异常保护

Administrator

4 天以前 48fb7a00951f91bdc707e5dd2d196e5bccb752c3

 huaxin_client/l2_market_client.py

@@ -14,7 +14,7 @@
from huaxin_client.l2_data_manager import L2DataUploadManager
from log_module.async_log_util import huaxin_l2_log
from log_module.log import logger_local_huaxin_l2_subscript, logger_system, logger_l2_codes_subscript, \
    hx_logger_l2_market_data_before_open
    hx_logger_l2_market_data_before_open, hx_logger_l2_debug
from utils import tool

###B类###
@@ -23,7 +23,7 @@
Multicast_Address2 = "udp://224.224.224.234:7890"
Local_Interface_Address = constant.LOCAL_IP

set_codes_data_queue = queue.Queue()
set_codes_data_queue = queue.Queue(maxsize=1000)
market_code_dict = {}


@@ -169,7 +169,8 @@
            limit_up_count = len(self.__limit_up_codes)
            # 获取是否涨停价
            limit_up_price = float(
                tool.to_price(decimal.Decimal(str(pDepthMarketData['PreClosePrice'])) * decimal.Decimal(tool.get_limit_up_rate(pDepthMarketData['SecurityID']))))
                tool.to_price(decimal.Decimal(str(pDepthMarketData['PreClosePrice'])) * decimal.Decimal(
                    tool.get_limit_up_rate(pDepthMarketData['SecurityID']))))
            if abs(limit_up_price - pDepthMarketData['LastPrice']) < 0.001 or abs(
                    limit_up_price - pDepthMarketData['BidPrice1']) < 0.001:
                huaxin_l2_log.info(hx_logger_l2_market_data_before_open, f"{d}")
@@ -180,7 +181,8 @@
                market_code_dict[pDepthMarketData.SecurityID] = (
                    pDepthMarketData.SecurityID, pDepthMarketData.BidPrice1, 0.1, pDepthMarketData.TotalBidVolume,
                    time.time(),
                    pDepthMarketData.BidPrice1, pDepthMarketData.BidVolume1)
                    pDepthMarketData.BidPrice1, pDepthMarketData.BidVolume1, pDepthMarketData.BidPrice2,
                    pDepthMarketData.BidVolume2, pDepthMarketData.UpdateTime, pDepthMarketData.PreClosePrice)
            else:
                if pDepthMarketData.SecurityID in market_code_dict:
                    market_code_dict.pop(pDepthMarketData.SecurityID)
@@ -266,6 +268,9 @@
        if tool.trade_time_sub(tool.get_now_time_str(), "09:25:00") >= 0:
            # 只读竞价数据
            break
        # 只读9:20-9:25的数据
        if tool.trade_time_sub(tool.get_now_time_str(), "09:20:00") < 0:
            continue
        try:
            # (代码,现价,涨幅,量,时间)
            list_ = [market_code_dict[k] for k in market_code_dict]
@@ -277,6 +282,7 @@
                    flist.append(d)
            flist.sort(key=lambda x: x[2], reverse=True)
            datas = flist[:1000]
            hx_logger_l2_debug.info(f"集合竞价涨停：{datas}")
            # 将持仓股加入进去
            datas.extend(plist)
            __upload_codes_info(queue_l1_w_strategy_r, datas)