From d30c3d2335348d65878735b18aaf2d1f4537db1c Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 23 四月 2024 17:33:33 +0800
Subject: [PATCH] 买入目标票单价升至15块
---
utils/data_export_util.py | 94 +++++++++++++++++++++++++++++++++++------------
1 files changed, 70 insertions(+), 24 deletions(-)
diff --git a/utils/data_export_util.py b/utils/data_export_util.py
index bf26873..0f934fc 100644
--- a/utils/data_export_util.py
+++ b/utils/data_export_util.py
@@ -25,7 +25,7 @@
# 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):
if date is None:
date = tool.get_now_date_str()
datas = today_datas
@@ -44,12 +44,26 @@
sell_no_dict = log_export.load_huaxin_transaction_sell_no(code=code, date=date)
sell_nos = sell_no_dict.get(code)
-
- fdatas = export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes, deal_list_dict, sell_nos)
+ 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, sell_nos):
+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]:
@@ -66,7 +80,9 @@
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)
@@ -80,6 +96,11 @@
fdatas = []
for data in datas:
index += 1
+ # 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
@@ -169,8 +190,8 @@
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
@@ -197,29 +218,54 @@
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
+ 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
- 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
-
+ 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
--
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