共享内存/zeromq通信测试

Administrator

2024-04-18 15ee75f52d3258b14670d0487b36eae15a4e9dbc

 l2/l2_transaction_data_processor.py

@@ -37,12 +37,6 @@
        __start_time = time.time()
        try:
            buyno_map = l2_data_util.local_today_buyno_map.get(code)
            # 暂时不需要重新加载获取
            # if not buyno_map:
            #     if trade_manager.CodesTradeStateManager().get_trade_state_cache(
            #             code) != trade_manager.TRADE_STATE_NOT_TRADE:
            #         l2_data_util.load_l2_data(code)
            #         buyno_map = l2_data_util.local_today_buyno_map.get(code)
            if buyno_map is None:
                buyno_map = {}

@@ -57,20 +51,19 @@
                    limit_up_price = round(float(limit_up_price), 2)
                # 统计卖单
                big_sell_order_info = HuaXinSellOrderStatisticManager.add_transaction_datas(code, datas, limit_up_price)
                need_cancel, cancel_msg = SCancelBigNumComputer().set_big_sell_order_info_for_cancel(code,
                                                                                                     big_sell_order_info,
                                                                                                     order_begin_pos)
                if need_cancel:
                    cancel_msg = f"S撤:{cancel_msg}"
                if is_placed_order:
                    need_cancel, cancel_msg = SCancelBigNumComputer().set_big_sell_order_info_for_cancel(code,
                                                                                                         big_sell_order_info,
                                                                                                         order_begin_pos)
                    if need_cancel:
                        cancel_msg = f"S撤:{cancel_msg}"
                    if not need_cancel:
                        need_cancel, cancel_msg = FCancelBigNumComputer().need_cancel_for_p(code, big_sell_order_info,
                                                                                            order_begin_pos)
                    if need_cancel:
                        L2TradeDataProcessor.cancel_buy(code, cancel_msg)

                if not need_cancel:
                    need_cancel, cancel_msg = FCancelBigNumComputer().need_cancel_for_p(code, big_sell_order_info,
                                                                                        order_begin_pos)

                if need_cancel:
                    L2TradeDataProcessor.cancel_buy(code, cancel_msg)

                GCancelBigNumComputer().set_big_sell_order_info(code, big_sell_order_info)
                    GCancelBigNumComputer().set_big_sell_order_info(code, big_sell_order_info)
            except Exception as e:
                async_log_util.error(logger_debug, f"卖单统计异常：{big_sell_order_info}")
                logger_debug.exception(e)
@@ -110,10 +103,10 @@
                LCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index, buy_progress_index,
                                                           total_datas)

                if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:
                if is_placed_order:
                    cancel_result = FCancelBigNumComputer().need_cancel_for_deal_fast(code, buy_progress_index)
                    if cancel_result[0]:
                        L2TradeDataProcessor.cancel_buy(code, cancel_result[1])
                        L2TradeDataProcessor.cancel_buy(code, f"F撤:{cancel_result[1]}")

                    SCancelBigNumComputer().set_transaction_index(code, order_begin_pos.buy_single_index,
                                                                  buy_progress_index)
@@ -121,7 +114,7 @@
                                                                     buy_progress_index)
            else:
                pass
            if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:
            if is_placed_order:
                # 触发L撤上重新计算
                LCancelBigNumComputer().re_compute_l_up_watch_indexes(code, order_begin_pos.buy_single_index)

@@ -130,5 +123,5 @@
            hx_logger_l2_debug.exception(e)
        finally:
            use_time = int((time.time() - __start_time) * 1000)
            if use_time > 10:
            if use_time > 5:
                async_log_util.info(hx_logger_l2_upload, f"{code}处理成交用时：{use_time}")