bug修复

Administrator

2023-08-10 75dbfda5782f8e21370663d38d119981f6b45876

bug修复

 l2/l2_data_manager_new.py

@@ -23,7 +23,7 @@
    local_latest_datas
import l2.l2_data_util
from log_module.log import logger_l2_trade_buy, logger_l2_process, \
    logger_place_order_score, logger_l2_error
    logger_place_order_score, logger_l2_error, logger_profile

# TODO l2数据管理
from trade.trade_data_manager import CodeActualPriceProcessor
@@ -419,10 +419,7 @@
            output = io.StringIO()
            lp.print_stats(stream=output)
            lp.disable()
            with open(
                    f"/home/logs/profile/{code}_start_compute_buy_{start_index}_{end_index}.txt",
                    'w') as f:
                f.write(output.getvalue())
            logger_profile.info(output.getvalue())

    # 测试专用
    @classmethod
@@ -505,14 +502,14 @@
            _start_time = round(t.time() * 1000)
            try:
                b_need_cancel, b_cancel_data = HourCancelBigNumComputer().need_cancel(code, buy_single_index,
                                                                                    buy_exec_index, start_index,
                                                                                    end_index, total_data,
                                                                                    local_today_num_operate_map.get(
                                                                                        code),
                                                                                    code_volumn_manager.get_volume_rate_index(
                                                                                        buy_volume_rate),
                                                                                    cls.volume_rate_info[code][1],
                                                                                    is_first_code)
                                                                                      buy_exec_index, start_index,
                                                                                      end_index, total_data,
                                                                                      local_today_num_operate_map.get(
                                                                                          code),
                                                                                      code_volumn_manager.get_volume_rate_index(
                                                                                          buy_volume_rate),
                                                                                      cls.volume_rate_info[code][1],
                                                                                      is_first_code)
                if b_need_cancel and b_cancel_data:
                    return b_cancel_data, "H撤销比例触发阈值"
            except Exception as e:
@@ -527,10 +524,10 @@
            _start_time = round(t.time() * 1000)
            try:
                b_need_cancel, b_cancel_data = LCancelBigNumComputer().need_cancel(code,
                                                                                 buy_exec_index, start_index,
                                                                                 end_index, total_data,
                                                                                 local_today_num_operate_map.get(
                                                                                     code), is_first_code)
                                                                                   buy_exec_index, start_index,
                                                                                   end_index, total_data,
                                                                                   local_today_num_operate_map.get(
                                                                                       code), is_first_code)
                if b_need_cancel and b_cancel_data:
                    return b_cancel_data, "L撤销比例触发阈值"
            except Exception as e:
@@ -1108,7 +1105,8 @@
                                                                                                             max_num_set)
        _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time, "纯买额统计时间")

        l2_log.debug(code, "m值-{} 量比:{} rebegin_buy_pos:{}", threshold_money, cls.volume_rate_info[code][0], rebegin_buy_pos)
        l2_log.debug(code, "m值-{} 量比:{} rebegin_buy_pos:{}", threshold_money, cls.volume_rate_info[code][0],
                     rebegin_buy_pos)

        # 买入信号位与计算位置间隔2s及以上了
        if rebegin_buy_pos is not None:
@@ -1186,7 +1184,17 @@
                # 数据尚未处理完毕，进行下一步处理
                l2_log.debug(code, "数据尚未处理完毕，进行下一步处理，处理进度：{}", compute_index)
                # 处理撤单步骤
                cls.__process_order(code, compute_index + 1, compute_end_index, capture_time, is_first_code, False)
                # cls.__process_order(code, compute_index + 1, compute_end_index, capture_time, is_first_code, False)
                lp = LineProfiler()
                lp.enable()
                lp_wrap = lp(cls.__process_order)
                lp_wrap(code, compute_index + 1, compute_end_index, capture_time, is_first_code, False)
                output = io.StringIO()
                lp.print_stats(stream=output)
                lp.disable()
                logger_profile.info(output.getvalue())


                _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time,
                                                  f"处理撤单步骤耗时，范围：{compute_index + 1}-{compute_end_index}", force=True)


 log_module/log.py

@@ -172,6 +172,10 @@
                   filter=lambda record: record["extra"].get("name") == "redis_debug",
                   rotation="00:00", compression="zip", enqueue=True)

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

        ################################华鑫日志################################
        logger.add(self.get_hx_path("l2", "transaction"),
                   filter=lambda record: record["extra"].get("name") == "hx_l2_transaction",
@@ -274,6 +278,8 @@

logger_redis_debug = __mylogger.get_logger("redis_debug")

logger_profile = __mylogger.get_logger("profile")

# -------------------------------华鑫日志---------------------------------
hx_logger_l2_orderdetail = __mylogger.get_logger("hx_l2_orderdetail")
hx_logger_l2_transaction = __mylogger.get_logger("hx_l2_transaction")