3490b4bad6f3922917662c Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 29 五月 2024 19:24:10 +0800
Subject: [PATCH] F撤修改/开1的票上证早上不下单
---
l2/l2_transaction_data_manager.py | 46 ++++++++++++++++++++++++++++++++++++++++++++++
1 files changed, 46 insertions(+), 0 deletions(-)
diff --git a/l2/l2_transaction_data_manager.py b/l2/l2_transaction_data_manager.py
index 40e8ddb..52d1acd 100644
--- a/l2/l2_transaction_data_manager.py
+++ b/l2/l2_transaction_data_manager.py
@@ -242,6 +242,52 @@
cls.__dealing_order_info_dict[code] = [data[7], data[2], data[2] * data[1]]
return big_sell_datas
+ # 缁熻鎵�鏈夌殑鎴愪氦閲�
+ __deal_volume_list_dict = {}
+
+ @classmethod
+ def statistic_total_deal_volume(cls, code, datas):
+ if code not in cls.__deal_volume_list_dict:
+ cls.__deal_volume_list_dict[code] = []
+ time_dict = {}
+ for d in datas:
+ time_str = ''
+ if d[3] in time_dict:
+ time_str = time_dict[d[3]]
+ else:
+ time_dict[d[3]] = l2_huaxin_util.convert_time(d[3])
+ time_str = time_dict[d[3]]
+ if cls.__deal_volume_list_dict[code]:
+ if cls.__deal_volume_list_dict[code][-1][0] == time_str:
+ # 濡傛灉鏄悓涓�绉�
+ cls.__deal_volume_list_dict[code][-1][1] += d[2]
+ else:
+ # 涓嶆槸鍚屼竴绉�
+ cls.__deal_volume_list_dict[code].append([time_str, d[2]])
+ else:
+ cls.__deal_volume_list_dict[code].append([time_str, d[2]])
+ # 鍒犻櫎瓒呰繃5鏉℃暟鎹�
+ if len(cls.__deal_volume_list_dict[code]) > 5:
+ cls.__deal_volume_list_dict[code] = cls.__deal_volume_list_dict[code][-5:]
+ time_dict.clear()
+
+ @classmethod
+ def get_latest_2s_continue_deal_volume(cls, code):
+ """
+ 鑾峰彇鏈�杩戣繛缁�2s鐨勬垚浜ら噺
+ @param code:
+ @return: 鎴愪氦閲�,璇︾粏淇℃伅
+ """
+ deal_list = cls.__deal_volume_list_dict.get(code)
+ if not deal_list:
+ return 0, None
+ if len(deal_list) == 0:
+ return deal_list[0][1], deal_list
+ if tool.trade_time_sub(deal_list[-1][0], deal_list[-2][0]) > 1:
+ return deal_list[-1][1], deal_list
+ else:
+ return deal_list[-1][1] + deal_list[-2][1], deal_list
+
# 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):
--
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