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 | 24 ++++++++++++++++--------
1 files changed, 16 insertions(+), 8 deletions(-)
diff --git a/utils/data_export_util.py b/utils/data_export_util.py
index 281afc0..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)
@@ -50,12 +52,9 @@
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_txt = "{}/{}_{}.txt".format(dest_dir, code, local_time)
- openfile = open(file_name_txt, 'w')
- try:
+ with open(file_name_txt, 'w') as openfile:
for data in datas:
openfile.write(json.dumps(data) + "\n")
- finally:
- openfile.close()
wb = xlwt.Workbook(encoding="utf-8")
ws = wb.add_sheet('sheet1')
ws.write(0, 0, '搴忓彿')
@@ -67,6 +66,7 @@
ws.write(0, 6, '绫诲瀷')
ws.write(0, 7, '閲嶅鏁伴噺')
ws.write(0, 8, '鎾ゅ崟鏃堕棿')
+ ws.write(0, 9, '璁㈠崟鍙�')
index = 0
for data in datas:
@@ -138,6 +138,7 @@
else:
ws.write(index, 6, '鍗栨挙', style)
ws.write(index, 7, data["re"], style)
+ ws.write(index, 9, data["val"].get("orderNo"), style)
# 鏌ヨ鏄惁鎾ゅ崟
if int(data["val"]["operateType"]) == 0:
cancel = False
@@ -148,8 +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)
@@ -203,8 +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.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("002765")
+ try:
+ export_l2_excel("002375")
+ except Exception as e:
+ logging.exception(e)
--
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