From 48fb7a00951f91bdc707e5dd2d196e5bccb752c3 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 18 六月 2025 18:41:30 +0800
Subject: [PATCH] 异常保护
---
l2_data_util.py | 299 +++++++++++++++++++++++++++++++++++++++++++++++++----------
1 files changed, 245 insertions(+), 54 deletions(-)
diff --git a/l2_data_util.py b/l2_data_util.py
index 65ac266..24c66ac 100644
--- a/l2_data_util.py
+++ b/l2_data_util.py
@@ -1,13 +1,77 @@
# l2鏁版嵁宸ュ叿
+"""
+L2鏁版嵁澶勭悊宸ュ叿鍖�
+"""
+
# 姣旇緝鏃堕棿鐨勫ぇ灏�
-import hashlib
import json
import time
-import l2_data_manager
-import tool
-from log import logger_l2_trade, logger_l2_big_data
-from trade_gui import async_call
+from db.redis_manager_delegate import RedisUtils
+from utils.tool import async_call
+
+from l2 import l2_data_manager
+from utils import tool
+
+
+def run_time():
+ def decorator(func):
+ def infunc(*args, **kwargs):
+ start = round(time.time() * 1000)
+ result = func(args, **kwargs)
+ print("鎵ц鏃堕棿", round(time.time() * 1000) - start)
+ return result
+
+ return infunc
+
+ return decorator
+
+
+# 鏄惁涓哄ぇ鍗�
+def is_big_money(val, is_ge=False):
+ """
+ 鍒ゆ柇鏄惁涓哄ぇ鍗�
+ @param val: l2鏁版嵁
+ @param is_ge: 鏄惁涓哄垱涓氭澘
+ @return:
+ """
+ price = float(val["price"])
+ money = round(price * val["num"], 2)
+ if is_ge:
+ if money >= 29900 or val["num"] >= 2999:
+ return True
+ else:
+ return False
+ else:
+ if price > 3.0:
+ if money >= 29900 or val["num"] >= 7999:
+ return True
+ else:
+ return False
+ else:
+ max_money = price * 10000
+ if money >= max_money * 0.95:
+ return True
+ else:
+ return False
+
+
+# 鑾峰彇澶ц祫閲戠殑閲戦
+def get_big_money_val(limit_up_price, is_ge=False):
+ if is_ge:
+ return min(299 * 10000, round(limit_up_price * 2900 * 100))
+ else:
+ if limit_up_price > 3.0:
+ return min(299 * 10000, round(limit_up_price * 7999 * 100))
+ else:
+ max_money = limit_up_price * 10000 * 100
+ return int(max_money * 0.95)
+
+# if int(val["num"]) >= constant.BIG_MONEY_NUM:
+# return True
+# if int(val["num"]) * limit_up_price >= constant.BIG_MONEY_AMOUNT:
+# return True
+# return False_
def compare_time(time1, time2):
@@ -34,20 +98,6 @@
return _data
-# 灏嗘暟鎹牴鎹畁um-operate鍒嗙被
-def load_num_operate_map(local_today_num_operate_map, code, source_datas, clear=False):
- if local_today_num_operate_map.get(code) is None:
- local_today_num_operate_map[code] = {}
- if clear:
- local_today_num_operate_map[code] = {}
-
- for data in source_datas:
- key = "{}-{}-{}".format(data["val"]["num"], data["val"]["operateType"],data["val"]["price"])
- if local_today_num_operate_map[code].get(key) is None:
- local_today_num_operate_map[code].setdefault(key, [])
- local_today_num_operate_map[code].get(key).append(data)
-
-
# 鍑忓幓鏃堕棿
def __sub_time(time_str, seconds):
time_seconds = get_time_as_seconds(time_str) - seconds
@@ -64,7 +114,7 @@
# 璁＄畻鏃堕棿鐨勫尯闂�
-def __compute_time_space_as_second(cancel_time, cancel_time_unit):
+def compute_time_space_as_second(cancel_time, cancel_time_unit):
__time = int(cancel_time)
if int(cancel_time) == 0:
return 0, 0
@@ -80,30 +130,42 @@
return __time * 3600, (__time + 1) * 3600
-# 鏍规嵁涔版挙鏁版嵁(涓庝粖鏃ユ�荤殑鏁版嵁)璁＄畻涔板叆鏁版嵁
-def get_buy_data_with_cancel_data(cancel_data, local_today_num_operate_map):
+# 鑾峰彇涔板叆鏃堕棿鑼冨洿
+def get_buy_time_range(cancel_data):
# 璁＄畻鏃堕棿鍖洪棿
- min_space, max_space = __compute_time_space_as_second(cancel_data["val"]["cancelTime"],
- cancel_data["val"]["cancelTimeUnit"])
+ min_space, max_space = compute_time_space_as_second(cancel_data["val"]["cancelTime"],
+ cancel_data["val"]["cancelTimeUnit"])
max_time = __sub_time(cancel_data["val"]["time"], min_space)
min_time = __sub_time(cancel_data["val"]["time"], max_space)
- buy_datas = local_today_num_operate_map.get("{}-{}-{}".format(cancel_data["val"]["num"], "0",cancel_data["val"]["price"]))
- if buy_datas is None:
- # 鏃犳暟鎹�
- return None, None
- for i in range(0, len(buy_datas)):
- data = buy_datas[i]
- if int(data["val"]["operateType"]) != 0:
- continue
- if int(data["val"]["num"]) != int(cancel_data["val"]["num"]):
- continue
- if min_space == 0 and max_space == 0:
- if compare_time(data["val"]["time"], min_time) == 0:
- return data["index"], data
+ return min_time, max_time
- elif compare_time(data["val"]["time"], min_time) > 0 and compare_time(data["val"]["time"], max_time) <= 0:
- return data["index"], data
- return None, None
+
+# 鍒ゆ柇鍗栨挙鐨勫崠淇″彿鏄惁鍦ㄧ洰鏍囦俊鍙蜂箣鍓�
+def is_sell_index_before_target(sell_cancel_data, target_data, local_today_num_operate_map):
+ min_space, max_space = compute_time_space_as_second(sell_cancel_data["val"]["cancelTime"],
+ sell_cancel_data["val"]["cancelTimeUnit"])
+ max_time = __sub_time(sell_cancel_data["val"]["time"], min_space)
+ min_time = __sub_time(sell_cancel_data["val"]["time"], max_space)
+ # 濡傛灉鏈�澶у�奸兘鍦ㄧ洰鏍囦俊鍙蜂箣鍓嶅垯淇″彿鑲畾鍦ㄧ洰鏍囦俊鍙蜂箣鍓�
+ if int(target_data["val"]["time"].replace(":", "")) > int(max_time.replace(":", "")):
+ return True
+ sell_datas = local_today_num_operate_map.get(
+ "{}-{}-{}".format(sell_cancel_data["val"]["num"], "2", sell_cancel_data["val"]["price"]))
+ if sell_datas:
+ for i in range(0, len(sell_datas)):
+ data = sell_datas[i]
+ if int(data["val"]["operateType"]) != 2:
+ continue
+ if int(data["val"]["num"]) != int(sell_cancel_data["val"]["num"]):
+ continue
+ if min_space == 0 and max_space == 0:
+ # 鏈鍐�
+ if compare_time(data["val"]["time"], min_time) == 0:
+ return data["index"] < target_data["index"]
+ # 鏁版嵁鍦ㄦ纭殑鍖洪棿
+ elif compare_time(data["val"]["time"], min_time) > 0 and compare_time(data["val"]["time"], max_time) <= 0:
+ return data["index"] < target_data["index"]
+ return False
__last_big_data = {}
@@ -111,7 +173,6 @@
@async_call
def save_big_data(code, same_time_nums, datas):
- return None
latest_datas = __last_big_data.get(code)
d1 = json.dumps(datas)
d2 = json.dumps(latest_datas)
@@ -125,12 +186,150 @@
# 淇濆瓨蹇収
# logger_l2_big_data.debug("code:{} d1:{} d2:{}", code, d1[i - 60: i + 30], d2[i - 60: i + 30])
break
+ time_str = tool.get_now_time_str()
- for key in same_time_nums:
- if same_time_nums[key] > 20:
- redis = l2_data_manager._redisManager.getRedis()
- redis.setex("big_data-{}-{}".format(code, int(round(time.time() * 1000))), tool.get_expire(), d1)
+ for time_ in same_time_nums:
+ # 鍙繚鐣欐渶杩�3s鍐呯殑澶ф暟鎹�
+ if abs(get_time_as_seconds(time_str) - get_time_as_seconds(time_)) > 3:
+ continue
+ if same_time_nums[time_] > 20:
+ RedisUtils.setex(l2_data_manager._redisManager.getRedis(),
+ "big_data-{}-{}".format(code, int(round(time.time() * 1000))), tool.get_expire(),
+ d1)
break
+
+
+# 淇濆瓨l2鏈�鏂版暟鎹殑澶у皬
+# @async_call
+def save_l2_latest_data_number(code, num):
+ RedisUtils.setex(l2_data_manager._redisManager.getRedis(), "l2_latest_data_num-{}".format(code), 3, num)
+
+
+# 鑾峰彇鏈�鏂版暟鎹潯鏁�
+def get_l2_latest_data_number(code):
+ num = RedisUtils.get(l2_data_manager._redisManager.getRedis(), "l2_latest_data_num-{}".format(code))
+ if num is not None:
+ return int(num)
+ return None
+
+
+# l2鏁版嵁鎷兼帴宸ュ叿 鏆傛椂杩樻湭鍚敤
+class L2DataConcatUtil:
+
+ # 鍒濆鍖�
+ def __init__(self, code, last_datas, datas):
+ self.last_datas = last_datas
+ self.datas = datas
+ self.code = code
+
+ def __get_data_identity(self, data_):
+ data = data_["val"]
+ return "{}-{}-{}-{}-{}-{}".format(data.get("time"), data.get("num"), data.get("price"), data.get("operateType"),
+ data.get("cancelTime"), data.get("cancelTimeUnit"))
+
+ # 鑾峰彇鎷兼帴鐨勭壒寰�,鑾峰彇鏈�鍚�3绗�
+ def __get_concat_feature(self):
+ # 鏈�灏戦渶瑕�3鏉℃暟鎹�+2鏉￠渶瑕佹湁鐗瑰緛鐐圭殑鏁版嵁
+ min_identity = 2
+ min_count = 3
+
+ identity_set = set()
+ count = 0
+ start_index = -1
+ for i in range(len(self.last_datas) - 1, -1, -1):
+ identity_set.add(self.__get_data_identity(self.last_datas[i]))
+ count += 1
+ start_index = i
+ if count >= min_count and len(identity_set) >= min_identity:
+ break
+ return start_index, len(self.last_datas) - 1
+
+ # 鑾峰彇鏂板鏁版嵁
+ def get_add_datas(self):
+ # 鏌ヨ褰撳墠鏁版嵁鏄惁鍦ㄦ渶杩戜竴娆℃暟鎹箣鍚�
+ if self.last_datas and self.datas:
+ if int(self.datas[-1]["val"]["time"].replace(":", "")) - int(
+ self.last_datas[-1]["val"]["time"].replace(":", "")) < 0:
+ return []
+
+ # 鑾峰彇鎷兼帴鐐�
+ start_index, end_index = self.__get_concat_feature()
+ if start_index < 0:
+ return self.datas
+ print("鐗瑰緛浣嶇疆锛�", start_index, end_index)
+ # 鎻愬彇鐗瑰緛鐐圭殑鏍囪瘑鏁版嵁
+ identity_list = []
+ for i in range(start_index, end_index + 1):
+ identity_list.append(self.__get_data_identity(self.last_datas[i]))
+
+ # 鏌ユ壘瀹屾暣鐨勭壒寰�
+ identity_count = len(identity_list)
+ for n in range(0, identity_count):
+ # 姣忔閬嶅巻鍑忓皯鏈�鍓嶉潰涓�涓壒寰侀噺
+ for i in range(0, len(self.datas) - len(identity_list) + n):
+ if self.__get_data_identity(self.datas[i]) == identity_list[n]:
+ # n==0 琛ㄧず瀹屽叏鍖归厤 锛� i=0 琛ㄧず鍗充娇涓嶆槸瀹屽叏鍖归厤锛屼絾蹇呴』鏂版暟鎹涓�涓厓绱犲尮閰�
+ if n == 0 or i == 0:
+ find_identity = True
+ for j in range(n + 1, len(identity_list)):
+ if identity_list[j] != self.__get_data_identity(self.datas[i + j - n]):
+ find_identity = False
+ break
+
+ if find_identity:
+ return self.datas[i + len(identity_list) - n:]
+ else:
+ continue
+ print("鏂版暟鎹腑鏈壘鍒扮壒寰佹爣璇�")
+ return self.datas
+
+
+def test_add_datas():
+ def load_data(datas):
+ data_list = []
+ for data in datas:
+ data_list.append({"val": {"time": data}})
+ return data_list
+
+ # 涓嶅尮閰�
+ latest_datas = []
+ datas = ["10:00:02", "10:00:02", "10:00:03", "10:00:04", "10:00:05"]
+ latest_datas = load_data(latest_datas)
+ datas = load_data(datas)
+ print(L2DataConcatUtil("000333", latest_datas, datas).get_add_datas())
+
+ # 涓嶅尮閰�
+ latest_datas = ["10:00:02"]
+ datas = ["10:00:02", "10:00:02", "10:00:03", "10:00:04", "10:00:05"]
+ latest_datas = load_data(latest_datas)
+ datas = load_data(datas)
+ print(L2DataConcatUtil("000333", latest_datas, datas).get_add_datas())
+
+ # 涓嶅尮閰�
+ latest_datas = ["10:00:00", "10:00:01", "10:00:02", "10:00:03"]
+ datas = ["10:00:02", "10:00:02", "10:00:03", "10:00:04", "10:00:05"]
+ latest_datas = load_data(latest_datas)
+ datas = load_data(datas)
+ print(L2DataConcatUtil("000333", latest_datas, datas).get_add_datas())
+
+ # 鍖归厤
+ latest_datas = ["10:00:00", "10:00:01", "10:00:02", "10:00:03"]
+ datas = ["10:00:01", "10:00:02", "10:00:03", "10:00:04", "10:00:05"]
+ latest_datas = load_data(latest_datas)
+ datas = load_data(datas)
+ print(L2DataConcatUtil("000333", latest_datas, datas).get_add_datas())
+
+ latest_datas = ["10:00:00", "10:00:01", "10:00:02", "10:00:02"]
+ datas = ["10:00:02", "10:00:02", "10:00:03", "10:00:04", "10:00:05"]
+ latest_datas = load_data(latest_datas)
+ datas = load_data(datas)
+ print(L2DataConcatUtil("000333", latest_datas, datas).get_add_datas())
+
+ latest_datas = ["10:00:00", "10:00:01", "10:00:02", "10:00:02"]
+ datas = ["10:00:02", "10:00:02", "10:00:00", "10:00:01", "10:00:02", "10:00:02", "10:00:04", "10:00:05"]
+ latest_datas = load_data(latest_datas)
+ datas = load_data(datas)
+ print(L2DataConcatUtil("000333", latest_datas, datas).get_add_datas())
def test(datas):
@@ -138,12 +337,4 @@
if __name__ == "__main__":
- # cancel_data = {"val": {"operateType": 1, "num": 1520, "cancelTime": 1, "cancelTimeUnit": 1, "time": "09:32:30"}}
- # today_datas=[{"val": {"operateType": 1, "num": 1520, "cancelTime": 1, "cancelTimeUnit": 0, "time": "09:32:30"}},{"val": {"operateType": 0, "num": 1520, "cancelTime": 0, "cancelTimeUnit": 0, "time": "09:31:31"}}]
- # result= get_buy_data_with_cancel_data(cancel_data,today_datas)
- # print(result)
- code = "001209"
- l2_data_manager.load_l2_data(code)
- total_datas = l2_data_manager.local_today_datas[code]
- index, data = get_buy_data_with_cancel_data(total_datas[118], l2_data_manager.local_today_num_operate_map.get(code))
- print(index, data)
+ test_add_datas()
--
Gitblit v1.8.0