++++++++++++++++ bug修复-

Administrator

2023-08-16 68341449fb7b175c4af9707036802e8e05a16bec

++++++++++++++++
bug修复-

 huaxin_api/l2_client.py

@@ -10,8 +10,9 @@
from huaxin_api import l2_data_manager
import lev2mdapi
from huaxin_api.command_manager import L2ActionCallback
from huaxin_api.mylog import logger_l2_orderdetail, logger_l2_transaction, logger_l2_subscript
from log_module import log
from log_module.log import logger_local_huaxin_l2_subscript, logger_local_huaxin_l2_orderdetail, \
    logger_local_huaxin_l2_transaction

Front_Address = "tcp://10.0.1.101:6900"
Multicast_Address = "udp://224.224.2.19:7889"
@@ -68,8 +69,8 @@
    # 取消订阅
    def __unsubscribe(self, _codes):
        sh, sz = self.__split_codes(_codes)
        logger_l2_subscript.info(f"取消订阅上证：{sh}")
        logger_l2_subscript.info(f"取消订阅深证：{sz}")
        logger_local_huaxin_l2_subscript.info(f"取消订阅上证：{sh}")
        logger_local_huaxin_l2_subscript.info(f"取消订阅深证：{sz}")
        if sh:
            # 取消订阅逐笔委托
            self.__api.UnSubscribeOrderDetail(sh, lev2mdapi.TORA_TSTP_EXD_SSE)
@@ -83,25 +84,25 @@

    def __subscribe(self, _codes):
        sh, sz = self.__split_codes(_codes)
        logger_l2_subscript.info(f"订阅上证：{sh}")
        logger_l2_subscript.info(f"订阅深证：{sz}")
        logger_local_huaxin_l2_subscript.info(f"订阅上证：{sh}")
        logger_local_huaxin_l2_subscript.info(f"订阅深证：{sz}")
        if sh:
            # 订阅逐笔委托
            result = self.__api.SubscribeOrderDetail(sh, lev2mdapi.TORA_TSTP_EXD_SSE)
            logger_l2_subscript.info(f"逐笔委托订阅结果sh：{result}")
            logger_local_huaxin_l2_subscript.info(f"逐笔委托订阅结果sh：{result}")
            # 订阅逐笔成交
            result = self.__api.SubscribeTransaction(sh, lev2mdapi.TORA_TSTP_EXD_SSE)
            logger_l2_subscript.info(f"逐笔成交订阅结果sh：{result}")
            logger_local_huaxin_l2_subscript.info(f"逐笔成交订阅结果sh：{result}")

            result = self.__api.SubscribeMarketData(sh, lev2mdapi.TORA_TSTP_EXD_SSE)
            logger_l2_subscript.info(f"市场订阅结果sh：{result}")
            logger_local_huaxin_l2_subscript.info(f"市场订阅结果sh：{result}")
        if sz:
            result = self.__api.SubscribeOrderDetail(sz, lev2mdapi.TORA_TSTP_EXD_SZSE)
            logger_l2_subscript.info(f"逐笔委托订阅结果sz：{result}")
            logger_local_huaxin_l2_subscript.info(f"逐笔委托订阅结果sz：{result}")
            result = self.__api.SubscribeTransaction(sz, lev2mdapi.TORA_TSTP_EXD_SZSE)
            logger_l2_subscript.info(f"逐笔成交订阅结果sz：{result}")
            logger_local_huaxin_l2_subscript.info(f"逐笔成交订阅结果sz：{result}")
            result = self.__api.SubscribeMarketData(sz, lev2mdapi.TORA_TSTP_EXD_SZSE)
            logger_l2_subscript.info(f"市场订阅结果sz：{result}")
            logger_local_huaxin_l2_subscript.info(f"市场订阅结果sz：{result}")

    def __process_codes_data(self, codes_data):

@@ -170,7 +171,7 @@
        # try:
        print("订阅结果：", pSpecificSecurity["ExchangeID"], pSpecificSecurity["SecurityID"], pRspInfo["ErrorID"],
              pRspInfo["ErrorMsg"])
        logger_l2_subscript.info(
        logger_local_huaxin_l2_subscript.info(
            f"订阅结果：{pSpecificSecurity['SecurityID']} {pRspInfo['ErrorID']} {pRspInfo['ErrorMsg']}")
        if pRspInfo["ErrorID"] == 0:
            print("订阅成功")
@@ -305,7 +306,7 @@
                # print("逐笔成交", item)
                l2_data_manager.add_transaction_detail(item)

        logger_l2_transaction.info(
        logger_local_huaxin_l2_transaction.info(
            "OnRtnTransaction SecurityID[%s] TradePrice[%.2f] TradeVolume[%d] TradeTime[%d] MainSeq[%d] SubSeq[%d] BuyNo[%d] SellNo[%d] ExecType[%s]" % (
                pTransaction['SecurityID'],
                pTransaction['TradePrice'],
@@ -347,7 +348,7 @@
        print("逐笔委托", item)
        l2_data_manager.add_l2_order_detail(item)

        logger_l2_orderdetail.info(
        logger_local_huaxin_l2_orderdetail.info(
            "OnRtnOrderDetail SecurityID[%s] Price[%.2f] Volume[%d] Side[%s] OrderType[%s] OrderTime[%d] MainSeq[%d] SubSeq[%d] OrderNO[%s] OrderStatus[%s] Info1[%d] Info2[%d] Info3[%d]" % (
                pOrderDetail['SecurityID'],
                pOrderDetail['Price'],

 huaxin_api/l2_data_manager.py

@@ -8,9 +8,10 @@
from huaxin_api import socket_util

from huaxin_api.client_network import SendResponseSkManager
from huaxin_api.mylog import logger_l2_error, logger_l2_upload

# 活动时间
from log_module.log import logger_local_huaxin_l2_upload, logger_local_huaxin_l2_error

order_detail_upload_active_time_dict = {}
transaction_upload_active_time_dict = {}
# 临时数据
@@ -113,14 +114,14 @@
    # print("请求开始", uid, len(datas), len(fdata), f"{fdata[:20]}...{fdata[-20:]}")
    result = None
    start_time = time.time()
    logger_l2_upload.info(f"{code} 上传数据开始-{_type}")
    logger_local_huaxin_l2_upload.info(f"{code} 上传数据开始-{_type}")
    try:
        result = send_response(key, fdata.encode('utf-8'))
    except Exception as e:
        logging.exception(e)
    finally:
        # print("请求结束", uid, result)
        logger_l2_upload.info(f"{code} 上传数据耗时-{_type}： {round((time.time() - start_time) * 1000, 1)} 数据量:{len(datas)}")
        logger_local_huaxin_l2_upload.info(f"{code} 上传数据耗时-{_type}： {round((time.time() - start_time) * 1000, 1)} 数据量:{len(datas)}")
    # print("上传结果", result)


@@ -144,7 +145,7 @@
            time.sleep(0.01)

        except Exception as e:
            logger_l2_error.error(f"上传订单数据出错：{str(e)}")
            logger_local_huaxin_l2_error.error(f"上传订单数据出错：{str(e)}")
            pass


@@ -165,7 +166,7 @@
                upload_data(code, "l2_trans", udatas)
            time.sleep(0.01)
        except Exception as e:
            logger_l2_error.error(f"上传成交数据出错：{str(e)}")
            logger_local_huaxin_l2_error.error(f"上传成交数据出错：{str(e)}")


def __run_upload_common():
@@ -177,8 +178,8 @@
                upload_data(temp[0], temp[1], temp[2])
            time.sleep(0.01)
        except Exception as e:
            logger_l2_error.exception(e)
            logger_l2_error.error(f"上传普通数据出错：{str(e)}")
            logger_local_huaxin_l2_error.exception(e)
            logger_local_huaxin_l2_error.error(f"上传普通数据出错：{str(e)}")


# 运行上传任务

 huaxin_api/mylog.py

File was deleted

 huaxin_api/trade_client.py

@@ -12,7 +12,7 @@
from huaxin_api.log import logger

# 正式账号
from huaxin_api.mylog import logger_trade_debug
from log_module.log import logger_local_huaxin_trade_debug

UserID = '388000013349'
# 登陆密码
@@ -554,7 +554,7 @@
                        % (nRequestID, pRspInfoField.ErrorID, pRspInfoField.ErrorMsg))

    def OnRtnOrder(self, pOrderField: "CTORATstpOrderField") -> "void":
        logger_trade_debug.info(
        logger_local_huaxin_trade_debug.info(
            '[%d] OnRtnOrder: SInfo[%s] InvestorID[%s] SecurityID[%s] OrderRef[%d] OrderLocalID[%s] LimitPrice[%.2f] VolumeTotalOriginal[%d] OrderSysID[%s] OrderStatus[%s]'
            % (round(time.time() * 1000), pOrderField.SInfo, pOrderField.InvestorID, pOrderField.SecurityID,
               pOrderField.OrderRef, pOrderField.OrderLocalID,
@@ -572,7 +572,7 @@
                             daemon=True).start()

    def OnRtnTrade(self, pTradeField: "CTORATstpTradeField") -> "void":
        logger_trade_debug.info(
        logger_local_huaxin_trade_debug.info(
            'OnRtnTrade: TradeID[%s] InvestorID[%s] SecurityID[%s] OrderRef[%d] OrderLocalID[%s] Price[%.2f] Volume[%d]'
            % (pTradeField.TradeID, pTradeField.InvestorID, pTradeField.SecurityID,
               pTradeField.OrderRef, pTradeField.OrderLocalID, pTradeField.Price, pTradeField.Volume))
@@ -740,7 +740,7 @@

    def OnTrade(self, client_id, request_id, type_, data):
        if type_ == 1:
            logger_trade_debug.info(f"---------------------\n请求下单：client_id-{client_id} request_id-{request_id}")
            logger_local_huaxin_trade_debug.info(f"---------------------\n请求下单：client_id-{client_id} request_id-{request_id}")
            # 下单
            # 1-买 2-卖
            direction = data["direction"]
@@ -770,7 +770,7 @@
                                  request_id)

        elif type_ == 2:
            logger_trade_debug.info(
            logger_local_huaxin_trade_debug.info(
                f"---------------------\n请求撤单：client_id-{client_id} request_id-{request_id} data-{data}")
            # 撤单
            direction = data["direction"]
@@ -801,7 +801,7 @@
                                  request_id)

    def OnDealList(self, client_id, request_id):
        logger_trade_debug.info(f"请求成交列表：client_id-{client_id} request_id-{request_id}")
        logger_local_huaxin_trade_debug.info(f"请求成交列表：client_id-{client_id} request_id-{request_id}")
        try:
            print("开始请求成交列表")
            req_id = self.__tradeSimpleApi.list_traded_orders()
@@ -811,7 +811,7 @@
            SendResponseSkManager.send_error_response("common", request_id, client_id, str(e))

    def OnDelegateList(self, client_id, request_id, is_cancel):
        logger_trade_debug.info(f"请求委托列表：client_id-{client_id} request_id-{request_id}")
        logger_local_huaxin_trade_debug.info(f"请求委托列表：client_id-{client_id} request_id-{request_id}")
        try:
            req_id = self.__tradeSimpleApi.list_delegate_orders(is_cancel)
            req_rid_dict[req_id] = (client_id, request_id)
@@ -820,7 +820,7 @@
                          request_id)

    def OnMoney(self, client_id, request_id):
        logger_trade_debug.info(f"请求账户：client_id-{client_id} request_id-{request_id}")
        logger_local_huaxin_trade_debug.info(f"请求账户：client_id-{client_id} request_id-{request_id}")
        try:
            req_id = self.__tradeSimpleApi.get_money_account()
            req_rid_dict[req_id] = (client_id, request_id)
@@ -829,7 +829,7 @@
                          request_id)

    def OnPositionList(self, client_id, request_id):
        logger_trade_debug.info(f"请求持仓：client_id-{client_id} request_id-{request_id}")
        logger_local_huaxin_trade_debug.info(f"请求持仓：client_id-{client_id} request_id-{request_id}")
        try:
            req_id = self.__tradeSimpleApi.list_positions()
            req_rid_dict[req_id] = (client_id, request_id)
@@ -925,7 +925,7 @@

# 交易反馈回调
def __traderapi_callback(type, req_id, data):
    logger_trade_debug.info("回调:type-{} req_id-{}", type, req_id)
    logger_local_huaxin_trade_debug.info("回调:type-{} req_id-{}", type, req_id)
    key = req_id
    if type == TYPE_ORDER or type == TYPE_CANCEL_ORDER:
        key = data["sinfo"]
@@ -940,15 +940,15 @@
                local_order_id = temp_params[2]
                data["localOrderId"] = local_order_id

            logger_trade_debug.info("API回调 request_id-{}", request_id)
            logger_local_huaxin_trade_debug.info("API回调 request_id-{}", request_id)
            # 测试
            send_response(
                json.dumps({"type": "response", "data": {"code": 0, "data": data}, "client_id": client_id,
                            "request_id": request_id}), type, client_id, request_id)
            logger_trade_debug.info("API回调结束 req_id-{} request_id-{}", req_id, request_id)
            logger_local_huaxin_trade_debug.info("API回调结束 req_id-{} request_id-{}", req_id, request_id)
            print("API回调结束")
        else:
            logger_trade_debug.info("非API回调 req_id-{}", req_id)
            logger_local_huaxin_trade_debug.info("非API回调 req_id-{}", req_id)
            print("非API回调")
            # 非API回调
            send_response(

 log_module/log.py

@@ -1,8 +1,6 @@
"""
日志
"""
import logging
import os
import sys
from loguru import logger
import constant
@@ -104,8 +102,8 @@
                   filter=lambda record: record["extra"].get("name") == "code_operate",
                   rotation="00:00", compression="zip", enqueue=True)
        # 显示在控制台
        logger.add(sys.stdout,
                   filter=lambda record: record["extra"].get("name") == "code_operate", enqueue=True)
        # logger.add(sys.stdout,
        #            filter=lambda record: record["extra"].get("name") == "code_operate", enqueue=True)

        logger.add(self.get_path("device", "device"), filter=lambda record: record["extra"].get("name") == "device",
                   rotation="00:00", compression="zip", enqueue=True)
@@ -204,13 +202,40 @@
                   filter=lambda record: record["extra"].get("name") == "hx_trade_loop",
                   rotation="00:00", compression="zip", enqueue=True)

        logger.add(self.get_local_huaxin_path("l2", "transaction"),
                   filter=lambda record: record["extra"].get("name") == "local_huaxin_transaction",
                   rotation="00:00", compression="zip", enqueue=True)
        logger.add(self.get_local_huaxin_path("l2", "orderdetail"),
                   filter=lambda record: record["extra"].get("name") == "local_huaxin_orderdetail",
                   rotation="00:00", compression="zip", enqueue=True)
        logger.add(self.get_local_huaxin_path("l2", "upload"),
                   filter=lambda record: record["extra"].get("name") == "local_huaxin_upload",
                   rotation="00:00", compression="zip", enqueue=True)
        logger.add(self.get_local_huaxin_path("l2", "subscript"),
                   filter=lambda record: record["extra"].get("name") == "local_huaxin_subscript",
                   rotation="00:00", compression="zip", enqueue=True)
        logger.add(self.get_local_huaxin_path("contact", "debug"),
                   filter=lambda record: record["extra"].get("name") == "local_huaxin_debug",
                   rotation="00:00", compression="zip", enqueue=True)

        logger.add(self.get_local_huaxin_path("trade", "trade_debug"),
                   filter=lambda record: record["extra"].get("name") == "local_huaxin_trade_debug",
                   rotation="00:00", compression="zip", enqueue=True)

    def get_path(self, dir_name, log_name):
        path_str = "{}/logs/gp/{}/{}".format(constant.get_path_prefix(), dir_name, log_name) + ".{time:YYYY-MM-DD}.log"
        # print(path_str)
        return path_str

    def get_hx_path(self, dir_name, log_name):
        path_str = "{}/logs/huaxin/{}/{}".format(constant.get_path_prefix(), dir_name, log_name) + ".{time:YYYY-MM-DD}.log"
        path_str = "{}/logs/huaxin/{}/{}".format(constant.get_path_prefix(), dir_name,
                                                 log_name) + ".{time:YYYY-MM-DD}.log"
        # print(path_str)
        return path_str

    def get_local_huaxin_path(self, dir_name, log_name):
        path_str = "{}/logs/huaxin_local/{}/{}".format(constant.get_path_prefix(), dir_name,
                                                       log_name) + ".{time:YYYY-MM-DD}.log"
        # print(path_str)
        return path_str

@@ -291,11 +316,24 @@
hx_logger_trade_debug = __mylogger.get_logger("hx_trade_debug")
hx_logger_trade_loop = __mylogger.get_logger("hx_trade_loop")

# -------------------------------华鑫本地日志---------------------------------
logger_local_huaxin_l2_transaction = __mylogger.get_logger("local_huaxin_transaction")
logger_local_huaxin_l2_orderdetail = __mylogger.get_logger("local_huaxin_orderdetail")
logger_local_huaxin_l2_upload = __mylogger.get_logger("local_huaxin_upload")
logger_local_huaxin_l2_error = __mylogger.get_logger("local_huaxin_error")
logger_local_huaxin_l2_subscript = __mylogger.get_logger("local_huaxin_subscript")
logger_local_huaxin_contact_debug = __mylogger.get_logger("local_huaxin_debug")
logger_local_huaxin_trade_debug = __mylogger.get_logger("local_huaxin_trade_debug")


def close_print():
    if True:
        return
    logging.basicConfig(level=logging.ERROR)
    if not constant.is_windows():
        os.close(1)
        os.open('/dev/null', os.O_WRONLY)
    pass
    # logging.basicConfig(level=logging.ERROR)
    # if not constant.is_windows():
    #     os.close(1)
    #     os.open('/dev/null', os.O_WRONLY)


if __name__ == "__main__":
    logger_l2_trade.info("测试")
    input()