From 3a87b1c89a76d858e8e7e4e54ff360dc0b8670f5 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 11 九月 2025 16:27:20 +0800
Subject: [PATCH] L撤删除L前撤单与L后后半段撤单
---
test/test.py | 146 ++++++++++++++++++++++++++++++++++++++++--------
1 files changed, 121 insertions(+), 25 deletions(-)
diff --git a/test/test.py b/test/test.py
index bee6fb6..6513a9a 100644
--- a/test/test.py
+++ b/test/test.py
@@ -1,37 +1,133 @@
-import multiprocessing
+import json
+import os
import queue
import time
-from l2.cancel_buy_strategy import LCancelRateManager
+import xlwt
-__queue = queue.Queue()
+from code_attribute import gpcode_manager
+from l2.huaxin import l2_huaxin_util
+from third_data import history_k_data_manager
+from third_data.history_k_data_manager import HistoryKDataManager
+from utils import tool
-def add_data(msg):
- time.sleep(1)
- start_time = time.time()
- __queue.put({"msg": msg})
- end_time = time.time()
- if end_time - start_time > 0.002:
- print("鍔犲叆鏃ュ織鑰楁椂")
+class Test:
+ def print_log(self, arg):
+ print(time.time(), f"arg:{arg}")
+ time.sleep(2)
-def test_process_1(pipe):
- while True:
- for i in range(10):
- pipe.send_bytes(f"hello world:{i}".encode("utf-8"))
- time.sleep(1)
+def parse_big_buy_order_count(path_, limit_up_price_dict=None, max_time=None):
+ """
+ 缁熻鏌愪竴澶╃殑娑ㄥ仠澶у崟鏁伴噺鍒嗗竷
+ @param path_:
+ @param limit_up_price_dict:
+ @return:
+ """
+ with open(path_, mode='r', encoding='utf-8') as f:
+ lines = f.readlines()
+ code_big_order_count_dict = {}
+ for line in lines:
+ data = line[line.find(" - ") + 3:].strip()
+ data = eval(data)
+ if data[1] != 0:
+ continue
+ if data[2][2] < 1000000:
+ continue
+ if max_time and l2_huaxin_util.convert_time(data[2][3]) > max_time:
+ continue
+ # if data[0] not in limit_up_price_dict:
+ # continue
+ # if abs(data[2][4] - limit_up_price_dict[data[0]]) >= 0.001:
+ # continue
+ if data[0] not in code_big_order_count_dict:
+ code_big_order_count_dict[data[0]] = [0, 0]
+ code_big_order_count_dict[data[0]][0] += 1
+ code_big_order_count_dict[data[0]][1] += data[2][2]
+ return code_big_order_count_dict
-def test_process_2(pipe):
- while True:
- results = pipe.recv_bytes()
- if results:
- print("鎺ュ彈鍒板唴瀹癸細", results)
+def __load_limit_up_price():
+ # 鏃ユ湡涓嬩唬鐮佺殑娑ㄥ仠浠�
+ limit_up_price_date_code_dict = {}
+ dir_path = r"D:\鍥炴祴鏁版嵁\K绾挎暟鎹�"
+ k_bars_files = os.listdir(dir_path)
+ for k_bars_file in k_bars_files:
+ code = k_bars_file.split("_")[1][:6]
+ with open(f"{dir_path}\\{k_bars_file}", encoding='utf-8', mode='r') as f:
+ lines = f.readlines()
+ data = lines[0]
+ datas = eval(data)
+ # {"鏃ユ湡": 娑ㄥ仠浠穧
+ date_limit_price = {
+ d["bob"][:10]: gpcode_manager.get_limit_up_price_by_preprice(d["sec_id"], d["pre_close"]) for d in
+ datas}
+ for date in date_limit_price:
+ if date not in limit_up_price_date_code_dict:
+ limit_up_price_date_code_dict[date] = {}
+ limit_up_price_date_code_dict[date][code] = round(float(date_limit_price[date]), 2)
+ return limit_up_price_date_code_dict
-if __name__ == "__main__":
- code = "000333"
- LCancelRateManager.set_block_limit_up_count(code, 100)
- LCancelRateManager.set_big_num_deal_rate(code, 10)
- print(LCancelRateManager.get_cancel_rate(code))
+def export(fdatas, dates, file_name):
+ wb = xlwt.Workbook(encoding="utf-8")
+ ws = wb.add_sheet('sheet1')
+ for i in range(len(dates)):
+ ws.write(0, i + 1, dates[i])
+ index = 0
+ for code in fdatas:
+ date_count_dict = fdatas[code]
+ index += 1
+ ws.write(index, 0, code)
+ for i in range(len(dates)):
+ d = date_count_dict.get(dates[i])
+ average_big_money = d[1] // d[0] if d[0] > 0 else 0
+ if d[0] > 0:
+ ws.write(index, i + 1, f"{d[0]}/{round(average_big_money / 10000, 1)}涓�")
+ else:
+ ws.write(index, i + 1, f"")
+ wb.save(file_name)
+
+
+if __name__ == '__main__':
+ def callback_function(res):
+ print("鍥炶皟鏁版嵁锛�", res)
+
+
+ def exec(call_back):
+ call_back({"code": 0})
+
+
+ exec(callback_function)
+
+if __name__ == '__main__1':
+ # 鍔犺浇姣忎竴澶╃殑浠ｇ爜鐨勬定鍋滀环
+ limit_up_price_date_code_dict = __load_limit_up_price()
+ print(limit_up_price_date_code_dict["2025-04-22"]["002719"])
+ dir_path = r"D:\鍥炴祴鏁版嵁\澶у崟鏁版嵁"
+ files = os.listdir(dir_path)
+ dates = []
+ big_order_count_date_code_dict = {}
+ for file_name in files:
+ path_ = f"{dir_path}\\{file_name}"
+ date = file_name[-14:-4]
+ dates.append(date)
+ code_big_order_count_dict = parse_big_buy_order_count(path_, limit_up_price_date_code_dict[date])
+ print(code_big_order_count_dict)
+ big_order_count_date_code_dict[date] = code_big_order_count_dict
+ # 杞负锛歿浠ｇ爜:{"鏃ユ湡":澶у崟鏁皚}
+ fdata = {}
+ for date in big_order_count_date_code_dict:
+ for code in big_order_count_date_code_dict[date]:
+ if code not in fdata:
+ fdata[code] = {}
+ fdata[code][date] = big_order_count_date_code_dict[date][code]
+
+ for code in fdata:
+ for date in dates:
+ if date not in fdata[code]:
+ # 榛樿濉厖0
+ fdata[code][date] = [0, 0]
+ dates.sort(reverse=True)
+ export(fdata, dates, "D:/test.xls")
--
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