日志优化，部分大单并行化处理

Administrator

2023-02-10 a7a394e1525cfb85aff1ba02f0961dbb07748bc8

 data_export_util.py

@@ -7,15 +7,51 @@

import xlwt

import gpcode_manager
import l2_data_util
import l2.l2_data_util
import log

def export_l2_data(code, datas, dest_dir="D:/export/l2"):

def export_l2_excel(code, date=None):
    # 获取L2的数据
    local_today_datas = log.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)
    export_l2_data(code, datas, process_indexs, trade_indexs)


def export_l2_data(code, datas, process_indexs, trade_indexs, dest_dir="D:/export/l2"):
    def find_process_index(index):
        for i in range(0, len(process_indexs)):
            if process_indexs[i][0] <= index <= process_indexs[i][1]:
                return i
        return len(process_indexs)

    def find_trade_index(index):
        for i in range(0, len(trade_indexs)):
            if trade_indexs[i][1] == index:
                return trade_indexs[i]
        return None

    # 数据预处理
    num_operate_map = {}
    l2.l2_data_util.load_num_operate_map(num_operate_map, code, datas)
    num_dict = {}
    for data in datas:
        if data["val"]["num"] not in num_dict:
            num_dict[data["val"]["num"]] = []
        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, local_time)
    file_name = "{}/{}_{}_{}.xls".format(dest_dir, code, gpcode_manager.get_code_name(code), local_time)
    file_name_txt = "{}/{}_{}.txt".format(dest_dir, code, local_time)
    openfile = open(file_name_txt,'w')
    openfile = open(file_name_txt, 'w')
    try:
        for data in datas:
            openfile.write(json.dumps(data)+"\n")
            openfile.write(json.dumps(data) + "\n")
    finally:
        openfile.close()
    wb = xlwt.Workbook()
@@ -23,60 +59,95 @@
    ws.write(0, 0, '序号')
    ws.write(0, 1, '时间')
    ws.write(0, 2, '买撤间隔')
    ws.write(0, 3, '价格')
    ws.write(0, 4, '手数')
    ws.write(0, 5, '类型')
    ws.write(0, 6, '重复数量')
    ws.write(0, 3, '金额')
    ws.write(0, 4, '价格')
    ws.write(0, 5, '手数')
    ws.write(0, 6, '类型')
    ws.write(0, 7, '重复数量')
    ws.write(0, 8, '撤单时间')

    index = 0
    for data in datas:
        index += 1
        ws.write(index, 0, data["index"])
        ws.write(index, 1, data["val"]["time"])
        trade_info = find_trade_index(data["index"])
        font = xlwt.Font()
        if trade_info:
            if trade_info[0] == 0:
                font.colour_index = 53
            elif trade_info[0] == 1:
                font.colour_index = 17
            elif trade_info[0] == 2:
                font.colour_index = 10
                ws.write(index, 8, trade_info[2])
        style = None
        if find_process_index(data["index"]) % 2 == 0:
            style = xlwt.easyxf('pattern: pattern solid')
        else:
            style = xlwt.easyxf('pattern: pattern solid, fore_colour light_yellow')
        style.font = font
        cancel_style = xlwt.easyxf('pattern: pattern solid, fore_colour gray25')

        ws.write(index, 0, data["index"], style)
        ws.write(index, 1, data["val"]["time"], style)
        cancel_time = data["val"]["cancelTime"]
        if cancel_time == '0':
            cancel_time = ''
        else:
            cancel_time = "{}".format(cancel_time)
        if len(cancel_time) > 0:
            if int(data["val"]["cancelTimeUnit"]) == 0:
                cancel_time += "s";
                cancel_time += "s"
            elif int(data["val"]["cancelTimeUnit"]) == 1:
                cancel_time += "m";
                cancel_time += "m"
            elif int(data["val"]["cancelTimeUnit"]) == 2:
                cancel_time += "h";
                cancel_time += "h"

        ws.write(index, 2, cancel_time)
        ws.write(index, 3, data["val"]["price"])
        ws.write(index, 2, cancel_time, style)
        ws.write(index, 4, data["val"]["price"], style)
        if int(data["val"]["operateType"]) == 1 or int(data["val"]["operateType"]) == 2:
            ws.write(index, 4, 0-int(data["val"]["num"]))
            ws.write(index, 5, 0 - int(data["val"]["num"]), style)
        else:
            ws.write(index, 4, int(data["val"]["num"]))
            ws.write(index, 5, int(data["val"]["num"]), style)

        limit_price=""
        limit_price = ""
        if int(data["val"]["limitPrice"]) == 1:
            limit_price="涨停"
            limit_price = "涨停"
        elif int(data["val"]["limitPrice"]) == 2:
            limit_price="跌停"
            limit_price = "跌停"

        if int(data["val"]["operateType"]) == 0:
            if len(limit_price)>0:
                ws.write(index, 5, '买 ({})'.format(limit_price))
            if len(limit_price) > 0:
                ws.write(index, 6, '买 ({})'.format(limit_price), style)
            else:
                ws.write(index, 5, '买')
                ws.write(index, 6, '买', style)
        elif int(data["val"]["operateType"]) == 1:
            if len(limit_price) > 0:
                ws.write(index, 5, '买撤 ({})'.format(limit_price))
                ws.write(index, 6, '买撤 ({})'.format(limit_price), style)
            else:
                ws.write(index, 5, '买撤')
                ws.write(index, 6, '买撤', style)
        elif int(data["val"]["operateType"]) == 2:
            if len(limit_price) > 0:
                ws.write(index, 5, '卖 ({})'.format(limit_price))
                ws.write(index, 6, '卖 ({})'.format(limit_price), style)
            else:
                ws.write(index, 5, '卖')
                ws.write(index, 6, '卖', style)
        elif int(data["val"]["operateType"]) == 3:
            if len(limit_price) > 0:
                ws.write(index, 5, '卖撤 ({})'.format(limit_price))
                ws.write(index, 6, '卖撤 ({})'.format(limit_price), style)
            else:
                ws.write(index, 5, '卖撤')
        ws.write(index, 6, data["re"])
                ws.write(index, 6, '卖撤', style)
        ws.write(index, 7, data["re"], style)
        # 查询是否撤单
        if int(data["val"]["operateType"]) == 0:
            cancel = False
            # 买
            for d in num_dict[data["val"]["num"]]:
                if int(d["val"]["operateType"]) == 1:
                    buy_index, buy_data = l2_data_util.get_buy_data_with_cancel_data(d, num_operate_map[code])
                    if buy_index == data["index"]:
                        ws.write(index, 8, "{}-{}".format(d["index"], d["val"]["time"]), cancel_style)
                        break

        ws.write(index, 3, "{}万".format(round(int(data["val"]["num"]) * float(data["val"]["price"]) / 100, 2)), style)
    wb.save(file_name)
    return file_name

@@ -104,11 +175,11 @@
        if cancel_time > 0:
            cancel_time = "{}".format(cancel_time)
            if data["cancelTimeUnit"] == 0:
                cancel_time += "s";
                cancel_time += "s"
            elif data["cancelTimeUnit"] == 1:
                cancel_time += "m";
                cancel_time += "m"
            elif data["cancelTimeUnit"] == 2:
                cancel_time += "h";
                cancel_time += "h"

        ws.write(index, 2, cancel_time)
        ws.write(index, 3, data["price"])
@@ -122,5 +193,6 @@


if __name__ == "__main__":
    _t = "1661391666562"
    print(_t[-3:])
    codes = ["603083"]
    for code in codes:
        export_l2_excel(code)