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4 天以前 48fb7a00951f91bdc707e5dd2d196e5bccb752c3

 log_module/log_export.py

@@ -11,6 +11,26 @@
from log_module.log import logger_l2_process_time
from utils import tool

__log_cache_data = {}


# 日志缓存
def cache_log(fn):
    def wrapper(*args, **kwargs):
        can_cache = tool.get_now_time_as_int() > 150000
        cache_key = f"{fn.__name__}#{args}#{kwargs}"
        if can_cache:
            # 15:00:00之后才能缓存

            if cache_key in __log_cache_data:
                return __log_cache_data[cache_key]
        result = fn(*args, **kwargs)
        if can_cache:
            __log_cache_data[cache_key] = result
        return result

    return wrapper


class LogUtil:
    @classmethod
@@ -53,7 +73,8 @@
        while line:
            time_ = line.split(":")[-1]
            if int(time_) > 150:
                print(line)
                # print(line)
                pass
            line = f.readline()


@@ -76,14 +97,15 @@
    return tool.time_seconds_format(s - 2 - cha)


@cache_log
def load_l2_from_log(date=None):
    today_data = {}
    if date is None:
        date = datetime.datetime.now().strftime("%Y-%m-%d")
        date = tool.get_now_date_str()
    try:
        with open("{}/logs/gp/l2/l2_data.{}.log".format(constant.get_path_prefix(), date), mode='r') as f:
            while True:
                data = f.readline()
            lines = f.readlines()
            for data in lines:
                if not data:
                    break
                index = data.find(' - ') + 2
@@ -100,7 +122,8 @@
        for key in today_data:
            # news = sorted(today_data[key], key=lambda x: x["index"])
            # today_data[key] = news
            print(key, len(today_data[key]) - 1, today_data[key][-1]["index"])
            # print(key, len(today_data[key]) - 1, today_data[key][-1]["index"])
            pass
    except:
        pass
    return today_data
@@ -119,43 +142,50 @@


# 获取L2每次批量处理数据的位置范围
@cache_log
def get_l2_process_position(code, date=None):
    if not date:
        date = datetime.datetime.now().strftime("%Y-%m-%d")
    pos_list = []
    with open("{}/logs/gp/l2/l2_process.{}.log".format(constant.get_path_prefix(), 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
            time_ = __get_log_time(line)
            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]):
                if int("093000") <= int(time_.replace(":", "")) <= int("150000"):
                    try:
                        pos_list.append((int(line.split("-")[0]), int(line.split("-")[1])))
                    except Exception as e:
                        logging.exception(e)
    path_ = "{}/logs/gp/l2/l2_process.{}.log".format(constant.get_path_prefix(), date)
    try:
        with open(path_, mode='r',
                  encoding="utf-8") as f:
            lines = f.readlines()
            for line in lines:
                if not line:
                    break
                if line.find("code:{}".format(code)) < 0:
                    continue
                time_ = __get_log_time(line)
                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]):
                    if int("093000") <= int(time_.replace(":", "")) <= int("150000"):
                        try:
                            pos_list.append((int(line.split("-")[0]), int(line.split("-")[1])))
                        except Exception as e:
                            logging.exception(e)
    except:
        pass
    return pos_list


# 获取L2每次批量处理数据的位置范围
@cache_log
def get_l2_trade_position(code, date=None):
    if not date:
        date = datetime.datetime.now().strftime("%Y-%m-%d")
    pos_list = []
    with open("{}/logs/gp/l2/l2_trade.{}.log".format(constant.get_path_prefix(), date), mode='r',
              encoding="utf-8") as f:
        while True:
            line = f.readline()
        latest_single = [None, None]
        lines = f.readlines()
        for line in lines:
            if not line:
                break
            if line.find("code={}".format(code)) < 0:
                continue
            print(line)
            # print(line)
            time_ = __get_log_time(line)
            if int("093000") > int(time_.replace(":", "")) or int(time_.replace(":", "")) > int("150000"):
                continue
@@ -164,13 +194,20 @@
                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), ""))
                latest_single = [None, None]
                latest_single[0] = (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), ""))
                latest_single[1] = (1, int(index), "")
            elif line.find("开始执行买入") > 0:
                # 只有真正执行买入才会记录位置
                for p in latest_single:
                    if p:
                        pos_list.append(p)
                latest_single = [None, None]
            elif line.find("触发撤单，撤单位置：") > 0:
                str_ = line.split("触发撤单，撤单位置：")[1].strip()
                index = str_[0:str_.find(" ")].strip()
@@ -183,22 +220,29 @@


# 获取L2每次批量处理数据的位置范围
@cache_log
def get_real_place_order_positions(code, date=None):
    if not date:
        date = datetime.datetime.now().strftime("%Y-%m-%d")
    pos_list = []
    with open("{}/logs/gp/l2/l2_real_place_order_position.{}.log".format(constant.get_path_prefix(), date), mode='r',
              encoding="utf-8") as f:
        while True:
            line = f.readline()
        lines = f.readlines()
        for line in lines:
            if not line:
                break
            if line.find("{}-".format(code)) < 0:
                continue

            if line.find("真实下单位置") > 0:
                str_ = line.split("真实下单位置：")[1].strip()
                pos = int(eval(str_.split("-")[1].strip())[0])

                # print(line)
                str_ = line.split("：")[1].strip()
                # print(str_)
                try:
                    pos = int(eval(str_.split("-")[1].strip())[0])
                except:
                    pos = int(eval(str_.split("-")[1].strip()))
                # print("信号起始位置：", index)
                pos_list.append(pos)
    return pos_list
@@ -287,8 +331,8 @@
    msg_list = []
    if os.path.exists(path_str):
        with open(path_str, mode='r', encoding="utf-8") as f:
            while True:
                line = f.readline()
            lines = f.readlines()
            for line in lines:
                if not line:
                    break
                msg_list.append(line)
@@ -351,8 +395,8 @@


# 加载买入得分记录
def load_trade_recod(code):
    path = f"{constant.get_path_prefix()}/logs/gp/trade/trade_record.{tool.get_now_date_str()}.log"
def load_trade_recod(code, date=tool.get_now_date_str()):
    path = f"{constant.get_path_prefix()}/logs/gp/trade/trade_record.{date}.log"
    fdatas = []
    lines = __load_file_content(path)
    for line in lines:
@@ -369,22 +413,79 @@
    return fdatas


# 加载l2订单成交数据
def load_huaxin_deal_record(code):
    path = f"{constant.get_path_prefix()}/logs/huaxin/l2/transaction_desc.{tool.get_now_date_str()}.log"
    # 格式:[(订单号,手数,开始成交时间,成交结束时间,下单手数)]
# 加载买入得分记录
def load_trade_recod_by_type(type_, date=tool.get_now_date_str()):
    path = f"{constant.get_path_prefix()}/logs/gp/trade/trade_record.{date}.log"
    fdatas = []
    lines = __load_file_content(path)
    for line in lines:
        data_index = line.find(f"{code}#")
        data_index = line.find(f"{type_}")
        if data_index > 0:
            line = line.split(" - ")[1]
            time_str = line[line.find("[") + 1:line.find("[") + 9]
            data = line[line.find("]") + 1:].strip()
            data_json = json.loads(data)
            type = data_json["type"]
            code = data_json["code"]
            if type != type_:
                continue
            fdatas.append((time_str, code, type, data_json["data"]))
    return fdatas


@cache_log
def load_cancel_buy_reasons(code, date=tool.get_now_date_str()):
    """
    获取撤单原因
    @param code:
    @param date:
    @return: {真实下单位置：撤单原因}
    """
    fdatas = load_trade_recod(code, date)
    cancel_reason_dict = {}
    for data in fdatas:
        if data[1] != "cancel":
            continue
        msg = data[2].get("msg")
        real_place_order_index = data[2].get("real_place_order_index")
        if real_place_order_index not in cancel_reason_dict:
            cancel_reason_dict[real_place_order_index] = msg
    return cancel_reason_dict



def __parse_content(line):
    line = line.split(" - ")[1]
    time_str = line[line.find("[") + 1:line.find("[") + 9]
    data = line[line.find("]") + 1:].strip()
    if data.find("thread-id=")>-1 and data.find("code=")>-1:
        data = data[data.find("code=")+11:].strip()
    return time_str, data


# 加载l2订单成交数据
@cache_log
def load_huaxin_deal_record(code, date=tool.get_now_date_str()):
    datas_dict = load_huaxin_deal_record_all(date)
    return datas_dict.get(code)


@cache_log
def load_huaxin_deal_record_all(date=tool.get_now_date_str()):
    path = f"{constant.get_path_prefix()}/logs/huaxin/l2/transaction_desc.{date}.log"
    # 格式:[(订单号,手数,开始成交时间,成交结束时间,下单手数)]
    fdatas = {}
    lines = __load_file_content(path)
    for line in lines:
        data_index = line.find(f"#")
        if data_index > 0:
            time_str, data = __parse_content(line)
            code = data.split("#")[0]
            data = data.split("#")[1]
            data = eval(data)
            fdatas.append(data)
            if code not in fdatas:
                fdatas[code] = []
            fdatas[code].append(data)
    return fdatas


@@ -400,6 +501,40 @@
            to_r = eval(data.split(":")[1].split("-")[1])
            fdatas.append((code, from_r, to_r))
    return fdatas


def load_kpl_open_limit_up():
    path = f"{constant.get_path_prefix()}/logs/gp/kpl/kpl_open_limit_up.{tool.get_now_date_str()}.log"
    fdatas = []
    lines = __load_file_content(path)
    for line in lines:
        if line.find("炸板") > 0:
            time_str = __get_log_time(line)
            data = line[line.find("：") + 1:]
            codes = eval(data)
            fdatas.append((time_str, codes))
    return fdatas


@cache_log
def load_kpl_limit_up_records(current_time_str, date=tool.get_now_date_str()):
    """
    获取离给定时间最近的涨停数据
    @param current_time_str:
    @param date:
    @return:
    """
    path = f"{constant.get_path_prefix()}/logs/gp/kpl/kpl_limit_up.{date}.log"
    lines = __load_file_content(path)
    lines.reverse()
    current_time_str_int = int(current_time_str.replace(":", ""))
    for line in lines:
        if line:
            time_str = __get_log_time(line)
            if int(time_str.replace(":", "")) < current_time_str_int:
                line = line.split(" - ")[1]
                return eval(line)
    return None


# 加载华鑫本地买入订单号
@@ -419,6 +554,107 @@
                    if code not in fdatas:
                        fdatas[code] = set()
                    fdatas[code].add(buy_no)
    return fdatas


# 加载华鑫成交的卖单
@cache_log
def load_huaxin_transaction_sell_no(code=None, date=tool.get_now_date_str()):
    path = f"{constant.get_path_prefix()}/logs/huaxin/l2/transaction_sell_order.{date}.log"
    fdatas = {}
    if os.path.exists(path):
        with open(path, 'r', encoding="utf-8") as f:
            lines = f.readlines()
            for line in lines:
                if line:
                    data = line.split(" - ")[1].strip()
                    if data.startswith("["):
                        data = data[data.find("]") + 1:].strip()
                    data = data.split("code=")[1]
                    code_ = data[:6]
                    if code and code != code_:
                        continue
                    data = data[6:].strip()
                    if code_ not in fdatas:
                        fdatas[code_] = []
                    fdatas[code_].append(eval(data))
    return fdatas


@cache_log
def load_huaxin_l2_sell_deal(code=None, date=tool.get_now_date_str()):
    path = f"{constant.get_path_prefix()}/logs/huaxin/l2/sell_l2_deal.{date}.log"
    fdatas = {}
    if os.path.exists(path):
        with open(path, 'r', encoding="utf-8") as f:
            lines = f.readlines()
            for line in lines:
                if line:
                    time_str = __get_async_log_time(line)
                    data = line.split(" - ")[1].strip()
                    if data.startswith("["):
                        data = data[data.find("]") + 1:].strip()
                    if data.find("有涨停主动卖：") < 0:
                        continue
                    data = data.split("有涨停主动卖：")[1]
                    code_ = data[:6]
                    if code and code != code_:
                        continue
                    data = data[6:].strip()
                    volume = int(data.split("成交量-")[1].strip())
                    if code_ not in fdatas:
                        fdatas[code_] = []
                    fdatas[code_].append((time_str, volume))
    return fdatas



@cache_log
def load_huaxin_l2_sell_deal_list(code=None, date=tool.get_now_date_str()):
    path = f"{constant.get_path_prefix()}/logs/huaxin/l2/sell_l2_deal.{date}.log"
    fdatas = {}
    if os.path.exists(path):
        with open(path, 'r', encoding="utf-8") as f:
            lines = f.readlines()
            for line in lines:
                if line:
                    time_str = __get_async_log_time(line)
                    data = line.split(" - ")[1].strip()
                    if data.startswith("["):
                        data = data[data.find("]") + 1:].strip()
                    if data.find("涨停主动买成交：") <0:
                        continue
                    data = data.split("涨停主动买成交：")[1]
                    data = eval(data)
                    code_ = data[0][0]
                    if code and code != code_:
                        continue
                    if code_ not in fdatas:
                        fdatas[code_] = []
                    fdatas[code_].append((time_str, data))
    return fdatas


@cache_log
def load_huaxin_l2_sell_delegate(code=None, date=tool.get_now_date_str()):
    path = f"{constant.get_path_prefix()}/logs/huaxin/l2/sell_l2_delegate.{date}.log"
    fdatas = {}
    if os.path.exists(path):
        with open(path, 'r', encoding="utf-8") as f:
            lines = f.readlines()
            for line in lines:
                if line:
                    time_str = __get_async_log_time(line)
                    data = line.split(" - ")[1].strip()
                    if data.startswith("["):
                        data = data[data.find("]") + 1:].strip()
                    datas = data.split("-")
                    code_ = datas[0]
                    if code and code != code_:
                        continue
                    if code_ not in fdatas:
                        fdatas[code_] = []
                    fdatas[code_].append((time_str, datas[1], eval(datas[2])))
    return fdatas


@@ -465,8 +701,8 @@


# 读取系统日志
def load_huaxin_transaction_map():
    path = f"{constant.get_path_prefix()}/logs/huaxin/l2/transaction.{tool.get_now_date_str()}.log"
def load_huaxin_transaction_map(date=tool.get_now_date_str(), with_time=False):
    path = f"{constant.get_path_prefix()}/logs/huaxin/l2/transaction.{date}.log"
    fdatas = {}
    if os.path.exists(path):
        with open(path, 'r', encoding="utf-8") as f:
@@ -476,20 +712,162 @@
                    try:
                        data = line.split(" - ")[1].strip()
                        if data.startswith("["):
                            time_str = data[data.find("[") + 1:data.find("]")].strip()
                            data = data[data.find("]") + 1:].strip()

                        code = data.split("#")[0]
                        l2_data = eval(data.split("#")[1])
                        if code not in fdatas:
                            fdatas[code] = []
                        fdatas[code].append(l2_data)
                        if with_time:
                            fdatas[code].append((time_str, l2_data))
                        else:
                            fdatas[code].append(l2_data)
                    except:
                        pass
    return fdatas


@cache_log
def load_huaxin_active_sell_map(date=tool.get_now_date_str()):
    path = f"{constant.get_path_prefix()}/logs/huaxin/trade/l2_active_sell.{date}.log"
    fdatas = {}
    lines = __load_file_content(path)
    for line in lines:
        if line:
            try:
                data = line.split(" - ")[1].strip()
                if data.startswith("["):
                    time_str = data[data.find("[") + 1:data.find("]")].strip()
                    data = data[data.find("]") + 1:].strip()

                data = data.split("code=")[1].strip()
                code = data[:data.find(" ")].strip()
                data = data[data.find(" "):].strip()
                data = eval(data)
                if code not in fdatas:
                    fdatas[code] = set()
                fdatas[code].add(data[0])
            except:
                pass
    return fdatas


def load_huaxin_big_buy_order(date=tool.get_now_date_str()):
    """
    加载华鑫大买单
    @param date:
    @return:
    """
    path = f"{constant.get_path_prefix()}/logs/huaxin/l2/l2_transaction_big_buy.{date}.log"
    fdatas = {}
    lines = __load_file_content(path)
    for line in lines:
        if line:
            try:
                data = line.split(" - ")[1].strip()
                if data.startswith("["):
                    time_str = data[data.find("[") + 1:data.find("]")].strip()
                    data = data[data.find("]") + 1:].strip()

                data = data.split("code=")[1].strip()
                code = data[:data.find(" ")].strip()
                data = data[data.find(" "):].strip()
                data = eval(data)
                if code not in fdatas:
                    fdatas[code] = []
                fdatas[code].extend(data)
            except:
                pass
    return fdatas


def load_huaxin_big_sell_order(date=tool.get_now_date_str()):
    """
    加载华鑫大买单
    @param date:
    @return:
    """
    path = f"{constant.get_path_prefix()}/logs/huaxin/l2/l2_transaction_big_sell.{date}.log"
    fdatas = {}
    lines = __load_file_content(path)
    for line in lines:
        if line:
            try:
                data = line.split(" - ")[1].strip()
                if data.startswith("["):
                    time_str = data[data.find("[") + 1:data.find("]")].strip()
                    data = data[data.find("]") + 1:].strip()

                data = data.split("code=")[1].strip()
                code = data[:data.find(" ")].strip()
                data = data[data.find(" "):].strip()
                data = eval(data)
                if code not in fdatas:
                    fdatas[code] = []
                fdatas[code].extend(data)
            except:
                pass
    return fdatas


def load_huaxin_order_detail(date=tool.get_now_date_str()):
    """
    加载L2逐笔委托数据
    @param date:
    @return:
    """
    fdatas = []
    path = f"{constant.get_path_prefix()}/logs/huaxin/l2/orderdetail.{date}.log"
    lines = __load_file_content(path)
    for line in lines:
        if line:
            time = __get_async_log_time(line)
            line = line[line.rfind("#") + 1:]
            fdatas.append((time, eval(line)))
    return fdatas


def load_pre_close_price(date=tool.get_now_date_str()):
    """
    加载之前的收盘价
    @param date:
    @return:
    """
    fdatas = {}
    path = f"{constant.get_path_prefix()}/logs/gp/code_attribute/pre_close_price.{date}.log"
    lines = __load_file_content(path)
    for line in lines:
        if line:
            data = line.split(" - ")[1]
            code, price = data.split("-")[0].strip(), data.split("-")[1].strip()
            fdatas[code] = price
    return fdatas


def load_special_codes(date=tool.get_now_date_str()):
    """
    加载之前的收盘价
    @param date:
    @return:
    """
    fdatas = {}
    path = f"{constant.get_path_prefix()}/logs/gp/plates/special_codes.{date}.log"
    lines = __load_file_content(path)
    if lines:
            line = lines[0]
            line = line[line.find(" - ") + 3:]
            return eval(line)
    return None


if __name__ == '__main__':
    fdatas = get_l2_cant_buy_reasons("002731")
    print(len(fdatas))
    line = """
    2025-03-12 14:49:15.028 | DEBUG    | log_module.async_log_util:run_sync:66 - [14:49:14.899602] thread-id=3048 code=600841  L前监控范围：{1477, 1478, 1479, 1480, 1481, 1482, 1486, 1487, 1488, 1489, 1492, 1493, 1495, 1498, 1500} 计算范围：1477-1503
    """
    print(__parse_content(line))
    # load_huaxin_transaction_sell_no(code='2024-11-10')
    # load_huaxin_transaction_sell_no(code='2024-11-10')
    # print(get_h_cancel_compute_info("603912"))

    # logger_l2_h_cancel.info("test")