L2历史数据解析

Administrator

2025-01-24 d7c1e83f8c4cb71b8d0c0b59e636816b5f89eda9

 log_module/log_export.py

@@ -432,6 +432,7 @@
            fdatas.append((time_str, code, type, data_json["data"]))
    return fdatas


@cache_log
def load_cancel_buy_reasons(code, date=tool.get_now_date_str()):
    """
@@ -564,6 +565,54 @@
    return fdatas


@cache_log
def load_huaxin_l2_sell_deal(code=None, date=tool.get_now_date_str()):
    path = f"{constant.get_path_prefix()}/logs/huaxin/l2/sell_l2_deal.{date}.log"
    fdatas = {}
    if os.path.exists(path):
        with open(path, 'r', encoding="utf-8") as f:
            lines = f.readlines()
            for line in lines:
                if line:
                    time_str = __get_async_log_time(line)
                    data = line.split(" - ")[1].strip()
                    if data.startswith("["):
                        data = data[data.find("]") + 1:].strip()
                    data = data.split("有涨停主动卖：")[1]
                    code_ = data[:6]
                    if code and code != code_:
                        continue
                    data = data[6:].strip()
                    volume = int(data.split("成交量-")[1].strip())
                    if code_ not in fdatas:
                        fdatas[code_] = []
                    fdatas[code_].append((time_str, volume))
    return fdatas


@cache_log
def load_huaxin_l2_sell_delegate(code=None, date=tool.get_now_date_str()):
    path = f"{constant.get_path_prefix()}/logs/huaxin/l2/sell_l2_delegate.{date}.log"
    fdatas = {}
    if os.path.exists(path):
        with open(path, 'r', encoding="utf-8") as f:
            lines = f.readlines()
            for line in lines:
                if line:
                    time_str = __get_async_log_time(line)
                    data = line.split(" - ")[1].strip()
                    if data.startswith("["):
                        data = data[data.find("]") + 1:].strip()
                    datas = data.split("-")
                    code_ = datas[0]
                    if code and code != code_:
                        continue
                    if code_ not in fdatas:
                        fdatas[code_] = []
                    fdatas[code_].append((time_str, datas[1], eval(datas[2])))
    return fdatas


# 加载华鑫本地买入订单号
def load_l2_market_data():
    path = f"{constant.get_path_prefix()}/logs/huaxin/l2/marketdata.{tool.get_now_date_str()}.log"
@@ -633,6 +682,7 @@
                        pass
    return fdatas


@cache_log
def load_huaxin_active_sell_map(date=tool.get_now_date_str()):
    path = f"{constant.get_path_prefix()}/logs/huaxin/trade/l2_active_sell.{date}.log"