"""
L2的数据处理
"""
import decimal
import json
import logging
import random
import time as t
from datetime import datetime

import big_money_num_manager
import data_process
import global_util
import l2_data_util

import gpcode_manager
import l2_trade_factor

import redis_manager
import ths_industry_util
import tool
import trade_manager
from log import logger_l2_trade, logger_l2_trade_cancel, logger_l2_trade_buy, logger_l2_process
from trade_data_manager import TradeBuyDataManager
import limit_up_time_manager

_redisManager = redis_manager.RedisManager(1)
# l2数据管理
# 本地最新一次上传的数据
local_latest_datas = {}
# 本地今日数据
local_today_datas = {}
# 本地手数+操作那类型组成的临时变量
# 用于加快数据处理，用空换时间
local_today_num_operate_map = {}


class L2DataException(Exception):
    # 价格不匹配
    CODE_PRICE_ERROR = 1
    # 无收盘价
    CODE_NO_CLOSE_PRICE = 2

    def __init__(self, code, msg):
        super().__init__(self)
        self.code = code
        self.msg = msg

    def __str__(self):
        return self.msg

    def get_code(self):
        return self.code


# 交易点管理器，用于管理买入点；买撤点；距离买入点的净买入数据；距离买撤点的买撤数据
class TradePointManager:
    @staticmethod
    def __get_redis():
        return _redisManager.getRedis()

    # 删除买入点数据
    @staticmethod
    def delete_buy_point(code):
        redis = TradePointManager.__get_redis()
        redis.delete("buy_compute_index_info-{}".format(code))

    # 获取买入点信息
    # 返回数据为：买入点 累计纯买额 已经计算的数据索引
    @staticmethod
    def get_buy_compute_start_data(code):
        redis = TradePointManager.__get_redis()
        _key = "buy_compute_index_info-{}".format(code)
        _data_json = redis.get(_key)
        if _data_json is None:
            return None, None, None, 0, 0
        _data = json.loads(_data_json)
        return _data[0], _data[1], _data[2], _data[3], _data[4]

    # 设置买入点的值
    # buy_single_index 买入信号位
    # buy_exec_index 买入执行位
    # compute_index 计算位置
    # nums 累计纯买额
    @staticmethod
    def set_buy_compute_start_data(code, buy_single_index, buy_exec_index, compute_index, nums, count):
        redis = TradePointManager.__get_redis()
        expire = tool.get_expire()
        _key = "buy_compute_index_info-{}".format(code)
        if buy_single_index is not None:
            redis.setex(_key, expire, json.dumps((buy_single_index, buy_exec_index, compute_index, nums, count)))
        else:
            _buy_single_index, _buy_exec_index, _compute_index, _nums, _count = TradePointManager.get_buy_compute_start_data(
                code)
            redis.setex(_key, expire, json.dumps((_buy_single_index, buy_exec_index, compute_index, nums, count)))

    # 获取撤买入开始计算的信息
    # 返回数据的内容为：撤销点索引 撤买纯买额 计算的数据索引
    @staticmethod
    def get_buy_cancel_single_pos(code):
        redis = TradePointManager.__get_redis()
        info = redis.get("buy_cancel_single_pos-{}".format(code))
        if info is None:
            return None
        else:
            return int(info)

    # 设置买撤点信息
    # buy_num 纯买额  computed_index计算到的下标  index撤买信号起点

    @classmethod
    def set_buy_cancel_single_pos(cls, code, index):
        redis = TradePointManager.__get_redis()
        expire = tool.get_expire()
        redis.setex("buy_cancel_single_pos-{}".format(code), expire, index)

    # 删除买撤点数据
    @classmethod
    def delete_buy_cancel_point(cls, code):
        redis = TradePointManager.__get_redis()
        redis.delete("buy_cancel_single_pos-{}".format(code))

    # 设置买撤纯买额
    @classmethod
    def set_compute_info_for_cancel_buy(cls, code, index, nums):
        redis = TradePointManager.__get_redis()
        expire = tool.get_expire()
        redis.setex("compute_info_for_cancel_buy-{}".format(code), expire, json.dumps((index, nums)))
        logger_l2_trade_buy.info("{}保存撤单纯买额信息：{}，{}", code, index, nums)

    # 获取买撤纯买额计算信息
    @classmethod
    def get_compute_info_for_cancel_buy(cls, code):
        redis = TradePointManager.__get_redis()
        info = redis.get("compute_info_for_cancel_buy-{}".format(code))
        if info is None:
            return None, 0
        else:
            info = json.loads(info)
            return info[0], info[1]

    @classmethod
    def delete_compute_info_for_cancel_buy(cls, code):
        redis = TradePointManager.__get_redis()
        redis.delete("compute_info_for_cancel_buy-{}".format(code))

    # 从买入信号开始设置涨停买与涨停撤的单数
    @classmethod
    def set_count_info_for_cancel_buy(cls, code, index, buy_count, cancel_count):
        redis = TradePointManager.__get_redis()
        expire = tool.get_expire()
        redis.setex("count_info_for_cancel_buy-{}".format(code), expire, json.dumps((index, buy_count, cancel_count)))
        logger_l2_trade_buy.info("{}保存撤单纯买额信息：{}，{}", code, index, buy_count, cancel_count)

    # 获取买撤纯买额计算信息
    @classmethod
    def get_count_info_for_cancel_buy(cls, code):
        redis = TradePointManager.__get_redis()
        info = redis.get("count_info_for_cancel_buy-{}".format(code))
        if info is None:
            return None, 0, 0
        else:
            info = json.loads(info)
            return info[0], info[1], info[2]

    @classmethod
    def delete_count_info_for_cancel_buy(cls, code):
        redis = TradePointManager.__get_redis()
        redis.delete("count_info_for_cancel_buy-{}".format(code))


def load_l2_data(code, force=False):
    redis = _redisManager.getRedis()
    # 加载最近的l2数据
    if local_latest_datas.get(code) is None or force:
        # 获取最近的数据
        _data = redis.get("l2-data-latest-{}".format(code))
        if _data is not None:
            if code in local_latest_datas:
                local_latest_datas[code] = json.loads(_data)
            else:
                local_latest_datas.setdefault(code, json.loads(_data))
        # 获取今日的数据

    if local_today_datas.get(code) is None or force:
        datas = []
        keys = redis.keys("l2-{}-*".format(code))
        for k in keys:
            value = redis.get(k)
            _data = l2_data_util.l2_data_key_2_obj(k, value)
            datas.append(_data)
        # 排序
        new_datas = sorted(datas,
                           key=lambda e: (int(e.__getitem__('val')["time"].replace(":", "")), e.__getitem__('index')))
        local_today_datas[code] = new_datas
    # 根据今日数据加载
    l2_data_util.load_num_operate_map(local_today_num_operate_map, code, local_today_datas.get(code), force)


def saveL2Data(code, datas, msg=""):
    start_time = round(t.time() * 1000)
    # 查询票是否在待监听的票里面
    if not gpcode_manager.is_in_gp_pool(code):
        return None
    # 验证股价的正确性
    redis_instance = _redisManager.getRedis()

    try:
        if redis_instance.setnx("l2-save-{}".format(code), "1") > 0:

            # 计算保留的时间
            expire = tool.get_expire()
            i = 0
            for _data in datas:
                i += 1
                key = "l2-" + _data["key"]
                value = redis_instance.get(key)
                if value is None:
                    # 新增
                    try:
                        value = {"index": _data["index"], "re": _data["re"]}
                        redis_instance.setex(key, expire, json.dumps(value))
                    except:
                        logging.error("更正L2数据出错：{} key:{}".format(code, key))
                else:
                    json_value = json.loads(value)
                    if json_value["re"] != _data["re"]:
                        json_value["re"] = _data["re"]
                        redis_instance.setex(key, expire, json.dumps(json_value))
    finally:
        redis_instance.delete("l2-save-{}".format(code))

    print("保存新数据用时：", msg, "耗时：{}".format(round(t.time() * 1000) - start_time))
    return datas


def parseL2Data(str):
    day = datetime.now().strftime("%Y%m%d")
    dict = json.loads(str)
    data = dict["data"]
    client = dict["client"]
    code = data["code"]
    channel = data["channel"]
    capture_time = data["captureTime"]
    process_time = data["processTime"]
    data = data["data"]
    limit_up_price = gpcode_manager.get_limit_up_price(code)
    datas = L2DataUtil.format_l2_data(data, code, limit_up_price)
    # 获取涨停价
    return day, client, channel, code, capture_time, process_time, datas


# 保存l2数据
def save_l2_data(code, datas, add_datas):
    redis = _redisManager.getRedis()
    # 保存最近的数据
    redis.setex("l2-data-latest-{}".format(code), tool.get_expire(), json.dumps(datas))
    # 设置进内存
    if code in local_latest_datas:
        local_latest_datas[code] = datas
    else:
        local_latest_datas.setdefault(code, datas)
    __set_l2_data_latest_count(code, len(datas))
    if len(add_datas) > 0:
        saveL2Data(code, add_datas)


# 清除l2数据
def clear_l2_data(code):
    redis_l2 = redis_manager.RedisManager(1).getRedis()
    keys = redis_l2.keys("l2-{}-*".format(code))
    for k in keys:
        redis_l2.delete(k)

    redis_l2.delete("l2-data-latest-{}".format(code))


class L2DataUtil:
    @classmethod
    def is_same_time(cls, time1, time2):
        if global_util.TEST:
            return True
        time1_s = time1.split(":")
        time1_second = int(time1_s[0]) * 3600 + int(time1_s[1]) * 60 + int(time1_s[2])
        time2_s = time2.split(":")
        time2_second = int(time2_s[0]) * 3600 + int(time2_s[1]) * 60 + int(time2_s[2])
        if abs(time2_second - time1_second) < 3:
            return True
        else:
            return False

    # 获取增量数据
    @classmethod
    def get_add_data(cls, code, datas, _start_index):
        if datas is not None and len(datas) < 1:
            return []
        last_data = None
        latest_datas_ = local_latest_datas.get(code)
        if latest_datas_ is not None and len(latest_datas_) > 0:
            last_data = latest_datas_[-1]

        count = 0
        start_index = -1
        # 如果原来没有数据
        # 设置add_data的序号
        for n in reversed(datas):
            count += 1
            if n["key"] == (last_data["key"] if last_data is not None else ""):
                start_index = len(datas) - count
                break

        _add_datas = []
        if last_data is not None:
            if start_index < 0:
                if L2DataUtil.get_time_as_second(datas[0]["val"]["time"]) >= L2DataUtil.get_time_as_second(
                        last_data["val"]["time"]):
                    _add_datas = datas
                else:
                    _add_datas = []
            elif start_index + 1 >= len(datas):
                _add_datas = []
            else:
                _add_datas = datas[start_index + 1:]
        else:
            _add_datas = datas[start_index + 1:]
        for i in range(0, len(_add_datas)):
            _add_datas[i]["index"] = _start_index + i

        return _add_datas

    # 纠正数据，将re字段替换为较大值
    @classmethod
    def correct_data(cls, code, _datas):
        latest_data = local_latest_datas.get(code)
        if latest_data is None:
            latest_data = []
        save_list = []
        for data in _datas:
            for _ldata in latest_data:
                # 新数据条数比旧数据多才保存
                if _ldata["key"] == data["key"] and _ldata["re"] < data["re"]:
                    max_re = max(_ldata["re"], data["re"])
                    _ldata["re"] = max_re
                    data["re"] = max_re
                    # 保存到数据库，更新re的数据
                    save_list.append(_ldata)
        if len(save_list) > 0:
            saveL2Data(code, save_list, "保存纠正数据")
            local_latest_datas[code] = latest_data
        return _datas

    # 处理l2数据
    @classmethod
    def format_l2_data(cls, data, code, limit_up_price):
        datas = []
        dataIndexs = {}
        same_time_num = {}
        for item in data:
            # 解析数据
            time = item["time"]
            if time in same_time_num:
                same_time_num[time] = same_time_num[time] + 1
            else:
                same_time_num[time] = 1

            price = float(item["price"])
            num = item["num"]
            limitPrice = item["limitPrice"]
            # 涨停价
            if limit_up_price is not None:
                if limit_up_price == tool.to_price(decimal.Decimal(price)):
                    limitPrice = 1
                else:
                    limitPrice = 0
                item["limitPrice"] = "{}".format(limitPrice)
            operateType = item["operateType"]
            # 不需要非涨停买与买撤
            if int(item["limitPrice"]) != 1 and (int(operateType) == 0 or int(operateType) == 1):
                continue

            cancelTime = item["cancelTime"]
            cancelTimeUnit = item["cancelTimeUnit"]
            key = "{}-{}-{}-{}-{}-{}-{}-{}".format(code, operateType, time, num, price, limitPrice, cancelTime,
                                                   cancelTimeUnit)
            if key in dataIndexs:
                # 数据重复次数+1
                datas[dataIndexs[key]]['re'] = datas[dataIndexs[key]]['re'] + 1
            else:
                # 数据重复次数默认为1
                datas.append({"key": key, "val": item, "re": 1})
                dataIndexs.setdefault(key, len(datas) - 1)
        l2_data_util.save_big_data(code, same_time_num, data)
        return datas



    @classmethod
    def get_time_as_second(cls, time_str):
        ts = time_str.split(":")
        return int(ts[0]) * 3600 + int(ts[1]) * 60 + int(ts[2])

    # @classmethod
    # def get_time_as_str(cls, time_seconds):
    #     ts = time_str.split(":")
    #     return int(ts[0]) * 3600 + int(ts[1]) * 60 + int(ts[2])

    # 是否是涨停价买
    @classmethod
    def is_limit_up_price_buy(cls, val):
        if int(val["limitPrice"]) != 1:
            return False

        if int(val["operateType"]) != 0:
            return False

        price = float(val["price"])
        num = int(val["num"])
        if price * num * 100 < 50 * 10000:
            return False
        return True

    @classmethod
    def is_limit_up_price_sell(cls, val):
        if int(val["limitPrice"]) != 1:
            return False

        if int(val["operateType"]) != 2:
            return False

        price = float(val["price"])
        num = int(val["num"])
        if price * num * 100 < 50 * 10000:
            return False
        return True

    # 是否涨停买撤
    @classmethod
    def is_limit_up_price_buy_cancel(cls, val):
        if int(val["limitPrice"]) != 1:
            return False

        if int(val["operateType"]) != 1:
            return False

        price = float(val["price"])
        num = int(val["num"])
        if price * num * 100 < 50 * 10000:
            return False
        return True

    # 是否卖撤
    @classmethod
    def is_sell_cancel(cls, val):
        if int(val["operateType"]) == 3:
            return True
        return False

    # 是否为卖
    @classmethod
    def is_sell(cls, val):
        if int(val["operateType"]) == 2:
            return True
        return False


# L2交易数据处理器
# 一些常见的概念：
# 买入信号位置(出现下单信号的第一条数据的位置)：buy_single_index
# 买入执行位置（符合下单信号的最后一条数据）：buy_exec_index
# 计算位置（当前计算的整个计算的位置）：compute_index
#

class L2TradeDataProcessor:
    unreal_buy_dict = {}
    random_key = {}

    @classmethod
    def debug(cls, code, content, *args):
        logger_l2_trade.debug(("thread-id={} code={}  ".format(cls.random_key[code], code) + content).format(*args))

    @classmethod
    def cancel_debug(cls, code, content, *args):
        logger_l2_trade_cancel.debug(
            ("thread-id={} code={}  ".format(cls.random_key[code], code) + content).format(*args))

    @classmethod
    def buy_debug(cls, code, content, *args):
        logger_l2_trade_buy.debug(
            ("thread-id={} code={}  ".format(cls.random_key[code], code) + content).format(*args))

    @classmethod
    # 数据处理入口
    # datas: 本次截图数据
    # capture_timestamp:截图时间戳
    def process(cls, code, datas, capture_timestamp):
        cls.random_key[code] = random.randint(0, 100000)
        now_time_str = datetime.now().strftime("%H:%M:%S")
        __start_time = round(t.time() * 1000)
        try:
            if len(datas) > 0:

                # 判断价格区间是否正确
                if not data_process.is_same_code_with_price(code, float(datas[0]["val"]["price"])):
                    raise L2DataException(L2DataException.CODE_PRICE_ERROR,
                                          "股价不匹配 code-{} price-{}".format(code, datas[0]["val"]["price"]))
                # 加载历史数据
                load_l2_data(code)
                # 纠正数据
                datas = L2DataUtil.correct_data(code, datas)
                _start_index = 0
                if local_today_datas.get(code) is not None and len(local_today_datas[code]) > 0:
                    _start_index = local_today_datas[code][-1]["index"] + 1
                add_datas = L2DataUtil.get_add_data(code, datas, _start_index)
                if len(add_datas) > 0:
                    # 拼接数据
                    local_today_datas[code].extend(add_datas)
                    l2_data_util.load_num_operate_map(local_today_num_operate_map, code, add_datas)
                total_datas = local_today_datas[code]
                # 过时 买入确认点处理
                # TradeBuyDataManager.process_buy_sure_position_info(code, capture_timestamp, total_datas,
                #                                                    total_datas[-1],
                #                                                    add_datas)
                if len(add_datas) > 0:
                    _start_time = round(t.time() * 1000)
                    latest_time = add_datas[len(add_datas) - 1]["val"]["time"]
                    # 时间差不能太大才能处理
                    # TODO 暂时关闭处理
                    # if L2DataUtil.is_same_time(now_time_str, latest_time):
                    #     # 判断是否已经挂单
                    #     state = trade_manager.get_trade_state(code)
                    #     start_index = len(total_datas) - len(add_datas)
                    #     end_index = len(total_datas) - 1
                    #     if state == trade_manager.TRADE_STATE_BUY_DELEGATED or state == trade_manager.TRADE_STATE_BUY_PLACE_ORDER:
                    #         # 已挂单
                    #         cls.__process_order(code, start_index, end_index, capture_timestamp)
                    #     else:
                    #         # 未挂单
                    #         cls.__process_not_order(code, start_index, end_index, capture_timestamp)
                    logger_l2_process.info("code:{} 处理数据范围: {}-{} 处理时间:{}", code, add_datas[0]["index"],
                                           add_datas[-1]["index"], round(t.time() * 1000) - __start_time)
                # 保存数据
                save_l2_data(code, datas, add_datas)
        finally:
            if code in cls.unreal_buy_dict:
                cls.unreal_buy_dict.pop(code)

    @classmethod
    def __compute_big_money_data(cls, code, start_index, end_index):
        # 计算大单
        total_datas = local_today_datas[code]
        num = 0
        for index in range(start_index, end_index + 1):
            data = total_datas[index]
            if l2_trade_factor.L2TradeFactorSourceDataUtil.is_big_money(data):
                if int(data["val"]["operateType"]) == 0:
                    num += data["re"]
                elif int(data["val"]["operateType"]) == 1:
                    num -= data["re"]
        big_money_num_manager.add_num(code, num)

    # 处理未挂单
    @classmethod
    def __process_not_order(cls, code, start_index, end_index, capture_time):
        # 获取阈值
        threshold_money = cls.__get_threshmoney(code)
        cls.__start_compute_buy(code, start_index, end_index, threshold_money, capture_time)

    @classmethod
    def __statistic_count_l2_data_for_cancel(cls, code, start_index, end_index, has_cancel_single=False):
        index, old_buy_count, old_cancel_count = TradePointManager.get_count_info_for_cancel_buy(code)
        for i in range(start_index, end_index + 1):
            buy_count, buy_cancel_count = cls.__count_l2_data_for_cancel(code, i, i)
            old_buy_count += buy_count

            old_cancel_count += buy_cancel_count
            if old_buy_count > 0 and (old_buy_count - old_cancel_count) / old_buy_count < 0.3 and has_cancel_single:
                return i, True
        TradePointManager.set_count_info_for_cancel_buy(code, end_index, old_buy_count,
                                                        old_cancel_count)
        return end_index, False

    # 处理已挂单
    @classmethod
    def __process_order(cls, code, start_index, end_index, capture_time, new_add=True):
        if start_index < 0:
            start_index = 0

        if end_index < start_index:
            return
        # 获取之前是否有记录的撤买信号
        #  cancel_index = TradePointManager.get_buy_cancel_single_pos(code)

        # cancel_computed_index, cancel_buy_num = TradePointManager.get_compute_info_for_cancel_buy(code)
        # if cancel_computed_index is None:
        #     logger_l2_trade.error("{} 未获取到买撤纯买额,起始计算位：{}", code, start_index)

        # 统计群撤大单
        L2BetchCancelBigNumProcessor.process_new(code, start_index, end_index)

        # 统计最大连续买单
        L2ContinueLimitUpCountManager.process(code, start_index, end_index)

        # 计算大单撤销
        need_cancel, cancel_data = L2BigNumProcessor.process_cancel_with_big_num(code, start_index, end_index)
        if need_cancel:
            # 已经撤单了
            threshold_money = cls.__get_threshmoney(code)
            # 重新处理下单
            cls.__start_compute_buy(code, cancel_data["index"] + 1, end_index, threshold_money, capture_time)
            return

        # buy_single_index, buy_exec_index, buy_compute_index, buy_num = cls.__get_order_begin_pos(code)
        # if cancel_index is None:
        # 无撤单信号起始点记录

        continue_cancel = L2ContinueLimitUpCountManager.get_continue_count(code)
        order_cancel_begin_start = max(start_index - (continue_cancel - 1),
                                       0) if new_add else start_index
        order_cancel_begin_end = end_index
        total_datas = local_today_datas[code]

        little_cancel = False
        # 大单撤单的数据不为空
        if cancel_data is not None:
            # 小群撤事件
            continue_cancel = 5
            cancel_time_seconds = L2DataUtil.get_time_as_second(cancel_data["val"]["time"])
            # 查找上一秒与下一秒
            for i in range(int(cancel_data["index"]), 0, -1):
                # 查找上一秒和下一秒
                if total_datas[i]["val"]["time"] != cancel_data["val"][
                    "time"] and cancel_time_seconds - L2DataUtil.get_time_as_second(total_datas[i]["val"]["time"]) > 1:
                    order_cancel_begin_start = i + 1
                    break

            for i in range(int(cancel_data["index"]), len(local_today_datas[code])):
                # 查找上一秒和下一秒
                if total_datas[i]["val"]["time"] != cancel_data["val"]["time"] and L2DataUtil.get_time_as_second(
                        total_datas[i]["val"]["time"]) - cancel_time_seconds > 1:
                    order_cancel_begin_end = i - 1
                    break
            cls.cancel_debug(code, "小群撤事件计算范围：{}，{}", order_cancel_begin_start, order_cancel_begin_end)
            little_cancel = True
        cancel_start_index = None
        cancel_end_index = None
        need_cancel = False
        if little_cancel:
            # 小群撤事件
            cancel_start_index, cancel_end_index = cls.__compute_order_cancel_little_begin_single(code,
                                                                                                  order_cancel_begin_start
                                                                                                  , continue_cancel,
                                                                                                  order_cancel_begin_end)
            if cancel_start_index is not None:
                cls.debug(code, "找到小群撤信号，撤单信号范围:{}-{}", cancel_start_index, cancel_end_index)
                # 有小群撤信号
                need_cancel = True
            else:
                # 不满足小群撤,从小群撤后面一条数据继续处理
                cls.__process_order(code, cancel_data["index"] + 1, end_index, capture_time, False)
                return

        else:
            # 大群撤事件
            cancel_start_index, cancel_end_index = cls.__compute_order_cancel_begin_single(
                code, order_cancel_begin_start
                , continue_cancel, order_cancel_begin_end)
            if cancel_start_index is not None:
                cls.debug(code, "找到大群撤信号，连续笔数阈值：{}， 撤单信号范围:{}-{}", continue_cancel, cancel_start_index,
                          cancel_end_index)
                # 判断是否有大群撤大单撤
                need_cancel = L2BetchCancelBigNumProcessor.need_cancel(code, cancel_start_index, cancel_end_index)
                if need_cancel:
                    cls.debug(code, "大群撤信号有大单撤销")
                else:
                    cls.debug(code, "大群撤信号无大单撤销")

        if need_cancel:
            # 需要撤买
            cls.cancel_buy(code)
            if cancel_end_index >= end_index:
                return
            # 继续处理下单信号
            threshold_money = cls.__get_threshmoney(code)
            cls.__start_compute_buy(code, cancel_end_index + 1, end_index, threshold_money, capture_time, False)

        else:
            # 是否有虚拟下单
            unreal_buy_info = cls.unreal_buy_dict.get(code)
            if unreal_buy_info is not None:
                cls.debug(code, "有虚拟下单，无买撤信号，开始执行买入，执行位置：{},截图时间：{}", unreal_buy_info[0], capture_time)
                # unreal_buy_info 的内容格式为：(触法买操作下标,截图时间)
                # 真实下单
                cls.__buy(code, unreal_buy_info[1], local_today_datas[code][unreal_buy_info[0]],
                          unreal_buy_info[0])

    # 过时 开始计算撤的信号
    @classmethod
    def __start_compute_cancel(cls, code, cancel_index, compute_start_index, origin_num, threshold_money, capture_time):
        # sure_type 0-虚拟挂买位  1-真实挂买位
        cancel_single = cancel_index is not None
        computed_index, buy_num_for_cancel, sure_type = cls.__sum_buy_num_for_cancel_order(code, compute_start_index,
                                                                                           origin_num, threshold_money,
                                                                                           cancel_single)

        total_datas = local_today_datas[code]
        if computed_index is not None:
            cls.debug(code, "获取到撤单执行信号，信号位置：{}，m2:{} 数据：{}", computed_index, threshold_money,
                      total_datas[computed_index])
            # 发出撤买信号，需要撤买
            if cls.unreal_buy_dict.get(code) is not None:
                # 有虚拟下单
                cls.debug(code, "之前有虚拟下单，执行虚拟撤买")
                # 删除虚拟下单标记
                cls.unreal_buy_dict.pop(code)
                # 删除下单标记位置
                TradePointManager.delete_buy_point(code)
            else:
                # 无虚拟下单，需要执行撤单
                cls.debug(code, "之前无虚拟下单，执行真实撤单")
                cls.__cancel_buy(code)

            if computed_index < len(local_today_datas[code]) - 1:
                # 数据尚未处理完,重新进入下单计算流程
                cls.__start_compute_buy(code, computed_index + 1, threshold_money, capture_time, False)
                pass
        else:
            cls.debug(code, "撤买纯买额计算，计算位置：{}-{}，目前为止纯买手数：{}", compute_start_index, total_datas[-1]["index"],
                      buy_num_for_cancel)
            # 无需撤买，设置计算信息
            TradePointManager.set_compute_info_for_cancel_buy(code, int(total_datas[-1]["index"]), buy_num_for_cancel)
            # 判断是否有虚拟下单
            unreal_buy_info = cls.unreal_buy_dict.get(code)
            if unreal_buy_info is not None:
                # unreal_buy_info 的内容格式为：(触法买操作下标,截图时间)
                # 真实下单
                cls.debug(code, "无撤单执行信号，有虚拟下单，执行真实下单")
                cls.__buy(code, unreal_buy_info[1], total_datas[unreal_buy_info[0]],
                          unreal_buy_info[0])
                pass
            else:
                # 终止执行
                pass

    @classmethod
    def __buy(cls, code, capture_timestamp, last_data, last_data_index):
        can, reason = cls.__can_buy(code)
        # 不能购买
        if not can:
            cls.debug(code, "不可以下单，原因：{}", reason)
            return
        else:
            cls.debug(code, "可以下单，原因：{}", reason)

        # 删除虚拟下单
        if code in cls.unreal_buy_dict:
            cls.unreal_buy_dict.pop(code)
        cls.debug(code, "开始执行买入")
        try:
            trade_manager.start_buy(code, capture_timestamp, last_data,
                                    last_data_index)
            TradePointManager.delete_buy_cancel_point(code)
            cls.debug(code, "执行买入成功")
        except Exception as e:
            cls.debug(code, "执行买入异常:{}", str(e))
            pass
        finally:
            cls.debug(code, "m值影响因子：", l2_trade_factor.L2TradeFactorUtil.factors_to_string(code))

    # 是否可以买
    @classmethod
    def __can_buy(cls, code):
        limit_up_time = limit_up_time_manager.get_limit_up_time(code)
        if limit_up_time is not None and L2DataUtil.get_time_as_second(limit_up_time) >= L2DataUtil.get_time_as_second(
                "14:30:00"):
            return False, "14:30后涨停的不能买，涨停时间为{}".format(limit_up_time)

        # 同一板块中老二后面的不能买
        industry, codes = ths_industry_util.get_same_industry_codes(code, gpcode_manager.get_gp_list())
        if industry is None:
            return True, "没有获取到行业"
        codes_index = limit_up_time_manager.sort_code_by_limit_time(codes)
        if codes_index is not None and codes_index.get(code) is not None and codes_index.get(code) > 1:
            return False, "同一板块中老三,老四,...不能买"

        # 13:00后涨停，本板块中涨停票数<29不能买
        limit_up_time = limit_up_time_manager.get_limit_up_time(code)
        if limit_up_time is not None:
            if int(limit_up_time.replace(":", "")) >= 130000 and global_util.industry_hot_num.get(industry) is not None:
                if global_util.industry_hot_num.get(industry) < 29:
                    return False, "13:00后涨停，本板块中涨停票数<29不能买"
        # 老二，本板块中涨停票数<29 不能买
        if codes_index.get(code) is not None and codes_index.get(code) == 1 and global_util.industry_hot_num.get(
                industry) is not None:
            if global_util.industry_hot_num.get(industry) < 29:
                return False, "老二，本板块中涨停票数<29不能买"
        # 可以下单
        return True, None

    @classmethod
    def __cancel_buy(cls, code):
        try:
            cls.debug(code, "开始执行撤单")
            trade_manager.start_cancel_buy(code)
            # 取消买入标识
            TradePointManager.delete_buy_point(code)
            TradePointManager.delete_buy_cancel_point(code)
            TradePointManager.delete_compute_info_for_cancel_buy(code)
            TradePointManager.delete_count_info_for_cancel_buy(code)
            # 删除大群撤事件的大单
            L2BetchCancelBigNumProcessor.del_recod(code)
            cls.debug(code, "执行撤单成功")
        except Exception as e:
            cls.debug(code, "执行撤单异常：{}", str(e))

    @classmethod
    def cancel_buy(cls, code):
        # 删除大群撤事件的大单
        L2BetchCancelBigNumProcessor.del_recod(code)
        L2ContinueLimitUpCountManager.del_data(code)

        if code in cls.unreal_buy_dict:
            cls.unreal_buy_dict.pop(code)
            # 取消买入标识
            TradePointManager.delete_buy_point(code)
            TradePointManager.delete_buy_cancel_point(code)
            TradePointManager.delete_compute_info_for_cancel_buy(code)
            TradePointManager.delete_count_info_for_cancel_buy(code)
            # 删除大群撤事件的大单
            L2BetchCancelBigNumProcessor.del_recod(code)
        else:
            cls.__cancel_buy(code)

        L2BigNumProcessor.del_big_num_pos(code)

    @classmethod
    def __start_compute_buy(cls, code, compute_start_index, compute_end_index, threshold_money, capture_time,
                            new_add=True):
        if compute_end_index < compute_start_index:
            return

        total_datas = local_today_datas[code]
        # 获取买入信号计算起始位置
        buy_single_index, buy_exec_index, buy_compute_index, num = cls.__get_order_begin_pos(code)
        # 是否为新获取到的位置
        new_get_pos = False
        if buy_single_index is None:
            # 有买入信号
            has_single, _index = cls.__compute_order_begin_pos(code, max(
                compute_start_index - 2 if new_add else compute_start_index, 0), 3, compute_end_index)
            buy_single_index = _index
            if has_single:
                num = 0
                new_get_pos = True
                cls.debug(code, "获取到买入信号起始点：{}  数据：{}", buy_single_index, total_datas[buy_single_index])
                limit_up_time_manager.save_limit_up_time(code, total_datas[buy_single_index]["val"]["time"])
                # 重置大单计算
                big_money_num_manager.reset(code)
        if buy_single_index is None:
            # 未获取到买入信号，终止程序
            return None

        # TODO 可能存在问题 计算大单数量
        cls.__compute_big_money_data(code, max(compute_start_index, buy_single_index), compute_end_index)
        # 买入纯买额统计
        compute_index, buy_nums, rebegin_buy_pos = cls.__sum_buy_num_for_order_3(code, max(buy_single_index,
                                                                                           compute_start_index),
                                                                                 compute_end_index, num,
                                                                                 threshold_money, buy_single_index,
                                                                                 capture_time)
        if rebegin_buy_pos is not None:
            # 需要重新计算纯买额
            cls.__start_compute_buy(code, rebegin_buy_pos, compute_end_index, threshold_money, capture_time, False)
            return

        if compute_index is not None:
            cls.debug(code, "获取到买入执行位置：{} m值：{} 纯买手数：{} 数据：{}", compute_index, threshold_money, buy_nums,
                      total_datas[compute_index])
            # 记录买入信号位置
            cls.__save_order_begin_data(code, buy_single_index, compute_index, compute_index, buy_nums)
            # 虚拟下单
            cls.unreal_buy_dict[code] = (compute_index, capture_time)
            # 删除之前的所有撤单信号
            TradePointManager.delete_buy_cancel_point(code)
            TradePointManager.delete_compute_info_for_cancel_buy(code)
            TradePointManager.delete_count_info_for_cancel_buy(code)
            TradeBuyDataManager.remove_buy_position_info(code)
            # 已过时 为买撤保存基础纯买额
            # TradePointManager.set_compute_info_for_cancel_buy(code, compute_index, buy_nums)
            b_buy_count, b_buy_cancel_count = cls.__count_l2_data_before_for_cancel(code, buy_single_index)
            buy_count, buy_cancel_count = cls.__count_l2_data_for_cancel(code, buy_single_index, compute_index)
            TradePointManager.set_count_info_for_cancel_buy(code, compute_index, b_buy_count + buy_count,
                                                            b_buy_cancel_count + buy_cancel_count)
            # 计算大单(从买入信号起始点到挂单执行点),返回是否取消
            cancel_result, cancel_data = L2BigNumProcessor.process_cancel_with_big_num(code, buy_single_index,
                                                                                       compute_index)
            # 计算大群撤的大单
            L2BetchCancelBigNumProcessor.process_new(code, buy_single_index, compute_index)
            # 连续涨停数计算
            L2ContinueLimitUpCountManager.process(code, buy_single_index, compute_index)

            # 数据是否处理完毕
            if compute_index >= compute_end_index:
                cls.debug(code, "数据处理完毕，下单, 数据截图时间-{}", capture_time)
                # 数据已经处理完毕，如果还没撤单就实际下单
                if not cancel_result:
                    cls.__buy(code, capture_time, total_datas[compute_index], compute_index)
            else:
                # 数据尚未处理完毕，进行下一步处理
                cls.debug(code, "数据尚未处理完毕，进行下一步处理，处理进度：{}", compute_index)
                # 如果还没撤单，就继续处理已下单的步骤
                if not cancel_result:
                    cls.__process_order(code, compute_index + 1, compute_end_index, capture_time, False)
                else:
                    cls.__start_compute_buy(code, compute_index + 1, compute_end_index, threshold_money, capture_time,
                                            False)
        else:
            # 未达到下单条件，保存纯买额，设置纯买额
            # 记录买入信号位置
            cls.__save_order_begin_data(code, buy_single_index, -1, compute_end_index, buy_nums)
        pass

    # 获取下单起始信号
    @classmethod
    def __get_order_begin_pos(cls, code):
        buy_single_index, buy_exec_index, compute_index, num = TradePointManager.get_buy_compute_start_data(code)
        return buy_single_index, buy_exec_index, compute_index, num

    @classmethod
    def __save_order_begin_data(self, code, buy_single_index, buy_exec_index, compute_index, num):
        TradePointManager.set_buy_compute_start_data(code, buy_single_index, buy_exec_index, compute_index, num)

    # 计算下单起始信号
    # compute_data_count 用于计算的l2数据数量
    @classmethod
    def __compute_order_begin_pos(cls, code, start_index, continue_count, end_index):
        # 倒数100条数据查询
        datas = local_today_datas[code]
        if end_index - start_index + 1 < continue_count:
            return False, None
        __time = None

        last_index = None
        count = 0
        start = None

        for i in range(start_index, end_index + 1):
            _val = datas[i]["val"]
            # 时间要>=09:30:00
            if L2DataUtil.get_time_as_second(_val["time"]) < second_930:
                continue

            if L2DataUtil.is_limit_up_price_buy(_val) and (last_index is None or (
                    i - last_index == 1 and datas[last_index]["val"]["time"] == datas[i]["val"]["time"])):
                if start is None:
                    start = i
                last_index = i
                count += datas[i]["re"]
                if count >= continue_count:
                    return True, start
            elif not L2DataUtil.is_limit_up_price_sell(_val):
                last_index = None
                count = 0
                start = None

        return False, None

    # 大群撤事件,最多相隔1s
    @classmethod
    def __compute_order_cancel_begin_single(cls, code, start_index, continue_count, end_index):
        datas = local_today_datas[code]
        if end_index - start_index + 1 < continue_count:
            return None, None
        count = 0
        start = -1
        start_time = None
        for i in range(start_index, end_index + 1):
            _val = datas[i]["val"]
            _timestamp = L2DataUtil.get_time_as_second(_val["time"])
            if L2DataUtil.get_time_as_second(_val["time"]) < second_930:
                continue
            if L2DataUtil.is_limit_up_price_buy_cancel(_val) and (start_time is None or _timestamp - start_time < 2):
                if start == -1:
                    start = i
                    start_time = L2DataUtil.get_time_as_second(_val["time"])
                count += datas[i]["re"]
            elif not L2DataUtil.is_limit_up_price_sell(_val):
                if count >= continue_count:
                    return start, i - 1
                start = -1
                count = 0
                start_time = None
        if count >= continue_count:
            return start, end_index
        else:
            return None, None

    # 小群撤事件
    @classmethod
    def __compute_order_cancel_little_begin_single(cls, code, start_index, continue_count, end_index=None):
        # 必须为同一秒的数据
        same_second = True
        datas = local_today_datas[code]
        __len = len(datas)
        if len(datas) - start_index < continue_count:
            return None, None
        count = 0
        start = -1
        start_time = None
        if end_index is None:
            end_index = __len - continue_count
        for i in range(start_index, end_index + 1):
            _val = datas[i]["val"]
            _timestamp = L2DataUtil.get_time_as_second(_val["time"])
            if _timestamp < second_930:
                continue
            # 间隔时间不能多于1s
            if L2DataUtil.is_limit_up_price_buy_cancel(_val) and (start_time is None or _timestamp - start_time < 2):
                if start == -1:
                    start = i
                    start_time = L2DataUtil.get_time_as_second(_val["time"])
                count += int(datas[i]["re"])
            elif not L2DataUtil.is_limit_up_price_sell(_val):
                if count >= continue_count:
                    return start, i - 1
                start = -1
                count = 0
                start_time = None
        if count >= continue_count:
            return start, end_index
        else:
            return None, None

    # 虚拟下单
    def __unreal_order(self):
        pass

    @classmethod
    def __get_threshmoney(cls, code):
        return l2_trade_factor.L2TradeFactorUtil.compute_m_value(code)

    # 获取预估挂买位
    @classmethod
    def __get_sure_order_pos(cls, code):
        index, data = TradeBuyDataManager.get_buy_sure_position(code)
        if index is None:
            return 0, len(local_today_datas[code]) - 1, local_today_datas[code][-1]
        else:
            return 1, index, data

    # 过时 统计买入净买量
    @classmethod
    def __sum_buy_num_for_order(cls, code, compute_start_index, origin_num, threshold_money):
        total_datas = local_today_datas[code]
        buy_nums = origin_num
        limit_up_price = gpcode_manager.get_limit_up_price(code)
        if limit_up_price is None:
            raise Exception("涨停价无法获取")
        threshold_num = threshold_money / (limit_up_price * 100)
        for i in range(compute_start_index, len(total_datas)):
            _val = total_datas[i]["val"]
            # 有连续4个涨停买就标记计算起始点
            if L2DataUtil.is_limit_up_price_buy(_val):
                # 涨停买
                buy_nums += int(_val["num"]) * int(total_datas[i]["re"])
                if buy_nums >= threshold_num:
                    cls.debug(code, "获取到买入执行点：{} 统计纯买手数：{} 目标纯买手数：{}", i, buy_nums, threshold_num)
                    return i, buy_nums
            elif L2DataUtil.is_limit_up_price_buy_cancel(_val):
                # 涨停买撤
                buy_nums -= int(_val["num"]) * int(total_datas[i]["re"])
        cls.debug(code, "尚未获取到买入执行点，起始计算位置：{} 统计纯买手数：{} 目标纯买手数：{}", compute_start_index, buy_nums,
                  threshold_num)
        return None, buy_nums

    # 过时 统计买入净买量，不计算在买入信号之前的买撤单
    @classmethod
    def __sum_buy_num_for_order_2(cls, code, compute_start_index, origin_num, threshold_money, buy_single_index):
        total_datas = local_today_datas[code]
        buy_nums = origin_num
        limit_up_price = gpcode_manager.get_limit_up_price(code)
        if limit_up_price is None:
            raise Exception("涨停价无法获取")
        threshold_num = threshold_money / (limit_up_price * 100)
        property_buy_num_count = 0
        same_time_property = cls.__get_same_time_property(code)
        for i in range(compute_start_index, len(total_datas)):
            data = total_datas[i]
            _val = total_datas[i]["val"]
            # 有连续4个涨停买就标记计算起始点
            if L2DataUtil.is_limit_up_price_buy(_val):
                # 涨停买
                buy_nums += int(_val["num"]) * int(total_datas[i]["re"])
                if buy_nums >= threshold_num:
                    logger_l2_trade_buy.info("{}获取到买入执行点：{} 统计纯买手数：{} 目标纯买手数：{}", code, i, buy_nums, threshold_num)
            elif L2DataUtil.is_limit_up_price_buy_cancel(_val):
                # 涨停买撤
                # 判断买入位置是否在买入信号之前
                buy_index, buy_data = l2_data_util.get_buy_data_with_cancel_data(total_datas[i],
                                                                                 local_today_num_operate_map.get(code))
                if buy_index is not None:
                    # 找到买撤数据的买入点
                    if buy_index >= buy_single_index:
                        buy_nums -= int(_val["num"]) * int(data["re"])
                        cls.buy_debug(code, "{}数据在买入信号之后 撤买纯买手数：{} 目标手数：{}", i, buy_nums, threshold_num)
                    else:
                        cls.buy_debug(code, "{}数据在买入信号之前，买入位：{}", i, buy_index)
                        if total_datas[buy_single_index]["val"]["time"] == buy_data["val"]["time"]:
                            # 同一秒,而且还在预估买入位之后按概率计算
                            property_buy_num_count -= int(_val["num"]) * int(data["re"])
                            cls.buy_debug(code, "{}数据买入位与预估买入位在同一秒", i)
                else:
                    # 未找到买撤数据的买入点
                    cls.cancel_debug(code, "未找到买撤数据的买入点: 位置-{} 数据-{}", i, data)
                    buy_nums -= int(_val["num"]) * int(total_datas[i]["re"])
            property_buy_num = round(property_buy_num_count * same_time_property)
            cls.buy_debug(code, "买入信号点之前同一秒买入手数-{}，位置-{}，总手数：{}，目标手数：{}", property_buy_num, i,
                          buy_nums + property_buy_num, threshold_num)
            # 有撤单信号，且小于阈值
            if buy_nums + property_buy_num >= threshold_num:
                return i, buy_nums + property_buy_num

        cls.buy_debug(code, "尚未获取到买入执行点，起始计算位置：{} 统计纯买手数：{} 目标纯买手数：{}", compute_start_index,
                      buy_nums + property_buy_num,
                      threshold_num)
        return None, buy_nums + property_buy_num

    # 统计买入净买量，不计算在买入信号之前的买撤单
    @classmethod
    def __sum_buy_num_for_order_3(cls, code, compute_start_index, compute_end_index, origin_num, threshold_money,
                                  buy_single_index,
                                  capture_time):
        total_datas = local_today_datas[code]
        buy_nums = origin_num
        limit_up_price = gpcode_manager.get_limit_up_price(code)
        if limit_up_price is None:
            raise Exception("涨停价无法获取")
        threshold_num = threshold_money / (limit_up_price * 100)
        buy_single_time_seconds = L2DataUtil.get_time_as_second(total_datas[buy_single_index]["val"]["time"])
        for i in range(compute_start_index, compute_end_index + 1):
            data = total_datas[i]
            _val = total_datas[i]["val"]
            if L2DataUtil.get_time_as_second(_val["time"]) - buy_single_time_seconds > 1:
                TradePointManager.delete_buy_point(code)
                if i == compute_end_index:
                    # 数据处理完毕
                    return None, buy_nums, None
                else:
                    # 计算买入信号，不能同一时间开始计算
                    for ii in range(buy_single_index + 1, compute_end_index + 1):
                        if total_datas[buy_single_index]["val"]["time"] != total_datas[ii]["val"]["time"]:
                            return None, buy_nums, ii

            # 涨停买
            if L2DataUtil.is_limit_up_price_buy(_val):
                # 涨停买
                buy_nums += int(_val["num"]) * int(total_datas[i]["re"])
                if buy_nums >= threshold_num:
                    logger_l2_trade_buy.info("{}获取到买入执行点：{} 统计纯买手数：{} 目标纯买手数：{}", code, i, buy_nums, threshold_num)
            elif L2DataUtil.is_limit_up_price_buy_cancel(_val):
                # 涨停买撤
                # 判断买入位置是否在买入信号之前
                buy_index, buy_data = l2_data_util.get_buy_data_with_cancel_data(total_datas[i],
                                                                                 local_today_num_operate_map.get(code))
                if buy_index is not None:
                    # 找到买撤数据的买入点
                    if buy_index >= buy_single_index:
                        buy_nums -= int(_val["num"]) * int(data["re"])
                        cls.buy_debug(code, "{}数据在买入信号之后 撤买纯买手数：{} 目标手数：{}", i, buy_nums, threshold_num)
                    else:
                        cls.buy_debug(code, "{}数据在买入信号之前，买入位：{}", i, buy_index)
                        if total_datas[buy_single_index]["val"]["time"] == buy_data["val"]["time"]:
                            # 同一秒,当作买入信号之后处理
                            buy_nums -= int(_val["num"]) * int(data["re"])
                            cls.buy_debug(code, "{}数据买入位与预估买入位在同一秒", i)
                else:
                    # 未找到买撤数据的买入点
                    cls.buy_debug(code, "未找到买撤数据的买入点: 位置-{} 数据-{}", i, data)
                    buy_nums -= int(_val["num"]) * int(total_datas[i]["re"])
            cls.buy_debug(code, "位置-{}，总手数：{}，目标手数：{}", i,
                          buy_nums, threshold_num)
            # 有撤单信号，且小于阈值
            if buy_nums >= threshold_num:
                return i, buy_nums, None

        cls.buy_debug(code, "尚未获取到买入执行点，起始计算位置：{} 统计纯买手数：{} 目标纯买手数：{}", compute_start_index,
                      buy_nums,
                      threshold_num)
        return None, buy_nums, None

    # 计算买入信号之前的且和买入信号数据在同一时间的数量
    @classmethod
    def __count_l2_data_before_for_cancel(cls, code, buy_single_index):
        total_data = local_today_datas[code]
        single_time = total_data[buy_single_index]["val"]["time"]
        buy_count = 0
        cancel_count = 0
        for i in range(buy_single_index, -1, -1):
            if single_time == total_data[i]["val"]["time"]:
                if L2DataUtil.is_limit_up_price_buy(total_data[i]["val"]):
                    buy_count += int(total_data[i]["re"])
                elif L2DataUtil.is_limit_up_price_buy(total_data[i]["val"]):
                    cancel_count += int(total_data[i]["re"])
            else:
                break
        return buy_count, cancel_count

    @classmethod
    def __count_l2_data_for_cancel(cls, code, start_index, end_index):
        total_data = local_today_datas[code]
        buy_count = 0
        cancel_count = 0
        for i in range(start_index, end_index + 1):
            if L2DataUtil.is_limit_up_price_buy(total_data[i]["val"]):
                buy_count += int(total_data[i]["re"])
            elif L2DataUtil.is_limit_up_price_buy_cancel(total_data[i]["val"]):
                cancel_count += int(total_data[i]["re"])
        return buy_count, cancel_count

    # 同一时间买入的概率计算
    @classmethod
    def __get_same_time_property(cls, code):
        # 计算板块热度
        industry = global_util.code_industry_map.get(code)
        if industry is not None:
            hot_num = global_util.industry_hot_num.get(industry)
            if hot_num is not None:
                return 1 - l2_trade_factor.L2TradeFactorUtil.get_industry_rate(hot_num)
        return 0.5

    # 过时 统计买撤净买量
    @classmethod
    def __sum_buy_num_for_cancel_order(cls, code, start_index, origin_num, threshold_money, cancel_single=True):
        buy_nums = origin_num
        total_datas = local_today_datas[code]
        limit_up_price = gpcode_manager.get_limit_up_price(code)
        if limit_up_price is None:
            raise Exception("涨停价无法获取")
        threshold_num = threshold_money / (limit_up_price * 100)
        # 获取预估挂买位 sure_type:0 虚拟挂买 1 实际挂买
        sure_type, sure_pos, sure_data = cls.__get_sure_order_pos(code)
        same_time_property = cls.__get_same_time_property(code)
        # 同一秒，在预估买入位之后的数据之和
        property_buy_num_count = 0
        cls.cancel_debug(code, "撤单纯买额计算位置：{}-{} 预估挂买位：{} 是否有撤单信号：{}", start_index, len(total_datas) - 1, sure_pos,
                         cancel_single)
        for i in range(start_index, len(total_datas)):
            data = total_datas[i]
            _val = data["val"]
            if L2DataUtil.is_limit_up_price_buy(_val):
                # 涨停买
                if i < sure_pos:
                    buy_nums += int(_val["num"]) * int(data["re"])
                elif sure_data["val"]["time"] == _val["time"]:
                    # 同一秒买入，而且还在预估买入位之后
                    property_buy_num_count += int(_val["num"]) * int(data["re"])

            elif L2DataUtil.is_limit_up_price_buy_cancel(_val):
                # 涨停撤买
                # 判断买入位置是否在买入信号之前
                buy_index, buy_data = l2_data_util.get_buy_data_with_cancel_data(data,
                                                                                 local_today_num_operate_map.get(code))
                if buy_index is not None:
                    # 找到买撤数据的买入点
                    if buy_index < sure_pos:
                        buy_nums -= int(_val["num"]) * int(data["re"])
                        cls.cancel_debug(code, "{}数据在预估买入位之前 撤买纯买手数：{} 目标手数：{}", i, buy_nums, threshold_num)
                    else:
                        cls.cancel_debug(code, "{}数据在预估买入位之后，买入位：{}", i, buy_index)
                        if sure_data["val"]["time"] == buy_data["val"]["time"]:
                            # 同一秒,而且还在预估买入位之后按概率计算
                            property_buy_num_count -= int(_val["num"]) * int(data["re"])
                            cls.debug(code, "{}数据买入位与预估买入位在同一秒", i)
                else:
                    # 未找到买撤数据的买入点
                    cls.cancel_debug(code, "未找到买撤数据的买入点: 位置-{} 数据-{}", i, data)

            property_buy_num = round(property_buy_num_count * same_time_property)
            cls.cancel_debug(code, "预估买入点之后同一秒买入手数-{}，位置-{}，总手数：{}，目标手数：{}", property_buy_num, i,
                             buy_nums + property_buy_num, threshold_num)
            # 有撤单信号，且小于阈值
            if buy_nums + property_buy_num <= threshold_num and cancel_single:
                return i, buy_nums + property_buy_num, sure_type
        buy_num_news = buy_nums + round(property_buy_num_count * same_time_property)
        cls.cancel_debug(code, "处理起始位置：{} 最终纯买额：{}", start_index, buy_num_news)
        return None, buy_num_news, sure_type

        # 统计买撤净买量

    @classmethod
    def __count_num_for_cancel_order(cls, code, start_index, origin_buy_num, origin_cancel_num, min_rate,
                                     betch_cancel_single=True):
        buy_nums = origin_buy_num
        buy_cancel_num = origin_cancel_num
        total_datas = local_today_datas[code]
        limit_up_price = gpcode_manager.get_limit_up_price(code)
        if limit_up_price is None:
            raise Exception("涨停价无法获取")
        # 获取预估挂买位 sure_type:0 虚拟挂买 1 实际挂买
        for i in range(start_index, len(total_datas)):
            data = total_datas[i]
            _val = data["val"]
            if L2DataUtil.is_limit_up_price_buy(_val):
                # 涨停买
                buy_nums += int(data["re"])
            elif L2DataUtil.is_limit_up_price_buy_cancel(_val):
                buy_cancel_num += int(data["re"])
            # 有撤单信号，且小于阈值
            if (buy_nums - buy_cancel_num) / buy_cancel_num <= min_rate and betch_cancel_single:
                return i, buy_nums, buy_cancel_num
        return None, buy_nums, buy_cancel_num

    @classmethod
    def test(cls):
        code = "000593"
        load_l2_data(code, True)

        if False:
            state = trade_manager.get_trade_state(code)
            cls.random_key[code] = random.randint(0, 100000)
            capture_timestamp = 1999988888
            try:
                if state == trade_manager.TRADE_STATE_BUY_DELEGATED or state == trade_manager.TRADE_STATE_BUY_PLACE_ORDER:
                    # 已挂单
                    cls.__process_order(code, 201, 237, capture_timestamp)
                else:
                    # 未挂单
                    cls.__process_not_order(code, 201, 237, capture_timestamp)
            except Exception as e:
                logging.exception(e)
            return

        _start = t.time()
        # 按s批量化数据
        total_datas = local_today_datas[code]
        start_time = total_datas[0]["val"]["time"]
        start_index = 0
        for i in range(0, len(total_datas)):
            if total_datas[i]["val"]["time"] != start_time:
                cls.random_key[code] = random.randint(0, 100000)
                # 处理数据
                start = start_index
                # if start != 201:
                #     continue
                end = i - 1
                print("处理进度：{},{}".format(start, end))
                capture_timestamp = 1999999999
                state = trade_manager.get_trade_state(code)
                try:
                    if state == trade_manager.TRADE_STATE_BUY_DELEGATED or state == trade_manager.TRADE_STATE_BUY_PLACE_ORDER:
                        # 已挂单
                        cls.__process_order(code, start, end, capture_timestamp)
                    else:
                        # 未挂单
                        cls.__process_not_order(code, start, end, capture_timestamp)
                except Exception as e:
                    logging.exception(e)
                # t.sleep(1)
                start_index = i
                start_time = total_datas[i]["val"]["time"]

        print("时间花费:", round((t.time() - _start) * 1000))

    @classmethod
    def test1(cls):
        code = "000593"
        load_l2_data(code, True)
        print(cls.__compute_order_begin_pos(code, 232, 3, 239))

    @classmethod
    def test2(cls):
        code = "600082"
        load_l2_data(code, True)
        cls.random_key[code] = random.randint(0, 100000)
        need_cancel, cancel_data = L2BigNumProcessor.process_cancel_with_big_num(code, 121, 123)

    @classmethod
    def test_can_order(cls):
        code = "000948"

        global_util.load_industry()
        limit_up_time_manager.load_limit_up_time()
        print(cls.__can_buy(code))


# 连续涨停买单数最大值管理器
class L2ContinueLimitUpCountManager:
    @classmethod
    def del_data(cls, code):
        cls.__del_last_record(code)
        cls.__del_max(code)

    # 获取最大值
    @classmethod
    def __get_max(cls, code):
        key = "max_same_time_buy_count-{}".format(code)
        redis = _redisManager.getRedis()
        val = redis.get(key)
        if val is not None:
            return int(val)
        else:
            return None

    # 保存最大值
    @classmethod
    def __save_max(cls, code, max_num):
        key = "max_same_time_buy_count-{}".format(code)
        redis = _redisManager.getRedis()
        redis.setex(key, tool.get_expire(), max_num)

    @classmethod
    def __del_max(cls, code):
        key = "max_same_time_buy_count-{}".format(code)
        redis = _redisManager.getRedis()
        redis.delete(key)

    # 保存上一条数据最大值
    @classmethod
    def __save_last_record(cls, code, _time, count, index):
        key = "same_time_buy_last_count-{}".format(code)
        redis = _redisManager.getRedis()
        redis.setex(key, tool.get_expire(), json.dumps((_time, count, index)))

    @classmethod
    def __del_last_record(cls, code):
        key = "same_time_buy_last_count-{}".format(code)
        redis = _redisManager.getRedis()
        redis.delete(key)

    @classmethod
    def __get_last_record(cls, code):
        key = "same_time_buy_last_count-{}".format(code)
        redis = _redisManager.getRedis()
        val = redis.get(key)
        if val is None:
            return None, None, None
        else:
            val = json.loads(val)
            return val[0], val[1], val[2]

    @classmethod
    def process(cls, code, start_index, end_index):
        last_time, last_count, last_index = cls.__get_last_record(code)
        total_datas = local_today_datas[code]
        time_count_dict = {}
        for index in range(start_index, end_index + 1):
            if last_index is not None and last_index >= index:
                continue

            if L2DataUtil.is_limit_up_price_buy(total_datas[index]["val"]):
                if last_count is None:
                    last_count = 0
                    last_time = total_datas[index]["val"]["time"]
                    last_index = index
                if last_time == total_datas[index]["val"]["time"]:
                    last_count += total_datas[index]["re"]
                    last_index = index
                else:
                    if last_count is not None and last_count > 0:
                        time_count_dict[last_time] = last_count
                    last_count = total_datas[index]["re"]
                    last_time = total_datas[index]["val"]["time"]
                    last_index = index
            else:
                if last_count is not None and last_count > 0:
                    time_count_dict[last_time] = last_count
                last_count = 0
                last_time = None
                last_index = None
        if last_count is not None and last_count > 0:
            time_count_dict[last_time] = last_count
            # 保存latest
            cls.__save_last_record(code, last_time, last_count, last_index)
        else:
            # 移除
            cls.__del_last_record(code)

        # 查找这批数据中的最大数量
        max_time = None
        max_num = None
        for key in time_count_dict:
            if max_time is None:
                max_time = key
                max_num = time_count_dict[key]
            if time_count_dict[key] > max_num:
                max_num = time_count_dict[key]
                max_time = key
        if max_num is not None:
            old_max = cls.__get_max(code)
            if old_max is None or max_num > old_max:
                cls.__save_max(code, max_num)

    @classmethod
    def get_continue_count(cls, code):
        count = cls.__get_max(code)
        if count is None:
            count = 0
        count = count // 3
        if count < 15:
            count = 15
        return count


# 大单处理器
class L2BigNumProcessor:
    # 是否需要根据大单撤单，返回是否需要撤单与撤单信号的数据
    @classmethod
    def __need_cancel_with_max_num(cls, code, max_num_info, start_index, end_index):
        if max_num_info is None:
            return False, None
        # 如果是买入单，需要看他前面同一秒是否有撤单
        if int(max_num_info["val"]["operateType"]) == 0:
            # 只有买撤信号在买入信号之前的同一秒的单才会撤单情况
            _map = local_today_num_operate_map.get(code)
            if _map is not None:
                cancel_datas = _map.get(
                    "{}-{}-{}".format(max_num_info["val"]["num"], "1", max_num_info["val"]["price"]))

                if cancel_datas is not None:
                    for cancel_data in cancel_datas:
                        # 只能在当前规定的数据范围查找，以防出现重复查找
                        if cancel_data["index"] < start_index or cancel_data["index"] > end_index:
                            continue
                        if cancel_data["index"] > max_num_info["index"]:
                            buy_index, buy_data = l2_data_util.get_buy_data_with_cancel_data(cancel_data,
                                                                                             local_today_num_operate_map[
                                                                                                 code])
                            if buy_index is None:
                                continue
                            if buy_data["val"]["time"] != max_num_info["val"]["time"]:
                                continue

                            min_space, max_space = l2_data_util.compute_time_space_as_second(
                                cancel_data["val"]["cancelTime"],
                                cancel_data["val"][
                                    "cancelTimeUnit"])
                            if min_space < 60:
                                L2TradeDataProcessor.cancel_debug(code, "找到大单撤单，但撤单间隔时间小于60s,撤单数据-{}",
                                                                  json.dumps(cancel_data))
                                return True, cancel_data
                            else:
                                # 如果间隔时间大于等于60s，这判断小群撤事件
                                L2TradeDataProcessor.cancel_debug(code, "找到大单撤单，但撤单间隔时间大于60s,撤单数据-{}",
                                                                  json.dumps(cancel_data))
                                return False, cancel_data
            return False, None
        else:
            return True, None

    # 计算数量最大的涨停买/涨停撤
    @classmethod
    def __compute_max_num(cls, code, start_index, end_index, max_num_info, buy_exec_time):
        new_max_info = max_num_info
        max_num = 0
        if max_num_info is not None:
            max_num = int(max_num_info["val"]["num"])
        # 计算大单
        total_data = local_today_datas[code]
        for i in range(start_index, end_index + 1):
            data = total_data[i]
            val = data["val"]
            if not L2DataUtil.is_limit_up_price_buy(val) and not L2DataUtil.is_limit_up_price_buy_cancel(
                    val):
                continue

            # 下单时间与买入执行时间之差大于60s的不做处理
            if l2_data_util.get_time_as_seconds(val["time"]) - l2_data_util.get_time_as_seconds(buy_exec_time) > 1:
                continue

            if L2DataUtil.is_limit_up_price_buy(val):
                pass
            elif L2DataUtil.is_limit_up_price_buy_cancel(val):
                min_space, max_space = l2_data_util.compute_time_space_as_second(val["cancelTime"],
                                                                                 val["cancelTimeUnit"])
                # 只能处理1s内的撤单
                if min_space > 1:
                    continue

                # buy_index, buy_data = l2_data_util.get_buy_data_with_cancel_data(data,
                #                                                                  local_today_num_operate_map.get(code))
                # if buy_index is None:
                #     continue
                # if l2_data_util.get_time_as_seconds(buy_data["val"]["time"]) - l2_data_util.get_time_as_seconds(
                #         buy_exec_time) > 1:
                #     continue

            num = int(total_data[i]["val"]["num"])
            if num > max_num:
                max_num = num
                new_max_info = data
        return new_max_info

    @classmethod
    def __save_big_num_pos(cls, code, index):
        redis = _redisManager.getRedis()
        redis.setex("big_num_pos-{}".format(code), tool.get_expire(), index)

    @classmethod
    def __get_big_num_pos(cls, code):
        redis = _redisManager.getRedis()
        index = redis.get("big_num_pos-{}".format(code))
        if index is not None:
            return int(index)
        return index

    @classmethod
    def del_big_num_pos(cls, code):
        redis = _redisManager.getRedis()
        redis.delete("big_num_pos-{}".format(code))

    @classmethod
    def __cancel_buy(cls, code, index):
        L2TradeDataProcessor.debug(code, "撤买，触发位置-{}，触发条件：大单，数据：{}", index, local_today_datas[code][index])
        L2TradeDataProcessor.cancel_buy(code)

    # 处理数据中的大单,返回是否已经撤单和撤单数据的时间
    @classmethod
    def process_cancel_with_big_num(cls, code, start_index, end_index):
        total_data = local_today_datas[code]
        # 如果无下单信号就无需处理
        buy_single_index, buy_exec_index, compute_index, nums = TradePointManager.get_buy_compute_start_data(code)
        if buy_single_index is None or buy_exec_index is None or buy_exec_index < 0:
            return False, None
        # 判断是否有大单记录
        index = cls.__get_big_num_pos(code)
        # 无大单记录
        if index is None:
            # 计算大单
            new_max_info = cls.__compute_max_num(code, start_index, end_index, None,
                                                 total_data[buy_exec_index]["val"]["time"])
            if new_max_info is None:
                return False, None
            L2TradeDataProcessor.debug(code, "获取到大单位置信息：{}", json.dumps(new_max_info))
            index = new_max_info["index"]
            # 大单是否有撤单信号
            need_cancel, cancel_data = cls.__need_cancel_with_max_num(code, new_max_info, start_index, end_index)
            if need_cancel:
                # 需要撤单
                # 撤单
                L2TradeDataProcessor.cancel_debug(code, "新找到大单-{}，需要撤买", new_max_info["index"])
                cls.__cancel_buy(code, new_max_info["index"])
                return True, cancel_data,

            else:
                # 无需撤单
                # 保存大单记录
                cls.__save_big_num_pos(code, index)
                return False, None
        else:
            # 有大单记录
            need_cancel = False
            cancel_index = -1
            need_cancel, cancel_data = cls.__need_cancel_with_max_num(code, total_data[index], start_index, end_index)
            # 需要撤单
            if need_cancel:
                # 撤单
                cls.__cancel_buy(code, cancel_index)
                return True, cancel_data
            # 无需撤单
            else:
                # 计算新的大单
                max_num_data = cls.__compute_max_num(code, start_index, end_index, total_data[index],
                                                     total_data[buy_exec_index]["val"]["time"])
                if index == int(max_num_data["index"]):
                    return False, cancel_data
                L2TradeDataProcessor.debug(code, "找到大单位置信息：{}", json.dumps(max_num_data))

                # 大单是否有撤单信号
                need_cancel, cancel_data = cls.__need_cancel_with_max_num(code, max_num_data, max_num_data["index"],
                                                                          end_index)
                if need_cancel:
                    # 需要撤单
                    # 撤单
                    cls.__cancel_buy(code, max_num_data["index"] if cancel_data is None else cancel_data)
                    L2TradeDataProcessor.cancel_debug(code, "原来跟踪到大单无撤买信号-{}，新跟踪的大单需要撤买-{}", index,
                                                      max_num_data["index"])
                    return True, cancel_data
                else:
                    # 无需撤单
                    # 保存大单记录
                    cls.__save_big_num_pos(code, max_num_data["index"])
                    return False, cancel_data

    @classmethod
    def test(cls):
        code = "000036"
        load_l2_data(code, True)
        new_max_info = cls.__compute_max_num(code, 470, 476, None, "09:32:59")
        print(new_max_info)


# 大群撤大单跟踪
class L2BetchCancelBigNumProcessor:
    @classmethod
    def __get_recod(cls, code):
        redis = _redisManager.getRedis()
        _val = redis.get("betch_cancel_big_num-{}".format(code))
        if _val is None:
            return None, None
        else:
            datas = json.loads(_val)
            return datas[0], datas[1]

    @classmethod
    def del_recod(cls, code):
        redis = _redisManager.getRedis()
        key = "betch_cancel_big_num-{}".format(code)
        redis.delete(key)

    @classmethod
    def __save_recod(cls, code, max_big_num_info, big_nums_info):
        redis = _redisManager.getRedis()
        key = "betch_cancel_big_num-{}".format(code)
        redis.setex(key, tool.get_expire(), json.dumps((max_big_num_info, big_nums_info)))

    # 暂时弃用
    @classmethod
    def need_cancel(cls, code, start_index, end_index):
        # 是否需要撤单
        max_big_num_info, big_nums_info = cls.__get_recod(code)
        if big_nums_info is None:
            # 无大单信息
            return True
        nums_set = set()
        index_set = set()

        for d in big_nums_info:
            nums_set.add(d[0])
            index_set.add(d[1])

        total_datas = local_today_datas[code]

        count = 0
        latest_buy_index = end_index
        for index in range(start_index, end_index + 1):
            if not nums_set.__contains__(total_datas[index]["val"]["num"]):
                continue
            buy_index, buy_data = l2_data_util.get_buy_data_with_cancel_data(total_datas[index],
                                                                             local_today_num_operate_map[code])
            if buy_index is None:
                continue
            if index_set.__contains__(buy_index):
                count += buy_data["re"]
                latest_buy_index = buy_index

        # 获取大单数量
        total_count = 0
        for i in index_set:
            if i <= latest_buy_index:
                total_count += total_datas[i]["re"]
        L2TradeDataProcessor.debug(code, "大群撤大单数量：{}/{}", count, total_count)
        # 大单小于5笔无脑撤，后修改为无大单无脑撤
        if total_count <= 0:
            return True

        # 大单撤单笔数大于总大单笔数的1/5就撤单
        if count / total_count >= 0.2:
            return True
        else:
            return False

        pass

    # def need_cancel(cls, code, start_index, end_index):
    #     total_datas = local_today_datas[code]
    #     for index in range(start_index,end_index+1):
    #         price = total_datas[index]["val"]["price"]
    #         num = total_datas[index]["val"]["num"]
    #         if total_datas[index]

    # 过时
    @classmethod
    def process(cls, code, start_index, end_index):
        # 处理大单
        # 获取大单列表,大单格式为:((num,index,re),[(num,index,re),(num,index,re)])
        total_datas = local_today_datas[code]
        max_big_num_info, big_nums_info = cls.__get_recod(code)
        # 寻找最大值
        for index in range(start_index, end_index + 1):
            # 只处理涨停买与涨停买撤
            if not L2DataUtil.is_limit_up_price_buy(
                    total_datas[index]["val"]):
                continue
            if max_big_num_info is None:
                max_big_num_info = (
                    int(total_datas[start_index]["val"]["num"]), total_datas[start_index]["index"])

            if int(total_datas[index]["val"]["num"]) > max_big_num_info[0]:
                max_big_num_info = (
                    int(total_datas[index]["val"]["num"]), total_datas[index]["index"])
        # 将大于最大值90%的数据加入
        if max_big_num_info is not None:
            min_num = round(max_big_num_info[0] * 0.9)

            for index in range(start_index, end_index + 1):
                # 只统计涨停买
                if not L2DataUtil.is_limit_up_price_buy(
                        total_datas[index]["val"]):
                    continue

                if int(total_datas[index]["val"]["num"]) >= min_num:
                    if big_nums_info is None:
                        big_nums_info = []
                    big_nums_info.append((int(total_datas[index]["val"]["num"]), total_datas[index]["index"]))
            # 移除小于90%的数据
            big_nums_info_new = []
            index_set = set()
            for d in big_nums_info:
                if d[0] >= min_num:
                    if not index_set.__contains__(d[1]):
                        index_set.add(d[1])
                        big_nums_info_new.append(d)
            cls.__save_recod(code, max_big_num_info, big_nums_info_new)

    # 最新方法
    @classmethod
    def process_new(cls, code, start_index, end_index):
        # 处理大单
        # 获取大单列表,大单格式为:((num,index,re),[(num,index,re),(num,index,re)])
        total_datas = local_today_datas[code]
        max_big_num_info, big_nums_info = cls.__get_recod(code)
        # 大于等于8000手或者金额>=300万就是大单

        for index in range(start_index, end_index + 1):
            # 只统计涨停买
            if not L2DataUtil.is_limit_up_price_buy(
                    total_datas[index]["val"]):
                continue
            # 大于等于8000手或者金额 >= 300
            # 万就是大单
            if int(total_datas[index]["val"]["num"]) >= 8000 or int(total_datas[index]["val"]["num"]) * float(
                    total_datas[index]["val"]["price"]) >= 30000:
                if big_nums_info is None:
                    big_nums_info = []
                big_nums_info.append((int(total_datas[index]["val"]["num"]), total_datas[index]["index"]))
        # 移除小于90%的数据
        big_nums_info_new = []
        index_set = set()
        if big_nums_info is not None:
            for d in big_nums_info:
                if not index_set.__contains__(d[1]):
                    index_set.add(d[1])
                    big_nums_info_new.append(d)
            cls.__save_recod(code, max_big_num_info, big_nums_info_new)


# 卖跟踪
class L2SellProcessor:
    @classmethod
    def __get_recod(cls, code):
        redis = _redisManager.getRedis()
        _val = redis.get("sell_num-{}".format(code))
        if _val is None:
            return None, None
        else:
            datas = json.loads(_val)
            return datas[0], datas[1]

    @classmethod
    def del_recod(cls, code):
        redis = _redisManager.getRedis()
        key = "sell_num-{}".format(code)
        redis.delete(key)

    @classmethod
    def __save_recod(cls, code, process_index, count):
        redis = _redisManager.getRedis()
        key = "sell_num-{}".format(code)
        redis.setex(key, tool.get_expire(), json.dumps((process_index, count)))

    # 暂时弃用
    @classmethod
    def need_cancel(cls, code, start_index, end_index):
        # 是否需要撤单
        process_index, count = cls.__get_recod(code)
        if process_index is None:
            # 无卖的信息
            return False
        if count is None:
            count = 0
        limit_up_price = gpcode_manager.get_limit_up_price(code)
        if limit_up_price is None:
            return False
        if float(limit_up_price) * count * 100 >= l2_trade_factor.L2TradeFactorUtil.get_base_safe_val(
                global_util.zyltgb_map[code]):
            return True
        return False

    @classmethod
    def process(cls, code, start_index, end_index):
        # 处理大单
        # 获取大单列表,大单格式为:((num,index,re),[(num,index,re),(num,index,re)])
        total_datas = local_today_datas[code]
        process_index, count = cls.__get_recod(code)
        # 寻找最大值
        for index in range(start_index, end_index + 1):
            # 只处理涨停卖
            if not L2DataUtil.is_limit_up_price_sell(
                    total_datas[index]["val"]):
                continue
            # 不处理历史数据
            if process_index is not None and process_index >= index:
                continue
            if count is None:
                count = 0
            count += int(total_datas[index]["val"]["num"])
        if process_index is None:
            process_index = end_index
        cls.__save_recod(code, process_index, count)


# 涨停封单额统计
class L2LimitUpMoneyStatisticUtil:
    _redisManager = redis_manager.RedisManager(1)

    @classmethod
    def __get_redis(cls):
        return cls._redisManager.getRedis()

    # 设置l2的每一秒涨停封单额数据
    @classmethod
    def __set_l2_second_money_record(cls, code, time, num, from_index, to_index):
        old_num, old_from, old_to = cls.__get_l2_second_money_record(code, time)
        if old_num is None:
            old_num = num
            old_from = from_index
            old_to = to_index
        else:
            old_num += num
            old_to = to_index

        key = "l2_limit_up_second_money-{}-{}".format(code, time.replace(":", ""))

        cls.__get_redis().setex(key, tool.get_expire(), json.dumps((old_num, old_from, old_to)))

    @classmethod
    def __get_l2_second_money_record(cls, code, time):
        key = "l2_limit_up_second_money-{}-{}".format(code, time.replace(":", ""))
        val = cls.__get_redis().get(key)
        return cls.__format_second_money_record_val(val)

    @classmethod
    def __format_second_money_record_val(cls, val):
        if val is None:
            return None, None, None
        val = json.loads(val)
        return val[0], val[1], val[2]

    @classmethod
    def __get_l2_second_money_record_keys(cls, code, time_regex):
        key = "l2_limit_up_second_money-{}-{}".format(code, time_regex)
        keys = cls.__get_redis().keys(key)
        return keys

    # 设置l2最新的封单额数据
    @classmethod
    def __set_l2_latest_money_record(cls, code, index, num):
        key = "l2_limit_up_money-{}".format(code)
        cls.__get_redis().setex(key, tool.get_expire(), json.dumps((num, index)))

    # 返回数量,索引
    @classmethod
    def __get_l2_latest_money_record(cls, code):
        key = "l2_limit_up_money-{}".format(code)
        result = cls.__get_redis().get(key)
        if result:
            result = json.loads(result)
            return result[0], result[1]
        else:
            return 0, -1

    # 矫正数据
    # 矫正方法为取矫正时间两侧的秒分布数据，用于确定计算结束坐标
    @classmethod
    def verify_num(cls, code, num, time_str):
        time_ = time_str.replace(":", "")
        key = None
        for i in range(4, -2, -2):
            # 获取本(分钟/小时/天)内秒分布数据
            time_regex = "{}*".format(time_[:i])
            keys_ = cls.__get_l2_second_money_record_keys(code, time_regex)
            if keys_ and len(keys_) > 1:
                # 需要排序
                keys = []
                for k in keys_:
                    keys.append(k)
                keys.sort(key=lambda tup: int(tup.split("-")[-1]))
                # 有2个元素
                for index in range(0, len(keys) - 1):
                    time_1 = keys[index].split("-")[-1]
                    time_2 = keys[index + 1].split("-")[-1]
                    if int(time_1) <= int(time_) <= int(time_2):
                        # 在此时间范围内
                        if time_ == time_2:
                            key = keys[index + 1]
                        else:
                            key = keys[index]
                        break
            if key:
                val = cls.__get_redis().get(key)
                old_num, old_from, old_to = cls.__format_second_money_record_val(val)
                end_index = old_to
                # 保存最近的数据
                cls.__set_l2_latest_money_record(code, end_index, num)
                break

    # 计算量，用于涨停封单量的计算
    @classmethod
    def __compute_num(cls, code, data, buy_single_data):
        if L2DataUtil.is_limit_up_price_buy_cancel(data["val"]) or L2DataUtil.is_sell(data["val"]):
            # 涨停买撤与卖
            return 0 - int(data["val"]["num"]) * data["re"]
        else:
            # 卖撤
            if L2DataUtil.is_sell_cancel(data["val"]):
                # 卖撤的买数据是否在买入信号之前，如果在之前就不计算，不在之前就计算
                if l2_data_util.is_sell_index_before_target(data, buy_single_data,
                                                            local_today_num_operate_map.get(code)):
                    return 0

            return int(data["val"]["num"]) * data["re"]

    @classmethod
    def clear(cls, code):
        key = "l2_limit_up_money-{}".format(code)
        cls.__get_redis().delete(key)

    # 返回取消的标志数据
    # with_cancel 是否需要判断是否撤销
    @classmethod
    def process_data(cls, code, start_index, end_index, buy_single_begin_index, with_cancel=True):
        start_time = round(t.time() * 1000)
        total_datas = local_today_datas[code]
        time_dict_num = {}
        # 记录计算的坐标
        time_dict_num_index = {}
        num_dict = {}
        # 统计时间分布
        time_dict = {}
        for i in range(start_index, end_index + 1):
            data = total_datas[i]
            val = data["val"]
            time_ = val["time"]
            if time_ not in time_dict:
                time_dict[time_] = i

        for i in range(start_index, end_index + 1):
            data = total_datas[i]
            val = data["val"]
            time_ = val["time"]
            if time_ not in time_dict_num:
                time_dict_num[time_] = 0
                time_dict_num_index[time_] = {"s": i, "e": i}
            time_dict_num_index[time_]["e"] = i
            num = cls.__compute_num(code, data, total_datas[buy_single_begin_index])
            num_dict[i] = num
            time_dict_num[time_] = time_dict_num[time_] + num
        for t_ in time_dict_num:
            cls.__set_l2_second_money_record(code, t_, time_dict_num[t_], time_dict_num_index[t_]["s"],
                                             time_dict_num_index[t_]["e"])

        print("保存涨停封单额时间：", round(t.time() * 1000) - start_time)

        # 累计最新的金额
        total_num, index = cls.__get_l2_latest_money_record(code)
        if index == -1:
            # 没有获取到最新的矫正封单额，需要从买入信号开始点计算
            index = buy_single_begin_index - 1
            total_num = 0
        # TODO 待优化计算
        cancel_index = None
        cancel_msg = None
        # 待计算量
        limit_up_price = gpcode_manager.get_limit_up_price(code)
        min_volumn = round(10000000 / (limit_up_price * 100))
        # 不同时间的数据开始坐标
        time_start_index_dict = {}
        # 数据时间分布
        time_list = []
        # 到当前时间累积的买1量
        time_total_num_dict = {}
        for i in range(index + 1, end_index + 1):
            data = total_datas[i]
            time_ = data["val"]["time"]
            if time_ not in time_start_index_dict:
                # 记录每一秒的开始位置
                time_start_index_dict[time_] = i
                # 记录时间分布
                time_list.append(time_)
                # 上一段时间的总数
                time_total_num_dict[time_] = total_num

            val = num_dict.get(i)
            if val is None:
                val = cls.__compute_num(code, data, total_datas[buy_single_begin_index])
            total_num += val
            # 如果是减小项，且在处理数据的范围内，就需要判断是否要撤单了
            if val < 0 and start_index <= i <= end_index:
                # 累计封单金额小于1000万
                if total_num < min_volumn:
                    cancel_index = i
                    cancel_msg = "封单金额小于1000万"
                    break
                # 相邻2s内的数据减小50%
                # 上1s的总数
                last_second_total_volumn = time_total_num_dict.get(time_list[-1])
                if last_second_total_volumn > 0 and (
                        last_second_total_volumn - total_num) / last_second_total_volumn >= 0.5:
                    # 相邻2s内的数据减小50%
                    cancel_index = i
                    cancel_msg = "相邻2s({})内的封单量减小50%({}->{})".format(time_, last_second_total_volumn,
                                                                     total_num)
                    break
        if not with_cancel:
            cancel_index = None

        print("封单额计算时间：", round(t.time() * 1000) - start_time)
        process_end_index = end_index
        if cancel_index:
            process_end_index = cancel_index
        # 保存最新累计金额
        # cls.__set_l2_latest_money_record(code, process_end_index, total_num)
        if cancel_index:
            return total_datas[cancel_index], cancel_msg
        return None, None


def __get_time_second(time_str):
    ts = time_str.split(":")
    return int(ts[0]) * 3600 + int(ts[1]) * 60 + int(ts[2])


second_930 = 9 * 3600 + 30 * 60 + 0


# 是否是涨停价买
def __is_limit_up_price_buy(val):
    if int(val["limitPrice"]) != 1:
        return False

    if int(val["operateType"]) != 0:
        return False

    price = float(val["price"])
    num = int(val["num"])
    if price * num * 100 < 50 * 10000:
        return False
    return True


def __is_limit_up_price_buy_cancel(val):
    if int(val["limitPrice"]) != 1:
        return False

    if int(val["operateType"]) != 1:
        return False

    price = float(val["price"])
    num = int(val["num"])
    if price * num * 100 < 50 * 10000:
        return False
    return True


# 获取涨停买入起始点
def __get_limit_up_buy_start(code, data_count, __continue_count):
    # logger.info("__get_limit_up_buy_start：{},{},{}".format(code, data_count, __continue_count))
    # 倒数100条数据查询
    datas = local_today_datas[code]
    __len = len(datas)
    if __len < __continue_count:
        return None
    start_index = 0
    if data_count > __len:
        data_count = __len

    if __len > data_count:
        start_index = __len - data_count
    __time = None
    _limit_up_count_1s = 0
    _limit_up_count_1s_start_index = -1

    for i in range(start_index, __len - (__continue_count - 1)):
        _val = datas[i]["val"]
        # 时间要>=09:30:00
        if __get_time_second(_val["time"]) < second_930:
            continue

        # 有连续4个涨停买就标记计算起始点
        if __is_limit_up_price_buy(_val):
            index_0 = i
            index_1 = -1
            index_2 = -1
            # index_3 = -1
            for j in range(index_0 + 1, __len):
                # 涨停买
                if __is_limit_up_price_buy(datas[j]["val"]):
                    index_1 = j
                    break

            if index_1 > 0:
                for j in range(index_1 + 1, __len):
                    # 涨停买
                    if __is_limit_up_price_buy(datas[j]["val"]):
                        index_2 = j
                        break
            # if index_2 > 0:
            #     for j in range(index_2 + 1, __len):
            #         # 涨停买
            #         if datas[j]["val"]["limitPrice"] == 1 and datas[j]["val"]["operateType"] == 0:
            #             index_3 = j
            if index_1 - index_0 == 1 and index_2 - index_1 == 1:  # and index_3 - index_2 == 1
                logger_l2_trade.info("找到物理连续涨停买 {},{},{}".format(code, i, datas[i]))
                return i
        # 同1s内有不连续的4个涨停买（如果遇买撤就重新计算，中间可间隔不涨停买）标记计算起始点
        if __is_limit_up_price_buy(_val):
            # 涨停买
            if __time is None:
                _time = datas[i]["val"]["time"]
                _limit_up_count_1s = 1
                _limit_up_count_1s_start_index = i
            elif _time == _val["time"]:
                _limit_up_count_1s += 1
            else:
                _time = datas[i]["val"]["time"]
                _limit_up_count_1s = 1
                _limit_up_count_1s_start_index = i
        elif _val["operateType"] == 1:
            # 买撤
            _time = None
            _limit_up_count_1s = 0
            _limit_up_count_1s_start_index = -1

        if _limit_up_count_1s >= 4 and _limit_up_count_1s_start_index > -1:
            logger_l2_trade.info("找到同一秒连续涨停买 {},{},{}".format(code, _limit_up_count_1s_start_index, datas[i]))
            return _limit_up_count_1s_start_index

    return None


# 获取涨停撤销起始点
def __get_limit_up_buy_cancel_start(code, data_count, __continue_count):
    # logger.info("__get_limit_up_buy_cancel_start：{},{},{}".format(code, data_count, __continue_count))
    # 倒数100条数据查询
    datas = local_today_datas[code]
    __len = len(datas)
    if __len < __continue_count:
        return None
    start_index = 0
    if data_count > __len:
        data_count = __len

    if __len > data_count:
        start_index = __len - data_count
    for i in range(start_index, __len - (__continue_count - 1)):
        _val = datas[i]["val"]
        if __get_time_second(_val["time"]) < second_930:
            continue
        # 有连续3个买撤
        if __is_limit_up_price_buy_cancel(_val):
            index_0 = i
            index_1 = -1
            index_2 = -1
            for j in range(index_0 + 1, __len):
                # 涨停买
                if __is_limit_up_price_buy_cancel(datas[j]["val"]):
                    index_1 = j
                    break

            if index_1 > 0:
                for j in range(index_1 + 1, __len):
                    # 涨停买
                    if __is_limit_up_price_buy_cancel(datas[j]["val"]):
                        index_2 = j
                        break
            if index_1 - index_0 == 1 and index_2 - index_1 == 1:
                # logger_l2_trade.info("连续3个涨停买撤 {},{},{}".format(code, i, json.dumps(datas[i])))
                return i
    return None


# 是否有禁止交易特征
def __is_have_forbidden_feature(code, data_count, __continue_count):
    # 09:30:00出现连续撤销的数量大于一定的值
    # 倒数100条数据查询
    datas = local_today_datas[code]
    __len = len(datas)
    if __len < __continue_count:
        return None
    start_index = 0
    if data_count > __len:
        data_count = __len
    if __len > data_count:
        start_index = __len - data_count
    cancel_start = -1
    cancel_count = 0
    for i in range(start_index, __len):
        _val = datas[i]["val"]
        if _val["time"] == "09:30:00" and i - 1 >= 0 and datas[i - 1]["val"]["time"] != "09:30:00":
            # 09:30第一条数据
            if _val["operateType"] == 1:
                cancel_start = i
            else:
                return False
        elif cancel_start > -1:
            # 连续撤销
            if _val["operateType"] == 1 and i - cancel_start == 1:
                cancel_start = i
                cancel_count += 1
                if cancel_count >= __continue_count:
                    return True
            else:
                return False
    return False


# 设置最新的l2数据采集的数量
def __set_l2_data_latest_count(code, count):
    redis = _redisManager.getRedis()
    key = "latest-l2-count-{}".format(code)
    redis.setex(key, 2, count)
    pass


# 获取代码最近的l2数据数量
def get_l2_data_latest_count(code):
    if code is None or len(code) < 1:
        return 0
    redis = _redisManager.getRedis()
    key = "latest-l2-count-{}".format(code)

    result = redis.get(key)
    if result is None:
        return 0
    else:
        return int(result)


#  初始化l2固定代码库
def init_l2_fixed_codes():
    key = "l2-fixed-codes"
    redis = _redisManager.getRedis()
    count = redis.scard(key)
    if count > 0:
        redis.delete(key)
    redis.sadd(key, "000000")
    redis.expire(key, tool.get_expire())


# 移除l2固定监控代码
def remove_from_l2_fixed_codes(code):
    key = "l2-fixed-codes"
    redis = _redisManager.getRedis()
    redis.srem(key, code)


# 添加代码到L2固定监控
def add_to_l2_fixed_codes(code):
    key = "l2-fixed-codes"
    redis = _redisManager.getRedis()
    redis.sadd(key, code)
    redis.expire(key, tool.get_expire())


# 是否在l2固定监控代码中
def is_in_l2_fixed_codes(code):
    key = "l2-fixed-codes"
    redis = _redisManager.getRedis()
    return redis.sismember(key, code)


if __name__ == "__main__":
    # 处理数据
    code = "002898"
    load_l2_data(code)
    L2LimitUpMoneyStatisticUtil.verify_num(code, 70582, "09:42:00")