From 365491c1fcf523994035e4bd28d8b5872dd6ec98 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 31 七月 2025 14:47:48 +0800
Subject: [PATCH] 除权采用掘金更新K线
---
utils/data_export_util.py | 69 ++++++++++++++++++++++++++++------
1 files changed, 57 insertions(+), 12 deletions(-)
diff --git a/utils/data_export_util.py b/utils/data_export_util.py
index e5c159f..781cfb3 100644
--- a/utils/data_export_util.py
+++ b/utils/data_export_util.py
@@ -7,6 +7,7 @@
import os
import time
+import dask
import xlwt
import constant
@@ -18,6 +19,7 @@
from l2 import l2_data_source_util, l2_data_util
from log_module.log import logger_debug
from trade import deal_big_money_manager
+from trade.buy_money_count_setting import BuyMoneyUtil
from utils import tool
# 缂撳瓨L2鏁版嵁锛屾牸寮忥細{"鏃ユ湡":{鏁版嵁}}
@@ -31,7 +33,15 @@
# 鑾峰彇L2鐨勬暟鎹�
-def get_l2_datas(code, today_datas=None, date=None, end_index=None):
+def get_l2_datas(code, today_datas=None, date=None, end_index=None, fast_mode=False):
+ """
+ @param code:
+ @param today_datas:
+ @param date:
+ @param end_index:
+ @param fast_mode: 鏄惁鏄�ラ�熸ā寮�
+ @return:
+ """
__start_time = time.time()
if date is None:
date = tool.get_now_date_str()
@@ -52,19 +62,44 @@
real_position_indexes = []
deal_list = []
cancel_reasons = {}
+ sell_no_dict = {}
+ active_sell_map = {}
else:
- 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)
- deal_list = log_export.load_huaxin_deal_record(code, date)
- cancel_reasons = log_export.load_cancel_buy_reasons(code, date)
+ if not fast_mode:
+ tasks = [dask.delayed(log_export.get_l2_process_position)(code, date),
+ dask.delayed(log_export.get_l2_trade_position)(code, date),
+ dask.delayed(log_export.get_real_place_order_positions)(code, date),
+ dask.delayed(log_export.load_huaxin_deal_record)(code, date),
+ dask.delayed(log_export.load_cancel_buy_reasons)(code, date),
+ dask.delayed(log_export.load_huaxin_transaction_sell_no)(code, date),
+ dask.delayed(log_export.load_huaxin_active_sell_map)(date),
+ ]
+ results = dask.delayed(tasks).compute()
+ process_indexs = results[0]
+ trade_indexs = results[1]
+ real_position_indexes = results[2]
+ deal_list = results[3]
+ cancel_reasons = results[4]
+ sell_no_dict = results[5]
+ active_sell_map = results[6]
+ else:
+ process_indexs = []
+ trade_indexs = []
+ deal_list = []
+ sell_no_dict = {}
+ active_sell_map = {}
+ tasks = [dask.delayed(log_export.get_real_place_order_positions)(code, date),
+ dask.delayed(log_export.load_cancel_buy_reasons)(code, date),
+ ]
+ results = dask.delayed(tasks).compute()
+ real_position_indexes = results[0]
+ cancel_reasons = results[1]
+
+
deal_list_dict = {}
for d in deal_list:
deal_list_dict[str(d[0])] = d
-
- sell_no_dict = log_export.load_huaxin_transaction_sell_no(code=code, date=date)
sell_nos = sell_no_dict.get(code)
- 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()
@@ -81,7 +116,6 @@
if deal_big_buy_order_list:
for d in deal_big_buy_order_list:
deal_big_buy_order_no_dict[d[0]] = d
-
fdatas = export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes, deal_list_dict, sell_nos,
active_sell_set, cancel_reasons, deal_big_buy_order_no_dict)
return fdatas
@@ -132,10 +166,20 @@
fdatas = []
# 鏁版嵁澶灏遍渶瑕佽繃婊ゆ帀灏忛噾棰�
is_data_too_large = len(datas) > 20000
+
+ limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
+ if limit_up_price:
+ # 闇�瑕佽闃呯殑鐗规畩鐨勯噺
+ special_volumes = BuyMoneyUtil.get_possible_buy_volumes(limit_up_price)
+ special_volumes = [x // 100 for x in special_volumes]
+ else:
+ special_volumes = []
+
for data in datas:
index += 1
if is_data_too_large and data['val']['num'] * float(data['val']['price']) < 5000:
- if data["index"] not in real_position_indexes:
+ # 灏忓崟
+ if data["index"] not in real_position_indexes and data['val']['num'] not in special_volumes:
continue
# 鍏堢Щ闄�
@@ -276,9 +320,10 @@
format_data.append(f"{round(d[2] / 10000, 1)}涓�")
format_data.append(round(d[2] / d[1], 2))
format_data.append(d[1] // 100)
- format_data.append('涔�')
+ format_data.append('涓诲姩涔�')
format_data.append(1)
format_data.append(l2_huaxin_util.convert_time(d[4], with_ms=True))
+ format_data.append('')
format_data.append(d[0])
fdatas.insert(i, (0, None, format_data))
logger_debug.info("寰幆缁勮鏁版嵁瀹屾垚")
--
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