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_transaction_data_manager.py | 61 ++++++++++++++++++++++++++++++ 1 files changed, 61 insertions(+), 0 deletions(-) diff --git a/l2/l2_transaction_data_manager.py b/l2/l2_transaction_data_manager.py index 40e8ddb..9089d03 100644 --- a/l2/l2_transaction_data_manager.py +++ b/l2/l2_transaction_data_manager.py @@ -83,6 +83,17 @@ return 0 return int(sum([x[2] for x in self.__total_buy_datas_dict[code]])) + def get_total_buy_money_list(self, code): + """ + 鑾峰彇澶у崟鍒楄〃 + @param code: + @return: + """ + 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): """ 鑾峰彇鎬诲叡鐨勫ぇ鍗曞崠閲戦 @@ -242,6 +253,56 @@ 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): + # 鍙粺璁¤鍔ㄤ拱 + if code not in cls.__deal_volume_list_dict: + cls.__deal_volume_list_dict[code] = [] + time_dict = {} + for d in datas: + # 鍙粺璁¤鍔ㄤ拱 + if d[7] < d[6]: + continue + 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): -- Gitblit v1.8.0