From 09991e316ce092d0b05a198aad9d58e78e06f69b Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 23 五月 2024 10:55:13 +0800
Subject: [PATCH] bug修复
---
huaxin_client/l2_client_for_cb.py | 40 +++++++++++++++++++++++++---------------
1 files changed, 25 insertions(+), 15 deletions(-)
diff --git a/huaxin_client/l2_client_for_cb.py b/huaxin_client/l2_client_for_cb.py
index cee96b9..b5f9a42 100644
--- a/huaxin_client/l2_client_for_cb.py
+++ b/huaxin_client/l2_client_for_cb.py
@@ -12,7 +12,6 @@
import time
import concurrent.futures
-
from code_attribute import target_codes_manager
from code_attribute.history_k_data_util import JueJinApi, JueJinHttpApi
from huaxin_client import command_manager
@@ -50,8 +49,6 @@
market_code_dict = {}
-
-
class Lev2MdSpi(lev2mdapi.CTORATstpLev2MdSpi):
special_code_volume_for_order_dict = {}
# 宸茬粡璁㈤槄鐨勪唬鐮�
@@ -76,9 +73,10 @@
szse_codes = []
sse_codes = []
for code in codes:
- if code.find("00") == 0 or code.find("30") == 0:
+ market_type = tool.get_market_type(code)
+ if market_type == tool.MARKET_TYPE_SZSE:
szse_codes.append(code.encode())
- elif code.find("60") == 0 or code.find("68") == 0:
+ elif market_type == tool.MARKET_TYPE_SSE:
sse_codes.append(code.encode())
return sse_codes, szse_codes
@@ -279,12 +277,20 @@
rate = round(
(pDepthMarketData['LastPrice'] - pDepthMarketData['PreClosePrice']) / pDepthMarketData['PreClosePrice'],
4)
+ # 浠ｇ爜, 鏈�杩戠殑浠锋牸, 娑ㄥ箙, 涔�1浠凤紝 涔�1閲�, 鎴愪氦鎬婚噺, 濮旀墭涔板叆鎬婚噺, 濮旀墭鍗栧嚭鎬婚噺
+
+ market_call_back_queue.put_nowait((pDepthMarketData['SecurityID'], pDepthMarketData['LastPrice'], rate,
+ pDepthMarketData['BidPrice1'], pDepthMarketData['BidVolume1'],
+ pDepthMarketData['TotalVolumeTrade'], pDepthMarketData['TotalBidVolume'], pDepthMarketData['TotalAskVolume']))
code = pDepthMarketData['SecurityID']
if code.find("00") == 0 or code.find("60") == 0:
if rate >= 0.05:
self.__high_rate_codes.add(code)
else:
self.__high_rate_codes.discard(code)
+ elif code.find("11") == 0 or code.find("12") == 0:
+ # 杩囨护鍙浆鍊�
+ pass
else:
if rate >= 0.10:
self.__high_rate_codes.add(code)
@@ -383,29 +389,32 @@
鍒濆鍖栨暟鎹�
:return:
"""
- codes = []
+ market_codes = []
# 鑾峰彇鐩爣浠ｇ爜
for i in range(3):
try:
- codes = target_codes_manager.get_subscript_codes()
- if codes:
+ underlying_codes = target_codes_manager.get_subscript_underlying_codes()
+ cb_codes = target_codes_manager.get_subscript_cb_codes()
+ if underlying_codes and cb_codes:
+ market_codes.extend(underlying_codes)
+ market_codes.extend(cb_codes)
break
except Exception as e:
logger_system.exception(e)
time.sleep(5)
- logger_system.info(f'鍙浆鍊烘鑲℃暟閲忥細{len(codes)}')
- if codes:
+ logger_system.info(f'璁㈤槄琛屾儏鏁伴噺锛歿len(market_codes)}')
+ if market_codes:
# 鑾峰彇鐩爣浠ｇ爜鐨勬敹鐩樹环
pre_price_dict = {}
for i in range(3):
try:
- pre_price_dict = get_pre_price(codes)
+ pre_price_dict = get_pre_price(market_codes)
if pre_price_dict:
break
except Exception as e:
logger_system.exception(e)
time.sleep(5)
- logger_system.info(f'鍙浆鍊烘鑲℃槰鏃ユ敹鐩樹环鏁伴噺锛歿len(codes)}')
+ logger_system.info(f'鏄ㄦ棩鏀剁洏浠锋暟閲忥細{len(market_codes)}')
if pre_price_dict:
for k in pre_price_dict:
if k.find("00") == 0 or k.find("60") == 0:
@@ -413,7 +422,7 @@
else:
limit_up_price = tool.to_price(decimal.Decimal(str(pre_price_dict[k])) * decimal.Decimal("1.2"))
Lev2MdSpi.limit_up_price_dict[k] = round(float(limit_up_price), 2)
- return codes
+ return market_codes
def start_sub_high_price():
@@ -425,7 +434,7 @@
time.sleep(3)
-def run(trade_call_back_queue_: multiprocessing.Queue) -> None:
+def run(trade_call_back_queue_: multiprocessing.Queue, market_call_back_queue_: multiprocessing.Queue) -> None:
"""
鍏堣闃呮墍鏈夌殑L2market琛屾儏鏁版嵁锛岀瓫閫夊嚭姣旇緝澶х殑娑ㄥ箙锛堜富鏉�>5%,绉戝垱鏉�/鍒涗笟鏉�>10%锛夌殑绁紝鐒跺悗璁㈤槄鍏朵氦鎴愪氦L2鏁版嵁
:param trade_call_back_queue_: 娣诲姞鐨勫唴瀹规牸寮忎负锛氾紙浠ｇ爜,浜ゆ槗鏃堕棿锛�
@@ -436,8 +445,9 @@
try:
# log.close_print()
# 鍒濆鍖�
- global trade_call_back_queue
+ global trade_call_back_queue, market_call_back_queue
trade_call_back_queue = trade_call_back_queue_
+ market_call_back_queue = market_call_back_queue_
codes = __init_data()
__init_l2(codes)
--
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