From 1e64a42737bb6cc7192c68633d3c168ca150da97 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 22 十一月 2023 19:08:09 +0800
Subject: [PATCH] L下动态更新一次/加载订单是否成交
---
utils/data_export_util.py | 12 ++++++++++--
1 files changed, 10 insertions(+), 2 deletions(-)
diff --git a/utils/data_export_util.py b/utils/data_export_util.py
index 75578cf..c807452 100644
--- a/utils/data_export_util.py
+++ b/utils/data_export_util.py
@@ -36,11 +36,16 @@
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)
- fdatas = export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes)
+ deal_list = log_export.load_huaxin_deal_record(code)
+ deal_list_dict={}
+ for d in deal_list:
+ deal_list_dict[d[0]] = d
+
+ fdatas = export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes, deal_list_dict)
return fdatas
-def export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes):
+def export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes, deal_list_dict):
def find_process_index(index):
for i in range(0, len(process_indexs)):
if process_indexs[i][0] <= index <= process_indexs[i][1]:
@@ -153,6 +158,9 @@
cancel_info = "{}-{}".format(cancel_data["index"], cancel_data["val"]["time"])
except Exception as e:
logging.exception(e)
+ else:
+ if data["val"].get("orderNo") in deal_list_dict:
+ cancel_info = deal_list_dict[ data["val"].get("orderNo")][3]
format_data.append(cancel_info)
cancel_order_info = None
if trade_info:
--
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