From 21c96ed504f93f16ce6f8a3ccf164a87c9edd9c0 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 30 一月 2024 15:45:23 +0800
Subject: [PATCH] 增加调试日志
---
utils/data_export_util.py | 34 +++++++++++++++-------------------
1 files changed, 15 insertions(+), 19 deletions(-)
diff --git a/utils/data_export_util.py b/utils/data_export_util.py
index 209f42a..9504a2c 100644
--- a/utils/data_export_util.py
+++ b/utils/data_export_util.py
@@ -19,33 +19,23 @@
def export_l2_excel(code, date=None):
# 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)
- real_position_indexes = log_export.get_real_place_order_positions(code, date)
- 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)
+ fdatas = get_l2_datas(code)
__save_l2_datas(code, fdatas)
# 鑾峰彇L2鐨勬暟鎹�
def get_l2_datas(code, date=None):
local_today_datas = log_export.load_l2_from_log(date)
- datas = local_today_datas[code]
+ datas = local_today_datas.get(code)
+ if not datas:
+ datas = []
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)
deal_list_dict = {}
for d in deal_list:
- deal_list_dict[d[0]] = d
-
+ deal_list_dict[str(d[0])] = d
fdatas = export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes, deal_list_dict)
return fdatas
@@ -160,12 +150,18 @@
# 涔�
if cancel_data:
try:
- cancel_info = "{}-{}".format(cancel_data["index"],f"{cancel_data['val']['time']}") + (f".{cancel_data['val']['tms']}" if "tms" in cancel_data["val"] else '')
+ left_num = data["val"]["num"] - cancel_data["val"]["num"]
+ if left_num > 0:
+ cancel_info = f"鎴愪氦:{left_num} 搴忓彿:{cancel_data['index']}"
+ else:
+ cancel_info = "{}-{}".format(cancel_data["index"], f"{cancel_data['val']['time']}") + (
+ f".{cancel_data['val']['tms']}" if "tms" in cancel_data["val"] else '')
except Exception as e:
logging.exception(e)
else:
- if int(data["val"].get("orderNo")) in deal_list_dict:
- cancel_info = l2_huaxin_util.convert_time(deal_list_dict[int(data["val"].get("orderNo"))][3],
+ deal_info = deal_list_dict.get(str(data["val"].get("orderNo")))
+ if deal_info:
+ cancel_info = l2_huaxin_util.convert_time(deal_info[3],
with_ms=True)
format_data.append(cancel_info)
cancel_order_info = None
@@ -285,6 +281,6 @@
if __name__ == "__main__":
try:
- export_l2_excel("000536")
+ export_l2_excel("002036")
except Exception as e:
logging.exception(e)
--
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