"""
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GUI管理
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"""
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import math
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import psutil
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import constant
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from code_attribute import gpcode_manager
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from l2.subscript import l2_subscript_manager
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from log_module import log
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from log_module.log import logger_l2_trade, logger_system
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import logging
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import multiprocessing
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import os
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import threading
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from task import task_manager
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from third_data import hx_qc_value_util
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from third_data.code_plate_key_manager import KPLPlateForbiddenManager
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from utils import shared_memery_util
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logger_system.info("程序启动Pre：{}", os.getpid())
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import huaxin_client.trade_client
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import huaxin_client.l2_client
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import huaxin_client.l1_client
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from huaxin_client import l2_market_client, l2_client_v2
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from servers import server_util, huaxin_trade_server, server
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def run_strategy(queue_strategy_r_trade_w_: multiprocessing.Queue,
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queue_l1_w_strategy_r_: multiprocessing.Queue,
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queue_strategy_w_trade_r_: multiprocessing.Queue,
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queue_strategy_w_trade_r_for_read_: multiprocessing.Queue,
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trade_ipc_addr):
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"""
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策略进程
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@param queue_strategy_r_trade_w_:
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@param queue_l1_w_strategy_r_:
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@param queue_strategy_w_trade_r_:
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@param queue_strategy_w_trade_r_for_read_:
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@param trade_ipc_addr: 交易ipc地址(下单地址, 撤单地址)
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@return:
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"""
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logger_system.info("策略进程ID：{}", os.getpid())
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log.close_print()
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# 初始化参数
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server.global_data_loader.init()
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# 开启数据服务器
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threading.Thread(target=server_util.run_data_server, name="createDataServer", daemon=True).start()
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# 运行数据监听服务
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threading.Thread(target=task_manager.run_data_listener, name="task_manager",
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args=(queue_other_w_l2_r, queue_l1_w_strategy_r_),
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daemon=True).start()
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#
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# 启动华鑫交易服务
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huaxin_trade_server.run(queue_strategy_r_trade_w_, queue_strategy_w_trade_r_,
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queue_strategy_w_trade_r_for_read_,
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trade_ipc_addr)
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# 主服务
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def createServer(pipe):
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logger_system.info("create Server")
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laddr = "", 9001
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try:
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tcpserver = server.MyThreadingTCPServer(laddr, server.MyBaseRequestHandle,
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pipe_trade=pipe) # 注意：参数是MyBaseRequestHandle
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tcpserver.serve_forever()
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except Exception as e:
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logger_system.exception(e)
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logger_system.error(f"端口服务器：{laddr[1]} 启动失败")
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if __name__ == '__main__1':
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huaxin_client.l2_client.test()
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def __create_l2_subscript():
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channel_list = []
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for i in range(constant.HUAXIN_L2_MAX_CODES_COUNT):
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# 创建委托/成交的共享数组和ZMQ通信通道
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delegate_ipc_addr = f"ipc://order_{i}.ipc"
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deal_ipc_addr = f"ipc://deal_{i}.ipc"
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delegate = [0, shared_memery_util.create_array(), delegate_ipc_addr]
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delegate[0] = shared_memery_util.get_number(delegate[1])
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deal = [0, shared_memery_util.create_array(), deal_ipc_addr]
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deal[0] = shared_memery_util.get_number(deal[1])
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channel_list.append((delegate, deal))
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# L2进程数量
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l2_process_count = 8
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base_channel_count = len(channel_list) // l2_process_count
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left_count = len(channel_list) % l2_process_count
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index = 0
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# ======分组======
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# 记录每个分组的数量
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channel_count_list = []
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# 数据回调队列
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data_callback_queue_list = []
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# 消息传递队列
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sub_single_queue_list = []
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for i in range(l2_process_count):
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channel_count = base_channel_count + (1 if i < left_count else 0)
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channel_count_list.append(channel_count)
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# 该进程下的通道
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channels = channel_list[index:index + channel_count]
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index += channel_count
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# 订阅信号队列, 数据回调队列（回调频次小的数据通过这种回调）
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sub_single_queue, data_callback_queue = multiprocessing.Queue(maxsize=1024), multiprocessing.Queue(maxsize=1024)
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sub_single_queue_list.append(sub_single_queue)
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data_callback_queue_list.append(data_callback_queue)
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l2_process = multiprocessing.Process(target=l2_client_v2.run,
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args=(sub_single_queue, data_callback_queue, channels, i, ))
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l2_process.start()
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l2_subscript_manager.process_manager = l2_subscript_manager.TargetCodeProcessManager(sub_single_queue_list, channel_count_list)
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# 监听L2市场行情数据
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huaxin_trade_server.run_l2_market_info_reciever(data_callback_queue_list)
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# 启动ZMQserver，针对委托队列与成交队列进行监听
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l2_subscript_manager.L2DataListener(channel_list).create_data_listener(huaxin_trade_server.my_l2_data_callback)
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if __name__ == '__main__':
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# 可绑定16-31之间的核
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try:
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logger_l2_trade.info("启动程序")
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logger_system.info("启动程序--------")
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log.close_print()
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# L2读其他写
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queue_other_w_l2_r = multiprocessing.Queue(maxsize=1000)
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# l1
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queue_l1_w_strategy_r = multiprocessing.Queue(maxsize=1000)
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queue_l1_r_strategy_w = multiprocessing.Queue(maxsize=1000)
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# 交易读策略写
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queue_strategy_w_trade_r = multiprocessing.Queue(maxsize=1000)
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queue_strategy_w_trade_r_for_read = multiprocessing.Queue(maxsize=1000)
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# 策略读交易写
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queue_strategy_r_trade_w = multiprocessing.Queue(maxsize=1000)
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# 下单,撤单ipc地址
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order_ipc_addr, cancel_order_ipc_addr = "ipc://trade_order.ipc", "ipc://trade_cancel_order.ipc"
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logger_system.info("主进程ID：{}", os.getpid())
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fix_codes = set()
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open_buy_codes = gpcode_manager.BuyOpenLimitUpCodeManager().get_codes()
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if open_buy_codes:
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fix_codes |= set(open_buy_codes)
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# 要监控的高标
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high_codes = KPLPlateForbiddenManager().get_watch_high_codes()
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if high_codes:
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fix_codes |= set(high_codes)
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# L1订阅数据
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l1Process = multiprocessing.Process(target=huaxin_client.l1_client.run,
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args=(queue_l1_w_strategy_r, queue_l1_r_strategy_w,
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fix_codes,))
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l1Process.start()
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l2MarketProcess = multiprocessing.Process(target=l2_market_client.run,
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args=(queue_l1_w_strategy_r,))
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l2MarketProcess.start()
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# 交易进程
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tradeProcess = multiprocessing.Process(
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target=huaxin_client.trade_client.run,
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args=(order_ipc_addr, cancel_order_ipc_addr, queue_strategy_r_trade_w, queue_strategy_w_trade_r,
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queue_strategy_w_trade_r_for_read))
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tradeProcess.start()
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# 此处将L2的进程与策略进程合并
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# 测试L2单独进程
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if constant.IS_L2_NEW:
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__create_l2_subscript()
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else:
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# 将L2的进程改为线程执行
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threading.Thread(target=huaxin_client.l2_client.run, args=(
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queue_other_w_l2_r, huaxin_trade_server.my_l2_data_callbacks), daemon=True).start()
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# 运行华鑫增值服务进程
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threading.Thread(target=hx_qc_value_util.run, daemon=True).start()
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# 绑核运行
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# psutil.Process(l1Process.pid).cpu_affinity([20])
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# psutil.Process(tradeProcess.pid).cpu_affinity([21, 22])
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# cpu_indexes = [i for i in range(23, 30)]
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# psutil.Process(os.getpid()).cpu_affinity(cpu_indexes)
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# 主进程
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run_strategy(queue_strategy_r_trade_w, queue_l1_w_strategy_r, queue_strategy_w_trade_r,
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queue_strategy_w_trade_r_for_read,
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(order_ipc_addr, cancel_order_ipc_addr))
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# 将tradeServer作为主进程
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l1Process.join()
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# l2Process.join()
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tradeProcess.join()
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except Exception as e:
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logging.exception(e)
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logger_system.exception(e)
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