撤单策略再次修改

Administrator

2022-12-18 86e0061f9cf211b98252a9e6b71d6c9801e4a16b

 log.py

@@ -35,6 +35,13 @@

        logger.add(self.get_path("l2", "l2_trade"), filter=lambda record: record["extra"].get("name") == "l2_trade",
                   rotation="00:00", compression="zip", enqueue=True)

        logger.add(self.get_path("l2", "l2_data"), filter=lambda record: record["extra"].get("name") == "l2_data",
                   rotation="00:00", compression="zip", enqueue=True)

        logger.add(self.get_path("l2", "l2_latest_data"), filter=lambda record: record["extra"].get("name") == "l2_latest_data",
                   rotation="00:00", compression="zip", enqueue=True)

        # 显示在控制台
        logger.add(sys.stdout,
                   filter=lambda record: record["extra"].get("name") == "l2_trade")
@@ -48,6 +55,10 @@

        logger.add(self.get_path("l2", "l2_big_data"),
                   filter=lambda record: record["extra"].get("name") == "l2_big_data",
                   rotation="00:00", compression="zip", enqueue=True)

        logger.add(self.get_path("l2", "l2_trade_queue"),
                   filter=lambda record: record["extra"].get("name") == "l2_trade_queue",
                   rotation="00:00", compression="zip", enqueue=True)

        logger.add(self.get_path("juejin", "juejin_tick"),
@@ -90,10 +101,13 @@
logger_l2_error = __mylogger.get_logger("l2_error")
logger_l2_process = __mylogger.get_logger("l2_process")
logger_l2_process_time = __mylogger.get_logger("l2_process_time")
logger_l2_data = __mylogger.get_logger("l2_data")
logger_l2_latest_data = __mylogger.get_logger("l2_latest_data")

logger_l2_trade = __mylogger.get_logger("l2_trade")
logger_l2_trade_cancel = __mylogger.get_logger("l2_trade_cancel")
logger_l2_trade_buy = __mylogger.get_logger("l2_trade_buy")
logger_l2_trade_queue = __mylogger.get_logger("l2_trade_queue")

logger_l2_big_data = __mylogger.get_logger("l2_big_data")
logger_juejin_tick = __mylogger.get_logger("juejin_tick")
@@ -169,21 +183,36 @@
    return tool.time_seconds_format(s - 2 - cha)


def load_l2_from_log():
    today_data = {}
    date = datetime.datetime.now().strftime("%Y-%m-%d")
    with open("D:/logs/gp/l2/l2_data.{}.log".format(date), mode='r') as f:
        while True:
            data = f.readline()
            if not data:
                break
            index = data.find('save_l2_data:')
            index = data.find('-', index)
            data = data[index + 1:].strip()
            code = data[0:6]
            data = data[7:]
            dict_ = eval(data)
            if code not in today_data:
                today_data[code] = dict_
            else:
                today_data[code].extend(dict_)
    for key in today_data:
        news = sorted(today_data[key], key=lambda x: x["index"])
        today_data[key] = news
        print(key, len(today_data[key]) - 1, today_data[key][-1]["index"])
    return today_data


if __name__ == '__main__':
    # logger_l2_process_time.info("test123")

    date = datetime.datetime.now().strftime("%Y-%m-%d")
    LogUtil.extract_log_from_key("000666", "D:/logs/gp/ths/buy_1_volumn_record.{}.log".format(date),
                                 "D:/logs/gp/ths/buy_1_volumn_record{}.{}.log".format("000666", date))
    # __analyse_pricess_time()
    # with open("D:\\logs\\gp\\ths\\buy_1_volumn_record002911.2022-12-01.log",encoding="utf-8") as f:
    #     line = "1"
    #     while line:
    #         line = f.readline()
    #         line = (line.split("-")[-1].replace("'","\""))
    #         data = json.loads(line)
    #         print(compute_space_time(data["time"]),data["volumn"])
    #
    # print( compute_space_time("10:00:06"))
    LogUtil.extract_log_from_key("002193", "D:/logs/gp/l2/l2_trade_queue.{}.log".format(date),
                                 "D:/logs/gp/l2/l2_trade_queue{}.{}.log".format("002193", date))


    # parse_l2_data()