| | |
| | | import constant |
| | | from code_attribute import gpcode_manager |
| | | 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 trade import deal_big_money_manager |
| | |
| | | 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) |
| | | fdatas = export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes) |
| | | 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) |
| | | __save_l2_datas(code, fdatas) |
| | | |
| | | |
| | |
| | | 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={} |
| | | deal_list_dict = {} |
| | | for d in deal_list: |
| | | deal_list_dict[d[0]] = d |
| | | |
| | |
| | | # 买 |
| | | if cancel_data: |
| | | try: |
| | | cancel_info = "{}-{}".format(cancel_data["index"], cancel_data["val"]["time"]) |
| | | cancel_info = "{}-{}".format(cancel_data["index"],f"{cancel_data['val']['time']}") + (f".{cancel_data['val']['tms']}" if "tms" in cancel_data["val"] else '') |
| | | except Exception as e: |
| | | logging.exception(e) |
| | | else: |
| | | if data["val"].get("orderNo") in deal_list_dict: |
| | | cancel_info = deal_list_dict[ data["val"].get("orderNo")][3] |
| | | 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], |
| | | with_ms=True) |
| | | format_data.append(cancel_info) |
| | | cancel_order_info = None |
| | | if trade_info: |
| | |
| | | |
| | | if __name__ == "__main__": |
| | | try: |
| | | export_l2_excel("605218") |
| | | export_l2_excel("000536") |
| | | except Exception as e: |
| | | logging.exception(e) |