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 | 62 ++++++++++++++++++-------------
1 files changed, 36 insertions(+), 26 deletions(-)
diff --git a/utils/data_export_util.py b/utils/data_export_util.py
index ecec461..734dfa1 100644
--- a/utils/data_export_util.py
+++ b/utils/data_export_util.py
@@ -44,8 +44,11 @@
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)
+ 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
@@ -54,11 +57,11 @@
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)
+ 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):
+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]:
@@ -75,7 +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)
@@ -89,6 +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
@@ -206,28 +216,28 @@
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
+ # 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
--
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