bug修复

Administrator

2023-11-29 a933eb7fc507efd0632926a59af9700aba80d69c

 utils/data_export_util.py

@@ -19,18 +19,7 @@

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)
    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[d[0]] = d
    fdatas = export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes, deal_list_dict)
    fdatas = get_l2_datas(code)
    __save_l2_datas(code, fdatas)


@@ -44,8 +33,7 @@
    deal_list = log_export.load_huaxin_deal_record(code)
    deal_list_dict = {}
    for d in deal_list:
        deal_list_dict[d[0]] = d

        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

@@ -164,8 +152,9 @@
                except Exception as e:
                    logging.exception(e)
            else:
                if int(data["val"].get("orderNo")) in deal_list_dict:
                    cancel_info = l2_huaxin_util.convert_time(deal_list_dict[int(data["val"].get("orderNo"))][3],
                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
@@ -285,6 +274,6 @@

if __name__ == "__main__":
    try:
        export_l2_excel("000536")
        export_l2_excel("002036")
    except Exception as e:
        logging.exception(e)