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Administrator

2024-01-30 21c96ed504f93f16ce6f8a3ccf164a87c9edd9c0

 utils/data_export_util.py

@@ -11,6 +11,7 @@
import constant
from code_attribute import gpcode_manager
import l2.l2_data_util
from l2.huaxin import l2_huaxin_util
from log_module import log, log_export
from l2 import l2_data_source_util
from trade import deal_big_money_manager
@@ -18,27 +19,28 @@

def export_l2_excel(code, date=None):
    # 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)
    fdatas = export_l2_data(code, datas, process_indexs, trade_indexs)
    fdatas = get_l2_datas(code)
    __save_l2_datas(code, fdatas)


# 获取L2的数据
def get_l2_datas(code, date=None):
    local_today_datas = log_export.load_l2_from_log(date)
    datas = local_today_datas[code]
    datas = local_today_datas.get(code)
    if not datas:
        datas = []
    process_indexs = log_export.get_l2_process_position(code, date)
    trade_indexs = log_export.get_l2_trade_position(code, date)
    fdatas = export_l2_data(code, datas, process_indexs, trade_indexs)
    real_position_indexes = log_export.get_real_place_order_positions(code, date)
    deal_list = log_export.load_huaxin_deal_record(code)
    deal_list_dict = {}
    for d in deal_list:
        deal_list_dict[str(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):
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]:
@@ -70,6 +72,10 @@
    for data in datas:
        index += 1
        trade_info = find_trade_index(data["index"])
        if not trade_info:
            # 获取真实下单位置
            if data["index"] in real_position_indexes:
                trade_info = [3]
        style_int = None
        if find_process_index(data["index"]) % 2 == 0:
            style_int = 0
@@ -108,31 +114,31 @@

        limit_price = ""
        if int(data["val"]["limitPrice"]) == 1:
            limit_price = "涨停"
            limit_price = "T"
        elif int(data["val"]["limitPrice"]) == 2:
            limit_price = "跌停"
            limit_price = "D"
        operateDesc = ""
        if int(data["val"]["operateType"]) == 0:
            if len(limit_price) > 0:
                operateDesc = '买 ({})'.format(limit_price)
                operateDesc = '买{}'.format(limit_price)
            else:
                operateDesc = '买'
        elif int(data["val"]["operateType"]) == 1:
            if len(limit_price) > 0:
                operateDesc = '买撤 ({})'.format(limit_price)
                operateDesc = '买撤{}'.format(limit_price)

            else:
                operateDesc = '买撤'

        elif int(data["val"]["operateType"]) == 2:
            if len(limit_price) > 0:
                operateDesc = '卖 ({})'.format(limit_price)
                operateDesc = '卖{}'.format(limit_price)
            else:
                operateDesc = '卖'

        elif int(data["val"]["operateType"]) == 3:
            if len(limit_price) > 0:
                operateDesc = '卖撤 ({})'.format(limit_price)
                operateDesc = '卖撤{}'.format(limit_price)
            else:
                operateDesc = '卖撤'
        format_data.append(operateDesc)
@@ -144,9 +150,19 @@
            # 买
            if cancel_data:
                try:
                    cancel_info = "{}-{}".format(cancel_data["index"], cancel_data["val"]["time"])
                    left_num = data["val"]["num"] - cancel_data["val"]["num"]
                    if left_num > 0:
                        cancel_info = f"成交:{left_num} 序号:{cancel_data['index']}"
                    else:
                        cancel_info = "{}-{}".format(cancel_data["index"], f"{cancel_data['val']['time']}") + (
                            f".{cancel_data['val']['tms']}" if "tms" in cancel_data["val"] else '')
                except Exception as e:
                    logging.exception(e)
            else:
                deal_info = deal_list_dict.get(str(data["val"].get("orderNo")))
                if deal_info:
                    cancel_info = l2_huaxin_util.convert_time(deal_info[3],
                                                              with_ms=True)
        format_data.append(cancel_info)
        cancel_order_info = None
        if trade_info:
@@ -265,6 +281,6 @@

if __name__ == "__main__":
    try:
        export_l2_excel("000981")
        export_l2_excel("002036")
    except Exception as e:
        logging.exception(e)