新版L2订阅修改/删除不必要的日志

Administrator

2025-03-12 b678592566d1477db1ba004ed0befc98ef57ab71

新版L2订阅修改/删除不必要的日志

 api/outside_api_command_callback.py

@@ -550,10 +550,8 @@
                latest_trading_date = history_k_data_util.get_k_bar_dead_date()
                codes = HistoryKDataManager().get_history_bars_codes(latest_trading_date)
                count = len(codes)
                logger_debug.info(f"K线代码数量：{count}")
                fdata["today_history_k_bar_count"] = count
            except Exception as e:
                logger_debug.exception(e)
                fdata["today_history_k_bar_count"] = -1

            # 获取数据服务器是否联通

 constant.py

@@ -231,6 +231,6 @@
IGNORE_BLOCK_IN_MONEY_MARKET_STRONG = 101

# 新版L2监听
IS_L2_NEW = False
IS_L2_NEW = True



 huaxin_client/l2_data_manager_v2.py

@@ -368,7 +368,8 @@
def add_subscript_codes(codes):
    # print("add_subscript_codes", codes)
    # 加入上传队列
    common_queue.put(('', "l2_subscript_codes", list(codes)))
    pid = multiprocessing.current_process().pid
    common_queue.put(('', "l2_subscript_codes_v2", (pid, list(codes))))


def __send_response(sk, msg):

 l2/l2_limitup_sell_data_manager.py

@@ -85,10 +85,10 @@
                order_no_set = set()
            limit_up_active_buy_datas = []
            for d in datas:
                if abs(d[1] - limit_up_price) > 0.001:
                    continue
                # 是否有涨停主动买成交
                if d[6] < d[7]:
                    continue
                if abs(d[1] - limit_up_price) > 0.001:
                    continue
                limit_up_active_buy_datas.append(d)
            total_deal_volume = 0
@@ -100,11 +100,11 @@
                cls.__delegating_sell_num_dict[code] -= total_deal_volume

            if len(limit_up_active_buy_datas):
                async_log_util.l2_data_log.info(hx_logger_l2_sell_deal,
                                                f"涨停主动买成交：{limit_up_active_buy_datas}")
                l2_log.info(code, hx_logger_l2_sell_deal,
                            f"涨停主动买成交：{limit_up_active_buy_datas}")
                # 打印日志
                async_log_util.l2_data_log.info(hx_logger_l2_sell_deal,
                                                f"有涨停主动卖：{code}-{datas[-1][3]}-{cls.__delegating_sell_num_dict.get(code)}, 成交量-{total_deal_volume}")
                l2_log.info(code, hx_logger_l2_sell_deal,
                            f"有涨停主动卖：{code}-{datas[-1][3]}-{cls.__delegating_sell_num_dict.get(code)}, 成交量-{total_deal_volume}")
        except:
            pass


 l2/l2_transaction_data_manager.py

@@ -493,12 +493,6 @@
        use_time = time.time() - __start_time
        __start_time = time.time()
        use_time_list.append(("处理涨停卖", use_time))

        async_log_util.info(hx_logger_l2_upload,
                            f"{code}处理涨停卖：{use_time} 数据数量：{len(datas)}  详情:{use_time_list}")



        for d in datas:
            # 获取当前是否为主动买
            try:

 l2/l2_transaction_data_processor.py

@@ -6,7 +6,7 @@
from cancel_strategy.s_l_h_cancel_strategy import LCancelBigNumComputer, LCancelRateManager
from cancel_strategy.s_l_h_cancel_strategy import SCancelBigNumComputer
from code_attribute import gpcode_manager
from l2 import l2_data_util, l2_data_manager, transaction_progress
from l2 import l2_data_util, l2_data_manager, transaction_progress, l2_log
from l2.cancel_buy_strategy import FCancelBigNumComputer, \
    NewGCancelBigNumComputer, \
    NBCancelBigNumComputer
@@ -117,13 +117,15 @@

            _start_time = time.time()
            L2LimitUpSellDataManager.set_deal_datas(code, datas)
            use_time_list.append(("统计涨停卖成交", time.time() - _start_time))
            _start_time = time.time()
            #  大单统计
            # cls.__statistic_thread_pool.submit(cls.statistic_big_order_infos, code, datas, order_begin_pos)
            try:
                cls.statistic_big_order_infos(code, datas, order_begin_pos)
            except Exception as e:
                hx_logger_l2_debug.error(f"统计大单出错：{str(e)}")
            use_time_list.append(("统计买单数据", time.time() - _start_time))
                async_log_util.error(hx_logger_l2_debug, f"统计大单出错：{str(e)}")
            use_time_list.append(("统计大单数据", time.time() - _start_time))
            _start_time = time.time()

            big_sell_order_info = None
@@ -149,8 +151,9 @@
                # 统计卖单
                big_sell_order_info = HuaXinSellOrderStatisticManager.add_transaction_datas(code, datas, limit_up_price)

                use_time_list.append(("处理卖单成交数据", time.time() - _start_time))
                _start_time = time.time()
                use_time_list.append(("处理卖单成交数据", _start_time - __start_time))

                if is_placed_order:

                    need_cancel, cancel_msg = SCancelBigNumComputer().set_big_sell_order_info_for_cancel(code,
@@ -239,5 +242,5 @@
        finally:
            use_time = int((time.time() - __start_time) * 1000)
            if use_time > 5:
                async_log_util.info(hx_logger_l2_upload,
                                    f"{code}处理成交用时：{use_time} 数据数量：{len(datas)}  详情:{use_time_list}")
                l2_log.info(code, hx_logger_l2_upload,
                            f"{code}处理成交用时：{use_time} 数据数量：{len(datas)}  详情:{use_time_list}")

 servers/huaxin_trade_server.py

@@ -78,6 +78,8 @@
    __TradeBuyQueue = transaction_progress.TradeBuyQueue()
    __KPLCodeJXBlockManager = KPLCodeJXBlockManager()
    __GCancelBigNumComputer = GCancelBigNumComputer()
    # L2进程对应订阅的代码： {"进程ID": 代码列表}
    __pid_l2_subscript_codes = {}

    def setup(self):
        self.__init()
@@ -241,6 +243,44 @@
                            middle_api_protocol.request(fdata)
                        finally:
                            sk.sendall(socket_util.load_header(json.dumps({"code": 0}).encode(encoding='utf-8')))
                    elif data_json["type"] == "l2_subscript_codes_v2":
                        try:
                            data = data_json["data"]
                            datas = data["data"]
                            pid, datas = datas[0], datas[1]
                            self.__pid_l2_subscript_codes[pid] = datas
                            # print("l2_subscript_codes", data_json)
                            fcodes = []
                            for pid in self.__pid_l2_subscript_codes:
                                codes = self.__pid_l2_subscript_codes[pid]
                                fcodes.extend(codes)
                            # 订阅的代码
                            huaxin_target_codes_manager.HuaXinL2SubscriptCodesManager.save_subscript_codes(fcodes)
                            # 上传数据
                            codes = huaxin_target_codes_manager.HuaXinL2SubscriptCodesManager.get_subscript_codes()
                            l2_log.codeLogQueueDistributeManager.set_l2_subscript_codes(codes)

                            fresults = []
                            if codes:
                                for code in codes:
                                    try:
                                        # 获取成交大单：(参考大单金额,已成交大单金额,大单要求金额)
                                        th, is_temp = BeforeSubDealBigOrderManager().get_big_order_threshold_info(code)
                                        deal_big_money_info = radical_buy_data_manager.get_total_deal_big_order_info(
                                            code, gpcode_manager.get_limit_up_price_as_num(code))
                                        deal_big_order_info = (
                                            output_util.money_desc(th), output_util.money_desc(deal_big_money_info[1]),
                                            output_util.money_desc(deal_big_money_info[2]))
                                    except:
                                        deal_big_order_info = None
                                    code_name = gpcode_manager.get_code_name(code)
                                    fresults.append((code, code_name, deal_big_order_info))

                            fdata = middle_api_protocol.load_l2_subscript_codes(fresults)
                            middle_api_protocol.request(fdata)
                        finally:
                            sk.sendall(socket_util.load_header(json.dumps({"code": 0}).encode(encoding='utf-8')))

                    elif data_json["type"] == "get_level1_codes":
                        # print("get_level1_codes")
                        # 获取level1的代码
@@ -874,6 +914,7 @@
    @param queues:
    @return:
    """

    def recieve_data(queue):
        while True:
            try:
@@ -884,6 +925,7 @@
                    my_l2_data_callback.OnMarketData(code, market_data)
            except:
                pass

    for q in queues:
        threading.Thread(target=recieve_data, args=(q,), daemon=True).start()


 third_data/code_plate_key_manager.py

@@ -402,7 +402,7 @@
                    average_rate = total_rate / len(self.__watch_block_high_codes[b])
                    if average_rate < 1:
                        forbidden_blocks.add(b)
                    async_log_util.info(logger_debug, f"板块平均涨幅 {b}-{average_rate}")
                    # async_log_util.info(logger_debug, f"板块平均涨幅 {b}-{average_rate}")

                self.__kpl_forbidden_plates_cache = forbidden_blocks
                async_log_util.info(logger_debug, f"拉黑板块：{forbidden_blocks}")

 trade/huaxin/huaxin_trade_api.py

@@ -496,7 +496,7 @@
    """
    timestamp = round(time.time() * 1000)
    if not sinfo:
        sinfo = f"b_{code}_{timestamp}"
        sinfo = f"ba_{code}_{timestamp}"
    if not order_ref:
        order_ref = huaxin_util.create_order_ref()
    if not request_id: