From ed9e2367eea9baa6c8bea82e0f81c209ffb2a56f Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 02 一月 2023 17:55:50 +0800
Subject: [PATCH] 撤单策略再次修改
---
data_export_util.py | 128 +++++++++++++++++++++++++++++++++---------
1 files changed, 99 insertions(+), 29 deletions(-)
diff --git a/data_export_util.py b/data_export_util.py
index 8f46882..f5341ff 100644
--- a/data_export_util.py
+++ b/data_export_util.py
@@ -7,15 +7,51 @@
import xlwt
+import l2_data_util
+import log
-def export_l2_data(code, datas, dest_dir="D:/export/l2"):
+import l2_data_manager
+
+
+def export_l2_excel(code,date=None):
+ # 鑾峰彇L2鐨勬暟鎹�
+ local_today_datas=log.load_l2_from_log(date)
+ datas = local_today_datas[code]
+ # 鑾峰彇L2澶勭悊浣嶇疆淇℃伅
+ process_indexs = log.get_l2_process_position(code,date)
+ trade_indexs = log.get_l2_trade_position(code,date)
+ export_l2_data(code, datas, process_indexs, trade_indexs)
+
+
+def export_l2_data(code, datas, process_indexs, trade_indexs, dest_dir="D:/export/l2"):
+ def find_process_index(index):
+ for i in range(0, len(process_indexs)):
+ if process_indexs[i][0] <= index <= process_indexs[i][1]:
+ return i
+ return len(process_indexs)
+
+ def find_trade_index(index):
+ for i in range(0, len(trade_indexs)):
+ if trade_indexs[i][1] == index:
+ return trade_indexs[i]
+ return None
+
+ # 鏁版嵁棰勫鐞�
+ num_operate_map = {}
+ l2_data_util.load_num_operate_map(num_operate_map, code, datas)
+ num_dict = {}
+ for data in datas:
+ if data["val"]["num"] not in num_dict:
+ num_dict[data["val"]["num"]] = []
+ num_dict[data["val"]["num"]].append(data)
+
local_time = time.strftime("%Y%m%dT%H%M%S", time.localtime(time.time()))
file_name = "{}/{}_{}.xls".format(dest_dir, code, local_time)
file_name_txt = "{}/{}_{}.txt".format(dest_dir, code, local_time)
- openfile = open(file_name_txt,'w')
+ openfile = open(file_name_txt, 'w')
try:
for data in datas:
- openfile.write(json.dumps(data)+"\n")
+ openfile.write(json.dumps(data) + "\n")
finally:
openfile.close()
wb = xlwt.Workbook()
@@ -23,20 +59,41 @@
ws.write(0, 0, '搴忓彿')
ws.write(0, 1, '鏃堕棿')
ws.write(0, 2, '涔版挙闂撮殧')
- ws.write(0, 3, '浠锋牸')
- ws.write(0, 4, '鎵嬫暟')
- ws.write(0, 5, '绫诲瀷')
- ws.write(0, 6, '閲嶅鏁伴噺')
+ ws.write(0, 3, '閲戦')
+ ws.write(0, 4, '浠锋牸')
+ ws.write(0, 5, '鎵嬫暟')
+ ws.write(0, 6, '绫诲瀷')
+ ws.write(0, 7, '閲嶅鏁伴噺')
+ ws.write(0, 8, '鎾ゅ崟鏃堕棿')
+
index = 0
for data in datas:
index += 1
- ws.write(index, 0, data["index"])
- ws.write(index, 1, data["val"]["time"])
+ trade_info = find_trade_index(data["index"])
+ font = xlwt.Font()
+ if trade_info:
+ if trade_info[0] == 0:
+ font.colour_index = 53
+ elif trade_info[0] == 1:
+ font.colour_index = 17
+ elif trade_info[0] == 2:
+ font.colour_index = 10
+ ws.write(index, 8, trade_info[2])
+ style = None
+ if find_process_index(data["index"]) % 2 == 0:
+ style = xlwt.easyxf('pattern: pattern solid')
+ else:
+ style = xlwt.easyxf('pattern: pattern solid, fore_colour light_yellow')
+ style.font = font
+ cancel_style = xlwt.easyxf('pattern: pattern solid, fore_colour gray25')
+
+ ws.write(index, 0, data["index"], style)
+ ws.write(index, 1, data["val"]["time"], style)
cancel_time = data["val"]["cancelTime"]
if cancel_time == '0':
cancel_time = ''
else:
- cancel_time= "{}".format(cancel_time)
+ cancel_time = "{}".format(cancel_time)
if len(cancel_time) > 0:
if int(data["val"]["cancelTimeUnit"]) == 0:
cancel_time += "s"
@@ -45,40 +102,52 @@
elif int(data["val"]["cancelTimeUnit"]) == 2:
cancel_time += "h"
- ws.write(index, 2, cancel_time)
- ws.write(index, 3, data["val"]["price"])
+ ws.write(index, 2, cancel_time, style)
+ ws.write(index, 4, data["val"]["price"], style)
if int(data["val"]["operateType"]) == 1 or int(data["val"]["operateType"]) == 2:
- ws.write(index, 4, 0-int(data["val"]["num"]))
+ ws.write(index, 5, 0 - int(data["val"]["num"]), style)
else:
- ws.write(index, 4, int(data["val"]["num"]))
+ ws.write(index, 5, int(data["val"]["num"]), style)
- limit_price=""
+ limit_price = ""
if int(data["val"]["limitPrice"]) == 1:
- limit_price="娑ㄥ仠"
+ limit_price = "娑ㄥ仠"
elif int(data["val"]["limitPrice"]) == 2:
- limit_price="璺屽仠"
+ limit_price = "璺屽仠"
if int(data["val"]["operateType"]) == 0:
- if len(limit_price)>0:
- ws.write(index, 5, '涔� ({})'.format(limit_price))
+ if len(limit_price) > 0:
+ ws.write(index, 6, '涔� ({})'.format(limit_price), style)
else:
- ws.write(index, 5, '涔�')
+ ws.write(index, 6, '涔�', style)
elif int(data["val"]["operateType"]) == 1:
if len(limit_price) > 0:
- ws.write(index, 5, '涔版挙 ({})'.format(limit_price))
+ ws.write(index, 6, '涔版挙 ({})'.format(limit_price), style)
else:
- ws.write(index, 5, '涔版挙')
+ ws.write(index, 6, '涔版挙', style)
elif int(data["val"]["operateType"]) == 2:
if len(limit_price) > 0:
- ws.write(index, 5, '鍗� ({})'.format(limit_price))
+ ws.write(index, 6, '鍗� ({})'.format(limit_price), style)
else:
- ws.write(index, 5, '鍗�')
+ ws.write(index, 6, '鍗�', style)
elif int(data["val"]["operateType"]) == 3:
if len(limit_price) > 0:
- ws.write(index, 5, '鍗栨挙 ({})'.format(limit_price))
+ ws.write(index, 6, '鍗栨挙 ({})'.format(limit_price), style)
else:
- ws.write(index, 5, '鍗栨挙')
- ws.write(index, 6, data["re"])
+ ws.write(index, 6, '鍗栨挙', style)
+ ws.write(index, 7, data["re"], style)
+ # 鏌ヨ鏄惁鎾ゅ崟
+ if int(data["val"]["operateType"]) == 0:
+ cancel = False
+ # 涔�
+ for d in num_dict[data["val"]["num"]]:
+ if int(d["val"]["operateType"]) == 1:
+ buy_index, buy_data = l2_data_util.get_buy_data_with_cancel_data(d, num_operate_map[code])
+ if buy_index == data["index"]:
+ ws.write(index, 8, "{}-{}".format(d["index"], d["val"]["time"]), cancel_style)
+ break
+
+ ws.write(index, 3, "{}涓�".format(round(int(data["val"]["num"]) * float(data["val"]["price"]) / 100, 2)), style)
wb.save(file_name)
return file_name
@@ -124,5 +193,6 @@
if __name__ == "__main__":
- _t = "1661391666562"
- print(_t[-3:])
+ codes = ["000610"]
+ for code in codes:
+ export_l2_excel(code,"2022-12-27")
--
Gitblit v1.8.0