L2逐笔成交耗时计算

admin

2025-05-09 9e70306fb01d53fa640ac8999d431119b7a53e0c

L2逐笔成交耗时计算

 main.py

@@ -161,6 +161,7 @@
        :return:
        """
        if datas:
            start_time = time.time()
            # logger_debug.debug(f"{code} - L2逐笔成交上报：{len(datas)}")
            price, time_str = datas[-1][1], huaxin_util.convert_time(datas[-1][3])
            try:
@@ -188,6 +189,10 @@
            finally:
                self.__last_price_dict[code] = price
                data_cache.latest_deal_price_dict[code] = price
                use_time = time.time() - start_time
                if use_time > 0.1:
                    logger_debug.warning(f"L2逐笔成交处理耗时：{use_time} 最后一条数据：{datas[-1]}")


    def OnMarketData(self, code, datas):
        # logger_debug.info(f"收到L2Market数据：{datas}")

 strategy/market_sentiment_analysis.py

@@ -763,7 +763,9 @@
                    #  ((大盘综合强度分数 + 大盘指数情绪预期分数) * 0.01) * (账户可用金额 * 0.9 * 极端低迷情绪比例 / 今日最大新增持仓票数(常量：3))
                    # data_cache.today_planned_order_amount = ((data_cache.real_time_market_strong + data_cache.index_trend_expectation_score) * 0.01) * (
                    #                                                 usefulMoney * 0.9 * low_emotion_mood_ratio / Unfinished_opening_plan_number)
                    # 除以3应该是一个常量，如果以Unfinished_opening_plan_number，会出现float division by zero 错误
                    # 除以3应该是一个常量，如果以Unfinished_opening_plan_number，会出现float division by zero

                    # 如果不为空 或 计划金额为默认值，那么就计算第一次计划金额，并固定记录下来
                    if not data_cache.today_planned_order_amount or data_cache.today_planned_order_amount <= 0:
                        data_cache.today_planned_order_amount = usefulMoney * 0.95 * ideal_trading_market_score / 3
                        logger.info(f"第一次计划下单金额==={data_cache.today_planned_order_amount}元")