From ddd49deef7ac6daff95086f112a0061a641c4fe3 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 13 六月 2024 15:36:00 +0800
Subject: [PATCH] 添加订阅日志
---
l2/l2_transaction_data_manager.py | 101 +++++++++++++++++++++++++++++++++++++++++++++++++-
1 files changed, 98 insertions(+), 3 deletions(-)
diff --git a/l2/l2_transaction_data_manager.py b/l2/l2_transaction_data_manager.py
index 40e8ddb..5a77446 100644
--- a/l2/l2_transaction_data_manager.py
+++ b/l2/l2_transaction_data_manager.py
@@ -3,6 +3,7 @@
"""
import json
+import l2_data_util
from db import redis_manager
from db.redis_manager_delegate import RedisUtils
from l2 import l2_log
@@ -19,7 +20,7 @@
class BigOrderDealManager:
"""
- 澶у崟鎴愪氦绠＄悊
+ 鎴愪氦澶у崟绠＄悊
"""
__total_buy_datas_dict = {}
__total_sell_datas_dict = {}
@@ -83,6 +84,26 @@
return 0
return int(sum([x[2] 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�
+ @param code:
+ @return:
+ """
+ if code not in self.__total_buy_datas_dict:
+ return 0
+ return len(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
@@ -144,7 +165,7 @@
return cls.__dealing_order_info_dict.get(code)
@classmethod
- def statistic_big_buy_data(cls, code, datas):
+ def statistic_big_buy_data(cls, code, datas, limit_up_price):
"""
缁熻澶у崟涔�
@param code:
@@ -153,6 +174,8 @@
"""
big_buy_datas = []
normal_buy_datas = []
+ # 澶у崟闃堝��
+ threshold_big_money = l2_data_util.get_big_money_val(limit_up_price)
for data in datas:
# q.append((data['SecurityID'], data['TradePrice'], data['TradeVolume'],
# data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'],
@@ -173,7 +196,7 @@
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:
+ if deal_info[2] >= threshold_big_money:
big_buy_datas.append(deal_info)
if deal_info[2] >= 500000:
normal_buy_datas.append(deal_info)
@@ -242,6 +265,78 @@
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_3s_continue_deal_volumes(cls, code):
+ """
+ 鑾峰彇鏈�杩�3s鐨勬垚浜ら噺鍒嗗竷
+ @param code:
+ @return: [(鏃堕棿,閲�)]
+ """
+ deal_list = cls.__deal_volume_list_dict.get(code)
+ if not deal_list:
+ 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):
+ if tool.trade_time_sub(fdatas[0][0], deal_list[i][0]) < 3:
+ fdatas.append(deal_list[i])
+ return fdatas
+
+ @classmethod
+ def get_latest_2s_continue_deal_volumes(cls, code):
+ """
+ 鑾峰彇鏈�杩�2s鐨勬垚浜ら噺鍒嗗竷
+ @param code:
+ @return: [(鏃堕棿,閲�)]
+ """
+ deal_list = cls.__deal_volume_list_dict.get(code)
+ if not deal_list:
+ 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 clear_latest_deal_volume(cls, code):
+ if code in cls.__deal_volume_list_dict:
+ cls.__deal_volume_list_dict.pop(code)
+
# 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):
--
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