| | |
| | | import logging |
| | | import multiprocessing |
| | | import os |
| | | import pickle |
| | | import queue |
| | | import time |
| | | import concurrent.futures |
| | |
| | | # 上传数据 |
| | | type_ = "set_target_codes" |
| | | request_id = f"sb_{int(time.time() * 1000)}" |
| | | fdata = json.dumps( |
| | | {"type": type_, "data": {"data": datas}, "request_id": request_id, "time": round(time.time() * 1000, 0)}) |
| | | fdata = pickle.dumps( |
| | | {"type": type_, "data": {"data": datas}, "request_id": request_id, "time": round(time.time() * 1000, 0)}, protocol=pickle.HIGHEST_PROTOCOL) |
| | | if queue_l1_w_strategy_r is not None: |
| | | queue_l1_w_strategy_r.put_nowait(fdata) |
| | | # 记录新增加的代码 |
| | |
| | | import json |
| | | import multiprocessing |
| | | import pickle |
| | | import threading |
| | | import time |
| | | |
| | |
| | | while True: |
| | | try: |
| | | data = queue_l1_w_strategy_r.get() |
| | | logger_debug.info(f"接收到tick数据:{data}") |
| | | data = pickle.loads(data) |
| | | if data.get("type") == 'set_target_codes': |
| | | # [(代码, 时间戳, 价格, 总交易量, 总交易额, 买5, 卖5)] |
| | | market_data_list = data["data"]["data"] |