From d2a4dd9c837f8df2a19e58f7fb4c81a91c114b67 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 15 八月 2025 13:15:32 +0800
Subject: [PATCH] 自动加想接口
---
utils/data_export_util.py | 55 ++++++++++++++++++++++++++++++++++++++++++++-----------
1 files changed, 44 insertions(+), 11 deletions(-)
diff --git a/utils/data_export_util.py b/utils/data_export_util.py
index 4de83e7..781cfb3 100644
--- a/utils/data_export_util.py
+++ b/utils/data_export_util.py
@@ -7,6 +7,7 @@
import os
import time
+import dask
import xlwt
import constant
@@ -32,7 +33,15 @@
# 鑾峰彇L2鐨勬暟鎹�
-def get_l2_datas(code, today_datas=None, date=None, end_index=None):
+def get_l2_datas(code, today_datas=None, date=None, end_index=None, fast_mode=False):
+ """
+ @param code:
+ @param today_datas:
+ @param date:
+ @param end_index:
+ @param fast_mode: 鏄惁鏄�ラ�熸ā寮�
+ @return:
+ """
__start_time = time.time()
if date is None:
date = tool.get_now_date_str()
@@ -53,19 +62,44 @@
real_position_indexes = []
deal_list = []
cancel_reasons = {}
+ sell_no_dict = {}
+ active_sell_map = {}
else:
- 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, date)
- cancel_reasons = log_export.load_cancel_buy_reasons(code, date)
+ if not fast_mode:
+ tasks = [dask.delayed(log_export.get_l2_process_position)(code, date),
+ dask.delayed(log_export.get_l2_trade_position)(code, date),
+ dask.delayed(log_export.get_real_place_order_positions)(code, date),
+ dask.delayed(log_export.load_huaxin_deal_record)(code, date),
+ dask.delayed(log_export.load_cancel_buy_reasons)(code, date),
+ dask.delayed(log_export.load_huaxin_transaction_sell_no)(code, date),
+ dask.delayed(log_export.load_huaxin_active_sell_map)(date),
+ ]
+ results = dask.delayed(tasks).compute()
+ process_indexs = results[0]
+ trade_indexs = results[1]
+ real_position_indexes = results[2]
+ deal_list = results[3]
+ cancel_reasons = results[4]
+ sell_no_dict = results[5]
+ active_sell_map = results[6]
+ else:
+ process_indexs = []
+ trade_indexs = []
+ deal_list = []
+ sell_no_dict = {}
+ active_sell_map = {}
+ tasks = [dask.delayed(log_export.get_real_place_order_positions)(code, date),
+ dask.delayed(log_export.load_cancel_buy_reasons)(code, date),
+ ]
+ results = dask.delayed(tasks).compute()
+ real_position_indexes = results[0]
+ cancel_reasons = results[1]
+
+
deal_list_dict = {}
for d in deal_list:
deal_list_dict[str(d[0])] = d
-
- 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()
@@ -82,7 +116,6 @@
if deal_big_buy_order_list:
for d in deal_big_buy_order_list:
deal_big_buy_order_no_dict[d[0]] = d
-
fdatas = export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes, deal_list_dict, sell_nos,
active_sell_set, cancel_reasons, deal_big_buy_order_no_dict)
return fdatas
@@ -138,7 +171,7 @@
if limit_up_price:
# 闇�瑕佽闃呯殑鐗规畩鐨勯噺
special_volumes = BuyMoneyUtil.get_possible_buy_volumes(limit_up_price)
- special_volumes = [x//100 for x in special_volumes]
+ special_volumes = [x // 100 for x in special_volumes]
else:
special_volumes = []
--
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