大单净流入对撤单比例影响

Administrator

2024-04-22 30b8187bb288e69750e3280d3e1f4cccc0a01d85

 log_module/log_export.py

@@ -552,8 +552,66 @@
    return fdatas


def load_huaxin_big_buy_order(date=tool.get_now_date_str()):
    """
    加载华鑫大买单
    @param date:
    @return:
    """
    path = f"{constant.get_path_prefix()}/logs/huaxin/l2/l2_transaction_big_buy.{date}.log"
    fdatas = {}
    lines = __load_file_content(path)
    for line in lines:
        if line:
            try:
                data = line.split(" - ")[1].strip()
                if data.startswith("["):
                    time_str = data[data.find("[") + 1:data.find("]")].strip()
                    data = data[data.find("]") + 1:].strip()

                data = data.split("code=")[1].strip()
                code = data[:data.find(" ")].strip()
                data = data[data.find(" "):].strip()
                data = eval(data)
                if code not in fdatas:
                    fdatas[code] = []
                fdatas[code].extend(data)
            except:
                pass
    return fdatas


def load_huaxin_big_sell_order(date=tool.get_now_date_str()):
    """
    加载华鑫大买单
    @param date:
    @return:
    """
    path = f"{constant.get_path_prefix()}/logs/huaxin/l2/l2_transaction_big_sell.{date}.log"
    fdatas = {}
    lines = __load_file_content(path)
    for line in lines:
        if line:
            try:
                data = line.split(" - ")[1].strip()
                if data.startswith("["):
                    time_str = data[data.find("[") + 1:data.find("]")].strip()
                    data = data[data.find("]") + 1:].strip()

                data = data.split("code=")[1].strip()
                code = data[:data.find(" ")].strip()
                data = data[data.find(" "):].strip()
                data = eval(data)
                if code not in fdatas:
                    fdatas[code] = []
                fdatas[code].extend(data)
            except:
                pass
    return fdatas


if __name__ == '__main__':
    fdatas = load_huaxin_active_sell_map()
    fdatas = load_huaxin_big_buy_order()
    print(len(fdatas))
    # print(get_h_cancel_compute_info("603912"))