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 | 116 ++++++++++++++++++++++++++++++++++++++++++++++-----------
1 files changed, 93 insertions(+), 23 deletions(-)
diff --git a/utils/data_export_util.py b/utils/data_export_util.py
index 6058200..146f6ce 100644
--- a/utils/data_export_util.py
+++ b/utils/data_export_util.py
@@ -11,41 +11,68 @@
import constant
from code_attribute import gpcode_manager
import l2.l2_data_util
+from l2.huaxin import l2_huaxin_util
from log_module import log, log_export
from l2 import l2_data_source_util
+from log_module.log import logger_debug
from trade import deal_big_money_manager
+from utils import tool
+
+# 缂撳瓨L2鏁版嵁锛屾牸寮忥細{"鏃ユ湡":{鏁版嵁}}
+__l2_data_cache = {}
def export_l2_excel(code, date=None):
# 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)
- real_position_indexes = log_export.get_real_place_order_positions(code, date)
- fdatas = export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes)
+ 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, date=None):
- local_today_datas = log_export.load_l2_from_log(date)
- datas = local_today_datas[code]
+def get_l2_datas(code, today_datas=None, date=None, max_time=None):
+ __start_time = time.time()
+ if date is None:
+ date = tool.get_now_date_str()
+ datas = today_datas
+ if datas is None:
+ if date in __l2_data_cache:
+ local_today_datas = __l2_data_cache.get(date)
+ else:
+ local_today_datas = log_export.load_l2_from_log(date)
+ __l2_data_cache[date] = local_today_datas
+ datas = local_today_datas.get(code)
+ if not datas:
+ datas = []
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[d[0]] = d
+ 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]:
@@ -57,25 +84,35 @@
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)
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)
-
# 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�
+ continue
+
trade_info = find_trade_index(data["index"])
if not trade_info:
# 鑾峰彇鐪熷疄涓嬪崟浣嶇疆
@@ -155,12 +192,19 @@
# 涔�
if cancel_data:
try:
- cancel_info = "{}-{}".format(cancel_data["index"], cancel_data["val"]["time"])
+ left_num = data["val"]["num"] - cancel_data["val"]["num"]
+ if left_num > 0:
+ cancel_info = f"鎴愪氦:{left_num} 搴忓彿:{cancel_data['index']}"
+ else:
+ cancel_info = "{}-{}".format(cancel_data["index"], f"{cancel_data['val']['time']}") + (
+ f".{cancel_data['val']['tms']}" if "tms" in cancel_data["val"] else '')
except Exception as e:
logging.exception(e)
else:
- if int(data["val"].get("orderNo")) in deal_list_dict:
- cancel_info = deal_list_dict[int(data["val"].get("orderNo"))][3]
+ deal_info = deal_list_dict.get(str(data["val"].get("orderNo")))
+ if deal_info and len(deal_info) >= 5:
+ cancel_info = l2_huaxin_util.convert_time(deal_info[4],
+ with_ms=True)
format_data.append(cancel_info)
cancel_order_info = None
if trade_info:
@@ -176,6 +220,32 @@
format_data.append(cancel_order_info)
format_data.append(data["val"].get("orderNo"))
fdatas.append((style_int, trade_info, format_data))
+ logger_debug.info("寰幆缁勮鏁版嵁瀹屾垚")
+ 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
@@ -279,6 +349,6 @@
if __name__ == "__main__":
try:
- export_l2_excel("605218")
+ get_l2_datas("600990")
except Exception as e:
logging.exception(e)
--
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