Administrator
2023-08-02 b069d586b7ed4fbefd9bac22ae796f185962e7fe
third_data/data_server.py
@@ -7,7 +7,7 @@
from utils import global_util, tool
from code_attribute import gpcode_manager
from log_module import log, log_analyse
from log_module import log, log_analyse, log_export
from l2 import code_price_manager, l2_data_util
from l2.cancel_buy_strategy import HourCancelBigNumComputer
from output.limit_up_data_filter import IgnoreCodeManager
@@ -85,7 +85,7 @@
        total_datas.reverse()
        # 获取涨停原因变化记录
        reason_changes = log.load_kpl_reason_changes()
        reason_changes = log_export.load_kpl_reason_changes()
        reason_changes.reverse()
        reason_changes_dict = {}
        for r in reason_changes:
@@ -395,7 +395,7 @@
                if trade_state == trade_manager.TRADE_STATE_BUY_PLACE_ORDER or trade_state == trade_manager.TRADE_STATE_BUY_DELEGATED or trade_state == trade_manager.TRADE_STATE_BUY_SUCCESS:
                    hcancel_datas_dict, cancel_indexes_set = HourCancelBigNumComputer.get_watch_index_dict(code)
                    # 根据日志读取实时的计算数据
                    h_cancel_latest_compute_info = log.get_h_cancel_compute_info(code)
                    h_cancel_latest_compute_info = log_export.get_h_cancel_compute_info(code)
                    if hcancel_datas_dict:
                        temp_list = [(k, hcancel_datas_dict[k][0]) for k in hcancel_datas_dict]
                        canceled_indexs = set([int(k.split("-")[0]) for k in cancel_indexes_set])