From d6b6be5eb2ae00a8ccf46bd7d53cd7d0c1e59c72 Mon Sep 17 00:00:00 2001 From: Administrator <admin@example.com> Date: 星期五, 24 十一月 2023 19:19:37 +0800 Subject: [PATCH] 初始化独立某些方法 --- utils/data_export_util.py | 18 ++++++++++++------ 1 files changed, 12 insertions(+), 6 deletions(-) diff --git a/utils/data_export_util.py b/utils/data_export_util.py index c807452..209f42a 100644 --- a/utils/data_export_util.py +++ b/utils/data_export_util.py @@ -11,6 +11,7 @@ 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 trade import deal_big_money_manager @@ -25,7 +26,11 @@ 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) + deal_list = log_export.load_huaxin_deal_record(code) + deal_list_dict = {} + for d in deal_list: + deal_list_dict[d[0]] = d + fdatas = export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes, deal_list_dict) __save_l2_datas(code, fdatas) @@ -37,7 +42,7 @@ 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_dict={} + deal_list_dict = {} for d in deal_list: deal_list_dict[d[0]] = d @@ -155,12 +160,13 @@ # 涔� if cancel_data: try: - cancel_info = "{}-{}".format(cancel_data["index"], cancel_data["val"]["time"]) + 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 data["val"].get("orderNo") in deal_list_dict: - cancel_info = deal_list_dict[ data["val"].get("orderNo")][3] + if int(data["val"].get("orderNo")) in deal_list_dict: + cancel_info = l2_huaxin_util.convert_time(deal_list_dict[int(data["val"].get("orderNo"))][3], + with_ms=True) format_data.append(cancel_info) cancel_order_info = None if trade_info: @@ -279,6 +285,6 @@ if __name__ == "__main__": try: - export_l2_excel("605218") + export_l2_excel("000536") except Exception as e: logging.exception(e) -- Gitblit v1.8.0