From 3e3d48294346798c794bbbfee9a3a2ac9b69dc05 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 18 四月 2024 17:02:41 +0800
Subject: [PATCH] 共享内存/zeromq通信测试
---
utils/data_export_util.py | 94 ++++++++++++++++++++++++++++++++++++++++++++--
1 files changed, 89 insertions(+), 5 deletions(-)
diff --git a/utils/data_export_util.py b/utils/data_export_util.py
index c736284..734dfa1 100644
--- a/utils/data_export_util.py
+++ b/utils/data_export_util.py
@@ -15,16 +15,19 @@
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):
# 鑾峰彇L2鐨勬暟鎹�
- fdatas = get_l2_datas(code)
+ fdatas = get_l2_datas(code, date=date)
__save_l2_datas(code, fdatas)
# 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)
@@ -34,15 +37,31 @@
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 = log_export.load_huaxin_deal_record(code, date)
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)
+ active_sell_map = log_export.load_huaxin_active_sell_map(date=date)
+ active_sell_set = active_sell_map.get(code)
+ if not active_sell_set:
+ active_sell_set = set()
+ fdatas = export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes, deal_list_dict, sell_nos, active_sell_set)
return fdatas
-def export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes, deal_list_dict):
+def get_l2_transaction_datas(code, date=None):
+ if date is None:
+ date = tool.get_now_date_str()
+ sell_no_dict = log_export.load_huaxin_transaction_sell_no(code=code, date=date)
+ sell_nos = sell_no_dict.get(code)
+ fdatas = export_l2_transaction_data(code, sell_nos)
+ return fdatas
+
+
+def export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes, deal_list_dict, sell_nos, active_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]:
@@ -59,7 +78,9 @@
num_operate_map = {}
l2.l2_data_util.load_num_operate_map(num_operate_map, code, datas)
buy_no_map = {}
+ sell_no_map = {}
l2.l2_data_util.load_buy_no_map(buy_no_map, code, datas)
+ l2.l2_data_util.load_sell_no_map(sell_no_map, code, datas)
l2.l2_data_util.load_canceled_buy_no_map(l2.l2_data_util.local_today_canceled_buyno_map, code, datas)
@@ -73,6 +94,11 @@
fdatas = []
for data in datas:
index += 1
+ # 鍏堢Щ闄�
+ if data['val']['orderNo'] in active_sell_nos:
+ # 杩囨护涓诲姩鍗�
+ continue
+
trade_info = find_trade_index(data["index"])
if not trade_info:
# 鑾峰彇鐪熷疄涓嬪崟浣嶇疆
@@ -180,6 +206,64 @@
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])
+ # 涓嶆坊鍔犱富鍔ㄥ崠鏁版嵁
+ # 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
+
+
+def export_l2_transaction_data(code, sell_nos):
+ fdatas = []
+ if sell_nos:
+ index = 0
+ for sell_info in sell_nos:
+ if sell_info[1] * sell_info[2] < 50 * 10000:
+ continue
+ index += 1
+ item = []
+ item.append(index)
+ 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.append((0, None, item))
return fdatas
@@ -283,6 +367,6 @@
if __name__ == "__main__":
try:
- export_l2_excel("002036")
+ get_l2_datas("600990")
except Exception as e:
logging.exception(e)
--
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