From d7c1e83f8c4cb71b8d0c0b59e636816b5f89eda9 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 24 一月 2025 14:22:39 +0800
Subject: [PATCH] L2历史数据解析
---
log_module/log_export.py | 52 +++++++++++++++++++++++++++++++++++++++++++++++++++-
1 files changed, 51 insertions(+), 1 deletions(-)
diff --git a/log_module/log_export.py b/log_module/log_export.py
index 476ffcb..910361f 100644
--- a/log_module/log_export.py
+++ b/log_module/log_export.py
@@ -432,6 +432,7 @@
fdatas.append((time_str, code, type, data_json["data"]))
return fdatas
+
@cache_log
def load_cancel_buy_reasons(code, date=tool.get_now_date_str()):
"""
@@ -564,6 +565,54 @@
return fdatas
+@cache_log
+def load_huaxin_l2_sell_deal(code=None, date=tool.get_now_date_str()):
+ path = f"{constant.get_path_prefix()}/logs/huaxin/l2/sell_l2_deal.{date}.log"
+ fdatas = {}
+ if os.path.exists(path):
+ with open(path, 'r', encoding="utf-8") as f:
+ lines = f.readlines()
+ for line in lines:
+ if line:
+ time_str = __get_async_log_time(line)
+ data = line.split(" - ")[1].strip()
+ if data.startswith("["):
+ data = data[data.find("]") + 1:].strip()
+ data = data.split("鏈夋定鍋滀富鍔ㄥ崠锛�")[1]
+ code_ = data[:6]
+ if code and code != code_:
+ continue
+ data = data[6:].strip()
+ volume = int(data.split("鎴愪氦閲�-")[1].strip())
+ if code_ not in fdatas:
+ fdatas[code_] = []
+ fdatas[code_].append((time_str, volume))
+ return fdatas
+
+
+@cache_log
+def load_huaxin_l2_sell_delegate(code=None, date=tool.get_now_date_str()):
+ path = f"{constant.get_path_prefix()}/logs/huaxin/l2/sell_l2_delegate.{date}.log"
+ fdatas = {}
+ if os.path.exists(path):
+ with open(path, 'r', encoding="utf-8") as f:
+ lines = f.readlines()
+ for line in lines:
+ if line:
+ time_str = __get_async_log_time(line)
+ data = line.split(" - ")[1].strip()
+ if data.startswith("["):
+ data = data[data.find("]") + 1:].strip()
+ datas = data.split("-")
+ code_ = datas[0]
+ if code and code != code_:
+ continue
+ if code_ not in fdatas:
+ fdatas[code_] = []
+ fdatas[code_].append((time_str, datas[1], eval(datas[2])))
+ return fdatas
+
+
# 鍔犺浇鍗庨懌鏈湴涔板叆璁㈠崟鍙�
def load_l2_market_data():
path = f"{constant.get_path_prefix()}/logs/huaxin/l2/marketdata.{tool.get_now_date_str()}.log"
@@ -632,6 +681,7 @@
except:
pass
return fdatas
+
@cache_log
def load_huaxin_active_sell_map(date=tool.get_now_date_str()):
@@ -751,7 +801,7 @@
if __name__ == '__main__':
- load_huaxin_transaction_sell_no(code = '2024-11-10')
+ load_huaxin_transaction_sell_no(code='2024-11-10')
load_huaxin_transaction_sell_no(code='2024-11-10')
# print(get_h_cancel_compute_info("603912"))
--
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