code_attribute/first_target_code_data_processor.py | ●●●●● 补丁 | 查看 | 原始文档 | blame | 历史 | |
l2/huaxin/huaxin_target_codes_manager.py | ●●●●● 补丁 | 查看 | 原始文档 | blame | 历史 | |
log_module/log_export.py | ●●●●● 补丁 | 查看 | 原始文档 | blame | 历史 | |
trade/huaxin/huaxin_trade_server.py | ●●●●● 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)