| | |
| | | datas = local_today_datas.get(code) |
| | | if not datas: |
| | | datas = [] |
| | | logger_debug.info("加载L2逐笔委托耗时", f"{(time.time() - __start_time)}") |
| | | logger_debug.info("加载L2逐笔委托耗时:{}", f"{(time.time() - __start_time)}") |
| | | __start_time = time.time() |
| | | process_indexs = log_export.get_l2_process_position(code, date) |
| | | logger_debug.info("加载L2逐笔委托批次耗时", f"{(time.time() - __start_time)}") |
| | | logger_debug.info("加载L2逐笔委托批次耗时:{}", f"{(time.time() - __start_time)}") |
| | | __start_time = time.time() |
| | | 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) |
| | | logger_debug.info("加载其他交易参数耗时", f"{(time.time() - __start_time)}") |
| | | logger_debug.info("加载其他交易参数耗时:{}", f"{(time.time() - __start_time)}") |
| | | __start_time = time.time() |
| | | deal_list_dict = {} |
| | | for d in deal_list: |
| | |
| | | sell_nos = sell_no_dict.get(code) |
| | | active_sell_map = log_export.load_huaxin_active_sell_map(date=date) |
| | | active_sell_set = active_sell_map.get(code) |
| | | logger_debug.info("加载卖单耗时", f"{(time.time() - __start_time)}") |
| | | logger_debug.info("加载卖单耗时:{}", f"{(time.time() - __start_time)}") |
| | | __start_time = time.time() |
| | | 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) |
| | | logger_debug.info("组装数据耗时", f"{(time.time() - __start_time)}") |
| | | logger_debug.info("组装数据耗时:{}", f"{(time.time() - __start_time)}") |
| | | __start_time = time.time() |
| | | return fdatas |
| | | |