自动加想接口

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7 天以前 d2a4dd9c837f8df2a19e58f7fb4c81a91c114b67

 utils/data_export_util.py

@@ -33,7 +33,15 @@


# 获取L2的数据
def get_l2_datas(code, today_datas=None, date=None, end_index=None):
def get_l2_datas(code, today_datas=None, date=None, end_index=None, fast_mode=False):
    """
    @param code:
    @param today_datas:
    @param date:
    @param end_index:
    @param fast_mode: 是否是急速模式
    @return:
    """
    __start_time = time.time()
    if date is None:
        date = tool.get_now_date_str()
@@ -57,22 +65,37 @@
        sell_no_dict = {}
        active_sell_map = {}
    else:
        tasks = [dask.delayed(log_export.get_l2_process_position)(code, date),
                 dask.delayed(log_export.get_l2_trade_position)(code, date),
                 dask.delayed(log_export.get_real_place_order_positions)(code, date),
                 dask.delayed(log_export.load_huaxin_deal_record)(code, date),
                 dask.delayed(log_export.load_cancel_buy_reasons)(code, date),
                 dask.delayed(log_export.load_huaxin_transaction_sell_no)(code, date),
                 dask.delayed(log_export.load_huaxin_active_sell_map)(date),
                 ]
        results = dask.delayed(tasks).compute()
        trade_indexs = results[0]
        real_position_indexes = results[1]
        deal_list = results[2]
        cancel_reasons = results[3]
        process_indexs = results[4]
        sell_no_dict = results[5]
        active_sell_map = results[6]
        if not fast_mode:
            tasks = [dask.delayed(log_export.get_l2_process_position)(code, date),
                     dask.delayed(log_export.get_l2_trade_position)(code, date),
                     dask.delayed(log_export.get_real_place_order_positions)(code, date),
                     dask.delayed(log_export.load_huaxin_deal_record)(code, date),
                     dask.delayed(log_export.load_cancel_buy_reasons)(code, date),
                     dask.delayed(log_export.load_huaxin_transaction_sell_no)(code, date),
                     dask.delayed(log_export.load_huaxin_active_sell_map)(date),
                     ]
            results = dask.delayed(tasks).compute()
            process_indexs = results[0]
            trade_indexs = results[1]
            real_position_indexes = results[2]
            deal_list = results[3]
            cancel_reasons = results[4]
            sell_no_dict = results[5]
            active_sell_map = results[6]
        else:
            process_indexs = []
            trade_indexs = []
            deal_list = []
            sell_no_dict = {}
            active_sell_map = {}
            tasks = [dask.delayed(log_export.get_real_place_order_positions)(code, date),
                     dask.delayed(log_export.load_cancel_buy_reasons)(code, date),
                     ]
            results = dask.delayed(tasks).compute()
            real_position_indexes = results[0]
            cancel_reasons = results[1]


    deal_list_dict = {}
    for d in deal_list:
        deal_list_dict[str(d[0])] = d
@@ -93,7 +116,6 @@
    if deal_big_buy_order_list:
        for d in deal_big_buy_order_list:
            deal_big_buy_order_no_dict[d[0]] = d

    fdatas = export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes, deal_list_dict, sell_nos,
                            active_sell_set, cancel_reasons, deal_big_buy_order_no_dict)
    return fdatas