Administrator
2024-07-25 e25abaf64a3ab2284abaf53518343ebf0d86d0be
utils/data_export_util.py
@@ -49,11 +49,13 @@
        trade_indexs = []
        real_position_indexes = []
        deal_list = []
        cancel_reasons = {}
    else:
        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)
        deal_list = log_export.load_huaxin_deal_record(code, date)
        cancel_reasons = log_export.load_cancel_buy_reasons(code, date)
    deal_list_dict = {}
    for d in deal_list:
        deal_list_dict[str(d[0])] = d
@@ -65,7 +67,7 @@
    if not active_sell_set:
        active_sell_set = set()
    fdatas = export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes, deal_list_dict, sell_nos,
                            active_sell_set)
                            active_sell_set, cancel_reasons)
    return fdatas
@@ -79,7 +81,7 @@
def export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes, deal_list_dict, sell_nos,
                   active_sell_nos):
                   active_sell_nos, cancel_reasons):
    def find_process_index(index):
        for i in range(0, len(process_indexs)):
            if process_indexs[i][0] <= index <= process_indexs[i][1]:
@@ -91,6 +93,7 @@
            if trade_indexs[i][1] == index:
                return trade_indexs[i]
        return None
    # 数据预处理
    num_operate_map = {}
    l2.l2_data_util.load_num_operate_map(num_operate_map, code, datas)
@@ -224,6 +227,10 @@
            elif trade_info[0] == 2:
                # font.colour_index = 10
                cancel_order_info = trade_info[2]
        if not cancel_order_info:
            if data["index"] in cancel_reasons:
                cancel_order_info = cancel_reasons[data["index"]]
        format_data.append(cancel_order_info)
        format_data.append(data["val"].get("orderNo"))
        fdatas.append((style_int, trade_info, format_data))