开盘啦板块影响交易逻辑

Administrator

2023-05-15 045a5aa6434da6e83c3d850b17e7e58cd7b55ef5

 data_export_util.py

@@ -9,9 +9,10 @@

import gpcode_manager
import l2_data_util
import l2.l2_data_util
import log

import l2_data_manager
from l2 import l2_data_source_util
from trade import deal_big_money_manager


def export_l2_excel(code, date=None):
@@ -39,7 +40,7 @@

    # 数据预处理
    num_operate_map = {}
    l2_data_util.load_num_operate_map(num_operate_map, code, datas)
    l2.l2_data_util.load_num_operate_map(num_operate_map, code, datas)
    num_dict = {}
    for data in datas:
        if data["val"]["num"] not in num_dict:
@@ -143,7 +144,9 @@
            # 买
            for d in num_dict[data["val"]["num"]]:
                if int(d["val"]["operateType"]) == 1:
                    buy_index, buy_data = l2_data_util.get_buy_data_with_cancel_data(d, num_operate_map[code])
                    buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data(code, d,
                                                                                                     num_operate_map[
                                                                                                         code])
                    if buy_index == data["index"]:
                        ws.write(index, 8, "{}-{}".format(d["index"], d["val"]["time"]), cancel_style)
                        break
@@ -193,7 +196,15 @@
    return file_name


def test(code):
    progresses = log.export_trade_progress(code)
    local_today_datas = log.load_l2_from_log("2023-04-04")
    datas = local_today_datas[code]
    num_operate_map = {}
    l2.l2_data_util.load_num_operate_map(num_operate_map, code, datas)
    for progress in progresses:
        deal_big_money_manager.set_trade_progress(code, progress, datas, num_operate_map[code])


if __name__ == "__main__":
    codes = ["002842"]
    for code in codes:
        export_l2_excel(code)
    export_l2_excel("002864")