From dd3b0ce2b2d95e950b2c11f8af9459c3c848bc97 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 27 二月 2025 14:12:21 +0800
Subject: [PATCH] 不管净流出
---
l2/l2_transaction_data_manager.py | 198 ++++++++++++++++++++++++++++++++++++++++++-------
1 files changed, 168 insertions(+), 30 deletions(-)
diff --git a/l2/l2_transaction_data_manager.py b/l2/l2_transaction_data_manager.py
index 2f4d1d1..575bcbb 100644
--- a/l2/l2_transaction_data_manager.py
+++ b/l2/l2_transaction_data_manager.py
@@ -4,7 +4,7 @@
import json
import l2_data_util
-from db import redis_manager
+from db import redis_manager_delegate as redis_manager
from db.redis_manager_delegate import RedisUtils
from l2 import l2_log
from l2.huaxin import l2_huaxin_util
@@ -49,7 +49,7 @@
"""
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)]
+ @param datas:[(涔板崟鍙�,鎬昏偂鏁�,鎬绘垚浜ら,鎴愪氦寮�濮嬫椂闂�,鎴愪氦缁撴潫鏃堕棿)]
@return:
"""
if not datas:
@@ -84,6 +84,16 @@
return 0
return int(sum([x[2] for x in self.__total_buy_datas_dict[code]]))
+ def get_total_buy_order_ids(self, code):
+ """
+ 鑾峰彇鎴愪氦澶у崟鐨勮鍗曞彿
+ @param code:
+ @return:
+ """
+ if code not in self.__total_buy_datas_dict:
+ return set()
+ return set([x[0] 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�
@@ -101,18 +111,30 @@
@return:
"""
if code not in self.__total_buy_datas_dict:
- return 0
+ return []
return [x[2] for x in self.__total_buy_datas_dict[code]]
- def get_total_sell_money(self, code):
+ def get_total_buy_data_list(self, code):
+ """
+ 鑾峰彇鎵�鏈夌殑涔板崟鏁版嵁鍒楄〃
+ @param code:
+ @return:[(涔板崟鍙�,鎬昏偂鏁�,鎬绘垚浜ら,鎴愪氦寮�濮嬫椂闂�,鎴愪氦缁撴潫鏃堕棿)]
+ """
+ return self.__total_buy_datas_dict.get(code)
+
+ def get_total_sell_money(self, code, threshold_money=None):
"""
鑾峰彇鎬诲叡鐨勫ぇ鍗曞崠閲戦
+ @param threshold_money: 澶у崟闃堝��
@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]]))
+ if threshold_money:
+ return int(sum([x[2] if x[2] >= threshold_money else 0 for x in self.__total_sell_datas_dict[code]]))
+ else:
+ return int(sum([x[2] for x in self.__total_sell_datas_dict[code]]))
# 鎴愪氦鏁版嵁缁熻
@@ -123,6 +145,9 @@
# 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 = {}
@@ -165,6 +190,15 @@
return cls.__dealing_order_info_dict.get(code)
@classmethod
+ 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�
@@ -175,34 +209,69 @@
big_buy_datas = []
normal_buy_datas = []
# 澶у崟闃堝��
- threshold_big_money = l2_data_util.get_big_money_val(limit_up_price)
+ 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'],
# data['SellNo'], data['ExecType']))
-
+ is_limit_up = abs(data[1] - limit_up_price) < 0.0001
+ money = data[2] * data[1]
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]
+ # 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, 鏈�杩戠殑鎴愪氦浠锋牸, 鏈�杩戠殑鍗栧崟鍙�, 娑ㄥ仠浠锋垚浜ら噾棰漖
+ cls.__dealing_order_info_dict[code] = [data[6], data[2], money, data[3], data[3], data[1],
+ data[7], 0]
+ if is_limit_up:
+ cls.__dealing_order_info_dict[code][7] += money
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)
+ 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] += money
+ cls.__dealing_order_info_dict[code][4] = data[3]
+ cls.__dealing_order_info_dict[code][5] = data[1]
+ cls.__dealing_order_info_dict[code][6] = data[7]
+ if is_limit_up:
+ cls.__dealing_order_info_dict[code][7] += money
+ 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[7] >= threshold_big_money:
+ # # 濡傛灉鏈�鍚庝竴绗旀垚浜や环鏍间笉鏄定鍋滀环灏变笉绠�
+ # if abs(deal_info[5] - limit_up_price) < 0.0001:
+ 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], money, data[3], data[3],
+ data[1], data[7], 0]
+ if is_limit_up:
+ cls.__dealing_order_info_dict[code][7] += money
+
+ # 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
@@ -267,12 +336,15 @@
# 缁熻鎵�鏈夌殑鎴愪氦閲�
__deal_volume_list_dict = {}
+ # 缁熻娑ㄥ仠涓诲姩涔扮殑鎴愪氦閲�
+ __deal_active_buy_volume_list_dict = {}
@classmethod
- def statistic_total_deal_volume(cls, code, datas):
+ def statistic_total_deal_volume(cls, code, datas, limit_up_price):
# 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
@@ -296,6 +368,38 @@
# 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:]
+
+ try:
+ # 缁熻涓诲姩涔扮殑鎴愪氦閲�
+ if code not in cls.__deal_active_buy_volume_list_dict:
+ cls.__deal_active_buy_volume_list_dict[code] = []
+ for d in datas:
+ # 鍙粺璁′富鍔ㄤ拱
+ if d[7] > d[6]:
+ continue
+ # 鍙粺璁℃定鍋滀拱
+ if d[1] != limit_up_price:
+ continue
+ 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_active_buy_volume_list_dict[code]:
+ if cls.__deal_active_buy_volume_list_dict[code][-1][0] == time_str:
+ # 濡傛灉鏄悓涓�绉�
+ cls.__deal_active_buy_volume_list_dict[code][-1][1] += d[2]
+ else:
+ # 涓嶆槸鍚屼竴绉�
+ cls.__deal_active_buy_volume_list_dict[code].append([time_str, d[2]])
+ else:
+ cls.__deal_active_buy_volume_list_dict[code].append([time_str, d[2]])
+ # 鍒犻櫎瓒呰繃10鏉℃暟鎹�
+ if len(cls.__deal_active_buy_volume_list_dict[code]) > 10:
+ cls.__deal_active_buy_volume_list_dict[code] = cls.__deal_active_buy_volume_list_dict[code][-10:]
+ except:
+ pass
+
time_dict.clear()
@classmethod
@@ -307,7 +411,7 @@
"""
deal_list = cls.__deal_volume_list_dict.get(code)
if not deal_list:
- return 0, None
+ 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):
@@ -324,11 +428,29 @@
"""
deal_list = cls.__deal_volume_list_dict.get(code)
if not deal_list:
- return 0, None
+ 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 get_latest_6s_active_buy_deal_volumes(cls, code):
+ """
+ 鑾峰彇鏈�杩�6s鐨勪富鍔ㄤ拱鎴愪氦
+ @param code:
+ @return: [(鏃堕棿,閲�)]
+ """
+ deal_list = cls.__deal_active_buy_volume_list_dict.get(code)
+ if not deal_list:
+ return []
+ latest_time = deal_list[-1][0]
+ fdatas = []
+ # 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(latest_time, deal_list[i][0]) < 6:
fdatas.append(deal_list[i])
return fdatas
@@ -368,7 +490,8 @@
# 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)
+ # 鏄惁杩樻湁娑ㄥ仠鍗栧墿涓�
+ no_left_limit_up_sell = 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
@@ -469,6 +592,21 @@
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
+ # ----------------缁熻娑ㄥ仠涓诲姩涔�-----------------
+ try:
+ limit_up_active_buy_datas = []
+ for d in datas:
+ if is_active_sell(d[7], d[6]):
+ # 琚姩涔�
+ continue
+ # 鏄惁鏄定鍋�
+ if d[1] == limit_up_price:
+ # 鏈夋定鍋滀富鍔ㄤ拱
+ limit_up_active_buy_datas.append(d)
+ L2TradeSingleDataManager.set_limit_up_active_buy(code, limit_up_active_buy_datas, no_left_limit_up_sell)
+ except:
+ pass
+
return total_sell_info
# 鑾峰彇鏈�杩戞垚浜ゆ暟鎹�
--
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