异常保护

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4 天以前 48fb7a00951f91bdc707e5dd2d196e5bccb752c3

 l2/l2_data_source_util.py

@@ -2,6 +2,7 @@
L2数据溯源
"""
import constant
from log_module.log import logger_l2_error
from utils import tool


@@ -65,7 +66,7 @@
        for bd in buy_datas:
            # 根据订单号做匹配
            if bd["val"]["orderNo"] == cancel_data["val"]["orderNo"]:
                return bd
                return bd["index"]
        return None

    # 同花顺渠道的L2，根据买撤数据查找买入数据
@@ -124,15 +125,26 @@
    def get_buy_index_with_cancel_data(cls, code, cancel_data, local_today_num_operate_map):
        key = "{}-{}-{}".format(cancel_data["val"]["num"], "1", cancel_data["val"]["price"])
        cancel_datas = local_today_num_operate_map.get(key)
        try:
            cancel_datas.sort(key=lambda t: t["index"])
        except Exception as e:
            print("测试")
        for item in cancel_datas:
            # 提前做计算
            cls.__get_buy_index_with_cancel_data(code, item, local_today_num_operate_map)
        if cancel_datas:
            try:
                cancel_datas.sort(key=lambda t: t["index"])
            except Exception as e:
                # print("测试")
                pass
            for item in cancel_datas:
                # 提前做计算
                cls.__get_buy_index_with_cancel_data(code, item, local_today_num_operate_map)

        return cls.__get_buy_index_with_cancel_data(code, cancel_data, local_today_num_operate_map)

    # 根据买撤数据计算买入数据（华鑫原生L2数据适用）
    @classmethod
    def get_buy_index_with_cancel_data_v2(cls, cancel_data, buyno_map):
        order_no = str(cancel_data["val"]["orderNo"])
        buy_data = buyno_map.get(order_no)
        if buy_data:
            return buy_data["index"]
        return None

    # 获取没撤的笔数
    @classmethod
@@ -140,8 +152,8 @@
        data = None
        try:
            data = total_data[index]
        except:
            print("")
        except Exception as e:
            logger_l2_error.error(f"未找到买入索引对应的数据：index-{index} total_data长度-{len(total_data) if total_data else 0} 错误原因：{str(e)}")
        val = data["val"]
        # 判断当前买是否已经买撤
        cancel_datas = local_today_num_operate_map.get(
@@ -149,7 +161,6 @@
        canceled = False
        if cancel_datas:
            for cancel_data in cancel_datas:

                buy_index = cls.get_buy_index_with_cancel_data(code, cancel_data, local_today_num_operate_map)
                if buy_index == index:
                    canceled = True
@@ -162,6 +173,42 @@
            return count
        return 0

        # 获取没撤的笔数

    # 获取涨停买没有撤单的数量
    @classmethod
    def get_limit_up_buy_no_canceled_count_v2(cls, code, index, total_data, canceled_buyno_map):
        data = None
        try:
            data = total_data[index]
        except Exception as e:
            logger_l2_error.error(
                f"未找到买入索引对应的数据：index-{index} total_data长度-{len(total_data) if total_data else 0} 错误原因：{str(e)}")
        val = data["val"]
        order_no = str(val["orderNo"])
        canceled_data = canceled_buyno_map.get(order_no)
        if canceled_data:
            return data["re"] - canceled_data["re"]
        else:
            return data["re"]

    @classmethod
    def get_limit_up_buy_canceled_data_v2(cls, code, index, total_data, canceled_buyno_map):
        data = None
        try:
            data = total_data[index]
        except Exception as e:
            logger_l2_error.error(
                f"未找到买入索引对应的数据：index-{index} total_data长度-{len(total_data) if total_data else 0} 错误原因：{str(e)}")
        val = data["val"]
        order_no = str(val["orderNo"])
        canceled_data = canceled_buyno_map.get(order_no)
        if canceled_data:
            return canceled_data
        else:
            return None


# if __name__ == "__main__":
#     code = "000925"
#     l2_data_util.load_l2_data(code)