撤单策略再次修改

Administrator

2023-01-02 ed9e2367eea9baa6c8bea82e0f81c209ffb2a56f

 log.py

@@ -8,6 +8,7 @@

from loguru import logger

import gpcode_manager
import tool


@@ -39,7 +40,8 @@
        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",
        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
@@ -86,6 +88,10 @@
                   filter=lambda record: record["extra"].get("name") == "buy_1_volumn_record",
                   rotation="00:00", compression="zip", enqueue=True)

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

    def get_path(self, dir_name, log_name):
        return "D:/logs/gp/{}/{}".format(dir_name, log_name) + ".{time:YYYY-MM-DD}.log"

@@ -118,6 +124,8 @@
logger_buy_1_volumn = __mylogger.get_logger("buy_1_volumn")

logger_buy_1_volumn_record = __mylogger.get_logger("buy_1_volumn_record")

logger_day_volumn = __mylogger.get_logger("day_volumn")


class LogUtil:
@@ -183,9 +191,10 @@
    return tool.time_seconds_format(s - 2 - cha)


def load_l2_from_log():
def load_l2_from_log(date=None):
    today_data = {}
    date = datetime.datetime.now().strftime("%Y-%m-%d")
    if  date is None:
        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()
@@ -208,11 +217,78 @@
    return today_data


# 获取L2每次批量处理数据的位置范围
def get_l2_process_position(code, date=None):
    if not date:
        date = datetime.datetime.now().strftime("%Y-%m-%d")
    pos_list = []
    with open("D:/logs/gp/l2/l2_process.{}.log".format(date), mode='r', encoding="utf-8") as f:
        while True:
            line = f.readline()
            if not line:
                break
            if line.find("code:{}".format(code)) < 0:
                continue
            line = line[line.find("处理数据范围") + len("处理数据范围") + 1:line.find("处理时间")].strip()
            if len(pos_list) == 0 or pos_list[-1][1] < int(line.split("-")[0]):
                pos_list.append((int(line.split("-")[0]), int(line.split("-")[1])))
    return pos_list


# 获取L2每次批量处理数据的位置范围
def get_l2_trade_position(code, date=None):
    if not date:
        date = datetime.datetime.now().strftime("%Y-%m-%d")
    pos_list = []
    with open("D:/logs/gp/l2/l2_trade.{}.log".format(date), mode='r', encoding="utf-8") as f:
        while True:
            line = f.readline()
            if not line:
                break
            if line.find("code={}".format(code)) < 0:
                continue
            print(line)

            if line.find("获取到买入信号起始点") > 0:
                str_ = line.split("获取到买入信号起始点：")[1].strip()
                index = str_[0:str_.find(" ")].strip()
                # print("信号起始位置：", index)
                pos_list.append((0, int(index), ""))

            elif line.find("获取到买入执行位置") > 0:
                str_ = line.split("获取到买入执行位置：")[1].strip()
                index = str_[0:str_.find(" ")].strip()
                # print("买入执行位置：", index)
                pos_list.append((1, int(index), ""))
            elif line.find("触发撤单") > 0:
                str_ = line.split("触发撤单，撤单位置：")[1].strip()
                index = str_[0:str_.find(" ")].strip()
                # print("撤单位置：", index)
                pos_list.append((2, int(index), line.split("撤单原因：")[1]))
                pass
            else:
                continue
    return pos_list


def export_logs(code):
    code_name = gpcode_manager.get_code_name(code)
    date = datetime.datetime.now().strftime("%Y-%m-%d")
    # 导出交易日志
    LogUtil.extract_log_from_key("code={}".format(code), "D:/logs/gp/l2/l2_trade.{}.log".format(date),
                                 "D:/logs/gp/l2/l2_trade.{}_{}.{}.log".format(code, code_name, date))
    # 导出取消日志
    LogUtil.extract_log_from_key("code={}".format(code), "D:/logs/gp/l2/l2_trade_cancel.{}.log".format(date),
                                 "D:/logs/gp/l2/l2_trade_cancel.{}_{}.{}.log".format(code, code_name, date))

    LogUtil.extract_log_from_key("{}".format(code), "D:/logs/gp/l2/l2_process.{}.log".format(date),
                                 "D:/logs/gp/l2/l2_process.{}_{}.{}.log".format(code, code_name, date))


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

    date = datetime.datetime.now().strftime("%Y-%m-%d")
    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))
    codes = ["603255", "600853", "000620", "002044", "001256"]
    for code in codes:
        export_logs(code)

    # parse_l2_data()