大单净流入对撤单比例影响

Administrator

2024-04-22 30b8187bb288e69750e3280d3e1f4cccc0a01d85

 log_module/log.py

@@ -226,6 +226,15 @@
        logger.add(self.get_hx_path("l2", "transaction_desc"),
                   filter=lambda record: record["extra"].get("name") == "hx_l2_transaction_desc",
                   rotation="00:00", compression="zip", enqueue=True)

        logger.add(self.get_hx_path("l2", "l2_transaction_big_buy"),
                   filter=lambda record: record["extra"].get("name") == "hx_l2_transaction_big_buy",
                   rotation="00:00", compression="zip", enqueue=True)

        logger.add(self.get_hx_path("l2", "l2_transaction_big_sell"),
                   filter=lambda record: record["extra"].get("name") == "hx_l2_transaction_big_sell",
                   rotation="00:00", compression="zip", enqueue=True)

        logger.add(self.get_hx_path("l2", "orderdetail"),
                   filter=lambda record: record["extra"].get("name") == "hx_l2_orderdetail",
                   rotation="00:00", compression="zip", enqueue=True)
@@ -335,8 +344,6 @@
logger_l2_market_sell = __mylogger.get_logger("l2_market_sell")
logger_l2_not_buy_reasons = __mylogger.get_logger("l2_not_buy_reasons")



logger_l2_trade = __mylogger.get_logger("l2_trade")
logger_l2_trade_cancel = __mylogger.get_logger("l2_trade_cancel")
logger_l2_s_cancel = __mylogger.get_logger("s_cancel")
@@ -352,7 +359,6 @@
logger_real_place_order_position = __mylogger.get_logger("l2_real_place_order_position")
# 代码订阅日志
logger_l2_codes_subscript = __mylogger.get_logger("l2_codes_subscript")


logger_l2_big_data = __mylogger.get_logger("l2_big_data")
logger_juejin_tick = __mylogger.get_logger("juejin_tick")
@@ -407,6 +413,8 @@
hx_logger_l2_transaction = __mylogger.get_logger("hx_l2_transaction")
hx_logger_l2_transaction_sell_order = __mylogger.get_logger("hx_l2_transaction_sell_order")
hx_logger_l2_transaction_desc = __mylogger.get_logger("hx_l2_transaction_desc")
hx_logger_l2_transaction_big_buy_order = __mylogger.get_logger("hx_l2_transaction_big_buy")
hx_logger_l2_transaction_big_sell_order = __mylogger.get_logger("hx_l2_transaction_big_sell")
hx_logger_l2_market_data = __mylogger.get_logger("hx_l2_market_data")
hx_logger_l2_upload = __mylogger.get_logger("hx_l2_upload")
hx_logger_l2_debug = __mylogger.get_logger("hx_l2_debug")
@@ -431,7 +439,6 @@
logger_local_huaxin_l2_special_volume = __mylogger.get_logger("local_huaxin_l2_special_volume")



def close_print():
    logging.basicConfig(level=logging.ERROR)
    if not constant.is_windows():
@@ -440,5 +447,5 @@


if __name__ == "__main__":
    open_limit_up_codes = set({"000333","000222"})
    open_limit_up_codes = set({"000333", "000222"})
    logger_kpl_open_limit_up.info(f"炸板代码：{open_limit_up_codes}")