From 045a5aa6434da6e83c3d850b17e7e58cd7b55ef5 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 15 五月 2023 15:46:32 +0800
Subject: [PATCH] 开盘啦板块影响交易逻辑
---
data_export_util.py | 34 +++++++++++++++++++++++-----------
1 files changed, 23 insertions(+), 11 deletions(-)
diff --git a/data_export_util.py b/data_export_util.py
index 0c16064..aa3457d 100644
--- a/data_export_util.py
+++ b/data_export_util.py
@@ -7,10 +7,12 @@
import xlwt
+import gpcode_manager
import l2_data_util
+import l2.l2_data_util
import log
-
-import l2_data_manager
+from l2 import l2_data_source_util
+from trade import deal_big_money_manager
def export_l2_excel(code, date=None):
@@ -38,7 +40,7 @@
# 鏁版嵁棰勫鐞�
num_operate_map = {}
- l2_data_util.load_num_operate_map(num_operate_map, code, datas)
+ l2.l2_data_util.load_num_operate_map(num_operate_map, code, datas)
num_dict = {}
for data in datas:
if data["val"]["num"] not in num_dict:
@@ -46,7 +48,7 @@
num_dict[data["val"]["num"]].append(data)
local_time = time.strftime("%Y%m%dT%H%M%S", time.localtime(time.time()))
- file_name = "{}/{}_{}.xls".format(dest_dir, code, local_time)
+ file_name = "{}/{}_{}_{}.xls".format(dest_dir, code, gpcode_manager.get_code_name(code), local_time)
file_name_txt = "{}/{}_{}.txt".format(dest_dir, code, local_time)
openfile = open(file_name_txt, 'w')
try:
@@ -142,7 +144,9 @@
# 涔�
for d in num_dict[data["val"]["num"]]:
if int(d["val"]["operateType"]) == 1:
- buy_index, buy_data = l2_data_util.get_buy_data_with_cancel_data(d, num_operate_map[code])
+ buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data(code, d,
+ num_operate_map[
+ code])
if buy_index == data["index"]:
ws.write(index, 8, "{}-{}".format(d["index"], d["val"]["time"]), cancel_style)
break
@@ -175,11 +179,11 @@
if cancel_time > 0:
cancel_time = "{}".format(cancel_time)
if data["cancelTimeUnit"] == 0:
- cancel_time += "s";
+ cancel_time += "s"
elif data["cancelTimeUnit"] == 1:
- cancel_time += "m";
+ cancel_time += "m"
elif data["cancelTimeUnit"] == 2:
- cancel_time += "h";
+ cancel_time += "h"
ws.write(index, 2, cancel_time)
ws.write(index, 3, data["price"])
@@ -192,7 +196,15 @@
return file_name
+def test(code):
+ progresses = log.export_trade_progress(code)
+ local_today_datas = log.load_l2_from_log("2023-04-04")
+ datas = local_today_datas[code]
+ num_operate_map = {}
+ l2.l2_data_util.load_num_operate_map(num_operate_map, code, datas)
+ for progress in progresses:
+ deal_big_money_manager.set_trade_progress(code, progress, datas, num_operate_map[code])
+
+
if __name__ == "__main__":
- codes = ["002043"]
- for code in codes:
- export_l2_excel(code)
+ export_l2_excel("002864")
--
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