A类/B类一键切换

Administrator

2023-11-14 d0fd153d07f9bd41cf0a30ddce30402eaef83da3

 utils/data_export_util.py

@@ -24,7 +24,8 @@
    # 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)
    fdatas = export_l2_data(code, datas, process_indexs, trade_indexs)
    real_position_indexes = log_export.get_real_place_order_positions(code, date)
    fdatas = export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes)
    __save_l2_datas(code, fdatas)


@@ -34,11 +35,12 @@
    datas = local_today_datas[code]
    process_indexs = log_export.get_l2_process_position(code, date)
    trade_indexs = log_export.get_l2_trade_position(code, date)
    fdatas = export_l2_data(code, datas, process_indexs, trade_indexs)
    real_position_indexes = log_export.get_real_place_order_positions(code, date)
    fdatas = export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes)
    return fdatas


def export_l2_data(code, datas, process_indexs, trade_indexs):
def export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes):
    def find_process_index(index):
        for i in range(0, len(process_indexs)):
            if process_indexs[i][0] <= index <= process_indexs[i][1]:
@@ -70,6 +72,10 @@
    for data in datas:
        index += 1
        trade_info = find_trade_index(data["index"])
        if not trade_info:
            # 获取真实下单位置
            if data["index"] in real_position_indexes:
                trade_info = [3]
        style_int = None
        if find_process_index(data["index"]) % 2 == 0:
            style_int = 0
@@ -108,31 +114,31 @@

        limit_price = ""
        if int(data["val"]["limitPrice"]) == 1:
            limit_price = "涨停"
            limit_price = "T"
        elif int(data["val"]["limitPrice"]) == 2:
            limit_price = "跌停"
            limit_price = "D"
        operateDesc = ""
        if int(data["val"]["operateType"]) == 0:
            if len(limit_price) > 0:
                operateDesc = '买 ({})'.format(limit_price)
                operateDesc = '买{}'.format(limit_price)
            else:
                operateDesc = '买'
        elif int(data["val"]["operateType"]) == 1:
            if len(limit_price) > 0:
                operateDesc = '买撤 ({})'.format(limit_price)
                operateDesc = '买撤{}'.format(limit_price)

            else:
                operateDesc = '买撤'

        elif int(data["val"]["operateType"]) == 2:
            if len(limit_price) > 0:
                operateDesc = '卖 ({})'.format(limit_price)
                operateDesc = '卖{}'.format(limit_price)
            else:
                operateDesc = '卖'

        elif int(data["val"]["operateType"]) == 3:
            if len(limit_price) > 0:
                operateDesc = '卖撤 ({})'.format(limit_price)
                operateDesc = '卖撤{}'.format(limit_price)
            else:
                operateDesc = '卖撤'
        format_data.append(operateDesc)
@@ -265,6 +271,6 @@

if __name__ == "__main__":
    try:
        export_l2_excel("000981")
        export_l2_excel("605218")
    except Exception as e:
        logging.exception(e)