成交之后强制撤单

Administrator

2023-09-22 1f2243e9357a19d489f874e9bc7e4ab8acf5f5d4

 utils/data_export_util.py

@@ -2,6 +2,7 @@
数据导出工具
"""
import json
import logging
import os
import time

@@ -19,6 +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)
@@ -64,6 +66,7 @@
    ws.write(0, 6, '类型')
    ws.write(0, 7, '重复数量')
    ws.write(0, 8, '撤单时间')
    ws.write(0, 9, '订单号')

    index = 0
    for data in datas:
@@ -135,6 +138,7 @@
            else:
                ws.write(index, 6, '卖撤', style)
        ws.write(index, 7, data["re"], style)
        ws.write(index, 9, data["val"].get("orderNo"), style)
        # 查询是否撤单
        if int(data["val"]["operateType"]) == 0:
            cancel = False
@@ -145,8 +149,11 @@
                                                                                                     num_operate_map[
                                                                                                         code])
                    if buy_index == data["index"]:
                        ws.write(index, 8, "{}-{}".format(d["index"], d["val"]["time"]), cancel_style)
                        break
                        try:
                            ws.write(index, 8, "{}-{}".format(d["index"], d["val"]["time"]), cancel_style)
                            break
                        except Exception as e:
                            logging.exception(e)

        ws.write(index, 3, "{}万".format(round(int(data["val"]["num"]) * float(data["val"]["price"]) / 100, 2)), style)
    wb.save(file_name)
@@ -200,8 +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("002178")
    try:
        export_l2_excel("002375")
    except Exception as e:
        logging.exception(e)