持仓订阅L2数据修改

Administrator

2024-06-25 42e65f7d1d763c48c26a71d5f461f52255b70f67

持仓订阅L2数据修改

 huaxin_client/l1_client_for_trade.py

File was deleted

 main.py

@@ -14,7 +14,6 @@
import huaxin_client.trade_client
import huaxin_client.l2_client
import huaxin_client.l1_client
import huaxin_client.l1_client_for_trade
from huaxin_client import l2_market_client


@@ -133,10 +132,6 @@
        l1Process = multiprocessing.Process(target=huaxin_client.l1_client.run,
                                            args=(queue_l1_w_strategy_r, queue_l1_r_strategy_w,))
        l1Process.start()

        l1TradeProcess = multiprocessing.Process(target=huaxin_client.l1_client_for_trade.run,
                                                 args=(queue_l1_trade_w_strategy_r, queue_l1_trade_r_strategy_w,))
        l1TradeProcess.start()

        l2MarketProcess = multiprocessing.Process(target=l2_market_client.run,
                                                  args=(queue_l1_w_strategy_r,))

 test_l1.py

@@ -3,8 +3,6 @@
import threading
import time

from huaxin_client import l1_client_for_trade

if __name__ == "__main__":
    def test_sub():
        time.sleep(10)
@@ -19,4 +17,3 @@
    queue_l1_trade_w_strategy_r, queue_l1_trade_r_strategy_w = multiprocessing.Queue(), multiprocessing.Queue()
    threading.Thread(target=test_sub, daemon=True).start()
    threading.Thread(target=read_data, daemon=True).start()
    l1_client_for_trade.run(queue_l1_trade_w_strategy_r, queue_l1_trade_r_strategy_w)

 trade/huaxin/huaxin_trade_data_update.py

@@ -108,30 +108,6 @@
                        if dataJSON["code"] == 0:
                            datas = dataJSON["data"]
                            huaxin_trade_record_manager.PositionManager.cache(datas)
                            # 获取持仓股的涨停价
                            position_codes = set()
                            for d in datas:
                                limit_up_price = gpcode_manager.get_limit_up_price(d["securityID"])
                                if not limit_up_price:
                                    init_data_util.re_set_price_pre(d["securityID"], force=True)
                                if d["prePosition"] > 0:
                                    position_codes.add(d["securityID"])
                            queue_l1_trade_r_strategy_w.put_nowait(
                                {"type": "set_target_codes", "data": list(position_codes)})
                            # 9点25之前需要订阅持仓票
                            if position_codes and tool.trade_time_sub(tool.get_now_time_str(), "09:25:00") < 0:
                                try:
                                    # 如果有持仓票
                                    l2_subscript_datas = []
                                    for code in position_codes:
                                        l2_subscript_datas.append(
                                            (code, float(gpcode_manager.get_limit_up_price(code)), 10, 0, time.time()))
                                    # 在9:25之前订阅持仓票的L2
                                    root_data = {"type": "l2_cmd",
                                                 "data": l2_subscript_datas}
                                    queue_other_w_l2_r.put_nowait(json.dumps(root_data))
                                except Exception as e:
                                    raise e
                            __process_thread_pool.submit(huaxin_trade_record_manager.PositionManager.add, datas)
                    async_log_util.info(hx_logger_trade_debug, f"获取交易数据成功：{type_}")
                except Exception as e1: