From 5ed30c03ddfedd4cf79cd8fea9fc45b05821d898 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 16 十月 2023 12:44:07 +0800
Subject: [PATCH] 真实下单位置计算方法修改
---
utils/data_export_util.py | 43 +++++++++++++++++++++++++------------------
1 files changed, 25 insertions(+), 18 deletions(-)
diff --git a/utils/data_export_util.py b/utils/data_export_util.py
index 73d86f3..5954772 100644
--- a/utils/data_export_util.py
+++ b/utils/data_export_util.py
@@ -2,6 +2,7 @@
鏁版嵁瀵煎嚭宸ュ叿
"""
import json
+import logging
import os
import time
@@ -19,6 +20,7 @@
# 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)
@@ -41,11 +43,16 @@
# 鏁版嵁棰勫鐞�
num_operate_map = {}
l2.l2_data_util.load_num_operate_map(num_operate_map, code, datas)
- num_dict = {}
- for data in datas:
- if data["val"]["num"] not in num_dict:
- num_dict[data["val"]["num"]] = []
- num_dict[data["val"]["num"]].append(data)
+ buy_no_map = {}
+ l2.l2_data_util.load_buy_no_map(buy_no_map, code, datas)
+
+ l2.l2_data_util.load_canceled_buy_no_map(l2.l2_data_util.local_today_canceled_buyno_map, code, datas)
+
+ # num_dict = {}
+ # for data in datas:
+ # if data["val"]["num"] not in num_dict:
+ # num_dict[data["val"]["num"]] = []
+ # num_dict[data["val"]["num"]].append(data)
local_time = time.strftime("%Y%m%dT%H%M%S", time.localtime(time.time()))
file_name = "{}/{}_{}.xls".format(dest_dir, code, local_time)
@@ -64,6 +71,7 @@
ws.write(0, 6, '绫诲瀷')
ws.write(0, 7, '閲嶅鏁伴噺')
ws.write(0, 8, '鎾ゅ崟鏃堕棿')
+ ws.write(0, 9, '璁㈠崟鍙�')
index = 0
for data in datas:
@@ -87,7 +95,7 @@
cancel_style = xlwt.easyxf('pattern: pattern solid, fore_colour gray25')
ws.write(index, 0, data["index"], style)
- ws.write(index, 1, data["val"]["time"], style)
+ ws.write(index, 1, data["val"]["time"] + (f".{data['val']['tms']}" if "tms" in data["val"] else ''), style)
cancel_time = data["val"]["cancelTime"]
if cancel_time == '0':
cancel_time = ''
@@ -135,18 +143,16 @@
else:
ws.write(index, 6, '鍗栨挙', style)
ws.write(index, 7, data["re"], style)
+ ws.write(index, 9, data["val"].get("orderNo"), style)
# 鏌ヨ鏄惁鎾ゅ崟
if int(data["val"]["operateType"]) == 0:
- cancel = False
+ cancel_data = l2.l2_data_util.local_today_canceled_buyno_map.get(code).get(str(data["val"]["orderNo"]))
# 涔�
- for d in num_dict[data["val"]["num"]]:
- if int(d["val"]["operateType"]) == 1:
- buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data(code, d,
- num_operate_map[
- code])
- if buy_index == data["index"]:
- ws.write(index, 8, "{}-{}".format(d["index"], d["val"]["time"]), cancel_style)
- break
+ if cancel_data:
+ try:
+ ws.write(index, 8, "{}-{}".format(cancel_data["index"], cancel_data["val"]["time"]), cancel_style)
+ except Exception as e:
+ logging.exception(e)
ws.write(index, 3, "{}涓�".format(round(int(data["val"]["num"]) * float(data["val"]["price"]) / 100, 2)), style)
wb.save(file_name)
@@ -199,9 +205,10 @@
datas = local_today_datas[code]
num_operate_map = {}
l2.l2_data_util.load_num_operate_map(num_operate_map, code, datas)
- for progress in progresses:
- deal_big_money_manager.DealComputeProgressManager().set_trade_progress(code, progress, datas, num_operate_map[code])
if __name__ == "__main__":
- export_l2_excel("002765")
+ try:
+ export_l2_excel("600476")
+ except Exception as e:
+ logging.exception(e)
--
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