From 3da5d1ef00cf7665c2d37f837e6845c92d22e31c Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 15 十二月 2023 16:02:08 +0800
Subject: [PATCH] 前日炸板策略修改
---
utils/data_export_util.py | 32 ++++++++++++++++++++------------
1 files changed, 20 insertions(+), 12 deletions(-)
diff --git a/utils/data_export_util.py b/utils/data_export_util.py
index 22b7b98..7395f82 100644
--- a/utils/data_export_util.py
+++ b/utils/data_export_util.py
@@ -11,6 +11,7 @@
import constant
from code_attribute import gpcode_manager
import l2.l2_data_util
+from l2.huaxin import l2_huaxin_util
from log_module import log, log_export
from l2 import l2_data_source_util
from trade import deal_big_money_manager
@@ -18,14 +19,7 @@
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)
- fdatas = export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes)
+ fdatas = get_l2_datas(code)
__save_l2_datas(code, fdatas)
@@ -36,11 +30,15 @@
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[str(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]:
@@ -150,9 +148,19 @@
# 涔�
if cancel_data:
try:
- cancel_info = "{}-{}".format(cancel_data["index"], cancel_data["val"]["time"])
+ left_num = data["val"]["num"] - cancel_data["val"]["num"]
+ if left_num > 0:
+ cancel_info = f"{left_num}鎵嬫湭鎾�:{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:
+ 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
if trade_info:
@@ -271,6 +279,6 @@
if __name__ == "__main__":
try:
- export_l2_excel("000530")
+ export_l2_excel("002036")
except Exception as e:
logging.exception(e)
--
Gitblit v1.8.0