From e2cc5aa42af079cef0701727ea271b3f77ba41d5 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 02 九月 2025 14:24:05 +0800
Subject: [PATCH] bug修复
---
l2/l2_limitup_sell_data_manager.py | 94 +++++++++++++++++++++++++++++------------------
1 files changed, 58 insertions(+), 36 deletions(-)
diff --git a/l2/l2_limitup_sell_data_manager.py b/l2/l2_limitup_sell_data_manager.py
index d4406f9..674ee5a 100644
--- a/l2/l2_limitup_sell_data_manager.py
+++ b/l2/l2_limitup_sell_data_manager.py
@@ -5,7 +5,7 @@
from l2 import l2_log
from l2.l2_data_util import L2DataUtil
from log_module import async_log_util, log_export
-from log_module.log import hx_logger_l2_sell_delegate, hx_logger_l2_sell_deal
+from log_module.log import hx_logger_l2_sell_delegate, hx_logger_l2_sell_deal, logger_debug
from utils import tool
@@ -45,7 +45,7 @@
val = d["val"]
if L2DataUtil.is_limit_up_price_sell(val):
# 鍗�
- order_no, price, volume = val["orderNo"], val["price"], val["num"]*100
+ order_no, price, volume = val["orderNo"], val["price"], val["num"] * 100
cls.__order_no_data_map_dict[code][order_no] = (order_no, price, volume)
cls.__order_no_set_dict[code].add(order_no)
cls.__delegating_sell_num_dict[code] += volume
@@ -71,41 +71,42 @@
return cls.__delegating_sell_num_dict.get(code)
@classmethod
- def set_deal_datas(cls, code, datas):
+ def set_deal_datas(cls, code, fdatas):
"""
璁剧疆鎴愪氦鐨勫崠鍗�
@param code:
- @param datas: q.append((data['SecurityID'], data['TradePrice'], data['TradeVolume'],data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'],data['SellNo'], data['ExecType']))
+ @param fdatas: 鏁版嵁鏈韩鏍煎紡锛� (data['SecurityID'], data['TradePrice'], data['TradeVolume'],data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'],data['SellNo'], data['ExecType'])
+ [(鏁版嵁鏈韩, 鏄惁涓诲姩涔�, 鏄惁娑ㄥ仠, 鎬绘垚浜ら, 涓嶅惈ms鏃堕棿锛屽惈ms鏃堕棿)]
@return: 鏄惁瑙﹀彂璁＄畻
"""
try:
- limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
- has_limit_up_active_buy = False
order_no_set = cls.__order_no_set_dict.get(code)
if order_no_set is None:
order_no_set = set()
- for d in datas:
- if d[1] != limit_up_price:
- continue
+ # 缁熻娑ㄥ仠鍗栧崟鐨勬垚浜�
+ # 鍗栧崟鎴愪氦瀛楀吀
+ __deal_order_volume_dict = {}
+ for d in fdatas:
# 鏄惁鏈夋定鍋滀富鍔ㄤ拱鎴愪氦
- if d[6] < d[7]:
+ if not d[1] or not d[2]:
continue
- has_limit_up_active_buy = True
- break
- total_deal_volume = 0
- if code in cls.__delegating_sell_num_dict:
- for d in datas:
- # 鍑忓幓
- if d[7] in order_no_set:
- total_deal_volume += d[2]
- cls.__delegating_sell_num_dict[code] -= total_deal_volume
+ if d[0][7] not in __deal_order_volume_dict:
+ __deal_order_volume_dict[d[0][7]] = 0
+ __deal_order_volume_dict[d[0][7]] += d[0][2]
- if has_limit_up_active_buy:
+ # 鍑忓幓
+ add_order_nos = order_no_set & __deal_order_volume_dict.keys()
+ _total_deal_volume = sum([__deal_order_volume_dict[x] for x in add_order_nos])
+ if code in cls.__delegating_sell_num_dict:
+ cls.__delegating_sell_num_dict[code] -= _total_deal_volume
+ if _total_deal_volume > 0:
+ l2_log.info(code, hx_logger_l2_sell_deal,
+ f"娑ㄥ仠涓诲姩涔版垚浜わ細{_total_deal_volume}")
# 鎵撳嵃鏃ュ織
- async_log_util.l2_data_log.info(hx_logger_l2_sell_deal,
- f"鏈夋定鍋滀富鍔ㄥ崠锛歿code}-{datas[-1][3]}-{cls.__delegating_sell_num_dict.get(code)}, 鎴愪氦閲�-{total_deal_volume}")
- except:
- pass
+ l2_log.info(code, hx_logger_l2_sell_deal,
+ f"鏈夋定鍋滀富鍔ㄥ崠锛歿code}-{fdatas[-1][0][3]}-{cls.__delegating_sell_num_dict.get(code)}, 鎴愪氦閲�-{_total_deal_volume}")
+ except Exception as e:
+ logger_debug.exception(e)
@classmethod
def clear_data(cls, code):
@@ -122,27 +123,48 @@
if cls.__delegating_sell_num_dict.get(code):
cls.__delegating_sell_num_dict[code] = 0
- async_log_util.l2_data_log.info(hx_logger_l2_sell_delegate,
- f"鍑虹幇涓诲姩鍗栨竻闄ゆ暟鎹細{code}")
+ l2_log.info(code, hx_logger_l2_sell_delegate,
+ f"鍑虹幇涓诲姩鍗栨竻闄ゆ暟鎹細{code}")
if __name__ == "__main__":
- code = "300479"
- datas = log_export.load_huaxin_l2_sell_deal(code).get(code)
+ # 娴嬭瘯娑ㄥ仠鎬诲崠鍚冩帀鐨勬儏鍐�
+ code = "002681"
+ datas = log_export.load_huaxin_l2_sell_deal_list(code).get(code)
print(datas)
+ deal_datas = []
+ deal_order_nos = set()
for i in range(len(datas)):
- if tool.trade_time_sub(datas[i][0], "09:44:00") > 0:
- datas = datas[:i]
- break
- total_volume = sum([x[1] for x in datas])
- print("娑ㄥ仠鍗栨垚浜�", total_volume)
+ if 100100 <= int(datas[i][0].replace(":", "")) <= 100230:
+ deal_datas.append(datas[i])
+ for x in deal_datas:
+ for xx in x[1]:
+ deal_order_nos.add(xx[7])
+
+ total_deal_volume = sum([sum([xx[2] for xx in x[1]]) for x in deal_datas])
+ print("娑ㄥ仠鍗栨垚浜ら噺", total_deal_volume)
datas = log_export.load_huaxin_l2_sell_delegate(code).get(code)
fdatas = []
for x in datas:
- if int("093206") < int(x[0].replace(":", "")) < int("094254"):
+ # if int("101821") < int(x[0].replace(":", "")) < int("102841"):
+ if 14578165 >= x[2][0] >= 14565438:
fdatas.append(x)
- total_delegate = sum([x[2][2] for x in fdatas])
+ delegate_order_nos = set()
+ total_delegate = 0
+ for x in fdatas:
+ if x[1] == '鍗�':
+ total_delegate += x[2][2]
+ delegate_order_nos.add(x[2][0])
+ elif x[1] == '鍗栨挙':
+ total_delegate -= x[2][2]
+ delegate_order_nos.discard(x[2][0])
print(fdatas)
for d in fdatas:
print(d)
- print("鎬诲鎵�", total_delegate, total_delegate * 20.41)
+ print("鎬绘垚浜�", total_deal_volume, total_deal_volume * 17.28)
+ print("鎬诲鎵�", total_delegate, total_delegate * 17.28)
+ print("濮旀墭鍓╀綑", total_delegate - total_deal_volume, (total_delegate - total_deal_volume) * 17.28)
+
+ not_deal_order_nos = delegate_order_nos - deal_order_nos
+ for x in not_deal_order_nos:
+ print("鏈垚浜わ細", x)
--
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