From 300cd8f128dd74ae7c3602ae3895f4d34312193e Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 21 三月 2024 18:17:06 +0800
Subject: [PATCH] L2数据插入主动卖单
---
utils/data_export_util.py | 46 +++++++++++++++++++++++++++++++++++++++++++---
1 files changed, 43 insertions(+), 3 deletions(-)
diff --git a/utils/data_export_util.py b/utils/data_export_util.py
index e8463e5..bf26873 100644
--- a/utils/data_export_util.py
+++ b/utils/data_export_util.py
@@ -15,6 +15,7 @@
from log_module import log, log_export
from l2 import l2_data_source_util
from trade import deal_big_money_manager
+from utils import tool
def export_l2_excel(code, date=None):
@@ -25,6 +26,8 @@
# 鑾峰彇L2鐨勬暟鎹�
def get_l2_datas(code, today_datas=None, date=None):
+ if date is None:
+ date = tool.get_now_date_str()
datas = today_datas
if datas is None:
local_today_datas = log_export.load_l2_from_log(date)
@@ -38,11 +41,15 @@
deal_list_dict = {}
for d in deal_list:
deal_list_dict[str(d[0])] = d
- fdatas = export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes, deal_list_dict)
+
+ sell_no_dict = log_export.load_huaxin_transaction_sell_no(code=code, date=date)
+ sell_nos = sell_no_dict.get(code)
+
+ fdatas = export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes, deal_list_dict, sell_nos)
return fdatas
-def export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes, deal_list_dict):
+def export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes, deal_list_dict, sell_nos):
def find_process_index(index):
for i in range(0, len(process_indexs)):
if process_indexs[i][0] <= index <= process_indexs[i][1]:
@@ -180,6 +187,39 @@
format_data.append(cancel_order_info)
format_data.append(data["val"].get("orderNo"))
fdatas.append((style_int, trade_info, format_data))
+
+ # 灏嗚鍗曞彿绱㈠紩
+ order_no_index_map = {}
+ for i in range(len(fdatas)):
+ d = fdatas[i][2]
+ if d[6].find('鎾�') >= 0:
+ continue
+ order_no_index_map[int(d[10])] = i
+ order_no_indexes = [(k, order_no_index_map[k]) for k in order_no_index_map]
+ order_no_indexes.sort(key=lambda x: x[0])
+
+ if sell_nos:
+ for sell_info in sell_nos:
+ if sell_info[1] * sell_info[2] < 50 * 10000:
+ continue
+ for i in range(len(order_no_indexes) - 1):
+ if order_no_indexes[i][0] < sell_info[0] < order_no_indexes[i + 1][0]:
+ item = []
+ item.append(order_no_indexes[i + 1][1])
+ item.append(l2_huaxin_util.convert_time(sell_info[3][0], with_ms=True))
+ item.append("")
+ item.append(
+ "{}涓�".format(round(sell_info[1] * sell_info[2] / 10000, 1)))
+ item.append(sell_info[2])
+ item.append(sell_info[1] // 100)
+ item.append("涓诲姩鍗�")
+ item.append(1)
+ item.append(l2_huaxin_util.convert_time(sell_info[4][0], with_ms=True))
+ item.append(None)
+ item.append(sell_info[0])
+ fdatas.insert(order_no_indexes[i + 1][1], (0,None,item))
+ break
+
return fdatas
@@ -283,6 +323,6 @@
if __name__ == "__main__":
try:
- get_l2_datas("600822", date="2024-03-12")
+ get_l2_datas("600990")
except Exception as e:
logging.exception(e)
--
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