L2成交数据中使用的队列容量扩大

Administrator

5 天以前 1c04204fcbc958a7bdef2394ff939063e56b6404

 l2_test.py

@@ -11,6 +11,7 @@
import psutil
import requests

from api import low_suction_data_pusher
from code_attribute import global_data_loader
from huaxin_client import l2_client_test, l1_subscript_codes_manager
from log_module.log import logger_local_huaxin_l2_transaction_big_order, logger_system, \
@@ -18,6 +19,7 @@
from third_data.custom_block_in_money_manager import CodeInMoneyManager, BlockInMoneyRankManager
from third_data.history_k_data_manager import HistoryKDataManager
from third_data.history_k_data_util import HistoryKDatasUtils
from trade.buy_radical.block_special_codes_manager import BlockSpecialCodesManager
from utils import tool, middle_api_protocol, global_util
import urllib.parse as urlparse
from urllib.parse import parse_qs
@@ -118,15 +120,21 @@
        codes = set()
        last_trade_day = HistoryKDatasUtils.get_latest_trading_date(1)[0]
        for code in zylt_volume_map:
            if code == '601288':
                print("")
            volume = zylt_volume_map.get(code)
            # 今日涨停价要突破昨日最高价
            k_bars = HistoryKDataManager().get_history_bars(code, last_trade_day)
            if k_bars and 30e8 <= k_bars[0]["close"] * volume * tool.get_limit_up_rate(code) <= 300e8:
                # 自由流通市值在30亿-300亿以上
            if k_bars and 10e8 <= k_bars[0]["close"] * volume * tool.get_limit_up_rate(code) <= 300e8:
                # 自由流通市值在10亿-300亿以上
                limit_up_price = round(tool.get_limit_up_rate(code) * k_bars[0]["close"], 2)
                if limit_up_price > k_bars[0]["high"]:
                if limit_up_price > k_bars[0]["high"] or True:
                    # 今日涨停价要突破昨日最高价
                    codes.add(code)
        # 获取辨识度的票
        special_codes = BlockSpecialCodesManager().get_origin_code_blocks_dict().keys()
        if special_codes:
            codes |= set(special_codes)
        return codes
    except Exception as e:
        logger_system.exception(e)
@@ -136,10 +144,17 @@
def __save_accurate_big_order(big_accurate_order_queue):
    while True:
        try:
            data = big_accurate_order_queue.get()
            logger_local_huaxin_l2_transaction_accurate_big_order.info(f"{data}")
            datas = []
            while not big_accurate_order_queue.empty():
                data = big_accurate_order_queue.get()
                datas.append(data)
            if datas:
                low_suction_data_pusher.push_big_order(datas)
                for data in datas:
                    logger_local_huaxin_l2_transaction_accurate_big_order.info(f"{data}")
        except:
            pass


def run():
    special_codes = __get_special_codes()
@@ -159,14 +174,14 @@
    for i in range(cpu_count):
        process = multiprocessing.Process(target=l2_client_test.run,
                                          args=(
                                          codes[i * page_size:(i + 1) * page_size], big_order_queue, big_accurate_order_queue, special_codes,))
                                              codes[i * page_size:(i + 1) * page_size], big_order_queue,
                                              big_accurate_order_queue, special_codes,))

        process.start()
        # 绑核运行
        psutil.Process(process.pid).cpu_affinity([i])
    threading.Thread(target=__run_upload_big_order_task, args=(big_order_upload_queue,), daemon=True).start()
    threading.Thread(target=__save_accurate_big_order, args=(big_accurate_order_queue,), daemon=True).start()


    while True:
        try:
@@ -214,6 +229,10 @@
            __upload_data("jingxuan_rank", json.dumps(fins))
            __upload_data("jingxuan_rank_out", json.dumps(fouts))
            __upload_codes_in_money()
            try:
                low_suction_data_pusher.push_block_in(in_list)
            except:
                pass
        except Exception as e:
            logging.exception(e)
        finally: