9:25之前的开1订阅

Administrator

2024-06-04 dc36d72459ea92e4c78e2a2eefb5655e82a3d459

9:25之前的开1订阅

 huaxin_client/l2_market_client.py

@@ -8,12 +8,13 @@
import time
import concurrent.futures

from huaxin_client import  l1_subscript_codes_manager
from huaxin_client import l1_subscript_codes_manager
from huaxin_client import constant
import lev2mdapi
from huaxin_client.l2_data_manager import L2DataUploadManager
from log_module.async_log_util import huaxin_l2_log
from log_module.log import logger_local_huaxin_l2_subscript, logger_system, logger_l2_codes_subscript, hx_logger_l2_market_data
from log_module.log import logger_local_huaxin_l2_subscript, logger_system, logger_l2_codes_subscript, \
    hx_logger_l2_market_data_before_open
from utils import tool

###B类###
@@ -176,13 +177,13 @@
                tool.to_price(decimal.Decimal(str(pDepthMarketData['PreClosePrice'])) * decimal.Decimal("1.1")))
            if abs(limit_up_price - pDepthMarketData['LastPrice']) < 0.001 or abs(
                    limit_up_price - pDepthMarketData['BidPrice1']) < 0.001:
                huaxin_l2_log.info(hx_logger_l2_market_data, f"{d}")
                huaxin_l2_log.info(hx_logger_l2_market_data_before_open, f"{d}")
                self.__limit_up_codes.add(pDepthMarketData['SecurityID'])
            else:
                self.__limit_up_codes.discard(pDepthMarketData['SecurityID'])
            if pDepthMarketData.SecurityID in self.__limit_up_codes:
                market_code_dict[pDepthMarketData.SecurityID] = (
                    pDepthMarketData.SecurityID, pDepthMarketData.LastPrice, 0.1, pDepthMarketData.TotalBidVolume,
                    pDepthMarketData.SecurityID, pDepthMarketData.BidPrice1, 0.1, pDepthMarketData.TotalBidVolume,
                    time.time(),
                    pDepthMarketData.BidPrice1, pDepthMarketData.BidVolume1)
            else:
@@ -190,7 +191,7 @@
                    market_code_dict.pop(pDepthMarketData.SecurityID)

            if limit_up_count != len(self.__limit_up_codes):
                huaxin_l2_log.info(hx_logger_l2_market_data, f"涨停代码：{self.__limit_up_codes}")
                huaxin_l2_log.info(hx_logger_l2_market_data_before_open, f"涨停代码：{self.__limit_up_codes}")
        except:
            pass

@@ -232,9 +233,9 @@

pipe_strategy = None



__latest_subscript_codes = set()


def __upload_codes_info(queue_l1_w_strategy_r: multiprocessing.Queue, datas):
    if not tool.is_trade_time():
        return
@@ -252,7 +253,8 @@
    for c in codes:
        __latest_subscript_codes.add(c)
    if add_codes:
        hx_logger_l2_market_data.info(f"({request_id})新增加订阅的代码：{add_codes}")
        hx_logger_l2_market_data_before_open.info(f"({request_id})新增加订阅的代码：{add_codes}")


def run(queue_l1_w_strategy_r) -> None:
    logger_system.info("L2进程ID：{}", os.getpid())

 log_module/log.py

@@ -245,6 +245,9 @@
        logger.add(self.get_hx_path("l2", "marketdata"),
                   filter=lambda record: record["extra"].get("name") == "hx_l2_market_data",
                   rotation="00:00", compression="zip", enqueue=True)
        logger.add(self.get_hx_path("l2", "marketdata"),
                   filter=lambda record: record["extra"].get("name") == "hx_l2_market_data_before_open",
                   rotation="00:00", compression="zip", enqueue=True)
        logger.add(self.get_hx_path("l2", "upload"),
                   filter=lambda record: record["extra"].get("name") == "hx_l2_upload",
                   rotation="00:00", compression="zip", enqueue=True)
@@ -421,6 +424,7 @@
hx_logger_l2_transaction_big_buy_order = __mylogger.get_logger("hx_l2_transaction_big_buy")
hx_logger_l2_transaction_big_sell_order = __mylogger.get_logger("hx_l2_transaction_big_sell")
hx_logger_l2_market_data = __mylogger.get_logger("hx_l2_market_data")
hx_logger_l2_market_data_before_open = __mylogger.get_logger("hx_l2_market_data_before_open")
hx_logger_l2_upload = __mylogger.get_logger("hx_l2_upload")
hx_logger_l2_debug = __mylogger.get_logger("hx_l2_debug")
hx_logger_contact_debug = __mylogger.get_logger("hx_contact_debug")