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 | 24 +++++++++++++++++++-----
1 files changed, 19 insertions(+), 5 deletions(-)
diff --git a/utils/data_export_util.py b/utils/data_export_util.py
index 22b7b98..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)
@@ -36,11 +41,16 @@
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)
return fdatas
-def export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes):
+def export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes, deal_list_dict):
def find_process_index(index):
for i in range(0, len(process_indexs)):
if process_indexs[i][0] <= index <= process_indexs[i][1]:
@@ -150,9 +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 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:
@@ -271,6 +285,6 @@
if __name__ == "__main__":
try:
- export_l2_excel("000530")
+ export_l2_excel("000536")
except Exception as e:
logging.exception(e)
--
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