| | |
| | | from l2.huaxin import l2_huaxin_util |
| | | from log_module import log, log_export |
| | | from l2 import l2_data_source_util |
| | | from log_module.log import logger_debug |
| | | from trade import deal_big_money_manager |
| | | from utils import tool |
| | | |
| | |
| | | |
| | | # 获取L2的数据 |
| | | def get_l2_datas(code, today_datas=None, date=None, max_time=None): |
| | | __start_time = time.time() |
| | | if date is None: |
| | | date = tool.get_now_date_str() |
| | | datas = today_datas |
| | |
| | | datas = local_today_datas.get(code) |
| | | if not datas: |
| | | datas = [] |
| | | logger_debug.info("加载L2逐笔委托耗时", f"{(time.time() - __start_time)}") |
| | | __start_time = time.time() |
| | | process_indexs = log_export.get_l2_process_position(code, date) |
| | | logger_debug.info("加载L2逐笔委托批次耗时", f"{(time.time() - __start_time)}") |
| | | __start_time = time.time() |
| | | 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, date) |
| | | logger_debug.info("加载其他交易参数耗时", f"{(time.time() - __start_time)}") |
| | | __start_time = time.time() |
| | | deal_list_dict = {} |
| | | for d in deal_list: |
| | | deal_list_dict[str(d[0])] = d |
| | |
| | | sell_nos = sell_no_dict.get(code) |
| | | active_sell_map = log_export.load_huaxin_active_sell_map(date=date) |
| | | active_sell_set = active_sell_map.get(code) |
| | | logger_debug.info("加载卖单耗时", f"{(time.time() - __start_time)}") |
| | | __start_time = time.time() |
| | | if not active_sell_set: |
| | | active_sell_set = set() |
| | | fdatas = export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes, deal_list_dict, sell_nos, |
| | | active_sell_set) |
| | | logger_debug.info("组装数据耗时", f"{(time.time() - __start_time)}") |
| | | __start_time = time.time() |
| | | return fdatas |
| | | |
| | | |