新策略修改

Administrator

2022-10-21 892b50e242e3c59a738b92dfdfee1bf1ff8932f2

 data_export_util.py

@@ -1,6 +1,7 @@
"""
数据导出工具
"""
import json
import os
import time

@@ -10,6 +11,13 @@
def export_l2_data(code, datas, dest_dir="D:/export/l2"):
    local_time = time.strftime("%Y%m%dT%H%M%S", time.localtime(time.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:
        for data in datas:
            openfile.write(json.dumps(data)+"\n")
    finally:
        openfile.close()
    wb = xlwt.Workbook()
    ws = wb.add_sheet('sheet1')
    ws.write(0, 0, '序号')
@@ -37,7 +45,10 @@

        ws.write(index, 2, cancel_time)
        ws.write(index, 3, data["val"]["price"])
        ws.write(index, 4, data["val"]["num"])
        if int(data["val"]["operateType"]) == 1 or int(data["val"]["operateType"]) == 2:
            ws.write(index, 4, 0-int(data["val"]["num"]))
        else:
            ws.write(index, 4, int(data["val"]["num"]))

        limit_price=""
        if int(data["val"]["limitPrice"]) == 1:
@@ -55,6 +66,16 @@
                ws.write(index, 5, '买撤 ({})'.format(limit_price))
            else:
                ws.write(index, 5, '买撤')
        elif int(data["val"]["operateType"]) == 2:
            if len(limit_price) > 0:
                ws.write(index, 5, '卖 ({})'.format(limit_price))
            else:
                ws.write(index, 5, '卖')
        elif int(data["val"]["operateType"]) == 3:
            if len(limit_price) > 0:
                ws.write(index, 5, '卖撤 ({})'.format(limit_price))
            else:
                ws.write(index, 5, '卖撤')
        ws.write(index, 6, data["re"])
    wb.save(file_name)
    return file_name