| | |
| | | return fdatas |
| | | |
| | | |
| | | def get_l2_transaction_datas(code, date=None): |
| | | if date is None: |
| | | date = tool.get_now_date_str() |
| | | sell_no_dict = log_export.load_huaxin_transaction_sell_no(code=code, date=date) |
| | | sell_nos = sell_no_dict.get(code) |
| | | fdatas = export_l2_transaction_data(code,sell_nos) |
| | | return fdatas |
| | | |
| | | |
| | | def export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes, deal_list_dict, sell_nos): |
| | | def find_process_index(index): |
| | | for i in range(0, len(process_indexs)): |
| | |
| | | num_operate_map = {} |
| | | l2.l2_data_util.load_num_operate_map(num_operate_map, code, datas) |
| | | buy_no_map = {} |
| | | sell_no_map = {} |
| | | l2.l2_data_util.load_buy_no_map(buy_no_map, code, datas) |
| | | l2.l2_data_util.load_sell_no_map(sell_no_map, code, datas) |
| | | |
| | | l2.l2_data_util.load_canceled_buy_no_map(l2.l2_data_util.local_today_canceled_buyno_map, code, datas) |
| | | |
| | |
| | | item.append(l2_huaxin_util.convert_time(sell_info[4][0], with_ms=True)) |
| | | item.append(None) |
| | | item.append(sell_info[0]) |
| | | fdatas.insert(order_no_indexes[i + 1][1], (0,None,item)) |
| | | fdatas.insert(order_no_indexes[i + 1][1], (0, None, item)) |
| | | break |
| | | |
| | | return fdatas |
| | | |
| | | |
| | | def export_l2_transaction_data(code, sell_nos): |
| | | fdatas = [] |
| | | if sell_nos: |
| | | index = 0 |
| | | for sell_info in sell_nos: |
| | | if sell_info[1] * sell_info[2] < 50 * 10000: |
| | | continue |
| | | index += 1 |
| | | item = [] |
| | | item.append(index) |
| | | item.append(l2_huaxin_util.convert_time(sell_info[3][0], with_ms=True)) |
| | | item.append("") |
| | | item.append( |
| | | "{}万".format(round(sell_info[1] * sell_info[2] / 10000, 1))) |
| | | item.append(sell_info[2]) |
| | | item.append(sell_info[1] // 100) |
| | | item.append("主动卖") |
| | | item.append(1) |
| | | item.append(l2_huaxin_util.convert_time(sell_info[4][0], with_ms=True)) |
| | | item.append(None) |
| | | item.append(sell_info[0]) |
| | | fdatas.append((0, None, item)) |
| | | return fdatas |
| | | |
| | | |
| | | def __save_l2_datas(code, fdatas, dest_dir=f"{constant.get_path_prefix()}/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) |