From c58c2d16db12419a0f27cd5df38f3468e6bb14c0 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 16 七月 2024 09:15:59 +0800
Subject: [PATCH] 设置买独苗
---
l2/l2_transaction_data_manager.py | 127 ++++++++++++++++++++++++++++++++----------
1 files changed, 97 insertions(+), 30 deletions(-)
diff --git a/l2/l2_transaction_data_manager.py b/l2/l2_transaction_data_manager.py
index 9089d03..0d1773d 100644
--- a/l2/l2_transaction_data_manager.py
+++ b/l2/l2_transaction_data_manager.py
@@ -3,6 +3,7 @@
"""
import json
+import l2_data_util
from db import redis_manager
from db.redis_manager_delegate import RedisUtils
from l2 import l2_log
@@ -19,7 +20,7 @@
class BigOrderDealManager:
"""
- 澶у崟鎴愪氦绠＄悊
+ 鎴愪氦澶у崟绠＄悊
"""
__total_buy_datas_dict = {}
__total_sell_datas_dict = {}
@@ -83,6 +84,16 @@
return 0
return int(sum([x[2] for x in self.__total_buy_datas_dict[code]]))
+ def get_total_buy_count(self, code):
+ """
+ 鑾峰彇澶у崟鎴愪氦鐨勭瑪鏁�
+ @param code:
+ @return:
+ """
+ if code not in self.__total_buy_datas_dict:
+ return 0
+ return len(self.__total_buy_datas_dict[code])
+
def get_total_buy_money_list(self, code):
"""
鑾峰彇澶у崟鍒楄〃
@@ -92,7 +103,6 @@
if code not in self.__total_buy_datas_dict:
return 0
return [x[2] for x in self.__total_buy_datas_dict[code]]
-
def get_total_sell_money(self, code):
"""
@@ -113,6 +123,9 @@
# 姝ｅ湪鎴愪氦鐨勮鍗�
__dealing_order_info_dict = {}
+
+ # 姝ｅ湪鎴愪氦鐨勪富鍔ㄤ拱鐨勮鍗�
+ __dealing_active_buy_order_info_dict = {}
# 鏈�杩戞垚浜ょ殑璁㈠崟{"code":(璁㈠崟鍙凤紝鏄惁鎴愪氦瀹屾垚)}
__latest_deal_order_info_dict = {}
@@ -155,7 +168,16 @@
return cls.__dealing_order_info_dict.get(code)
@classmethod
- def statistic_big_buy_data(cls, code, datas):
+ def get_dealing_active_order_info(cls, code):
+ """
+ 鑾峰彇姝ｅ湪涓诲姩鎴愪氦鐨勬暟鎹�
+ @param code:
+ @return:[璁㈠崟鍙凤紝鎬昏偂鏁帮紝鎴愪氦閲戦,鎴愪氦寮�濮嬫椂闂�,鎴愪氦缁撴潫鏃堕棿]
+ """
+ return cls.__dealing_active_buy_order_info_dict.get(code)
+
+ @classmethod
+ def statistic_big_buy_data(cls, code, datas, limit_up_price):
"""
缁熻澶у崟涔�
@param code:
@@ -164,6 +186,8 @@
"""
big_buy_datas = []
normal_buy_datas = []
+ # 澶у崟闃堝��
+ threshold_big_money = l2_data_util.get_big_money_val(limit_up_price, tool.is_ge_code(code))
for data in datas:
# q.append((data['SecurityID'], data['TradePrice'], data['TradeVolume'],
# data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'],
@@ -172,25 +196,46 @@
if code not in cls.__dealing_order_info_dict:
# 鏁版嵁鏍煎紡[璁㈠崟鍙凤紝鎬昏偂鏁帮紝鎴愪氦閲戦,鎴愪氦寮�濮嬫椂闂�,鎴愪氦缁撴潫鏃堕棿]
cls.__dealing_order_info_dict[code] = [data[6], data[2], data[2] * data[1], data[3], data[3]]
- if cls.__dealing_order_info_dict[code][0] == data[6]:
- # 鎴愪氦鍚屼竴涓鍗曞彿
- cls.__dealing_order_info_dict[code][1] += data[2]
- cls.__dealing_order_info_dict[code][2] += data[2] * data[1]
- cls.__dealing_order_info_dict[code][4] = data[3]
else:
- # 淇濆瓨涓婁竴鏉℃暟鎹�
- async_log_util.info(hx_logger_l2_transaction_desc, f"{code}#{cls.__dealing_order_info_dict[code]}")
- # 璁剧疆鏈�杩戞垚浜ゅ畬鎴愮殑涓�鏉℃暟鎹�
- deal_info = cls.__dealing_order_info_dict[code]
- cls.__latest_deal_order_info_dict[code] = deal_info
- # 鏄惁涓哄ぇ涔板崟
- if deal_info[2] >= 2990000:
- big_buy_datas.append(deal_info)
- if deal_info[2] >= 500000:
- normal_buy_datas.append(deal_info)
+ if cls.__dealing_order_info_dict[code][0] == data[6]:
+ # 鎴愪氦鍚屼竴涓鍗曞彿
+ cls.__dealing_order_info_dict[code][1] += data[2]
+ cls.__dealing_order_info_dict[code][2] += data[2] * data[1]
+ cls.__dealing_order_info_dict[code][4] = data[3]
+ else:
+ # 淇濆瓨涓婁竴鏉℃暟鎹�
+ async_log_util.info(hx_logger_l2_transaction_desc, f"{code}#{cls.__dealing_order_info_dict[code]}")
+ # 璁剧疆鏈�杩戞垚浜ゅ畬鎴愮殑涓�鏉℃暟鎹�
+ deal_info = cls.__dealing_order_info_dict[code]
+ cls.__latest_deal_order_info_dict[code] = deal_info
+ # 鏄惁涓哄ぇ涔板崟
+ if deal_info[2] >= threshold_big_money:
+ big_buy_datas.append(deal_info)
+ if deal_info[2] >= 500000:
+ normal_buy_datas.append(deal_info)
- # 鍒濆鍖栨湰鏉℃暟鎹�
- cls.__dealing_order_info_dict[code] = [data[6], data[2], data[2] * data[1], data[3], data[3]]
+ # 鍒濆鍖栨湰鏉℃暟鎹�
+ cls.__dealing_order_info_dict[code] = [data[6], data[2], data[2] * data[1], data[3], data[3]]
+ # 缁熻涓诲姩涔�(涔板崟鍙峰ぇ浜庡崠鍗曞彿)
+ try:
+ if data[6] > data[7]:
+ if code not in cls.__dealing_active_buy_order_info_dict:
+ # 鏁版嵁鏍煎紡[璁㈠崟鍙凤紝鎬昏偂鏁帮紝鎴愪氦閲戦,鎴愪氦寮�濮嬫椂闂�,鎴愪氦缁撴潫鏃堕棿]
+ cls.__dealing_active_buy_order_info_dict[code] = [data[6], data[2], data[2] * data[1], data[3],
+ data[3]]
+ else:
+ if cls.__dealing_active_buy_order_info_dict[code][0] == data[6]:
+ # 鎴愪氦鍚屼竴涓鍗曞彿
+ cls.__dealing_active_buy_order_info_dict[code][1] += data[2]
+ cls.__dealing_active_buy_order_info_dict[code][2] += data[2] * data[1]
+ cls.__dealing_active_buy_order_info_dict[code][4] = data[3]
+ else:
+ # 鍒濆鍖栨湰鏉℃暟鎹�
+ cls.__dealing_active_buy_order_info_dict[code] = [data[6], data[2], data[2] * data[1],
+ data[3], data[3]]
+ except:
+ pass
+
return big_buy_datas, normal_buy_datas
@@ -287,21 +332,43 @@
time_dict.clear()
@classmethod
- def get_latest_2s_continue_deal_volume(cls, code):
+ def get_latest_3s_continue_deal_volumes(cls, code):
"""
- 鑾峰彇鏈�杩戣繛缁�2s鐨勬垚浜ら噺
+ 鑾峰彇鏈�杩�3s鐨勬垚浜ら噺鍒嗗竷
@param code:
- @return: 鎴愪氦閲�,璇︾粏淇℃伅
+ @return: [(鏃堕棿,閲�)]
"""
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
+ return []
+ fdatas = [deal_list[-1]]
+ # 浠庡�掓暟绗簩涓暟鎹绠�
+ for i in range(len(deal_list) - 2, -1, -1):
+ if tool.trade_time_sub(fdatas[0][0], deal_list[i][0]) < 3:
+ fdatas.append(deal_list[i])
+ return fdatas
+
+ @classmethod
+ def get_latest_2s_continue_deal_volumes(cls, code):
+ """
+ 鑾峰彇鏈�杩�2s鐨勬垚浜ら噺鍒嗗竷
+ @param code:
+ @return: [(鏃堕棿,閲�)]
+ """
+ deal_list = cls.__deal_volume_list_dict.get(code)
+ if not deal_list:
+ return []
+ fdatas = [deal_list[-1]]
+ # 浠庡�掓暟绗簩涓暟鎹绠�
+ for i in range(len(deal_list) - 1, -1, -1):
+ if tool.trade_time_sub(fdatas[0][0], deal_list[i][0]) < 2:
+ fdatas.append(deal_list[i])
+ return fdatas
+
+ @classmethod
+ def clear_latest_deal_volume(cls, code):
+ if code in cls.__deal_volume_list_dict:
+ cls.__deal_volume_list_dict.pop(code)
# 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
--
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