From 1f2243e9357a19d489f874e9bc7e4ab8acf5f5d4 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 22 九月 2023 00:04:55 +0800
Subject: [PATCH] 成交之后强制撤单
---
utils/data_export_util.py | 17 +++++++++++++----
1 files changed, 13 insertions(+), 4 deletions(-)
diff --git a/utils/data_export_util.py b/utils/data_export_util.py
index 2b17807..7c2f27a 100644
--- a/utils/data_export_util.py
+++ b/utils/data_export_util.py
@@ -2,6 +2,7 @@
鏁版嵁瀵煎嚭宸ュ叿
"""
import json
+import logging
import os
import time
@@ -19,6 +20,7 @@
# 鑾峰彇L2鐨勬暟鎹�
local_today_datas = log_export.load_l2_from_log(date)
datas = local_today_datas[code]
+ datas = datas[-2000:]
# 鑾峰彇L2澶勭悊浣嶇疆淇℃伅
process_indexs = log_export.get_l2_process_position(code, date)
trade_indexs = log_export.get_l2_trade_position(code, date)
@@ -147,8 +149,11 @@
num_operate_map[
code])
if buy_index == data["index"]:
- ws.write(index, 8, "{}-{}".format(d["index"], d["val"]["time"]), cancel_style)
- break
+ try:
+ ws.write(index, 8, "{}-{}".format(d["index"], d["val"]["time"]), cancel_style)
+ break
+ except Exception as e:
+ logging.exception(e)
ws.write(index, 3, "{}涓�".format(round(int(data["val"]["num"]) * float(data["val"]["price"]) / 100, 2)), style)
wb.save(file_name)
@@ -202,8 +207,12 @@
num_operate_map = {}
l2.l2_data_util.load_num_operate_map(num_operate_map, code, datas)
for progress in progresses:
- deal_big_money_manager.DealComputeProgressManager().set_trade_progress(code, progress, datas, num_operate_map[code])
+ deal_big_money_manager.DealComputeProgressManager().set_trade_progress(code, progress, datas,
+ num_operate_map[code])
if __name__ == "__main__":
- export_l2_excel("002178")
+ try:
+ export_l2_excel("002375")
+ except Exception as e:
+ logging.exception(e)
--
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