成交之后强制撤单

Administrator

2023-09-22 1f2243e9357a19d489f874e9bc7e4ab8acf5f5d4

 utils/data_export_util.py

@@ -20,6 +20,7 @@
    # 获取L2的数据
    local_today_datas = log_export.load_l2_from_log(date)
    datas = local_today_datas[code]
    datas = datas[-2000:]
    # 获取L2处理位置信息
    process_indexs = log_export.get_l2_process_position(code, date)
    trade_indexs = log_export.get_l2_trade_position(code, date)
@@ -206,8 +207,12 @@
    num_operate_map = {}
    l2.l2_data_util.load_num_operate_map(num_operate_map, code, datas)
    for progress in progresses:
        deal_big_money_manager.DealComputeProgressManager().set_trade_progress(code, progress, datas, num_operate_map[code])
        deal_big_money_manager.DealComputeProgressManager().set_trade_progress(code, progress, datas,
                                                                               num_operate_map[code])


if __name__ == "__main__":
    export_l2_excel("002207")
    try:
        export_l2_excel("002375")
    except Exception as e:
        logging.exception(e)