| | |
| | | return temp_data |
| | | |
| | | limit_up_price = gpcode_manager.get_limit_up_price_as_num(code) |
| | | # 并行处理买单与卖单 |
| | | f1 = statistic_big_buy_data() |
| | | f2 = statistic_big_sell_data() |
| | | dask_result = statistic_big_data(f1, f2) |
| | | buy_datas, sell_datas = dask_result.compute() |
| | | |
| | | if len(fdatas) > 100: |
| | | # 并行处理买单与卖单 |
| | | # 超过100条数据才需要并行处理 |
| | | f1 = dask.delayed(statistic_big_buy_data)() |
| | | f2 = dask.delayed(statistic_big_sell_data)() |
| | | dask_result = dask.delayed(statistic_big_data)(f1, f2) |
| | | buy_datas, sell_datas = dask_result.compute() |
| | | else: |
| | | buy_datas = statistic_big_buy_data() |
| | | sell_datas = statistic_big_sell_data() |
| | | # L撤的比例与买卖大单无直接关系了 |
| | | # if buy_datas or sell_datas: |
| | | # buy_money = BigOrderDealManager().get_total_buy_money(code) |
| | |
| | | # =====格式化数据===== |
| | | # 整形数据,格式:[(数据本身, 是否主动买, 是否涨停, 总成交额, 不含ms时间,含ms时间)] |
| | | use_time_list = [] |
| | | __start_time = int(time.time()*1000) |
| | | __start_time = int(time.time() * 1000) |
| | | fdatas = [ |
| | | [d, d[6] > d[7], limit_up_price == d[1], d[1] * d[2], '', ''] |
| | | for d in o_datas] |
| | |
| | | d[4] = d[5][:8] |
| | | temp_time_dict.clear() |
| | | _start_time = int(time.time() * 1000) |
| | | use_time_list.append((_start_time - __start_time , "数据整形")) |
| | | use_time_list.append((_start_time - __start_time, "数据整形")) |
| | | |
| | | try: |
| | | |
| | |
| | | _start_time = int(time.time() * 1000) |
| | | if _start_time - __start_time > 5: |
| | | l2_log.info(code, hx_logger_l2_upload, |
| | | f"{code}处理成交用时:{_start_time - __start_time} 数据数量:{len(fdatas)} 详情:{use_time_list}") |
| | | f"{code}处理成交用时:{_start_time - __start_time} 数据数量:{len(fdatas)} 详情:{use_time_list}") |