"""
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数据导出工具
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"""
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import json
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import os
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import time
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import xlwt
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import constant
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from code_attribute import gpcode_manager
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import l2.l2_data_util
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from logs import log
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from l2 import l2_data_source_util
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from trade import deal_big_money_manager
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def export_l2_excel(code, date=None):
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# 获取L2的数据
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local_today_datas = log.load_l2_from_log(date)
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datas = local_today_datas[code]
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# 获取L2处理位置信息
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process_indexs = log.get_l2_process_position(code, date)
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trade_indexs = log.get_l2_trade_position(code, date)
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export_l2_data(code, datas, process_indexs, trade_indexs)
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def export_l2_data(code, datas, process_indexs, trade_indexs, dest_dir=f"{constant.get_path_prefix()}/export/l2"):
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def find_process_index(index):
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for i in range(0, len(process_indexs)):
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if process_indexs[i][0] <= index <= process_indexs[i][1]:
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return i
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return len(process_indexs)
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def find_trade_index(index):
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for i in range(0, len(trade_indexs)):
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if trade_indexs[i][1] == index:
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return trade_indexs[i]
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return None
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# 数据预处理
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num_operate_map = {}
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l2.l2_data_util.load_num_operate_map(num_operate_map, code, datas)
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num_dict = {}
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for data in datas:
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if data["val"]["num"] not in num_dict:
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num_dict[data["val"]["num"]] = []
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num_dict[data["val"]["num"]].append(data)
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local_time = time.strftime("%Y%m%dT%H%M%S", time.localtime(time.time()))
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file_name = "{}/{}_{}_{}.xls".format(dest_dir, code, gpcode_manager.get_code_name(code), local_time)
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file_name_txt = "{}/{}_{}.txt".format(dest_dir, code, local_time)
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openfile = open(file_name_txt, 'w')
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try:
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for data in datas:
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openfile.write(json.dumps(data) + "\n")
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finally:
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openfile.close()
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wb = xlwt.Workbook()
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ws = wb.add_sheet('sheet1')
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ws.write(0, 0, '序号')
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ws.write(0, 1, '时间')
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ws.write(0, 2, '买撤间隔')
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ws.write(0, 3, '金额')
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ws.write(0, 4, '价格')
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ws.write(0, 5, '手数')
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ws.write(0, 6, '类型')
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ws.write(0, 7, '重复数量')
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ws.write(0, 8, '撤单时间')
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index = 0
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for data in datas:
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index += 1
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trade_info = find_trade_index(data["index"])
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font = xlwt.Font()
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if trade_info:
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if trade_info[0] == 0:
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font.colour_index = 53
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elif trade_info[0] == 1:
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font.colour_index = 17
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elif trade_info[0] == 2:
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font.colour_index = 10
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ws.write(index, 8, trade_info[2])
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style = None
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if find_process_index(data["index"]) % 2 == 0:
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style = xlwt.easyxf('pattern: pattern solid')
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else:
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style = xlwt.easyxf('pattern: pattern solid, fore_colour light_yellow')
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style.font = font
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cancel_style = xlwt.easyxf('pattern: pattern solid, fore_colour gray25')
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ws.write(index, 0, data["index"], style)
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ws.write(index, 1, data["val"]["time"], style)
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cancel_time = data["val"]["cancelTime"]
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if cancel_time == '0':
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cancel_time = ''
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else:
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cancel_time = "{}".format(cancel_time)
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if len(cancel_time) > 0:
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if int(data["val"]["cancelTimeUnit"]) == 0:
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cancel_time += "s"
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elif int(data["val"]["cancelTimeUnit"]) == 1:
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cancel_time += "m"
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elif int(data["val"]["cancelTimeUnit"]) == 2:
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cancel_time += "h"
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ws.write(index, 2, cancel_time, style)
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ws.write(index, 4, data["val"]["price"], style)
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if int(data["val"]["operateType"]) == 1 or int(data["val"]["operateType"]) == 2:
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ws.write(index, 5, 0 - int(data["val"]["num"]), style)
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else:
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ws.write(index, 5, int(data["val"]["num"]), style)
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limit_price = ""
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if int(data["val"]["limitPrice"]) == 1:
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limit_price = "涨停"
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elif int(data["val"]["limitPrice"]) == 2:
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limit_price = "跌停"
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if int(data["val"]["operateType"]) == 0:
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if len(limit_price) > 0:
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ws.write(index, 6, '买 ({})'.format(limit_price), style)
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else:
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ws.write(index, 6, '买', style)
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elif int(data["val"]["operateType"]) == 1:
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if len(limit_price) > 0:
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ws.write(index, 6, '买撤 ({})'.format(limit_price), style)
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else:
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ws.write(index, 6, '买撤', style)
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elif int(data["val"]["operateType"]) == 2:
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if len(limit_price) > 0:
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ws.write(index, 6, '卖 ({})'.format(limit_price), style)
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else:
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ws.write(index, 6, '卖', style)
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elif int(data["val"]["operateType"]) == 3:
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if len(limit_price) > 0:
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ws.write(index, 6, '卖撤 ({})'.format(limit_price), style)
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else:
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ws.write(index, 6, '卖撤', style)
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ws.write(index, 7, data["re"], style)
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# 查询是否撤单
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if int(data["val"]["operateType"]) == 0:
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cancel = False
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# 买
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for d in num_dict[data["val"]["num"]]:
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if int(d["val"]["operateType"]) == 1:
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buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data(code, d,
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num_operate_map[
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code])
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if buy_index == data["index"]:
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ws.write(index, 8, "{}-{}".format(d["index"], d["val"]["time"]), cancel_style)
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break
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ws.write(index, 3, "{}万".format(round(int(data["val"]["num"]) * float(data["val"]["price"]) / 100, 2)), style)
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wb.save(file_name)
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return file_name
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def export_l2_data_origin(code, datas, key, dest_dir=f"{constant.get_path_prefix()}/export/l2_origin"):
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file_dir = "{}/{}".format(dest_dir, code)
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if not os.path.exists(file_dir):
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os.makedirs(file_dir)
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file_name = "{}/{}/{}.xls".format(dest_dir, code, key)
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wb = xlwt.Workbook()
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ws = wb.add_sheet('sheet1')
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ws.write(0, 0, '序号')
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ws.write(0, 1, '时间')
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ws.write(0, 2, '买撤间隔')
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ws.write(0, 3, '价格')
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ws.write(0, 4, '手数')
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ws.write(0, 5, '类型')
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index = 0
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for data in datas:
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index += 1
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ws.write(index, 0, index)
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ws.write(index, 1, data["time"])
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cancel_time = data["cancelTime"]
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if cancel_time > 0:
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cancel_time = "{}".format(cancel_time)
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if data["cancelTimeUnit"] == 0:
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cancel_time += "s"
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elif data["cancelTimeUnit"] == 1:
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cancel_time += "m"
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elif data["cancelTimeUnit"] == 2:
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cancel_time += "h"
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ws.write(index, 2, cancel_time)
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ws.write(index, 3, data["price"])
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ws.write(index, 4, data["num"])
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if data["operateType"] == 0:
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ws.write(index, 5, '买')
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elif data["operateType"] == 1:
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ws.write(index, 5, '买撤')
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wb.save(file_name)
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return file_name
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def test(code):
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progresses = log.export_trade_progress(code)
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local_today_datas = log.load_l2_from_log("2023-04-04")
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datas = local_today_datas[code]
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num_operate_map = {}
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l2.l2_data_util.load_num_operate_map(num_operate_map, code, datas)
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for progress in progresses:
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deal_big_money_manager.set_trade_progress(code, progress, datas, num_operate_map[code])
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if __name__ == "__main__":
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export_l2_excel("002765")
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