From 256248e09fa5e44c18a2cd7b45b203d09aa4a3ee Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 10 九月 2025 10:06:37 +0800
Subject: [PATCH] bug修复
---
test/test_sell.py | 181 ++++++++++++++++++++++++++++++++++++++++++++
1 files changed, 179 insertions(+), 2 deletions(-)
diff --git a/test/test_sell.py b/test/test_sell.py
index f456565..d97b2d2 100644
--- a/test/test_sell.py
+++ b/test/test_sell.py
@@ -1,4 +1,181 @@
-from trade.huaxin import huaxin_trade_server
+from cancel_strategy.s_l_h_cancel_strategy import SCancelBigNumComputer
+from l2.huaxin import l2_huaxin_util
+from l2.l2_data_manager import OrderBeginPosInfo
+from l2.l2_transaction_data_manager import HuaXinSellOrderStatisticManager
+from l2 import l2_data_util
+from l2.l2_transaction_data_processor import HuaXinTransactionDatasProcessor
+from log_module import log_export, async_log_util
+from utils import tool
+
+
+def statistic_buy_order():
+ code = "002187"
+ data_map = log_export.load_huaxin_transaction_map(date="2024-04-10", with_time=True)
+ datas = data_map.get(code)
+ __latest_buy_order_dict = {}
+ total_money = 0
+ active_buy = 0
+ passive_buy = 0
+ for data in datas:
+ time_str = data[0]
+ for d in data[1]:
+ if d[6] == 990054:
+ if d[7] < 990054:
+ active_buy += d[2]
+ print("涓诲姩涔帮細", time_str, d)
+ else:
+ passive_buy += d[2]
+ print("琚姩涔帮細", time_str, d)
+ if code not in __latest_buy_order_dict:
+ # 鏍煎紡锛歔涔板崟鍙�,鎵嬫暟,鍗曚环]
+ __latest_buy_order_dict[code] = [d[6], d[2], d[1], (d[3], d[1]), (d[3], d[1])]
+ else:
+ if __latest_buy_order_dict[code][0] == d[6]:
+ __latest_buy_order_dict[code][1] += d[2]
+ __latest_buy_order_dict[code][2] = d[1]
+ __latest_buy_order_dict[code][4] = (d[3], d[1])
+ else:
+ info = __latest_buy_order_dict[code]
+
+ # 涓婁釜鍗栧崟鎴愪氦瀹屾垚
+ # 灏佸瓨鏁版嵁锛岃绠楁柊璧风偣
+ # 澶т簬50w鐨勫崠鍗曟墠浼氫繚瀛�
+ # 澶т簬50w鍔犲叆鍗栧崟
+ money = info[1] * info[2]
+ # if 101328000 > info[3] > 101324000:
+ if tool.trade_time_sub(l2_huaxin_util.convert_time(info[3][0]), "10:08:30") >= 0 and info[
+ 2] >= 11.54:
+ total_money += money
+ print(int(total_money), round(money / 10000, 1), info)
+ if money >= 500000:
+ pass
+ __latest_buy_order_dict[code] = [d[6], d[2], d[1], (d[3], d[1]), (d[3], d[1])]
+
+ print(f"涓诲姩涔帮細{active_buy}", f"琚姩涔帮細{passive_buy}")
+
+
+# 鍗栧崟缁熻
+def statistic_sell_order():
+ def is_active_sell(sell_no, buy_no):
+ return sell_no > buy_no
+
+ code = "002660"
+ data_map = log_export.load_huaxin_transaction_map(date=tool.get_now_date_str())
+ datas = data_map.get(code)
+ __latest_sell_order_dict = {}
+ total_money = 0
+ limit_up_price = 9.2
+ last_type = -1
+
+ for data in datas:
+ for d in data:
+ if d[6] == 24975654:
+ print(d[1] * d[2], d)
+
+ type = -1
+ if d[7] > d[6]:
+ type = 0
+ else:
+ type = 1
+ if type == 0 and last_type == 1 and d[1] == limit_up_price:
+ print("琚姩鍗栧彉涓诲姩鍗�", d)
+ last_type = type
+
+ # if d[6] == 21296620:
+ # if d[7] > d[6]:
+ # print("涓诲姩鍗�", d)
+ # else:
+ # print("琚姩鍗�", d[1] * d[2], d)
+ if code not in __latest_sell_order_dict:
+ __latest_sell_order_dict[code] = [d[7], d[2], d[1], (d[3], d[6]), (d[3], d[6])]
+ else:
+ if __latest_sell_order_dict[code][0] == d[7]:
+ __latest_sell_order_dict[code][1] += d[2]
+ __latest_sell_order_dict[code][2] = d[1]
+ __latest_sell_order_dict[code][4] = (d[3], d[6])
+ else:
+ info = __latest_sell_order_dict[code]
+ money = info[1] * info[2]
+ if is_active_sell(info[0], info[3][1]) and 1000 * 10000 > money > 10 * 10000 and 7852775 > info[
+ 0] > 7807625:
+ total_money += money
+ # print("涓诲姩鍗栵細", round(money / 10000), total_money, info)
+
+ # 涓婁釜鍗栧崟鎴愪氦瀹屾垚
+ # 灏佸瓨鏁版嵁锛岃绠楁柊璧风偣
+ # 澶т簬50w鐨勫崠鍗曟墠浼氫繚瀛�
+ # 澶т簬50w鍔犲叆鍗栧崟
+
+ # if tool.trade_time_sub(l2_huaxin_util.convert_time(info[3][0]), "10:08:30") >= 0:
+ # if info[2] >= 11.54:
+ # total_money += money
+ # print(money, round(total_money), info)
+ # if money >= 500000:
+ # pass
+ __latest_sell_order_dict[code] = [d[7], d[2], d[1], (d[3], d[6]), (d[3], d[6])]
+
+
+def load_sell_info():
+ date = tool.get_now_date_str()
+ data_map = log_export.load_huaxin_transaction_map(date=date)
+ for code in data_map:
+ if code != '002562':
+ continue
+ datas = data_map[code]
+ for d in datas:
+ big_sell_order_info = HuaXinSellOrderStatisticManager.add_transaction_datas(code, d)
+ async_log_util.run_sync()
+
+
+def test_sell_order_info():
+ code = "600490"
+ l2_data_util.load_l2_data(code, force=True)
+ date = tool.get_now_date_str()
+ data_map = log_export.load_huaxin_transaction_map(date=date)
+ datas = data_map.get(code)
+ for i in range(len(datas)):
+ d = datas[i]
+ big_sell_order_info = HuaXinSellOrderStatisticManager.add_transaction_datas(code, d)
+
+ if big_sell_order_info[1] and big_sell_order_info[1][-1][0] == 559018:
+ print(big_sell_order_info)
+ SCancelBigNumComputer().set_real_place_order_index(code, 208, False)
+ SCancelBigNumComputer().set_big_sell_order_info_for_cancel(code, big_sell_order_info,
+ OrderBeginPosInfo(
+ mode=OrderBeginPosInfo.MODE_ACTIVE,
+ buy_single_index=0,
+ buy_exec_index=13))
+ # if big_sell_order_info[0] < 50 * 10000:
+ # continue
+ # print(i, sum([x[1] * x[2] for x in big_sell_order_info[1]]), big_sell_order_info)
+
+
+def test_process_transaction_datas():
+ data_map = log_export.load_huaxin_transaction_map(date="2024-04-17")
+ code = "000035"
+ datas = data_map.get(code)
+ l2_data_util.load_l2_data(code)
+ for data in datas:
+ HuaXinTransactionDatasProcessor.statistic_big_order_infos(code, data)
+
+ async_log_util.run_sync()
+
+ # L2TradeSingleDataProcessor.add_l2_delegate_limit_up_sell(code, {"val": {"orderNo": 123123}, "index": 123})
+ #
+ # for data in datas:
+ # L2TradeSingleDataProcessor.process_passive_limit_up_sell_data(code, data, 5.78)
+
if __name__ == '__main__':
- huaxin_trade_server.TradeServerProcessor.test_sell()
+ # s
+ # real_order_time_ms = "09:30:47" + ".{0:0>3}".format(220)
+ # big_sell_order_info = [1809599, [[7351750, 208000, 8.7, (11042670, 527268), (11042670, 527275)]]]
+ # max_money = 0
+ # for x in big_sell_order_info[1]:
+ # deal_time = l2_huaxin_util.convert_time(x[4][0], with_ms=True)
+ # if real_order_time_ms:
+ # if tool.trade_time_sub_with_ms(deal_time, real_order_time_ms) >= 0:
+ # print("123123")
+ # test_process_transaction_datas()
+ # BigOrderDealManager()
+ pass
--
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