日志优化，部分大单并行化处理

Administrator

2023-02-10 a7a394e1525cfb85aff1ba02f0961dbb07748bc8

 l2/cancel_buy_strategy.py

@@ -114,7 +114,7 @@
        # 只守护30s
        if tool.trade_time_sub(total_data[start_index]["val"]["time"], total_data[buy_exec_index]["val"]["time"]) > 30:
            return False, None
        l2_log.cancel_debug(threadId, code, "S级是否需要撤单，数据范围：{}-{} ", start_index, end_index)
        l2_log.cancel_debug(code, "S级是否需要撤单，数据范围：{}-{} ", start_index, end_index)
        logger_l2_s_cancel.debug(f"code-{code} S级是否需要撤单，数据范围：{start_index}-{end_index}")

        if tool.trade_time_sub(total_data[end_index]["val"]["time"], total_data[buy_exec_index]["val"]["time"]) > 30:
@@ -202,7 +202,7 @@
                            return True, total_data[i]
        finally:

            l2_log.cancel_debug(threadId, code, "S级大单 范围：{}-{} 取消计算结果:{}/{},比例：{}", start_index, end_index, cancel_num,
            l2_log.cancel_debug( code, "S级大单 范围：{}-{} 取消计算结果:{}/{},比例：{}", start_index, end_index, cancel_num,
                                buy_num, round(cancel_num / max(buy_num,1), 2))

            # 保存处理进度与数据
@@ -288,12 +288,12 @@
            total_nums += total_data[indexs[0]]["val"]["num"] * indexs[2]

        if watch_indexs is None:
            l2_log.cancel_debug(threadId, code, "H撤没获取到监听范围数据")
            l2_log.cancel_debug(code, "H撤没获取到监听范围数据")
            return False, None

        processed_index, cancel_num = cls.__get_compute_data(code)

        l2_log.cancel_debug(threadId, code, "H级是否需要撤单，数据范围：{}-{} ", start_index, end_index)
        l2_log.cancel_debug( code, "H级是否需要撤单，数据范围：{}-{} ", start_index, end_index)
        # 获取下单次数
        place_order_count = trade_data_manager.placeordercountmanager.get_place_order_count(code)
        cancel_rate_threshold = constant.H_CANCEL_FIRST_RATE
@@ -323,7 +323,7 @@
                        if cancel_num / total_nums > cancel_rate_threshold:
                            return True, total_data[i]
        finally:
            l2_log.cancel_debug(threadId, code, "H级撤单计算结果 范围：{}-{} 处理进度：{} 取消计算结果:{}/{}", start_index, end_index,
            l2_log.cancel_debug(code, "H级撤单计算结果 范围：{}-{} 处理进度：{} 取消计算结果:{}/{}", start_index, end_index,
                                process_index, cancel_num,
                                total_nums)
            logger_l2_h_cancel.info(f"code-{code} H级撤单计算结果 范围：{start_index}-{end_index} 处理进度：{process_index} 目标比例：{cancel_rate_threshold} 取消计算结果:{cancel_num}/{total_nums}")
@@ -428,7 +428,7 @@
                if total_count >= safe_count:  # and total_num >= threshold_num
                    finished = True
                    # 最小8笔
                    l2_log.cancel_debug(0, code, "获取到H撤监听数据：{},计算截至位置：{}", json.dumps(list(watch_set)),
                    l2_log.cancel_debug(code, "获取到H撤监听数据：{},计算截至位置：{}", json.dumps(list(watch_set)),
                                        total_data[-1]["index"])
                    break
        # 计算TOP N大单
@@ -439,7 +439,7 @@
        final_watch_set = set.union(watch_set, top_n_watch_set)
        final_watch_list = list(final_watch_set)
        final_watch_list.sort(key=lambda x: x[0])
        logger_l2_h_cancel.info(f"code-{code}  H撤最终监控大单:{final_watch_list}")
        logger_l2_h_cancel.info(f"code-{code} 安全笔数：{safe_count}  H撤最终监控大单:{final_watch_list}")
        # 保存计算范围
        cls.__save_watch_index_set(code, final_watch_set, process_index, finished)
        # 删除原来的计算数据
@@ -522,16 +522,31 @@
        key = None
        # 获取矫正时间前1分钟的数据
        keys = []
        for i in range(0, 3600):
            temp_time = tool.trade_time_add_second(time_str, 0 - i)
            # 只处理9：30后的数据
            if int(temp_time.replace(":", "")) < int("093000"):
                break
            keys_ = cls.__get_l2_second_money_record_keys(code, temp_time.replace(":", ""))
            if len(keys_) > 0:
                keys.append(keys_[0])
            if len(keys) >= 1:
                break
        if not constant.TEST:
            for i in range(0, 3600):
                temp_time = tool.trade_time_add_second(time_str, 0 - i)
                # 只处理9：30后的数据
                if int(temp_time.replace(":", "")) < int("093000"):
                    break
                keys_ = cls.__get_l2_second_money_record_keys(code, temp_time.replace(":", ""))
                if len(keys_) > 0:
                    keys.append(keys_[0])
                if len(keys) >= 1:
                    break
        else:
            keys_ = cls.__get_l2_second_money_record_keys(code, "*")
            key_list=[]
            for k in keys_:
                time__ = k.split("-")[-1]
                key_list.append((int(time__),k))
            key_list.sort(key=lambda tup: tup[0])
            for t in key_list:
                if t[0] <= int(time_):
                    keys.append(t[1])
                    break



        keys.sort(key=lambda tup: int(tup.split("-")[-1]))
        if len(keys) > 0:
            key = keys[0]
@@ -775,11 +790,11 @@
            process_end_index = cancel_index
        # 保存最新累计金额
        # cls.__set_l2_latest_money_record(code, process_end_index, total_num)
        l2_data_log.l2_time(code, random_key, round(time.time() * 1000) - start_time,
        l2_data_log.l2_time(code, round(time.time() * 1000) - start_time,
                            "l2数据封单额计算时间",
                            False)
        if cancel_index:
            l2_log.cancel_debug(random_key, code, "数据处理位置：{}-{}，{}，最终买1为：{}", start_index, end_index, record_msg,
            l2_log.cancel_debug(code, "数据处理位置：{}-{}，{}，最终买1为：{}", start_index, end_index, record_msg,
                                total_num)
            return total_datas[cancel_index], cancel_msg
        return None, None
@@ -864,7 +879,7 @@
            process_index = cancel_index
        else:
            process_index = end_index
        l2_log.cancel_debug(random_key, code, "板上卖信息：计算位置：{}-{} 板上卖数据{}/{}", start_index, end_index, total_num,
        l2_log.cancel_debug(code, "板上卖信息：计算位置：{}-{} 板上卖数据{}/{}", start_index, end_index, total_num,
                            threshold_num)

        cls.__save_process_index(code, process_index)