L下动态更新一次/加载订单是否成交

Administrator

2023-11-22 1e64a42737bb6cc7192c68633d3c168ca150da97

 utils/data_export_util.py

@@ -36,11 +36,16 @@
    process_indexs = log_export.get_l2_process_position(code, date)
    trade_indexs = log_export.get_l2_trade_position(code, date)
    real_position_indexes = log_export.get_real_place_order_positions(code, date)
    fdatas = export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes)
    deal_list = log_export.load_huaxin_deal_record(code)
    deal_list_dict={}
    for d in deal_list:
        deal_list_dict[d[0]] = d

    fdatas = export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes, deal_list_dict)
    return fdatas


def export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes):
def export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes, deal_list_dict):
    def find_process_index(index):
        for i in range(0, len(process_indexs)):
            if process_indexs[i][0] <= index <= process_indexs[i][1]:
@@ -153,6 +158,9 @@
                    cancel_info = "{}-{}".format(cancel_data["index"], cancel_data["val"]["time"])
                except Exception as e:
                    logging.exception(e)
            else:
                if data["val"].get("orderNo") in deal_list_dict:
                    cancel_info = deal_list_dict[ data["val"].get("orderNo")][3]
        format_data.append(cancel_info)
        cancel_order_info = None
        if trade_info: