排1之前的数据准备

Administrator

2024-10-31 b855b811e3753ffcb35f145c985bb32f4b550038

 huaxin_client/l1_client.py

@@ -9,7 +9,7 @@
from huaxin_client import socket_util, l1_subscript_codes_manager
import xmdapi
from huaxin_client import tool, constant
from log_module.log import logger_system, logger_local_huaxin_l1, logger_l2_codes_subscript
from log_module.log import logger_system, logger_local_huaxin_l1, logger_l2_codes_subscript, logger_debug
from utils import tool as out_tool

################B类##################
@@ -129,9 +129,10 @@
        if out_tool.get_limit_up_rate(pMarketDataField.SecurityID) > 1.1001:
            # 涨停板20%以上的打折
            rate = rate / 2
        # (代码, 现价, 涨幅, 量, 当前时间, 买1价, 买1量, 买2价, 买2量, 更新时间)
        level1_data_dict[pMarketDataField.SecurityID] = (
            pMarketDataField.SecurityID, pMarketDataField.LastPrice, rate, pMarketDataField.Volume, time.time(),
            pMarketDataField.BidPrice1, pMarketDataField.BidVolume1)
            pMarketDataField.BidPrice1, pMarketDataField.BidVolume1, pMarketDataField.BidPrice2, pMarketDataField.BidVolume2, pMarketDataField.UpdateTime)


__latest_subscript_codes = set()
@@ -208,7 +209,16 @@
            time.sleep(3)


def run(queue_l1_w_strategy_r, queue_l1_r_strategy_w):
def run(queue_l1_w_strategy_r, queue_l1_r_strategy_w, fixed_codes=None):
    """
    运行l1订阅任务
    @param queue_l1_w_strategy_r: L1方写，策略方读
    @param queue_l1_r_strategy_w: L1方读，策略方写
    @param fixed_codes: 固定要返回数据的代码
    @return:
    """
    if fixed_codes is None:
        fixed_codes = set()
    logger_local_huaxin_l1.info("运行l1订阅服务")
    codes_sh = []
    codes_sz = []
@@ -277,10 +287,14 @@
            threshold_rate = constant.L1_MIN_RATE_PRE if now_time_int < int(
                "094000") else constant.L1_MIN_RATE
            for d in list_:
                if d[2] >= threshold_rate:
                if d[2] >= threshold_rate or d[0] in fixed_codes:
                    # 涨幅小于5%的需要删除
                    flist.append(d)
            flist.sort(key=lambda x: x[2], reverse=True)
            # 将固定代码的排在最前
            for code in fixed_codes:
                if code in level1_data_dict:
                    flist.insert(0, level1_data_dict[code])
            # 正式交易之前先处理比较少的数据，不然处理时间久造成数据拥堵
            MAX_COUNT = 500
            if now_time_int < int("092600"):
@@ -295,6 +309,7 @@
                __upload_codes_info(queue_l1_w_strategy_r, datas)
        except Exception as e:
            logging.exception(e)
            logger_debug.exception(e)
        finally:
            time.sleep(3)