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 | 458 ++++++++++++++++++++++++++++++++++++++++++++++----------
1 files changed, 372 insertions(+), 86 deletions(-)
diff --git a/l2/l2_transaction_data_manager.py b/l2/l2_transaction_data_manager.py
index 37a3cb4..9089d03 100644
--- a/l2/l2_transaction_data_manager.py
+++ b/l2/l2_transaction_data_manager.py
@@ -7,11 +7,102 @@
from db.redis_manager_delegate import RedisUtils
from l2 import l2_log
from l2.huaxin import l2_huaxin_util
+from l2.l2_data_util import local_today_sellno_map, local_today_datas
+from l2.place_order_single_data_manager import L2TradeSingleDataProcessor, L2TradeSingleDataManager
-from log_module import async_log_util
-from log_module.log import hx_logger_l2_transaction_desc, hx_logger_l2_transaction_sell_order
+from log_module import async_log_util, log_export
+from log_module.log import hx_logger_l2_transaction_desc, hx_logger_l2_transaction_sell_order, hx_logger_l2_active_sell, \
+ hx_logger_l2_transaction_big_buy_order, hx_logger_l2_transaction_big_sell_order
from utils import tool
+
+
+class BigOrderDealManager:
+ """
+ 澶у崟鎴愪氦绠＄悊
+ """
+ __total_buy_datas_dict = {}
+ __total_sell_datas_dict = {}
+ __instance = None
+
+ def __new__(cls, *args, **kwargs):
+ if not cls.__instance:
+ cls.__instance = super(BigOrderDealManager, cls).__new__(cls, *args, **kwargs)
+ cls.__load_datas()
+ return cls.__instance
+
+ @classmethod
+ def __load_datas(cls):
+ # 浠庢棩蹇楀姞杞芥暟鎹�
+ buy_order_map = log_export.load_huaxin_big_buy_order()
+ if buy_order_map:
+ for code in buy_order_map:
+ cls.__total_buy_datas_dict[code] = buy_order_map[code]
+
+ sell_order_map = log_export.load_huaxin_big_sell_order()
+ if sell_order_map:
+ for code in sell_order_map:
+ cls.__total_sell_datas_dict[code] = sell_order_map[code]
+
+ def add_buy_datas(self, code, datas):
+ """
+ 娣诲姞澶т拱鍗曟暟鎹�
+ @param code: 浠ｇ爜
+ @param datas:[(涔板崟鍙�,鎬昏偂鏁�,鎬绘垚浜ら)]
+ @return:
+ """
+ if not datas:
+ return
+ if code not in self.__total_buy_datas_dict:
+ self.__total_buy_datas_dict[code] = []
+ self.__total_buy_datas_dict[code].extend(datas)
+ # 灏嗘暟鎹繚瀛樺埌鏃ュ織
+ l2_log.info(code, hx_logger_l2_transaction_big_buy_order, f"{datas}")
+
+ def add_sell_datas(self, code, datas):
+ """
+ 娣诲姞澶у崠鍗曟暟鎹�
+ @param code: 浠ｇ爜
+ @param datas:[(鍗栧崟鍙�,鎬昏偂鏁�,鎬绘垚浜ら)]
+ @return:
+ """
+ if not datas:
+ return
+ if code not in self.__total_sell_datas_dict:
+ self.__total_sell_datas_dict[code] = []
+ self.__total_sell_datas_dict[code].extend(datas)
+ l2_log.info(code, hx_logger_l2_transaction_big_sell_order, f"{datas}")
+
+ def get_total_buy_money(self, code):
+ """
+ 鑾峰彇鎬诲叡鐨勫ぇ鍗曚拱閲戦
+ @param code:
+ @return:
+ """
+ if code not in self.__total_buy_datas_dict:
+ 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
+ @param code:
+ @return:
+ """
+ if code not in self.__total_sell_datas_dict:
+ return 0
+ return int(sum([x[2] for x in self.__total_sell_datas_dict[code]]))
# 鎴愪氦鏁版嵁缁熻
@@ -54,34 +145,53 @@
RedisUtils.setex(self.__get_redis(), f"dealing_order_info-{code}", tool.get_expire(),
json.dumps(self.__dealing_order_info_dict[code]))
- # 鑾峰彇浠ｇ爜姝ｅ湪鎴愪氦鐨勪俊鎭�
- # 杩斿洖鏁版嵁锛歔璁㈠崟鍙凤紝鎬昏偂鏁帮紝寮�濮嬫垚浜ゆ椂闂达紝缁撴潫鎴愪氦鏃堕棿, 鎬讳拱]
@classmethod
def get_dealing_order_info(cls, code):
+ """
+ 鑾峰彇褰撳墠姝ｅ湪鎴愪氦鐨勬暟鎹�
+ @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_order_info_dict.get(code)
- # 缁熻鎴愪氦鐨勬儏鍐�
@classmethod
- def statistic_deal_desc(cls, code, data, total_buy_num):
- 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寮�濮嬫垚浜ゆ椂闂达紝缁撴潫鎴愪氦鏃堕棿, 鎬讳拱]
- cls.__dealing_order_info_dict[code] = [data[6], 0, data[3], data[3], total_buy_num]
- 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][3] = 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][0],
- cls.__dealing_order_info_dict[code][4] == cls.__dealing_order_info_dict[code][1])
- cls.__latest_deal_order_info_dict[code] = deal_info
- # 鍒濆鍖栨湰鏉℃暟鎹�
- cls.__dealing_order_info_dict[code] = [data[6], data[2], data[3], data[3], total_buy_num]
- return deal_info
- return None
+ def statistic_big_buy_data(cls, code, datas):
+ """
+ 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�,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'],
+ # data['SellNo'], data['ExecType']))
+
+ 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)
+
+ # 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, normal_buy_datas
# 鍗栧崟缁熻鏁版嵁
@@ -100,10 +210,106 @@
# 鏈�杩戠殑鍗栧崟, 鏍煎紡{code:[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]}
__latest_sell_order_dict = {}
+ # 鏈�杩戞墍鏈夌殑鍗栧崟
+ __latest_all_sell_orders_dict = {}
+
+ # 淇濆瓨鏈�杩戞垚浜ょ殑浠锋牸
+ __latest_trade_price_dict = {}
+
+ __last_trade_data_dict = {}
+
+ # 鐢ㄦ潵鏆傛椂瀛樻斁缁熻缁撴灉
+ __dealing_order_info_dict = {}
+
+ @classmethod
+ def statistic_big_sell_data(cls, code, datas):
+ """
+ 缁熻澶у崠鍗�
+ @param code:
+ @param datas:
+ @return: 杩斿洖鏁版嵁閲岄潰鎴愪氦鐨勫ぇ鍗�
+ """
+ big_sell_datas = []
+ for data in datas:
+ # q.append((data['SecurityID'], data['TradePrice'], data['TradeVolume'],
+ # data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'],
+ # data['SellNo'], data['ExecType']))
+ 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]
+ cls.__dealing_order_info_dict[code] = [data[7], data[2], data[2] * data[1]]
+ if cls.__dealing_order_info_dict[code][0] == data[7]:
+ # 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]
+ 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]
+ # 鏄惁涓哄ぇ涔板崟
+ if deal_info[2] >= 2990000:
+ big_sell_datas.append(deal_info)
+ # 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
- def add_transaction_datas(cls, code, datas):
+ def add_transaction_datas(cls, code, datas, limit_up_price=None):
+ # 鏄惁涓轰富鍔ㄥ崠
+ def is_active_sell(sell_no, buy_no):
+ return sell_no > buy_no
+
# q.append((data['SecurityID'], data['TradePrice'], data['TradeVolume'],
# data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'],
# data['SellNo'], data['ExecType']))
@@ -117,75 +323,155 @@
if code not in cls.__big_sell_order_info_list_dict:
cls.__big_sell_order_info_list_dict[code] = []
- for d in datas:
- cls.__latest_sell_order_info_list_dict[code].append(d)
- if code not in cls.__latest_sell_order_dict:
- cls.__latest_sell_order_dict[code] = [d[7], d[2], d[1], (d[3], d[6]), (d[3], d[6])]
- else:
- if cls.__latest_sell_order_dict[code][0] == d[7]:
- cls.__latest_sell_order_dict[code][1] += d[2]
- cls.__latest_sell_order_dict[code][2] = d[1]
- cls.__latest_sell_order_dict[code][4] = (d[3], d[6])
- else:
- info = cls.__latest_sell_order_dict[code]
- # 涓婁釜鍗栧崟鎴愪氦瀹屾垚
- # 灏佸瓨鏁版嵁锛岃绠楁柊璧风偣
- # 澶т簬50w鐨勫崠鍗曟墠浼氫繚瀛�
- # 澶т簬50w鍔犲叆鍗栧崟
- if info[1] * info[2] >= 500000:
- l2_log.info(code, hx_logger_l2_transaction_sell_order, f"{cls.__latest_sell_order_dict[code]}")
- cls.__big_sell_order_ids_dict[code].add(info[0])
- cls.__big_sell_order_info_dict[code][info[0]] = info
- cls.__big_sell_order_info_list_dict[code].append(info)
+ if code not in cls.__latest_all_sell_orders_dict:
+ cls.__latest_all_sell_orders_dict[code] = []
+ sell_no_map = local_today_sellno_map.get(code)
+ total_datas = local_today_datas.get(code)
+ if not sell_no_map:
+ sell_no_map = {}
+
+ # 淇濆瓨鏈�杩戠殑鎴愪氦浠锋牸:(浠锋牸,鎴愪氦鏃堕棿)
+ cls.__latest_trade_price_dict[code] = (datas[-1][1], datas[-1][3])
+
+ L2TradeSingleDataProcessor.process_passive_limit_up_sell_data(code, datas, limit_up_price)
+
+ for d in datas:
+ # 鑾峰彇褰撳墠鏄惁涓轰富鍔ㄤ拱
+ try:
+ _is_active_sell = is_active_sell(d[7], d[6])
+ if not _is_active_sell:
+ continue
+
+ if d[1] == limit_up_price:
+ # 娑ㄥ仠涓诲姩鍗�
+ L2TradeSingleDataProcessor.add_active_limit_up_sell_data(d)
+
+ # 鍒ゆ柇鏄惁鏄定鍋滆鍔ㄥ彉涓诲姩
+ last_trade_data = cls.__last_trade_data_dict.get(code)
+ if last_trade_data and not is_active_sell(last_trade_data[7], last_trade_data[6]) and last_trade_data[
+ 1] == limit_up_price:
+ if d[1] == limit_up_price:
+ # 娑ㄥ仠琚姩鍙樹富鍔�
+ L2TradeSingleDataManager.set_sell_passive_to_active_datas(code, last_trade_data, d)
+ cls.__latest_sell_order_info_list_dict[code].append(d)
+ if code not in cls.__latest_sell_order_dict:
cls.__latest_sell_order_dict[code] = [d[7], d[2], d[1], (d[3], d[6]), (d[3], d[6])]
+ else:
+ if cls.__latest_sell_order_dict[code][0] == d[7]:
+ cls.__latest_sell_order_dict[code][1] += d[2]
+ cls.__latest_sell_order_dict[code][2] = d[1]
+ cls.__latest_sell_order_dict[code][4] = (d[3], d[6])
+ else:
+ info = cls.__latest_sell_order_dict[code]
+
+ # 涓婁釜鍗栧崟鎴愪氦瀹屾垚
+ # 灏佸瓨鏁版嵁锛岃绠楁柊璧风偣
+ # 澶т簬50w鐨勫崠鍗曟墠浼氫繚瀛�
+ # 澶т簬50w鍔犲叆鍗栧崟
+ money = info[1] * info[2]
+ if money >= 500000:
+ cls.__big_sell_order_ids_dict[code].add(info[0])
+ cls.__big_sell_order_info_dict[code][info[0]] = info
+ cls.__big_sell_order_info_list_dict[code].append(info)
+ # 鍙繚鐣�10w浠ヤ笂鐨勫崟
+ if money > 100000:
+ cls.__latest_all_sell_orders_dict[code].append(info)
+ l2_log.info(code, hx_logger_l2_transaction_sell_order,
+ f"{info}")
+ if limit_up_price == info[2]:
+ # 灏嗘定鍋滀富鍔ㄥ崠璁板叆鏃ュ織
+ l2_log.info(code, hx_logger_l2_active_sell, f"{info}")
+
+ cls.__latest_sell_order_dict[code] = [d[7], d[2], d[1], (d[3], d[6]), (d[3], d[6])]
+ finally:
+ cls.__last_trade_data_dict[code] = d
+
latest_time = l2_huaxin_util.convert_time(datas[-1][3], with_ms=True)
min_time = tool.trade_time_add_millionsecond(latest_time, -1000)
min_time_int = int(min_time.replace(":", "").replace(".", ""))
# 璁＄畻鏈�杩�1s鐨勫ぇ鍗曟垚浜�
total_big_sell_datas = cls.__big_sell_order_info_list_dict.get(code)
- start_index = 0
total_sell_info = [0, None] # 鎬昏祫閲�,寮�濮嬫垚浜や俊鎭�,缁撴潫鎴愪氦淇℃伅
- latest_sell_order_info = cls.__latest_sell_order_dict[code]
- big_sell_order_ids = cls.__big_sell_order_ids_dict[code]
- # print("澶у崠鍗�", big_sell_order_ids)
- big_sell_orders = []
- temp_sell_order_ids = set()
- # 缁熻宸茬粡缁撶畻鍑虹殑澶у崟
- for i in range(len(total_big_sell_datas) - 1, -1, -1):
- bd = total_big_sell_datas[i]
- if bd[0] != latest_sell_order_info[0]:
- # 涓嶆槸鏈�杩戠殑鎴愪氦涓斾笉鏄ぇ鍗曠洿鎺ヨ繃婊�
- if bd[0] not in big_sell_order_ids:
- continue
+ latest_sell_order_info = cls.__latest_sell_order_dict.get(code)
+ if latest_sell_order_info:
+ # 涓嶆槸绗竴娆￠潪涓诲姩鍗栦笂浼�
+ big_sell_order_ids = cls.__big_sell_order_ids_dict[code]
+ # print("澶у崠鍗�", big_sell_order_ids)
+ big_sell_orders = []
+ temp_sell_order_ids = set()
+ # 缁熻宸茬粡缁撶畻鍑虹殑澶у崟
+ for i in range(len(total_big_sell_datas) - 1, -1, -1):
+ bd = total_big_sell_datas[i]
+ if min_time_int > int(
+ l2_huaxin_util.convert_time(bd[3][0], with_ms=True).replace(":", "").replace(".", "")):
+ break
+ if bd[0] != latest_sell_order_info[0]:
+ # 涓嶆槸鏈�杩戠殑鎴愪氦涓斾笉鏄ぇ鍗曠洿鎺ヨ繃婊�
+ if bd[0] not in big_sell_order_ids:
+ continue
+ else:
+ if bd[0] not in temp_sell_order_ids:
+ big_sell_orders.append(cls.__big_sell_order_info_dict[code].get(bd[0]))
+ temp_sell_order_ids.add(bd[0])
else:
- if bd[0] not in temp_sell_order_ids:
- big_sell_orders.append(cls.__big_sell_order_info_dict[code].get(bd[0]))
- temp_sell_order_ids.add(bd[0])
- else:
- # 鏄渶杩戠殑浣嗕笉鏄ぇ鍗曢渶瑕佽繃婊�
- if latest_sell_order_info[1] * latest_sell_order_info[2] < 500000:
- continue
- else:
- if latest_sell_order_info[0] not in temp_sell_order_ids:
- big_sell_orders.append(latest_sell_order_info)
- temp_sell_order_ids.add(latest_sell_order_info[0])
+ # 鏄渶杩戠殑浣嗕笉鏄ぇ鍗曢渶瑕佽繃婊�
+ if latest_sell_order_info[1] * latest_sell_order_info[2] < 500000:
+ continue
+ else:
+ if latest_sell_order_info[0] not in temp_sell_order_ids:
+ big_sell_orders.append(latest_sell_order_info)
+ temp_sell_order_ids.add(latest_sell_order_info[0])
- if min_time_int > int(
- l2_huaxin_util.convert_time(bd[3][0], with_ms=True).replace(":", "").replace(".", "")):
- start_index = i
- break
- # 缁熻鏈�杩�1s鐨勫ぇ鍗栧崟鏁版嵁
- total_sell_info[0] += int(bd[1] * bd[2])
- # 缁熻鏈�杩戠殑澶у崟
- if latest_sell_order_info[1] * latest_sell_order_info[2] >= 500000:
- if latest_sell_order_info[0] not in temp_sell_order_ids:
- big_sell_orders.append(latest_sell_order_info)
- temp_sell_order_ids.add(latest_sell_order_info[0])
- total_sell_info[0] += int(latest_sell_order_info[1] * latest_sell_order_info[2])
-
- big_sell_orders.reverse()
- total_sell_info[1] = big_sell_orders
- cls.__latest_sell_order_info_list_dict[code] = cls.__latest_sell_order_info_list_dict[code][start_index:]
+ # 缁熻鏈�杩�1s鐨勫ぇ鍗栧崟鏁版嵁
+ total_sell_info[0] += int(bd[1] * bd[2])
+ # 缁熻鏈�杩戠殑澶у崟
+ if latest_sell_order_info[1] * latest_sell_order_info[2] >= 500000:
+ if latest_sell_order_info[0] not in temp_sell_order_ids:
+ # if is_active_sell(latest_sell_order_info[0], latest_sell_order_info[3][1]):
+ big_sell_orders.append(latest_sell_order_info)
+ temp_sell_order_ids.add(latest_sell_order_info[0])
+ total_sell_info[0] += int(latest_sell_order_info[1] * latest_sell_order_info[2])
+ big_sell_orders.reverse()
+ total_sell_info[1] = big_sell_orders
return total_sell_info
+
+ # 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, 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:
+ for i in range(len(sell_orders) - 1, -1, -1):
+ if min_deal_time and tool.trade_time_sub(min_deal_time,
+ l2_huaxin_util.convert_time(sell_orders[i][3][0])) > 0:
+ break
+
+ 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:
+ if cls.__latest_sell_order_dict[code][0] >= min_sell_order_no:
+ total_orders.append(cls.__latest_sell_order_dict[code])
+ else:
+ total_orders.append(cls.__latest_sell_order_dict[code])
+ return total_orders
+
+ # 鑾峰彇鏈�杩戞垚浜や环鏍间俊鎭�, 杩斿洖鏍煎紡锛氾紙浠锋牸,鏃堕棿锛�
+ @classmethod
+ def get_latest_trade_price_info(cls, code):
+ return cls.__latest_trade_price_dict.get(code)
--
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