bug修复

Administrator

2023-09-11 2b01412bb139aefe3b4e6be1ca02115d24dbeabb

 utils/data_export_util.py

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

@@ -10,18 +11,18 @@
import constant
from code_attribute import gpcode_manager
import l2.l2_data_util
from logs import log
from log_module import log, log_export
from l2 import l2_data_source_util
from trade import deal_big_money_manager


def export_l2_excel(code, date=None):
    # 获取L2的数据
    local_today_datas = log.load_l2_from_log(date)
    local_today_datas = log_export.load_l2_from_log(date)
    datas = local_today_datas[code]
    # 获取L2处理位置信息
    process_indexs = log.get_l2_process_position(code, date)
    trade_indexs = log.get_l2_trade_position(code, date)
    process_indexs = log_export.get_l2_process_position(code, date)
    trade_indexs = log_export.get_l2_trade_position(code, date)
    export_l2_data(code, datas, process_indexs, trade_indexs)


@@ -48,15 +49,12 @@
        num_dict[data["val"]["num"]].append(data)

    local_time = time.strftime("%Y%m%dT%H%M%S", time.localtime(time.time()))
    file_name = "{}/{}_{}_{}.xls".format(dest_dir, code, gpcode_manager.get_code_name(code), local_time)
    file_name = "{}/{}_{}.xls".format(dest_dir, code, local_time)
    file_name_txt = "{}/{}_{}.txt".format(dest_dir, code, local_time)
    openfile = open(file_name_txt, 'w')
    try:
    with open(file_name_txt, 'w') as openfile:
        for data in datas:
            openfile.write(json.dumps(data) + "\n")
    finally:
        openfile.close()
    wb = xlwt.Workbook()
    wb = xlwt.Workbook(encoding="utf-8")
    ws = wb.add_sheet('sheet1')
    ws.write(0, 0, '序号')
    ws.write(0, 1, '时间')
@@ -67,6 +65,7 @@
    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:
@@ -138,6 +137,7 @@
            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
@@ -148,8 +148,11 @@
                                                                                                     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)
@@ -197,14 +200,14 @@


def test(code):
    progresses = log.export_trade_progress(code)
    local_today_datas = log.load_l2_from_log("2023-04-04")
    progresses = log_export.export_trade_progress(code)
    local_today_datas = log_export.load_l2_from_log("2023-04-04")
    datas = local_today_datas[code]
    num_operate_map = {}
    l2.l2_data_util.load_num_operate_map(num_operate_map, code, datas)
    for progress in progresses:
        deal_big_money_manager.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("002765")
    export_l2_excel("002207")