From dc36d72459ea92e4c78e2a2eefb5655e82a3d459 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 04 六月 2024 23:52:26 +0800
Subject: [PATCH] 9:25之前的开1订阅
---
l2/l2_data_util.py | 55 ++++++++++++++++++++++++++++++++++++-------------------
1 files changed, 36 insertions(+), 19 deletions(-)
diff --git a/l2/l2_data_util.py b/l2/l2_data_util.py
index 285c04b..44f6be9 100644
--- a/l2/l2_data_util.py
+++ b/l2/l2_data_util.py
@@ -33,6 +33,9 @@
# 涔板叆璁㈠崟鍙锋槧灏�,鍙湁鍘熺敓鐨凩2鏁版嵁鎵嶆湁
local_today_buyno_map = {}
+# 鍗栧嚭璁㈠崟鍙锋槧灏勶紝鍙湁鍘熺敓鐨凩2鏁版嵁鎵嶆湁
+local_today_sellno_map = {}
+
# 宸茬粡鎾ゅ崟鐨勮鍗曞彿
local_today_canceled_buyno_map = {}
@@ -74,6 +77,7 @@
# 鏍规嵁浠婃棩鏁版嵁鍔犺浇
load_num_operate_map(local_today_num_operate_map, code, local_today_datas.get(code), force)
load_buy_no_map(local_today_buyno_map, code, local_today_datas.get(code), force)
+ load_sell_no_map(local_today_sellno_map, code, local_today_datas.get(code), force)
load_canceled_buy_no_map(local_today_canceled_buyno_map, code, local_today_datas.get(code), force)
return data_normal
return True
@@ -82,7 +86,15 @@
# L2鏁版嵁鏄惁姝ｅ父
def l2_data_is_normal(code):
datas = local_today_datas.get(code)
- if datas and len(datas) < datas[-1]["index"] + 1:
+ if not datas:
+ # 鍒濆鍖�
+ local_today_datas[code] = []
+ load_num_operate_map(local_today_num_operate_map, code, local_today_datas.get(code))
+ load_buy_no_map(local_today_buyno_map, code, local_today_datas.get(code))
+ load_sell_no_map(local_today_sellno_map, code, local_today_datas.get(code))
+ load_canceled_buy_no_map(local_today_canceled_buyno_map, code, local_today_datas.get(code))
+
+ if datas and len(datas) != datas[-1]["index"] + 1:
return False
return True
@@ -98,7 +110,10 @@
local_today_datas[code] = datas[code]
load_num_operate_map(local_today_num_operate_map, code, local_today_datas.get(code), force)
load_buy_no_map(local_today_buyno_map, code, local_today_datas.get(code), force)
+ load_sell_no_map(local_today_sellno_map, code, local_today_datas.get(code), force)
load_canceled_buy_no_map(local_today_canceled_buyno_map, code, local_today_datas.get(code), force)
+
+ constant.L2_DATA_IS_LOADED = True
# 灏嗘暟鎹牴鎹畁um-operate鍒嗙被
@@ -132,6 +147,25 @@
key = "{}".format(data["val"]["orderNo"])
if local_today_buyno_map[code].get(key) is None:
local_today_buyno_map[code].setdefault(key, data)
+
+
+# 灏嗘暟鎹牴鎹畂rderNo鍒嗙被,鍘熺敓鏁版嵁鎵嶆湁
+def load_sell_no_map(local_today_sellno_map, code, source_datas, clear=False):
+ # 鍙湁鍘熺敓L2鏁版嵁鎵嶄細鏈夋鎿嶄綔
+ if constant.L2_SOURCE_TYPE != constant.L2_SOURCE_TYPE_HUAXIN:
+ return
+ if local_today_sellno_map.get(code) is None:
+ local_today_sellno_map[code] = {}
+ if clear:
+ local_today_sellno_map[code] = {}
+
+ for data in source_datas:
+ if data["val"]["operateType"] != 2:
+ continue
+ # 鍙～鍏呬拱鍏ユ暟鎹�
+ key = "{}".format(data["val"]["orderNo"])
+ if local_today_sellno_map[code].get(key) is None:
+ local_today_sellno_map[code].setdefault(key, data)
# 灏嗘暟鎹牴鎹畂rderNo鍒嗙被宸叉挙璁㈠崟,鍘熺敓鏁版嵁鎵嶆湁
@@ -259,23 +293,6 @@
if json.dumps(data1[i]) != json.dumps(data2[i]):
return True
return False
-
-
-# 鏄惁涓哄ぇ鍗�
-def is_big_money(val):
- price = float(val["price"])
- money = price * int(val["num"])
- if price > 3.0:
- if money >= 29900:
- return True
- else:
- return False
- else:
- max_money = price * 10000
- if money >= max_money * 0.95:
- return True
- else:
- return False
class L2DataUtil:
@@ -607,4 +624,4 @@
if __name__ == "__main__":
- print(L2DataUtil.get_time_with_ms({"time": "10:00:00", "tms": 490}))
+ print(L2DataUtil.time_sub_as_ms({"time": "09:46:05", "tms": 480}, {"time": "09:46:04", "tms": 90}))
--
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