共享内存/zeromq通信测试

Administrator

2024-04-18 15ee75f52d3258b14670d0487b36eae15a4e9dbc

 l2/l2_transaction_data_manager.py

@@ -11,7 +11,7 @@
from l2.place_order_single_data_manager import L2TradeSingleDataProcessor, L2TradeSingleDataManager

from log_module import async_log_util
from log_module.log import hx_logger_l2_transaction_desc, hx_logger_l2_transaction_sell_order
from log_module.log import hx_logger_l2_transaction_desc, hx_logger_l2_transaction_sell_order, hx_logger_l2_active_sell

from utils import tool

@@ -141,16 +141,18 @@
        # 保存最近的成交价格:(价格,成交时间)
        cls.__latest_trade_price_dict[code] = (datas[-1][1], datas[-1][3])

        L2TradeSingleDataProcessor.process_passive_limit_up_sell_data(code, datas, limit_up_price)

        for d in datas:
            # 获取当前是否为主动买
            try:
                _is_active_sell = is_active_sell(d[7], d[6])
                if not _is_active_sell and d[1] == limit_up_price:
                    # 被动涨停卖,这个卖的订单是否在最近的涨停卖列表中
                    L2TradeSingleDataProcessor.process_passive_limit_up_sell_data(d)

                if not _is_active_sell:
                    continue

                if d[1] == limit_up_price:
                    # 涨停主动卖
                    L2TradeSingleDataProcessor.add_active_limit_up_sell_data(d)

                # 判断是否是涨停被动变主动
                last_trade_data = cls.__last_trade_data_dict.get(code)
@@ -185,6 +187,9 @@
                        # 只保留10w以上的单
                        if money > 100000:
                            cls.__latest_all_sell_orders_dict[code].append(info)
                        if limit_up_price == info[2]:
                            # 将涨停主动卖记入日志
                            l2_log.info(code, hx_logger_l2_active_sell, f"{info}")

                        cls.__latest_sell_order_dict[code] = [d[7], d[2], d[1], (d[3], d[6]), (d[3], d[6])]
            finally: