From 60d02096d9dc4bc9cb54f8cf81becd10a9dd0c61 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 24 十月 2023 16:22:47 +0800
Subject: [PATCH] L前3s囊括一次/增加L2数据接口/接口输出交易信息
---
utils/data_export_util.py | 156 +++++++++++++++++++++++++++++++++------------------
1 files changed, 101 insertions(+), 55 deletions(-)
diff --git a/utils/data_export_util.py b/utils/data_export_util.py
index 5954772..fa26cd3 100644
--- a/utils/data_export_util.py
+++ b/utils/data_export_util.py
@@ -24,10 +24,21 @@
# 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)
- export_l2_data(code, datas, process_indexs, trade_indexs)
+ fdatas = export_l2_data(code, datas, process_indexs, trade_indexs)
+ __save_l2_datas(code, fdatas)
-def export_l2_data(code, datas, process_indexs, trade_indexs, dest_dir=f"{constant.get_path_prefix()}/export/l2"):
+# 鑾峰彇L2鐨勬暟鎹�
+def get_l2_datas(code, date=None):
+ local_today_datas = log_export.load_l2_from_log(date)
+ datas = local_today_datas[code]
+ process_indexs = log_export.get_l2_process_position(code, date)
+ trade_indexs = log_export.get_l2_trade_position(code, date)
+ fdatas = export_l2_data(code, datas, process_indexs, trade_indexs)
+ return fdatas
+
+
+def export_l2_data(code, datas, process_indexs, trade_indexs):
def find_process_index(index):
for i in range(0, len(process_indexs)):
if process_indexs[i][0] <= index <= process_indexs[i][1]:
@@ -54,48 +65,23 @@
# 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)
- file_name_txt = "{}/{}_{}.txt".format(dest_dir, code, local_time)
- with open(file_name_txt, 'w') as openfile:
- for data in datas:
- openfile.write(json.dumps(data) + "\n")
- wb = xlwt.Workbook(encoding="utf-8")
- ws = wb.add_sheet('sheet1')
- ws.write(0, 0, '搴忓彿')
- ws.write(0, 1, '鏃堕棿')
- ws.write(0, 2, '涔版挙闂撮殧')
- ws.write(0, 3, '閲戦')
- ws.write(0, 4, '浠锋牸')
- ws.write(0, 5, '鎵嬫暟')
- 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
+ fdatas = []
for data in datas:
index += 1
trade_info = find_trade_index(data["index"])
- font = xlwt.Font()
- if trade_info:
- if trade_info[0] == 0:
- font.colour_index = 53
- elif trade_info[0] == 1:
- font.colour_index = 17
- elif trade_info[0] == 2:
- font.colour_index = 10
- ws.write(index, 8, trade_info[2])
- style = None
+ style_int = None
if find_process_index(data["index"]) % 2 == 0:
- style = xlwt.easyxf('pattern: pattern solid')
+ style_int = 0
else:
- style = xlwt.easyxf('pattern: pattern solid, fore_colour light_yellow')
- style.font = font
- cancel_style = xlwt.easyxf('pattern: pattern solid, fore_colour gray25')
+ style_int = 1
- ws.write(index, 0, data["index"], style)
- ws.write(index, 1, data["val"]["time"] + (f".{data['val']['tms']}" if "tms" in data["val"] else ''), style)
+ format_data = []
+ # 绱㈠紩
+ format_data.append(data["index"])
+ # 鏃堕棿
+ format_data.append(data["val"]["time"] + (f".{data['val']['tms']}" if "tms" in data["val"] else ''))
+
cancel_time = data["val"]["cancelTime"]
if cancel_time == '0':
cancel_time = ''
@@ -108,55 +94,115 @@
cancel_time += "m"
elif int(data["val"]["cancelTimeUnit"]) == 2:
cancel_time += "h"
+ # 鎾ゅ崟闂撮殧鏃堕棿
+ format_data.append(cancel_time)
+ # 閲戦
+ format_data.append("{}涓�".format(round(int(data["val"]["num"]) * float(data["val"]["price"]) / 100, 1)))
+ # 鍗曚环
+ format_data.append(data["val"]["price"])
- ws.write(index, 2, cancel_time, style)
- ws.write(index, 4, data["val"]["price"], style)
if int(data["val"]["operateType"]) == 1 or int(data["val"]["operateType"]) == 2:
- ws.write(index, 5, 0 - int(data["val"]["num"]), style)
+ format_data.append(0 - int(data["val"]["num"]))
else:
- ws.write(index, 5, int(data["val"]["num"]), style)
+ format_data.append(int(data["val"]["num"]))
limit_price = ""
if int(data["val"]["limitPrice"]) == 1:
limit_price = "娑ㄥ仠"
elif int(data["val"]["limitPrice"]) == 2:
limit_price = "璺屽仠"
-
+ operateDesc = ""
if int(data["val"]["operateType"]) == 0:
if len(limit_price) > 0:
- ws.write(index, 6, '涔� ({})'.format(limit_price), style)
+ operateDesc = '涔� ({})'.format(limit_price)
else:
- ws.write(index, 6, '涔�', style)
+ operateDesc = '涔�'
elif int(data["val"]["operateType"]) == 1:
if len(limit_price) > 0:
- ws.write(index, 6, '涔版挙 ({})'.format(limit_price), style)
+ operateDesc = '涔版挙 ({})'.format(limit_price)
+
else:
- ws.write(index, 6, '涔版挙', style)
+ operateDesc = '涔版挙'
+
elif int(data["val"]["operateType"]) == 2:
if len(limit_price) > 0:
- ws.write(index, 6, '鍗� ({})'.format(limit_price), style)
+ operateDesc = '鍗� ({})'.format(limit_price)
else:
- ws.write(index, 6, '鍗�', style)
+ operateDesc = '鍗�'
+
elif int(data["val"]["operateType"]) == 3:
if len(limit_price) > 0:
- ws.write(index, 6, '鍗栨挙 ({})'.format(limit_price), style)
+ operateDesc = '鍗栨挙 ({})'.format(limit_price)
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)
+ operateDesc = '鍗栨挙'
+ format_data.append(operateDesc)
+ format_data.append(data["re"])
# 鏌ヨ鏄惁鎾ゅ崟
+ cancel_info = None
if int(data["val"]["operateType"]) == 0:
cancel_data = l2.l2_data_util.local_today_canceled_buyno_map.get(code).get(str(data["val"]["orderNo"]))
# 涔�
if cancel_data:
try:
- ws.write(index, 8, "{}-{}".format(cancel_data["index"], cancel_data["val"]["time"]), cancel_style)
+ cancel_info = "{}-{}".format(cancel_data["index"], cancel_data["val"]["time"])
except Exception as e:
logging.exception(e)
+ format_data.append(cancel_info)
+ cancel_order_info = None
+ if trade_info:
+ if trade_info[0] == 0:
+ # font.colour_index = 53
+ pass
+ elif trade_info[0] == 1:
+ # font.colour_index = 17
+ pass
+ elif trade_info[0] == 2:
+ # font.colour_index = 10
+ cancel_order_info = trade_info[2]
+ format_data.append(cancel_order_info)
+ format_data.append(data["val"].get("orderNo"))
+ fdatas.append((style_int, format_data))
+ return fdatas
- ws.write(index, 3, "{}涓�".format(round(int(data["val"]["num"]) * float(data["val"]["price"]) / 100, 2)), style)
+
+def __save_l2_datas(code, fdatas, dest_dir=f"{constant.get_path_prefix()}/export/l2"):
+ local_time = time.strftime("%Y%m%dT%H%M%S", time.localtime(time.time()))
+ file_name = "{}/{}_{}.xls".format(dest_dir, code, local_time)
+ wb = xlwt.Workbook(encoding="utf-8")
+ ws = wb.add_sheet('sheet1')
+ ws.write(0, 0, '搴忓彿')
+ ws.write(0, 1, '鏃堕棿')
+ ws.write(0, 2, '涔版挙闂撮殧')
+ ws.write(0, 3, '閲戦')
+ ws.write(0, 4, '浠锋牸')
+ ws.write(0, 5, '鎵嬫暟')
+ 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
+ font = xlwt.Font()
+
+ cancel_style = xlwt.easyxf('pattern: pattern solid, fore_colour gray25')
+ for fdata in fdatas:
+ index += 1
+ style_int = fdata[0]
+ data = fdatas[1]
+ style = None
+ if style_int == 0:
+ style = xlwt.easyxf('pattern: pattern solid')
+ else:
+ style = xlwt.easyxf('pattern: pattern solid, fore_colour light_yellow')
+ style.font = font
+
+ for i in range(len(data)):
+ if data[i] is None:
+ continue
+ if i == 8 and data[i]:
+ ws.write(index, i, data[i], cancel_style)
+ else:
+ ws.write(index, i, data[i], style)
wb.save(file_name)
- return file_name
def export_l2_data_origin(code, datas, key, dest_dir=f"{constant.get_path_prefix()}/export/l2_origin"):
--
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