bug修复

Administrator

2024-05-23 09991e316ce092d0b05a198aad9d58e78e06f69b

 huaxin_client/l2_client_for_cb.py

@@ -12,7 +12,6 @@
import time
import concurrent.futures


from code_attribute import target_codes_manager
from code_attribute.history_k_data_util import JueJinApi, JueJinHttpApi
from huaxin_client import command_manager
@@ -50,8 +49,6 @@
market_code_dict = {}




class Lev2MdSpi(lev2mdapi.CTORATstpLev2MdSpi):
    special_code_volume_for_order_dict = {}
    # 已经订阅的代码
@@ -76,9 +73,10 @@
        szse_codes = []
        sse_codes = []
        for code in codes:
            if code.find("00") == 0 or code.find("30") == 0:
            market_type = tool.get_market_type(code)
            if market_type == tool.MARKET_TYPE_SZSE:
                szse_codes.append(code.encode())
            elif code.find("60") == 0 or code.find("68") == 0:
            elif  market_type == tool.MARKET_TYPE_SSE:
                sse_codes.append(code.encode())
        return sse_codes, szse_codes

@@ -279,12 +277,20 @@
            rate = round(
                (pDepthMarketData['LastPrice'] - pDepthMarketData['PreClosePrice']) / pDepthMarketData['PreClosePrice'],
                4)
            # 代码, 最近的价格, 涨幅, 买1价， 买1量, 成交总量, 委托买入总量, 委托卖出总量

            market_call_back_queue.put_nowait((pDepthMarketData['SecurityID'], pDepthMarketData['LastPrice'], rate,
                                               pDepthMarketData['BidPrice1'], pDepthMarketData['BidVolume1'],
                                               pDepthMarketData['TotalVolumeTrade'], pDepthMarketData['TotalBidVolume'], pDepthMarketData['TotalAskVolume']))
            code = pDepthMarketData['SecurityID']
            if code.find("00") == 0 or code.find("60") == 0:
                if rate >= 0.05:
                    self.__high_rate_codes.add(code)
                else:
                    self.__high_rate_codes.discard(code)
            elif code.find("11") == 0 or code.find("12") == 0:
                # 过滤可转债
                pass
            else:
                if rate >= 0.10:
                    self.__high_rate_codes.add(code)
@@ -383,29 +389,32 @@
    初始化数据
    :return:
    """
    codes = []
    market_codes = []
    # 获取目标代码
    for i in range(3):
        try:
            codes = target_codes_manager.get_subscript_codes()
            if codes:
            underlying_codes = target_codes_manager.get_subscript_underlying_codes()
            cb_codes = target_codes_manager.get_subscript_cb_codes()
            if underlying_codes and cb_codes:
                market_codes.extend(underlying_codes)
                market_codes.extend(cb_codes)
                break
        except Exception as e:
            logger_system.exception(e)
            time.sleep(5)
    logger_system.info(f'可转债正股数量：{len(codes)}')
    if codes:
    logger_system.info(f'订阅行情数量：{len(market_codes)}')
    if market_codes:
        # 获取目标代码的收盘价
        pre_price_dict = {}
        for i in range(3):
            try:
                pre_price_dict = get_pre_price(codes)
                pre_price_dict = get_pre_price(market_codes)
                if pre_price_dict:
                    break
            except Exception as e:
                logger_system.exception(e)
                time.sleep(5)
        logger_system.info(f'可转债正股昨日收盘价数量：{len(codes)}')
        logger_system.info(f'昨日收盘价数量：{len(market_codes)}')
        if pre_price_dict:
            for k in pre_price_dict:
                if k.find("00") == 0 or k.find("60") == 0:
@@ -413,7 +422,7 @@
                else:
                    limit_up_price = tool.to_price(decimal.Decimal(str(pre_price_dict[k])) * decimal.Decimal("1.2"))
                Lev2MdSpi.limit_up_price_dict[k] = round(float(limit_up_price), 2)
    return codes
    return market_codes


def start_sub_high_price():
@@ -425,7 +434,7 @@
        time.sleep(3)


def run(trade_call_back_queue_: multiprocessing.Queue) -> None:
def run(trade_call_back_queue_: multiprocessing.Queue, market_call_back_queue_: multiprocessing.Queue) -> None:
    """
    先订阅所有的L2market行情数据，筛选出比较大的涨幅（主板>5%,科创板/创业板>10%）的票，然后订阅其交成交L2数据
    :param trade_call_back_queue_: 添加的内容格式为：（代码,交易时间）
@@ -436,8 +445,9 @@
    try:
        # log.close_print()
        # 初始化
        global trade_call_back_queue
        global trade_call_back_queue, market_call_back_queue
        trade_call_back_queue = trade_call_back_queue_
        market_call_back_queue = market_call_back_queue_
        codes = __init_data()
        __init_l2(codes)