From cbe19ea6066a600cbd0b5110db5d43f8252d14a8 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 13 六月 2024 11:23:53 +0800
Subject: [PATCH] L撤成交进度相关改进
---
utils/data_export_util.py | 57 +++++++++------------------------------------------------
1 files changed, 9 insertions(+), 48 deletions(-)
diff --git a/utils/data_export_util.py b/utils/data_export_util.py
index 90fca46..146f6ce 100644
--- a/utils/data_export_util.py
+++ b/utils/data_export_util.py
@@ -39,20 +39,14 @@
local_today_datas = __l2_data_cache.get(date)
else:
local_today_datas = log_export.load_l2_from_log(date)
- __l2_data_cache[code] = local_today_datas
+ __l2_data_cache[date] = local_today_datas
datas = local_today_datas.get(code)
if not datas:
datas = []
- logger_debug.info("鍔犺浇L2閫愮瑪濮旀墭鑰楁椂锛歿}", f"{(time.time() - __start_time)}")
- __start_time = time.time()
process_indexs = log_export.get_l2_process_position(code, date)
- logger_debug.info("鍔犺浇L2閫愮瑪濮旀墭鎵规鑰楁椂锛歿}", f"{(time.time() - __start_time)}")
- __start_time = time.time()
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, date)
- logger_debug.info("鍔犺浇鍏朵粬浜ゆ槗鍙傛暟鑰楁椂锛歿}", f"{(time.time() - __start_time)}")
- __start_time = time.time()
deal_list_dict = {}
for d in deal_list:
deal_list_dict[str(d[0])] = d
@@ -61,14 +55,10 @@
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)
- logger_debug.info("鍔犺浇鍗栧崟鑰楁椂锛歿}", f"{(time.time() - __start_time)}")
- __start_time = time.time()
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)
- logger_debug.info("缁勮鏁版嵁鑰楁椂锛歿}", f"{(time.time() - __start_time)}")
- __start_time = time.time()
return fdatas
@@ -94,7 +84,6 @@
if trade_indexs[i][1] == index:
return trade_indexs[i]
return None
-
# 鏁版嵁棰勫鐞�
num_operate_map = {}
l2.l2_data_util.load_num_operate_map(num_operate_map, code, datas)
@@ -102,19 +91,23 @@
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)
-
# 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)
-
+ logger_debug.info(f"寰幆缁勮鏁版嵁寮�濮嬶細闀垮害-{len(datas)} 涓诲姩鍗栭暱搴�-{len(active_sell_nos)}")
index = 0
fdatas = []
+ # 鏁版嵁澶灏遍渶瑕佽繃婊ゆ帀灏忛噾棰�
+ is_data_too_large = len(datas) > 20000
for data in datas:
index += 1
+ if is_data_too_large and data['val']['num'] * float(data['val']['price']) < 5000:
+ if data["index"] not in real_position_indexes:
+ continue
+
# 鍏堢Щ闄�
if data['val']['orderNo'] in active_sell_nos:
# 杩囨护涓诲姩鍗�
@@ -227,39 +220,7 @@
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
-
+ logger_debug.info("寰幆缁勮鏁版嵁瀹屾垚")
return fdatas
--
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