小群撤参数修改

Administrator

2024-09-04 cd5863943c5c207601df5c91ec1159c41fb044fb

 utils/data_export_util.py

@@ -1,6 +1,7 @@
"""
数据导出工具
"""
import copy
import json
import logging
import os
@@ -13,7 +14,7 @@
import l2.l2_data_util
from l2.huaxin import l2_huaxin_util
from log_module import log, log_export
from l2 import l2_data_source_util
from l2 import l2_data_source_util, l2_data_util
from log_module.log import logger_debug
from trade import deal_big_money_manager
from utils import tool
@@ -29,7 +30,7 @@


# 获取L2的数据
def get_l2_datas(code, today_datas=None, date=None, max_time=None):
def get_l2_datas(code, today_datas=None, date=None, end_index=None):
    __start_time = time.time()
    if date is None:
        date = tool.get_now_date_str()
@@ -66,6 +67,14 @@
    active_sell_set = active_sell_map.get(code)
    if not active_sell_set:
        active_sell_set = set()
    # 如果有截至位置
    if end_index:
        datas = copy.deepcopy(datas)
        for i in range(len(datas)):
            if datas[i]["index"] == end_index:
                datas = datas[:i]
                break

    fdatas = export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes, deal_list_dict, sell_nos,
                            active_sell_set, cancel_reasons)
    return fdatas
@@ -93,6 +102,11 @@
            if trade_indexs[i][1] == index:
                return trade_indexs[i]
        return None

    # 最新的一条数据
    latest_data = datas[-1]
    latest_time_str_with_ms = l2.l2_data_util.L2DataUtil.get_time_with_ms(latest_data["val"])


    # 数据预处理
    num_operate_map = {}
@@ -200,7 +214,8 @@
        if int(data["val"]["operateType"]) == 0:
            cancel_data = l2.l2_data_util.local_today_canceled_buyno_map.get(code).get(str(data["val"]["orderNo"]))
            # 买
            if cancel_data:
            if cancel_data and latest_data["index"] >= cancel_data["index"]:
                # 如果撤单索引不能比最近数据索引还大
                try:
                    left_num = data["val"]["num"] - cancel_data["val"]["num"]
                    if left_num > 0:
@@ -213,8 +228,10 @@
            else:
                deal_info = deal_list_dict.get(str(data["val"].get("orderNo")))
                if deal_info and len(deal_info) >= 5:
                    cancel_info = l2_huaxin_util.convert_time(deal_info[4],
                                                              with_ms=True)
                    # 成交时间不能比当前索引时间大
                    if tool.trade_time_sub_with_ms(cancel_info , latest_time_str_with_ms) <= 0:
                        cancel_info = l2_huaxin_util.convert_time(deal_info[4],
                                                                  with_ms=True)
        format_data.append(cancel_info)
        cancel_order_info = None
        if trade_info: