修改订阅的自由流通市值/输出撤单原因

Administrator

2024-07-25 e25abaf64a3ab2284abaf53518343ebf0d86d0be

修改订阅的自由流通市值/输出撤单原因

 log_module/log_export.py

@@ -388,6 +388,24 @@
            fdatas.append((time_str, type, data_json["data"]))
    return fdatas

def load_cancel_buy_reasons(code, date=tool.get_now_date_str()):
    """
    获取撤单原因
    @param code:
    @param date:
    @return: {真实下单位置：撤单原因}
    """
    fdatas = load_trade_recod(code, date)
    cancel_reason_dict={}
    for data in fdatas:
        if data[1] != "cancel":
            continue
        msg = data[2].get("msg")
        real_place_order_index = data[2].get("real_place_order_index")
        if real_place_order_index not in cancel_reason_dict:
            cancel_reason_dict[real_place_order_index] = msg
    return cancel_reason_dict


# 加载l2订单成交数据
def load_huaxin_deal_record(code, date=tool.get_now_date_str()):

 output/code_info_output.py

@@ -493,6 +493,10 @@
    return break_time, records_new, records_new_data






# 返回内容[（类型,buy_single_index,indexes）]
def load_trade_record_cancel_watch_indexes(code, cancel_type=None, date=tool.get_now_date_str()):
    fresults = []

 utils/buy_condition_util.py

@@ -12,7 +12,7 @@
    if market_sitation == MarketSituationManager.SITUATION_GOOD:
        return 31, 100, 40, 100, 40, 80, 100
    # return 5.9, 41, 8.9, 25, 8.9, 19, 80
    return 5.9, 200, 8.9, 25, 8.9, 19, 200
    return 5.9, 200, 8.9, 25, 8.9, 19, 10000


# 获取量比的等级获取量

 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))