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 | 70 +++++++++++++---------------------
1 files changed, 27 insertions(+), 43 deletions(-)
diff --git a/utils/data_export_util.py b/utils/data_export_util.py
index ff597d5..146f6ce 100644
--- a/utils/data_export_util.py
+++ b/utils/data_export_util.py
@@ -14,8 +14,12 @@
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):
@@ -25,12 +29,17 @@
# 鑾峰彇L2鐨勬暟鎹�
-def get_l2_datas(code, today_datas=None, date=None):
+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:
- local_today_datas = log_export.load_l2_from_log(date)
+ 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 = []
@@ -48,7 +57,8 @@
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)
+ fdatas = export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes, deal_list_dict, sell_nos,
+ active_sell_set)
return fdatas
@@ -61,7 +71,8 @@
return fdatas
-def export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes, deal_list_dict, sell_nos,active_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]:
@@ -73,7 +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)
@@ -81,22 +91,28 @@
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
@@ -186,8 +202,8 @@
logging.exception(e)
else:
deal_info = deal_list_dict.get(str(data["val"].get("orderNo")))
- if deal_info:
- cancel_info = l2_huaxin_util.convert_time(deal_info[3],
+ 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
@@ -204,39 +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])
-
- 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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