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 | 83 ++++++++++++++++++++++++++++++++++++++++-
1 files changed, 80 insertions(+), 3 deletions(-)
diff --git a/l2/l2_transaction_data_manager.py b/l2/l2_transaction_data_manager.py
index 55c5792..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
@@ -149,9 +160,10 @@
缁熻澶у崟涔�
@param code:
@param datas:
- @return: 杩斿洖鏁版嵁閲岄潰鎴愪氦鐨勫ぇ鍗�
+ @return: 杩斿洖鏁版嵁閲岄潰(鎴愪氦鐨勫ぇ鍗�,50w浠ヤ笂鐨勫崟锛�
"""
big_buy_datas = []
+ normal_buy_datas = []
for data in datas:
# q.append((data['SecurityID'], data['TradePrice'], data['TradeVolume'],
# data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'],
@@ -174,9 +186,12 @@
# 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)
+
# 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]]
- return big_buy_datas
+ return big_buy_datas, normal_buy_datas
# 鍗栧崟缁熻鏁版嵁
@@ -237,6 +252,56 @@
# 鍒濆鍖栨湰鏉℃暟鎹�
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
@@ -374,7 +439,15 @@
# 鑾峰彇鏈�杩戞垚浜ゆ暟鎹�
@classmethod
- def get_latest_transaction_datas(cls, code, min_sell_order_no=None, min_deal_time=None):
+ def get_latest_transaction_datas(cls, code, min_sell_order_no=None, min_deal_time=None, min_sell_money=None):
+ """
+ 鑾峰彇鏈�杩戠殑涓诲姩鍗栨垚浜や俊鎭�
+ @param code:
+ @param min_sell_order_no:
+ @param min_deal_time:
+ @param min_sell_money:
+ @return:
+ """
total_orders = []
sell_orders = cls.__latest_all_sell_orders_dict.get(code)
if sell_orders:
@@ -385,6 +458,10 @@
if min_sell_order_no and min_sell_order_no > sell_orders[i][0]:
continue
+ if min_sell_money and sell_orders[i][1] * sell_orders[i][2] < min_sell_money:
+ # 杩囨护灏忛噾棰�
+ continue
+
total_orders.append(sell_orders[i])
if code in cls.__latest_sell_order_dict:
if min_sell_order_no:
--
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