H/L/S撤日志改为异步

Administrator

2023-08-23 b8c569f1025c65ef25fdf31c30a95e2d2a66d891

H/L/S撤日志改为异步

 l2/cancel_buy_strategy.py

@@ -18,11 +18,10 @@
from l2.safe_count_manager import BuyL2SafeCountManager
from l2.transaction_progress import TradeBuyQueue
from output import kp_client_msg_manager
from trade import trade_data_manager, trade_queue_manager, l2_trade_factor
from l2 import l2_log, l2_data_log, l2_data_source_util
from trade import trade_queue_manager, l2_trade_factor
from l2 import l2_log, l2_data_source_util
from l2.l2_data_util import L2DataUtil, local_today_num_operate_map, local_today_datas
from log_module.log import logger_buy_1_volumn, logger_l2_h_cancel, logger_l2_s_cancel, logger_l2_d_cancel, \
    logger_l2_l_cancel
from log_module.log import logger_buy_1_volumn, logger_l2_d_cancel
from utils.tool import CodeDataCacheUtil


@@ -595,10 +594,9 @@
            l2_log.cancel_debug(code, "H级撤单计算结果 范围：{}-{} 处理进度：{} 取消计算结果:{}/{} 目标撤单比例：{}", start_index, end_index,
                                process_index, cancel_num,
                                total_nums, cancel_rate_threshold)
            logger_l2_h_cancel.info(
                f"code-{code} H级撤单计算结果 范围：{start_index}-{end_index} 处理进度：{process_index} 目标比例：{cancel_rate_threshold} 取消计算结果:{cancel_num}/{total_nums}")
            l2_log.h_cancel_debug(code,f"H级撤单计算结果 范围：{start_index}-{end_index} 处理进度：{process_index} 目标比例：{cancel_rate_threshold} 取消计算结果:{cancel_num}/{total_nums}")
            # H撤已撤订单
            logger_l2_h_cancel.info(f"code-{code} H撤已撤订单：{self.__get_watch_canceled_index_cache(code)}")
            l2_log.h_cancel_debug(code, f"H撤已撤订单：{self.__get_watch_canceled_index_cache(code)}")
            # 保存处理进度与数据
            self.__save_compute_data(code, process_index, cancel_num)
            # 有观测数据撤单
@@ -632,7 +630,7 @@
                                                            local_today_num_operate_map)
        else:
            self.__save_traded_progress(code, origin_index, index)
        logger_l2_h_cancel.info(f"code-{code} 成交进度：{index} 数据结束位置：" + str(total_data[-1]["index"]))
        l2_log.h_cancel_debug(code, f"成交进度：{index} 数据结束位置：" + str(total_data[-1]["index"]))

    # 涨停买是否撤单
    def __get_limit_up_buy_no_canceled_count(self, code, index, total_data, local_today_num_operate_map,
@@ -708,7 +706,7 @@

        final_watch_list = list(watch_set)
        final_watch_list.sort(key=lambda x: x[0])
        logger_l2_h_cancel.info(f"code-{code}  H撤监控成交位到执行位:{final_watch_list}")
        l2_log.h_cancel_debug(code,f"H撤监控成交位到执行位:{final_watch_list}")
        self.__save_watch_index_set(code, final_watch_list, buy_exec_index, True)
        # 删除原来的计算数据
        # cls.__del_compute_data(code)
@@ -767,7 +765,7 @@

        final_watch_list = list(watch_set)
        final_watch_list.sort(key=lambda x: x[0])
        logger_l2_h_cancel.info(f"code-{code}  H撤监控执行位相邻单:{final_watch_list} 目标计算数量：{MIN_H_COUNT}")
        l2_log.h_cancel_debug(code, f"H撤监控执行位相邻单:{final_watch_list} 目标计算数量：{MIN_H_COUNT}")
        # 保存计算范围
        self.__save_watch_index_set_after_exec(code, final_watch_list, process_index, total_count, big_num_count,
                                               finished)
@@ -1025,7 +1023,7 @@

                if len(watch_indexes) >= constant.L_CANCEL_MAX_WATCH_COUNT:
                    break
        logger_l2_l_cancel.info(f"{code}:设置监听范围，成交进度-{index} 监听范围-{watch_indexes}")
        l2_log.l_cancel_debug(code, f"设置监听范围，成交进度-{index} 监听范围-{watch_indexes}")
        # 数据维护
        add_indexes = watch_indexes - old_watch_indexes
        delete_indexes = old_watch_indexes - watch_indexes
@@ -1069,7 +1067,7 @@
                                                                                                      local_today_num_operate_map)
                canceled_num += (total_data[wi]["re"] - left_count) * int(total_data[wi]["val"]["num"])
            rate = round(canceled_num / total_num, 3)
            logger_l2_l_cancel.info(f"{code}：计算范围：{start_index}-{end_index},已撤单比例：{rate}")
            l2_log.l_cancel_debug(code, f"计算范围：{start_index}-{end_index},已撤单比例：{rate}")
            if rate >= constant.L_CANCEL_RATE:
                return True, total_data[-1]


 l2/l2_log.py

@@ -1,6 +1,6 @@
from log_module import async_log_util
from log_module.log import logger_l2_trade_cancel, logger_l2_trade_buy, logger_trade_record, logger_l2_trade, \
    logger_l2_s_cancel
    logger_l2_s_cancel, logger_l2_h_cancel, logger_l2_l_cancel

threadIds = {}

@@ -25,6 +25,14 @@
                         ("thread-id={} code={}  ".format(threadIds.get(code), code) + content).format(*args))


def h_cancel_debug(code, content, *args):
    async_log_util.debug(logger_l2_h_cancel,
                         ("thread-id={} code={}  ".format(threadIds.get(code), code) + content).format(*args))


def l_cancel_debug(code, content, *args):
    async_log_util.debug(logger_l2_l_cancel,
                         ("thread-id={} code={}  ".format(threadIds.get(code), code) + content).format(*args))


# 交易记录