Administrator
2025-03-18 1db634743ea0bd3031e480b9ec2cf03ed09f73b1
日志添加
2个文件已修改
26 ■■■■ 已修改文件
l2/l2_transaction_data_processor.py 23 ●●●●● 补丁 | 查看 | 原始文档 | blame | 历史
servers/huaxin_trade_server.py 3 ●●●● 补丁 | 查看 | 原始文档 | blame | 历史
l2/l2_transaction_data_processor.py
@@ -20,7 +20,8 @@
from l2.l2_transaction_data_manager import HuaXinBuyOrderManager, HuaXinSellOrderStatisticManager, BigOrderDealManager
from l2.place_order_single_data_manager import L2TradeSingleDataProcessor
from log_module import async_log_util
from log_module.log import hx_logger_l2_debug, logger_l2_trade_buy_queue, logger_debug, hx_logger_l2_upload
from log_module.log import hx_logger_l2_debug, logger_l2_trade_buy_queue, logger_debug, hx_logger_l2_upload, \
    logger_trade, logger_l2_trade
from trade import current_price_process_manager, trade_constant
import concurrent.futures
@@ -342,6 +343,8 @@
        limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
        # =====格式化数据=====
        # 整形数据,格式:[(数据本身, 是否主动买, 是否涨停, 总成交额, 不含ms时间,含ms时间)]
        use_time_list = []
        __start_time = int(time.time()*1000)
        fdatas = [
            [d, d[6] > d[7], limit_up_price == d[1], d[1] * d[2], '', '']
            for d in o_datas]
@@ -352,6 +355,8 @@
            d[5] = temp_time_dict.get(d[0][3])
            d[4] = d[5][:8]
        temp_time_dict.clear()
        _start_time = int(time.time() * 1000)
        use_time_list.append((_start_time - __start_time , "数据整形"))
        try:
@@ -387,9 +392,15 @@
                __process_placed_order()
            else:
                filter_datas = L2TradeSingleDataProcessor.filter_last_limit_up_sell_data(code, fdatas)
                _start_time = int(time.time() * 1000)
                use_time_list.append((_start_time - __start_time, "处理涨停卖"))
                # 回调数据
                if filter_datas:
                    l2_log.info(code, logger_l2_trade, f"最后一笔涨停卖被吃:{filter_datas[0]}")
                    data_callback.l2_trade_single_callback.OnLastLimitUpSellDeal(code, filter_datas[0][0])
                    _start_time = int(time.time() * 1000)
                    use_time_list.append((_start_time - __start_time, "处理买入信号"))
                # 如果是被动买就更新成交进度
                if not fdatas[-1][1]:
@@ -403,5 +414,13 @@
                    cls.__statistic_thread_pool.submit(cls.statistic_big_order_infos, code, fdatas, order_begin_pos)
                else:
                    cls.statistic_big_order_infos(code, fdatas, order_begin_pos)
                _start_time = int(time.time() * 1000)
                use_time_list.append((_start_time - __start_time, "统计大单"))
        except Exception as e:
            hx_logger_l2_debug.exception(e)
            hx_logger_l2_debug.exception(e)
        finally:
            _start_time = int(time.time() * 1000)
            if _start_time - __start_time > 5:
                l2_log.info(code, hx_logger_l2_upload,
                            f"{code}处理成交用时:{_start_time - __start_time} 数据数量:{len(fdatas)}  详情:{use_time_list}")
servers/huaxin_trade_server.py
@@ -37,7 +37,7 @@
from log_module import async_log_util, log_export
from log_module.log import hx_logger_contact_debug, hx_logger_trade_callback, \
    hx_logger_l2_orderdetail, hx_logger_l2_market_data, logger_l2_g_cancel, logger_debug, \
    logger_system, logger_trade, logger_l2_radical_buy
    logger_system, logger_trade, logger_l2_radical_buy, logger_l2_trade
from third_data import block_info, kpl_data_manager, history_k_data_manager, huaxin_l1_data_manager, kpl_api, kpl_util
from third_data.code_plate_key_manager import KPLCodeJXBlockManager, RealTimeKplMarketData, \
    KPLPlateForbiddenManager
@@ -973,6 +973,7 @@
        # 清除大单委托数据
        EveryLimitupBigDelegateOrderManager.clear(code, '')
        l2_log.info(code, logger_l2_trade, f"计算完板块与大单,准备下单:{data}")
        RadicalBuyDealCodesManager.buy_by_l2_delegate_expire_time_dict[code] = (
            time.time() + 1, latest_buy_no, buy_blocks,
            latest_deal_time, buy_blocks_with_money, False)