From c285883d71ef8a362b012983dadc7ce4256b40f6 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 23 五月 2025 01:52:07 +0800
Subject: [PATCH] bug修复
---
test/test_l2.py | 87 +++++++++++++++++++++++++++++++++++++++----
1 files changed, 78 insertions(+), 9 deletions(-)
diff --git a/test/test_l2.py b/test/test_l2.py
index 26170fc..9790c7c 100644
--- a/test/test_l2.py
+++ b/test/test_l2.py
@@ -1,11 +1,80 @@
+import csv
+import time
+import unittest
+from unittest import mock
+
+from huaxin_client.l2_client_test import L2TransactionDataManager
+from l2 import l2_data_util
+from l2.huaxin.huaxin_delegate_postion_manager import RealDelegateOrderPositionManager
+from l2.transaction_progress import TradeBuyQueue
+from trade.huaxin import huaxin_trade_record_manager
+
+# class TestRealPlaceOrderIndex(unittest.TestCase):
+#
+# @unittest.skip("璺宠繃姝ゅ崟鍏冩祴璇�")
+# def test_sort(self):
+# l2_data_util.load_l2_data_all()
+# code = "600797"
+# today_datas = l2_data_util.local_today_datas.get(code)
+# RealDelegateOrderPositionManager.place_order(code, [(600, 13.60, 80030), (800, 13.60, 80035)], 23900,
+# today_datas[23900])
+# datas = [today_datas[23903:23930], today_datas[23930:23998], today_datas[814:826]]
+# for data in datas:
+# results = RealDelegateOrderPositionManager.compute_l2_place_order_position(code, data, strict_match=True)
+# print(results)
+#
+# @unittest.skip("璺宠繃姝ゅ崟鍏冩祴璇�")
+# def test_recompute_real_place_order_index(self):
+# """
+# 閲嶆柊璁＄畻鐪熷疄涓嬪崟浣嶇疆
+# @return:
+# """
+# code = "600410"
+# l2_data_util.load_l2_data_all()
+# total_datas = l2_data_util.local_today_datas.get(code)
+# order_info = ([(2700, 7.94, 80160), (2900, 7.94, 80165)], total_datas[7723], time.time(), 7722)
+# TradeBuyQueue.get_traded_index = mock.Mock(return_value=(7722, False))
+#
+# huaxin_trade_record_manager.DelegateRecordManager.list_current_delegates = mock.Mock(return_value=[{"acceptTime" : "10:41:55","volume":2700},{"acceptTime" : "10:41:55","volume":2900}])
+#
+# result = RealDelegateOrderPositionManager().recompute_l2_place_order_position(code, order_info, 7744, 1)
+# print(result)
+
+
+# class L2DataTest(unittest.TestCase):
+from utils import tool
+
+l2_data_manager_dict = {}
+
+
+def parse_transaction():
+ path_str = r"E:\娴嬭瘯鏁版嵁\transaction_test.csv"
+ with open(path_str, 'r', encoding='utf-8') as file:
+ csv_reader = csv.reader(file)
+ # 鑾峰彇琛ㄥご锛�: [ExchangeID,SecurityID,TradeTime,TradePrice,TradeVolume,ExecType,MainSeq,SubSeq,BuyNo,SellNo,Info1,Info2,Info3,TradeBSFlag,BizIndex,LocalTimeStamp]
+ headers = next(csv_reader)
+ print("琛ㄥご:", headers)
+ for row in csv_reader:
+ item = {"SecurityID": row[1], "TradePrice": round(float(row[3].split("@")[0]), 2),
+ "TradeVolume": int(row[4]),
+ "OrderTime": int(row[2]), "MainSeq": int(row[6]),
+ "SubSeq": int(row[7]), "BuyNo": int(row[8]),
+ "SellNo": int(row[9]),
+ "ExecType": int(row[5])}
+ if item["TradePrice"] <=0:
+ continue
+ # print(item)
+ if item["SecurityID"] not in l2_data_manager_dict:
+ l2_data_manager_dict[item["SecurityID"]] = L2TransactionDataManager(item["SecurityID"], True)
+ l2_data_manager_dict[item["SecurityID"]].add_transaction_data(item)
+ for code in l2_data_manager_dict:
+ __L2TransactionDataManager: L2TransactionDataManager = l2_data_manager_dict.get(code)
+ if __L2TransactionDataManager.big_accurate_buy_order_queue.qsize() or __L2TransactionDataManager.big_accurate_sell_order_queue.qsize():
+ print(code, "澶т拱鍗曟暟閲�", __L2TransactionDataManager.big_accurate_buy_order_queue.qsize())
+ print(code, "澶у崠鍗曟暟閲�", __L2TransactionDataManager.big_accurate_sell_order_queue.qsize())
+
if __name__ == "__main__":
- # codes = ["002194"]
- # for code in codes:
- # l2_data_util.load_l2_data(code)
- # L2MarketSellManager().set_current_total_sell_data(code,"10:20:54",1500000,45612,(8.94,1200))
- # L2TradeDataProcessor.test__compute_active_order_begin_pos(code, 1, 5886, 5896)
- zyltgb = 310*1e8
- zyltgb_unit_y = round(zyltgb / 100000000, 1)
- threshold_big_deal = (2 * zyltgb_unit_y + 339) * 10000
- print(threshold_big_deal)
+ print( tool.trade_time_add_second(tool.get_now_time_str(), -3600).replace(":", ""))
+
+ parse_transaction()
--
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