From 0033f43c150e7b226455d207a3e148de21c7a938 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 09 五月 2025 18:39:17 +0800
Subject: [PATCH] bug修复
---
huaxin_client/l2_client_test.py | 41 ++++++++++++++++-------------------------
1 files changed, 16 insertions(+), 25 deletions(-)
diff --git a/huaxin_client/l2_client_test.py b/huaxin_client/l2_client_test.py
index 9a250e4..92fece3 100644
--- a/huaxin_client/l2_client_test.py
+++ b/huaxin_client/l2_client_test.py
@@ -4,6 +4,7 @@
import queue
import time
import lev2mdapi
+from l2.huaxin import l2_huaxin_util
from log_module import log
from log_module.log import logger_local_huaxin_l2_subscript, logger_system
from utils import tool
@@ -66,7 +67,7 @@
def get_big_sell_orders(self):
return self.__big_sell_orders
- def add_transaction_data_for_accurate(self, data):
+ def add_transaction_data_for_accurate(self, item):
"""
鑾峰彇绮剧‘鐨勪拱鍗曚俊鎭�
@param data:
@@ -76,18 +77,10 @@
def format_timestamp(timestamp):
time_str = str(timestamp)
return int(time_str[:5] if time_str[0] == '9' else time_str[:6])
-
- item = (data["BuyNo"], data["SellNo"], data["TradePrice"], data["TradeVolume"])
- # item = {"SecurityID": pTransaction['SecurityID'], "TradePrice": pTransaction['TradePrice'],
- # "TradeVolume": pTransaction['TradeVolume'],
- # "OrderTime": pTransaction['TradeTime'], "MainSeq": pTransaction['MainSeq'],
- # "SubSeq": pTransaction['SubSeq'], "BuyNo": pTransaction['BuyNo'],
- # "SellNo": pTransaction['SellNo'],
- # "ExecType": pTransaction['ExecType'].decode()}
money = round(item[2] * item[3])
volume = item[3]
price = item[2]
- order_time = data["OrderTime"]
+ order_time = item[4]
if item[0] not in self.__big_accurate_buy_order_dict:
# (涔板崟鍙�, 閲�, 閲戦, 鏃堕棿, 鏈�鏂版垚浜や环鏍�)
self.__big_accurate_buy_order_dict[item[0]] = [item[0], 0, 0, order_time, price]
@@ -100,22 +93,20 @@
if self.__latest_buy_order and self.__latest_buy_order[0] != item[0]:
# 鏈夊彲鑳芥槸澶у崟鎴愪氦瀹屾垚锛� 鍒ゆ柇涓婁釜璁㈠崟鏄惁鏄ぇ鍗�
last_buy_order = self.__big_accurate_buy_order_dict.get(self.__latest_buy_order[0])
- try:
- if last_buy_order[2] > 299e4:
- self.big_accurate_buy_order_queue.put_nowait(last_buy_order)
- except Exception as e:
- print("鏁版嵁锛�", last_buy_order, self.__latest_buy_order, item)
- raise e
+
+ if last_buy_order[2] > 299e4:
+ self.big_accurate_buy_order_queue.put_nowait(last_buy_order)
+
# 濡傛灉鏁版嵁杩囧闇�瑕佺Щ闄よ繃闀挎椂闂寸殑灏忛噾棰濇暟鎹�
accurate_buy_count = len(self.__big_accurate_buy_order_dict.keys())
if accurate_buy_count > 10000 and accurate_buy_count - self.__last_accurate_buy_count > 2000:
# 瓒呰繃1w鏉℃暟鎹笖鏂板2000鏉℃暟鎹�
# 瓒呰繃1w鏉℃暟鎹氨瑕佺Щ闄�30鍒嗛挓涔嬪墠鐨勬暟鎹�
- now_time_int = int(tool.trade_time_add_second(tool.get_now_time_str(), -3600).replace(":", ""))
+ now_time_int = int(
+ tool.trade_time_add_second(l2_huaxin_util.convert_time(order_time), -3600).replace(":", ""))
try:
remove_order_nos = [x for x in self.__big_accurate_buy_order_dict if
- now_time_int - format_timestamp(
- self.__big_accurate_buy_order_dict[x][3]) > 0]
+ format_timestamp(self.__big_accurate_buy_order_dict[x][3]) < now_time_int]
if remove_order_nos:
for order_no in remove_order_nos:
self.__big_accurate_buy_order_dict.pop(order_no)
@@ -141,11 +132,11 @@
if accurate_sell_count > 10000 and accurate_sell_count - self.__last_accurate_sell_count > 2000:
# 瓒呰繃1w鏉℃暟鎹笖鏂板2000鏉℃暟鎹�
# 瓒呰繃1w鏉℃暟鎹氨瑕佺Щ闄�30鍒嗛挓涔嬪墠鐨勬暟鎹�
- now_time_int = int(tool.trade_time_add_second(tool.get_now_time_str(), -3600).replace(":", ""))
+ now_time_int = int(tool.trade_time_add_second(l2_huaxin_util.convert_time(order_time), -3600).replace(":", ""))
try:
remove_order_nos = [x for x in self.__big_accurate_sell_order_dict if
- now_time_int - format_timestamp(
- self.__big_accurate_sell_order_dict[x][3]) > 0]
+ now_time_int > format_timestamp(
+ self.__big_accurate_sell_order_dict[x][3])]
if remove_order_nos:
for order_no in remove_order_nos:
self.__big_accurate_sell_order_dict.pop(order_no)
@@ -153,7 +144,7 @@
self.__last_accurate_sell_count = len(self.__big_accurate_sell_order_dict.keys())
def add_transaction_data(self, data):
- item = (data["BuyNo"], data["SellNo"], data["TradePrice"], data["TradeVolume"])
+ item = (data["BuyNo"], data["SellNo"], data["TradePrice"], data["TradeVolume"], data["OrderTime"])
# item = {"SecurityID": pTransaction['SecurityID'], "TradePrice": pTransaction['TradePrice'],
# "TradeVolume": pTransaction['TradeVolume'],
# "OrderTime": pTransaction['TradeTime'], "MainSeq": pTransaction['MainSeq'],
@@ -163,10 +154,10 @@
money = round(item[2] * item[3])
volume = item[3]
price = item[2]
- order_time = data["OrderTime"]
+ order_time = item[4]
if self.accurate_buy:
- self.add_transaction_data_for_accurate(data)
+ self.add_transaction_data_for_accurate(item)
if not self.__latest_buy_order:
# (涔板崟鍙�, 閲�, 閲戦, 鏃堕棿, 鏈�鏂版垚浜や环鏍�)
--
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