From 6bbfbbb16d792f7737ec86cabdba5c0e98dcf4b4 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 29 八月 2025 17:41:29 +0800
Subject: [PATCH] 有涨停买撤单要触发撤单计算
---
l2/transaction_progress.py | 185 +++++++++++++++++++++++++++++++++++++--------
1 files changed, 151 insertions(+), 34 deletions(-)
diff --git a/l2/transaction_progress.py b/l2/transaction_progress.py
index 6d570b6..f53fbea 100644
--- a/l2/transaction_progress.py
+++ b/l2/transaction_progress.py
@@ -3,96 +3,213 @@
'''
# 涔板叆闃熷垪
+import itertools
import json
+import time
import constant
-from db import redis_manager
-import tool
+from db import redis_manager_delegate as redis_manager
+from db.redis_manager_delegate import RedisUtils
+from utils import tool
import l2.l2_data_util
+from log_module.log import logger_l2_trade_buy_queue, logger_l2_trade_buy_progress
class TradeBuyQueue:
+ buy_progress_index_cache = {}
+ latest_buy_progress_index_cache = {}
+ # 鎴愪氦閫熺巼
+ trade_speed_cache = {}
+
+ __db = 0
__redis_manager = redis_manager.RedisManager(0)
+ __instance = None
+
+ def __new__(cls, *args, **kwargs):
+ if not cls.__instance:
+ cls.__instance = super(TradeBuyQueue, cls).__new__(cls, *args, **kwargs)
+ cls.__load_datas()
+ return cls.__instance
def __init__(self):
self.last_buy_queue_data = {}
- def __getRedis(self):
- return self.__redis_manager.getRedis()
+ @classmethod
+ def __get_redis(cls):
+ return cls.__redis_manager.getRedis()
+
+ @classmethod
+ def __load_datas(cls):
+ __redis = cls.__get_redis()
+ try:
+ keys = RedisUtils.keys(__redis, "trade_buy_progress_index-*")
+ for k in keys:
+ code = k.split("-")[-1]
+ val = RedisUtils.get(__redis, k)
+ val = json.loads(val)
+ tool.CodeDataCacheUtil.set_cache(cls.buy_progress_index_cache, code, val)
+
+ finally:
+ RedisUtils.realse(__redis)
def __save_buy_queue_data(self, code, num_list):
key = "trade_buy_queue_data-{}".format(code)
- self.__getRedis().setex(key, tool.get_expire(), json.dumps((num_list, tool.get_now_time_str())))
+ RedisUtils.setex(self.__get_redis(), key, tool.get_expire(), json.dumps((num_list, tool.get_now_time_str())))
# 杩斿洖鏁版嵁涓庢洿鏂版椂闂�
def __get_buy_queue_data(self, code):
key = "trade_buy_queue_data-{}".format(code)
- val = self.__getRedis().get(key)
+ val = RedisUtils.get(self.__get_redis(), key)
if val is None:
return None, None
val = json.loads(val)
return val[0], [1]
- def __save_buy_progress_index(self, code, index):
+ def __save_buy_progress_index(self, code, index, is_default):
+ tool.CodeDataCacheUtil.set_cache(self.buy_progress_index_cache, code, (index, is_default))
key = "trade_buy_progress_index-{}".format(code)
- self.__getRedis().setex(key, tool.get_expire(), index)
+ RedisUtils.setex_async(self.__db, key, tool.get_expire(), json.dumps((index, is_default)))
# 杩斿洖鏁版嵁涓庢洿鏂版椂闂�
def __get_buy_progress_index(self, code):
key = "trade_buy_progress_index-{}".format(code)
- val = self.__getRedis().get(key)
+ val = RedisUtils.get(self.__get_redis(), key)
if val is None:
- return None
- return int(val)
+ return None, True
+ val = json.loads(val)
+ return int(val[0]), bool(val[1])
+
+ def __get_buy_progress_index_cache(self, code):
+ cache_result = tool.CodeDataCacheUtil.get_cache(self.buy_progress_index_cache, code)
+ if cache_result[0]:
+ return cache_result[1]
+ return None, True
# 鏈�杩戠殑闈炴定鍋滀拱1鐨勬椂闂�
def __save_latest_not_limit_up_time(self, code, time_str):
key = "latest_not_limit_up_time-{}".format(code)
- self.__getRedis().setex(key, tool.get_expire(), time_str)
+ RedisUtils.setex(self.__get_redis(), key, tool.get_expire(), time_str)
def __get_latest_not_limit_up_time(self, code):
key = "latest_not_limit_up_time-{}".format(code)
- self.__getRedis().get(key)
+ if not constant.TEST:
+ return RedisUtils.get(self.__get_redis(), key)
+ return None
# 淇濆瓨鏁版嵁,杩斿洖淇濆瓨鏁版嵁鐨勬潯鏁�
def save(self, code, limit_up_price, buy_1_price, buy_1_time, queues):
- # 濡傛灉涔�1涓嶄负娑ㄥ仠浠峰氨涓嶉渶瑕佷繚瀛�
- if queues == self.last_buy_queue_data.get(code):
+ # 2涓互涓婄殑鏁版嵁鎵嶆湁澶勭悊浠峰��
+ if not queues or len(queues) < 2:
return None
- if abs(float(buy_1_price) - float(limit_up_price)) >= 0.01:
+ # 濡傛灉涔�1涓嶄负娑ㄥ仠浠峰氨涓嶉渶瑕佷繚瀛�
+ old_queues = self.last_buy_queue_data.get(code)
+ if old_queues and len(old_queues) == len(queues):
+ # 鍏冪礌鐩稿悓灏变笉闇�瑕佸啀娆″鐞�
+ old_str = ",".join([str(k) for k in old_queues[1:]])
+ new_str = ",".join([str(k) for k in queues[1:]])
+ if old_str == new_str:
+ return None
+ self.last_buy_queue_data[code] = queues
+
+ if abs(float(buy_1_price) - float(limit_up_price)) >= 0.001:
# 淇濆瓨鏈�杩戠殑娑ㄥ仠璧峰鏃堕棿
self.__save_latest_not_limit_up_time(code, buy_1_time)
return None
-
- self.last_buy_queue_data[code] = queues
min_num = round(constant.L2_MIN_MONEY / (limit_up_price * 100))
num_list = []
- for num in queues:
- if num > min_num:
+ # 蹇界暐绗竴鏉℃暟鎹�
+ for i in range(1, len(queues)):
+ num = queues[i]
+ if num > min_num and len(num_list) < 4:
num_list.append(num)
# 淇濆瓨鍒楄〃
self.__save_buy_queue_data(code, num_list)
return num_list
# 淇濆瓨鎴愪氦绱㈠紩
- def save_traded_index(self, code, buy1_price, buyQueueBig):
+ def compute_traded_index(self, code, buy1_price, buyQueueBig, exec_time=None):
total_datas = l2.l2_data_util.local_today_datas.get(code)
today_num_operate_map = l2.l2_data_util.local_today_num_operate_map.get(code)
- index = l2.l2_data_util.L2TradeQueueUtils.find_traded_progress_index(buy1_price, total_datas,
- today_num_operate_map, buyQueueBig,self.__get_latest_not_limit_up_time(code))
- if index is not None:
- # 淇濆瓨鎴愪氦杩涘害
- self.__save_buy_progress_index(code, index)
- return index
- return None
+ index = None
+ if True:
+ # 鏈�澶�5涓暟鎹�
+ buyQueueBigTemp = buyQueueBig
+ last_index, is_default = self.get_traded_index(code)
+ c_last_index = 0
+ if not is_default and last_index is not None:
+ c_last_index = last_index
+ latest_not_limit_up_time = self.__get_latest_not_limit_up_time(code)
+ # 濡傛灉鏄�3涓�/4涓暟鎹壘涓嶅埌灏辫皟鏁撮『搴�
+ fbuyQueueBigTempList = []
+ if 3 <= len(buyQueueBigTemp) <= 4:
+ buyQueueBigTempList = itertools.permutations(buyQueueBigTemp, len(buyQueueBigTemp))
+ for tempQueue in buyQueueBigTempList:
+ if list(tempQueue) != buyQueueBigTemp:
+ fbuyQueueBigTempList.append(tempQueue)
+ fbuyQueueBigTempList.insert(0, buyQueueBigTemp)
+ for temp in fbuyQueueBigTempList:
+ try:
+ index = l2.l2_data_util.L2TradeQueueUtils.find_traded_progress_index(code, buy1_price, total_datas,
+ today_num_operate_map,
+ temp,
+ c_last_index,
+ latest_not_limit_up_time
+ )
+ if index is not None:
+ # 鍒ゆ柇浣嶇疆鏄惁澶т簬鎵ц浣�2s
+ if exec_time and tool.trade_time_sub(total_datas[index]["val"]["time"], exec_time) > 5:
+ # 浣嶇疆鏄惁澶т簬鎵ц浣�2s琛ㄧず鏃犳晥
+ index = None
+ continue
+ # 鍙兘鍓婂噺涓�鍗婁互涓嬫墠鑳界粓姝�
+ if len(temp) * 2 < len(buyQueueBig):
+ index = None
+ break
+ except:
+ pass
+
+ if index is not None:
+ logger_l2_trade_buy_queue.info(f"纭畾浜ゆ槗杩涘害锛歝ode-{code} index-{index}")
+ logger_l2_trade_buy_progress.info(
+ f"纭畾浜ゆ槗杩涘害鎴愬姛锛歝ode-{code} index-{index} queues:{buyQueueBig} last_index-{c_last_index} latest_not_limit_up_time-{latest_not_limit_up_time} exec_time-{exec_time}")
+ # 淇濆瓨鎴愪氦杩涘害
+ # self.__save_buy_progress_index(code, index, False)
+ return index
+ else:
+ logger_l2_trade_buy_progress.warning(
+ f"纭畾浜ゆ槗杩涘害澶辫触锛歝ode-{code} queues:{buyQueueBig} last_index-{c_last_index} latest_not_limit_up_time-{latest_not_limit_up_time} exec_time-{exec_time}")
+ return index
# 鑾峰彇鎴愪氦杩涘害绱㈠紩
def get_traded_index(self, code):
- index = self.__get_buy_progress_index(code)
- return index
+ index, is_default = self.__get_buy_progress_index_cache(code)
+ return index, is_default
+
+ # 璁剧疆浜ゆ槗杩涘害
+ def set_traded_index(self, code, index, total_datas=None):
+ last_info = self.latest_buy_progress_index_cache.get(code)
+ # 浜ゆ槗杩涘害鏄惁鏀瑰彉
+ traded_index_changed = False
+ if not last_info or last_info[0] != index:
+ if last_info and total_datas:
+ val = total_datas[last_info[0]]['val']
+ if time.time() - last_info[1] > 0:
+ rate = round(val["num"] * float(val["price"]) * 100 / (time.time() - last_info[1]))
+ # 鎴愪氦閫熺巼
+ self.trade_speed_cache[code] = rate
+ self.latest_buy_progress_index_cache[code] = (index, time.time())
+ traded_index_changed = True
+ self.__save_buy_progress_index(code, index, False)
+ return traded_index_changed
+
+ # 鑾峰彇鎴愪氦閫熺巼
+ def get_trade_speed(self, code):
+ return self.trade_speed_cache.get(code)
-if __name__ == '__main':
-
-
- pass
+if __name__ == '__main__':
+ a = [1, 2, 3, 4]
+ results = [str(k) for k in a]
+ b = [1, 2, 3]
+ result = (",".join([str(k) for k in a]) == ",".join([str(k) for k in b]))
+ print(result)
--
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