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2024-06-13 ddd49deef7ac6daff95086f112a0061a641c4fe3
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4个文件已修改
39 ■■■■ 已修改文件
code_attribute/first_target_code_data_processor.py 5 ●●●● 补丁 | 查看 | 原始文档 | blame | 历史
l2/huaxin/huaxin_target_codes_manager.py 2 ●●●●● 补丁 | 查看 | 原始文档 | blame | 历史
log_module/log_export.py 21 ●●●●● 补丁 | 查看 | 原始文档 | blame | 历史
trade/huaxin/huaxin_trade_server.py 11 ●●●● 补丁 | 查看 | 原始文档 | blame | 历史
code_attribute/first_target_code_data_processor.py
@@ -110,7 +110,7 @@
    #         except Exception as e:
    #             logging.exception(e)
    #             pass
    logger_l2_codes_subscript.info(f"{request_id}加载l2代码涨停价结束")
    # 获取60天最大记录
    for code in codes:
        need_get_volumn = False
@@ -201,6 +201,9 @@
            except Exception as e:
                logger_first_code_record.error(f"{code}:{str(e)}")
                logger_first_code_record.exception(e)
    logger_l2_codes_subscript.info(f"{request_id}加载l2代码K线结束")
    gpcode_manager.FirstCodeManager().add_record(codes)
    # 初始化板块信息,暂时删除
    # for code in codes:
l2/huaxin/huaxin_target_codes_manager.py
@@ -145,6 +145,8 @@
            current_price_process_manager.accept_prices(tick_datas, request_id)
        except Exception as e:
            logger_debug.exception(e)
        finally:
            async_log_util.info(logger_l2_codes_subscript, f"({request_id})L1数据整体处理结束")
if __name__ == "__main__":
log_module/log_export.py
@@ -124,7 +124,7 @@
        date = datetime.datetime.now().strftime("%Y-%m-%d")
    pos_list = []
    path_ = "{}/logs/gp/l2/l2_process.{}.log".format(constant.get_path_prefix(), date)
    if os.path.exists(path_):
    try:
        with open(path_, mode='r',
                  encoding="utf-8") as f:
            while True:
@@ -141,6 +141,8 @@
                            pos_list.append((int(line.split("-")[0]), int(line.split("-")[1])))
                        except Exception as e:
                            logging.exception(e)
    except:
        pass
    return pos_list
@@ -626,6 +628,23 @@
    return fdatas
def load_huaxin_order_detail(date=tool.get_now_date_str()):
    """
    加载L2逐笔委托数据
    @param date:
    @return:
    """
    fdatas = []
    path = f"{constant.get_path_prefix()}/logs/huaxin/l2/orderdetail.{date}.log"
    lines = __load_file_content(path)
    for line in lines:
        if line:
            time = __get_async_log_time(line)
            line = line[line.rfind("#") + 1:]
            fdatas.append((time, eval(line)))
    return fdatas
def load_pre_close_price(date=tool.get_now_date_str()):
    """
    加载之前的收盘价
trade/huaxin/huaxin_trade_server.py
@@ -46,7 +46,7 @@
from log_module.log import hx_logger_contact_debug, hx_logger_trade_callback, \
    hx_logger_l2_orderdetail, hx_logger_l2_market_data, logger_l2_g_cancel, logger_debug, \
    logger_system, logger_trade, logger_trade_position_api_request, logger_request_api, \
    logger_local_huaxin_l1_trade_info, logger_real_place_order_position, logger_device
    logger_local_huaxin_l1_trade_info, logger_real_place_order_position, logger_device, logger_l2_codes_subscript
from output import l2_output_util
from third_data import block_info, kpl_data_manager, kpl_util, history_k_data_util, kpl_api
from third_data.code_plate_key_manager import KPLCodeJXBlockManager, CodePlateKeyBuyManager
@@ -373,8 +373,12 @@
        request_id = data_json["request_id"]
        datas = data["data"]
        cls.__save_l1_current_price(datas)
        cls.__process_l1_data_thread_pool.submit(
            lambda: HuaXinL1TargetCodesManager.set_level_1_codes_datas(datas, request_id=request_id))
        # 9:30之前采用非线程
        if int(tool.get_now_time_str().replace(":","")) < int("093000"):
            HuaXinL1TargetCodesManager.set_level_1_codes_datas(datas, request_id=request_id)
        else:
            cls.__process_l1_data_thread_pool.submit(
                lambda: HuaXinL1TargetCodesManager.set_level_1_codes_datas(datas, request_id=request_id))
    @classmethod
    def set_l1_trade_codes_info(cls, data_json):
@@ -543,6 +547,7 @@
                    timestamp = val.get("time")
                    # 大于10s的数据放弃处理
                    if type_ == "set_target_codes":
                        async_log_util.info(logger_l2_codes_subscript, f"策略接收到数据")
                        if time.time() * 1000 - timestamp > 10 * 1000:
                            continue
                        TradeServerProcessor.set_target_codes(val)