bug修复

Administrator

2023-10-30 fb47d36048e94b9a506d5c153e3dd19a01e37df1

bug修复

 huaxin_client/l2_client.py

@@ -321,7 +321,7 @@
            # 深证撤单
            print("逐笔委托", item)

            l2_data_manager.add_l2_order_detail(item, True)
            l2_data_manager.add_l2_order_detail(item, 0, True)
        else:
            if abs(pTransaction['TradePrice'] - limit_up_price) < 0.201:
                # 涨停价
@@ -343,7 +343,9 @@
    def OnRtnOrderDetail(self, pOrderDetail):
        can_listen = False
        code = str(pOrderDetail['SecurityID'])
        start_time = 0
        if code in self.special_code_volume_for_order_dict:
            start_time = time.time()
            if self.special_code_volume_for_order_dict[code][0] == pOrderDetail['Volume'] or constant.SHADOW_ORDER_VOLUME == pOrderDetail['Volume']:
                # 监控目标订单与影子订单
                if self.special_code_volume_for_order_dict[code][1] > time.time():
@@ -374,7 +376,7 @@
                "OrderTime": pOrderDetail['OrderTime'], "MainSeq": pOrderDetail['MainSeq'],
                "SubSeq": pOrderDetail['SubSeq'], "OrderNO": pOrderDetail['OrderNO'],
                "OrderStatus": pOrderDetail['OrderStatus'].decode()}
        l2_data_manager.add_l2_order_detail(item)
        l2_data_manager.add_l2_order_detail(item, start_time)

    def OnRtnBondMarketData(self, pDepthMarketData, FirstLevelBuyNum, FirstLevelBuyOrderVolumes, FirstLevelSellNum,
                            FirstLevelSellOrderVolumes):

 huaxin_client/l2_data_manager.py

@@ -55,7 +55,7 @@


# 添加委托详情
def add_l2_order_detail(data, istransaction=False):
def add_l2_order_detail(data, start_time, istransaction=False):
    code = data["SecurityID"]
    # 异步日志记录
    if code not in tmep_order_detail_queue_dict:
@@ -79,7 +79,7 @@

    tmep_order_detail_queue_dict[code].put(
        (data['SecurityID'], data['Price'], data['Volume'], data['Side'], data['OrderType'], data['OrderTime'],
         data['MainSeq'], data['SubSeq'], data['OrderNO'], data['OrderStatus'], int(time.time() * 1000)))
         data['MainSeq'], data['SubSeq'], data['OrderNO'], data['OrderStatus'], time.time(), start_time))


# 添加逐笔成交
@@ -196,23 +196,22 @@
            try:
                if code not in target_codes:
                    break
                # 打开共享内存
                order_detail_upload_active_time_dict[code] = time.time()
                udatas = []
                while not tmep_order_detail_queue_dict[code].empty():
                    temp = tmep_order_detail_queue_dict[code].get()
                    udatas.append(temp)
                if udatas:
                    start_time = time.time()
                    # start_time = time.time()
                    # upload_data(code, "l2_order", udatas)
                    l2_data_callback.OnL2Order(code, udatas, int(time.time() * 1000))
                    # l2_data_transaction_protocol.send_l2_order_detail(pipe, _mmap, code, udatas)
                    use_time = int((time.time() - start_time) * 1000)
                    if use_time > 10:
                        async_log_util.info(logger_local_huaxin_l2_upload, f"{code}-上传代码耗时：{use_time}ms")
                    # use_time = int((time.time() - start_time) * 1000)
                    # if use_time > 10:
                    #     async_log_util.info(logger_local_huaxin_l2_upload, f"{code}-上传代码耗时：{use_time}ms")
                else:
                    # 没有数据的时候需等待，有数据时不需等待
                    time.sleep(0.004)
                    time.sleep(0.001)
            except Exception as e:
                hx_logger_contact_debug.exception(e)
                logger_local_huaxin_l2_error.error(f"上传订单数据出错：{str(e)}")

 l2/l2_data_manager_new.py

@@ -600,6 +600,7 @@
                    jx_blocks, jx_blocks_by = KPLCodeJXBlockManager().get_jx_blocks_cache(
                        code), KPLCodeJXBlockManager().get_jx_blocks_cache(code, by=True)
                    info = cls.__trade_log_placr_order_info_dict[code]
                    info.mode = order_begin_pos.mode
                    info.set_buy_index(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
                    if jx_blocks:
                        info.set_kpl_blocks(list(jx_blocks))

 output/code_info_output.py

@@ -12,6 +12,7 @@
import code_attribute
from code_attribute import code_volumn_manager, limit_up_time_manager, global_data_loader, gpcode_manager
import constant
from l2.l2_data_manager import OrderBeginPosInfo
from l2.l2_data_util import L2DataUtil
from utils import global_util, tool
from log_module import log, log_export
@@ -385,9 +386,15 @@
                    extra_datas.append(f"安全笔数：{data['safe_count']}")

                    records_new_data.append((time_, "", "-------------------------", []))
                    records_new_data.append((time_, "下单",
                                             f"【{format_l2_data(total_datas[data['buy_single_index']])}】-【{format_l2_data(total_datas[data['buy_exec_index']])}】",
                                             extra_datas))
                    mode = data.get('mode')
                    if mode == OrderBeginPosInfo.MODE_FAST:
                        records_new_data.append((time_, "闪电下单",
                                                 f"【{format_l2_data(total_datas[data['buy_single_index']])}】-【{format_l2_data(total_datas[data['buy_exec_index']])}】",
                                                 extra_datas))
                    else:
                        records_new_data.append((time_, "下单",
                                                 f"【{format_l2_data(total_datas[data['buy_single_index']])}】-【{format_l2_data(total_datas[data['buy_exec_index']])}】",
                                                 extra_datas))
                elif type == trade_record_log_util.TYPE_REAL_PLACE_ORDER_POSITION:
                    _datas = []
                    MIN_MONEYS = [30000, 20000, 10000]
@@ -449,4 +456,4 @@
if __name__ == '__main__':
    code = '002786'
    l2_data_util.load_l2_data(code)
    print( __load_trade_record(code, l2_data_util.local_today_datas.get(code)))
    print(__load_trade_record(code, l2_data_util.local_today_datas.get(code)))

 trade/trade_manager.py

@@ -447,11 +447,10 @@
def __buy(code, price, trade_state, capture_timestamp, last_data, last_data_index, mode=0):
    async_log_util.info(logger_trade, "{} trade_manager.__buy 开始".format(code))
    try:

        if constant.API_TRADE_ENABLE:
            count = (constant.BUY_MONEY_PER_CODE // int(round(float(price) * 100))) * 100
            if mode != 0:
                count = 100
            # if mode != 0:
            #     count = 100
            # 最低下单1手
            if count < 100:
                count = 100

 trade/trade_record_log_util.py

@@ -18,13 +18,14 @@

class PlaceOrderInfo(object):
    def __init__(self, buy_single_index=None, buy_exec_index=None, m_val=None, safe_count=None, big_num_indexes=None,
                 kpl_blocks=None):
                 kpl_blocks=None, mode=None):
        self.buy_single_index = buy_single_index
        self.buy_exec_index = buy_exec_index
        self.m_val = m_val
        self.safe_count = safe_count
        self.big_num_indexes = big_num_indexes
        self.kpl_blocks = kpl_blocks
        self.mode = mode

    def set_buy_index(self, buy_single_index, buy_exec_index):
        self.buy_single_index = buy_single_index