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| """
| 数据导出工具
| """
| import os
| import time
|
| import xlwt
|
|
| def export_l2_data(code, datas, dest_dir="D:/export/l2"):
| local_time = time.strftime("%Y%m%dT%H%M%S", time.localtime(time.time()))
| file_name = "{}/{}_{}.xls".format(dest_dir, code, local_time)
| wb = xlwt.Workbook()
| ws = wb.add_sheet('sheet1')
| ws.write(0, 0, '序号')
| ws.write(0, 1, '时间')
| ws.write(0, 2, '买撤间隔')
| ws.write(0, 3, '价格')
| ws.write(0, 4, '手数')
| ws.write(0, 5, '类型')
| ws.write(0, 6, '重复数量')
| index = 0
| for data in datas:
| index += 1
| ws.write(index, 0, data["index"])
| ws.write(index, 1, data["val"]["time"])
| cancel_time = data["val"]["cancelTime"]
| if cancel_time == '0':
| cancel_time = ''
| if len(cancel_time) > 0:
| if int(data["val"]["cancelTimeUnit"]) == 0:
| cancel_time += "s";
| elif int(data["val"]["cancelTimeUnit"]) == 1:
| cancel_time += "m";
| elif int(data["val"]["cancelTimeUnit"]) == 2:
| cancel_time += "h";
|
| ws.write(index, 2, cancel_time)
| ws.write(index, 3, data["val"]["price"])
| ws.write(index, 4, data["val"]["num"])
|
| limit_price=""
| if int(data["val"]["limitPrice"]) == 1:
| limit_price="涨停"
| elif int(data["val"]["limitPrice"]) == 2:
| limit_price="跌停"
|
| if int(data["val"]["operateType"]) == 0:
| if len(limit_price)>0:
| ws.write(index, 5, '买 ({})'.format(limit_price))
| else:
| ws.write(index, 5, '买')
| elif int(data["val"]["operateType"]) == 1:
| if len(limit_price) > 0:
| ws.write(index, 5, '买撤 ({})'.format(limit_price))
| else:
| ws.write(index, 5, '买撤')
| ws.write(index, 6, data["re"])
| wb.save(file_name)
| return file_name
|
|
| def export_l2_data_origin(code, datas, key, dest_dir="D:/export/l2_origin"):
| file_dir = "{}/{}".format(dest_dir, code)
| if not os.path.exists(file_dir):
| os.makedirs(file_dir)
|
| file_name = "{}/{}/{}.xls".format(dest_dir, code, key)
| wb = xlwt.Workbook()
| ws = wb.add_sheet('sheet1')
| ws.write(0, 0, '序号')
| ws.write(0, 1, '时间')
| ws.write(0, 2, '买撤间隔')
| ws.write(0, 3, '价格')
| ws.write(0, 4, '手数')
| ws.write(0, 5, '类型')
| index = 0
| for data in datas:
| index += 1
| ws.write(index, 0, index)
| ws.write(index, 1, data["time"])
| cancel_time = data["cancelTime"]
| if cancel_time > 0:
| cancel_time = "{}".format(cancel_time)
| if data["cancelTimeUnit"] == 0:
| cancel_time += "s";
| elif data["cancelTimeUnit"] == 1:
| cancel_time += "m";
| elif data["cancelTimeUnit"] == 2:
| cancel_time += "h";
|
| ws.write(index, 2, cancel_time)
| ws.write(index, 3, data["price"])
| ws.write(index, 4, data["num"])
| if data["operateType"] == 0:
| ws.write(index, 5, '买')
| elif data["operateType"] == 1:
| ws.write(index, 5, '买撤')
| wb.save(file_name)
| return file_name
|
|
| if __name__ == "__main__":
| _t = "1661391666562"
| print(_t[-3:])
|
|
