From d79bb656591b8db03f623b5354c152e1bda24a4d Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 15 四月 2024 13:39:31 +0800
Subject: [PATCH] 新版深证下单完善
---
utils/data_export_util.py | 16 ++++++++++++----
1 files changed, 12 insertions(+), 4 deletions(-)
diff --git a/utils/data_export_util.py b/utils/data_export_util.py
index ecec461..ff597d5 100644
--- a/utils/data_export_util.py
+++ b/utils/data_export_util.py
@@ -44,8 +44,11 @@
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
@@ -54,11 +57,11 @@
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)
+ 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):
+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]:
@@ -75,7 +78,9 @@
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)
@@ -89,6 +94,9 @@
fdatas = []
for data in datas:
index += 1
+ 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
--
Gitblit v1.8.0