From cd5863943c5c207601df5c91ec1159c41fb044fb Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 04 九月 2024 18:13:52 +0800
Subject: [PATCH] 小群撤参数修改
---
utils/data_export_util.py | 27 ++++++++++++++++++++++-----
1 files changed, 22 insertions(+), 5 deletions(-)
diff --git a/utils/data_export_util.py b/utils/data_export_util.py
index 8e3137d..046716c 100644
--- a/utils/data_export_util.py
+++ b/utils/data_export_util.py
@@ -1,6 +1,7 @@
"""
鏁版嵁瀵煎嚭宸ュ叿
"""
+import copy
import json
import logging
import os
@@ -13,7 +14,7 @@
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 l2 import l2_data_source_util, l2_data_util
from log_module.log import logger_debug
from trade import deal_big_money_manager
from utils import tool
@@ -29,7 +30,7 @@
# 鑾峰彇L2鐨勬暟鎹�
-def get_l2_datas(code, today_datas=None, date=None, max_time=None):
+def get_l2_datas(code, today_datas=None, date=None, end_index=None):
__start_time = time.time()
if date is None:
date = tool.get_now_date_str()
@@ -66,6 +67,14 @@
active_sell_set = active_sell_map.get(code)
if not active_sell_set:
active_sell_set = set()
+ # 濡傛灉鏈夋埅鑷充綅缃�
+ if end_index:
+ datas = copy.deepcopy(datas)
+ for i in range(len(datas)):
+ if datas[i]["index"] == end_index:
+ datas = datas[:i]
+ break
+
fdatas = export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes, deal_list_dict, sell_nos,
active_sell_set, cancel_reasons)
return fdatas
@@ -93,6 +102,11 @@
if trade_indexs[i][1] == index:
return trade_indexs[i]
return None
+
+ # 鏈�鏂扮殑涓�鏉℃暟鎹�
+ latest_data = datas[-1]
+ latest_time_str_with_ms = l2.l2_data_util.L2DataUtil.get_time_with_ms(latest_data["val"])
+
# 鏁版嵁棰勫鐞�
num_operate_map = {}
@@ -200,7 +214,8 @@
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:
+ if cancel_data and latest_data["index"] >= cancel_data["index"]:
+ # 濡傛灉鎾ゅ崟绱㈠紩涓嶈兘姣旀渶杩戞暟鎹储寮曡繕澶�
try:
left_num = data["val"]["num"] - cancel_data["val"]["num"]
if left_num > 0:
@@ -213,8 +228,10 @@
else:
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)
+ # 鎴愪氦鏃堕棿涓嶈兘姣斿綋鍓嶇储寮曟椂闂村ぇ
+ if tool.trade_time_sub_with_ms(cancel_info , latest_time_str_with_ms) <= 0:
+ 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:
--
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