From ed9e2367eea9baa6c8bea82e0f81c209ffb2a56f Mon Sep 17 00:00:00 2001 From: Administrator <admin@example.com> Date: 星期一, 02 一月 2023 17:55:50 +0800 Subject: [PATCH] 撤单策略再次修改 --- l2_trade_test.py | 48 ++++++++++++++++++++++++++++++++++++++++++++++-- 1 files changed, 46 insertions(+), 2 deletions(-) diff --git a/l2_trade_test.py b/l2_trade_test.py index 7e6f89f..99150f2 100644 --- a/l2_trade_test.py +++ b/l2_trade_test.py @@ -1,14 +1,21 @@ # 浜ゆ槗娴嬭瘯 # 娓呴櫎浜ゆ槗鏁版嵁 +import random import unittest from unittest import mock import big_money_num_manager import l2_data_manager +import l2_data_manager_new +import l2_trade_factor +import log import redis_manager +import tool import trade_manager from l2_data_manager import TradePointManager + # from l2_data_manager_new import L2TradeDataProcessor, L2LimitUpMoneyStatisticUtil, AverageBigNumComputer +# from trade_queue_manager import THSBuy1VolumnManager def clear_trade_data(code): @@ -30,6 +37,43 @@ continue redis_info.delete(k) + +# +# class VirtualTrade(unittest.TestCase): +# code = "002419" +# clear_trade_data(code) +# l2_data_manager.load_l2_data(code) +# total_datas = l2_data_manager.local_today_datas[code] +# pos_list = log.get_l2_process_position(code) +# del pos_list[-1] +# if pos_list[-1][1] < total_datas[-1]["index"]: +# # 鍓╀笅鐨勬暟鎹牴鎹鏉ュ垎 +# start_index = -1 +# for i in range(pos_list[-1][1] + 1, total_datas[-1]["index"] + 1): +# if total_datas[i]["val"]["time"] != total_datas[i - 1]["val"]["time"]: +# if start_index < 0: +# start_index = i +# else: +# pos_list.append((start_index, i - 1)) +# start_index = i +# if pos_list[-1][1] < total_datas[-1]["index"]: +# pos_list.append((pos_list[-1][1] + 1, total_datas[-1]["index"])) +# l2_data_manager_new.local_today_datas = {code: []} +# l2_trade_factor.L2TradeFactorUtil.get_safe_buy_count = mock.Mock(return_value=30) +# for indexs in pos_list: +# L2TradeDataProcessor.random_key[code] = mock.Mock(return_value=random.randint(0, 100000)) +# # 璁剧疆灏佸崟棰濓紝鑾峰彇涔�1閲� +# for i in range(0, 100): +# time_ = total_datas[indexs[0]]["val"]["time"] +# time_s = tool.get_time_as_second(time_) - i - 1 +# volumn = THSBuy1VolumnManager().get_buy_1_volumn(code, tool.time_seconds_format(time_s)) +# if volumn is not None: +# l2_data_manager_new.L2LimitUpMoneyStatisticUtil.verify_num(code, int(volumn), +# tool.time_seconds_format(time_s)) +# break +# +# print("----------------澶勭悊浣嶇疆", indexs) +# L2TradeDataProcessor.process_add_datas(code, total_datas[indexs[0]:indexs[1] + 1], 0, 0) # class TestTrade(unittest.TestCase): @@ -58,5 +102,5 @@ # print(buy_single_index, buy_exec_index, compute_index, num, count) -# if __name__ == "__main__": -# unittest.main() +if __name__ == "__main__": + unittest.main() -- Gitblit v1.8.0