bug修复

Administrator

2023-08-22 9d01d82370cc4d9ffd57d1f90187f743c038b4f7

bug修复

 constant.py

@@ -108,11 +108,11 @@
D_CANCEL_RATE = 0.5

# L撤
L_CANCEL_MAX_WATCH_COUNT = 15
L_CANCEL_MAX_WATCH_COUNT = 10
# 撤单比例
L_CANCEL_RATE = 0.69
L_CANCEL_RATE = 0.6
# 最小金额
L_CANCEL_MIN_MONEY = 98
L_CANCEL_MIN_MONEY = 50

# 华鑫L2的卡位数量
HUAXIN_L2_MAX_CODES_COUNT = 50

 huaxin_client/l2_data_manager.py

@@ -60,7 +60,7 @@

    tmep_order_detail_queue_dict[code].put(
        (data['SecurityID'], data['Price'], data['Volume'], data['Side'], data['OrderType'], data['OrderTime'],
         data['MainSeq'], data['SubSeq'], data['OrderNO'], data['OrderStatus']))
         data['MainSeq'], data['SubSeq'], data['OrderNO'], data['OrderStatus']), int(time.time()*1000))


# 添加逐笔成交

 log_module/log.py

@@ -337,9 +337,9 @@
def close_print():
    pass
    # logging.basicConfig(level=logging.ERROR)
    # if not constant.is_windows():
    #     os.close(1)
    #     os.open('/dev/null', os.O_WRONLY)
    if not constant.is_windows():
        os.close(1)
        os.open('/dev/null', os.O_WRONLY)


if __name__ == "__main__":

 outside_api_command_manager.py

@@ -208,7 +208,6 @@
        while True:
            try:
                sk.send(socket_util.load_header(json.dumps({"type": "heart", "client_id": client_id}).encode('utf-8')))
                logger_debug.debug("心跳信息发送：{}",client_id)
                # print("心跳信息发送成功", client_id)
            except Exception as e:
                logging.error("错误")

 trade/huaxin/trade_server.py

@@ -566,9 +566,10 @@
        try:
            code = data["code"]
            excel_file_name = data_export_util.export_l2_excel(code)
            print("导出L2数据目录：",excel_file_name)
            print("导出L2数据目录：", excel_file_name)
            self.send_response({"code": 0, "data": {}, "msg": ""}, client_id, request_id)
        except Exception as e:
            logging.exception(e)
            self.send_response({"code": 1, "msg": str(e)}, client_id, request_id)

    def OnEveryDayInit(self, client_id, request_id, data):

 utils/data_export_util.py

@@ -204,4 +204,4 @@


if __name__ == "__main__":
    export_l2_excel("002765")
    export_l2_excel("002178")