From 1ff185866bcf0796d2367699bc000abb326360d5 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 15 九月 2023 17:02:51 +0800
Subject: [PATCH] 交易设置独立进程/删除trade_client_server/记录L2逐笔委托日志
---
l2/l2_data_manager_new.py | 61 ++++++++----------------------
1 files changed, 17 insertions(+), 44 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index 8be557b..2fd1d4c 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -18,7 +18,7 @@
from trade import trade_manager, trade_queue_manager, l2_trade_factor, l2_trade_util, \
trade_result_manager, current_price_process_manager, trade_data_manager, trade_huaxin
from l2 import safe_count_manager, l2_data_manager, l2_log, l2_data_source_util, code_price_manager, \
- transaction_progress, cancel_buy_strategy
+ transaction_progress, cancel_buy_strategy, l2_data_log
from l2.cancel_buy_strategy import SecondCancelBigNumComputer, HourCancelBigNumComputer, DCancelBigNumComputer, \
LCancelBigNumComputer
from l2.l2_data_manager import L2DataException
@@ -294,47 +294,32 @@
# 澶勭悊鍗庨懌L2鏁版嵁
@classmethod
def process_huaxin(cls, code, origin_datas):
- print("process_huaxin", code, len(origin_datas))
datas = None
- origin_start_time = round(t.time() * 1000)
try:
+ l2_data_log.l2_time_log(code, "寮�濮嬪姞杞藉巻鍙叉暟鎹�")
# 鍔犺浇鍘嗗彶鐨凩2鏁版嵁
is_normal = l2.l2_data_util.load_l2_data(code, load_latest=False)
if not is_normal:
- print("鍘嗗彶鏁版嵁寮傚父:", code)
# 鏁版嵁涓嶆甯搁渶瑕佺姝氦鏄�
l2_trade_util.forbidden_trade(code, msg="L2鍘嗗彶鏁版嵁寮傚父")
- origin_start_time = round(t.time() * 1000)
# 杞崲鏁版嵁鏍煎紡
_start_index = 0
total_datas = local_today_datas.get(code)
if total_datas:
_start_index = total_datas[-1]["index"] + 1
+ l2_data_log.l2_time_log(code, "寮�濮嬫牸寮忓寲鍘熷鏁版嵁")
datas = l2_huaxin_util.get_format_l2_datas(code, origin_datas,
gpcode_manager.get_limit_up_price(code), _start_index)
__start_time = round(t.time() * 1000)
+ l2_data_log.l2_time_log(code, "寮�濮嬪鐞嗘暟鎹�")
if len(datas) > 0:
cls.process_add_datas(code, datas, 0, __start_time)
- else:
- pass
- # lp = LineProfiler()
- # lp.enable()
- # lp_wrap = lp(cls.process_add_datas)
- # lp_wrap(code, datas, 0, __start_time)
- # output = io.StringIO()
- # lp.print_stats(stream=output)
- # lp.disable()
- # with open(f"/home/logs/profile/{code}_{datas[0]['index']}_{datas[-1]['index']}.txt", 'w') as f:
- # f.write(output.getvalue())
- # lp.dump_stats(f"/home/logs/profile/{code}_{round(t.time() * 1000)}.txt")
except Exception as e:
- async_log_util.error(logger_l2_error,f"code:{code}")
+ async_log_util.error(logger_l2_error, f"code:{code}")
async_log_util.exception(logger_l2_error, e)
finally:
- # l2_data_log.l2_time(code, round(t.time() * 1000) - origin_start_time,
- # "l2鏁版嵁澶勭悊鎬昏�楁椂",
- # True)
if datas:
+ l2_data_log.l2_time_log(code, "寮�濮嬩繚瀛樻暟鎹�")
l2.l2_data_util.save_l2_data(code, None, datas)
@classmethod
@@ -402,21 +387,7 @@
end_index = len(total_datas) - 1
if state == trade_manager.TRADE_STATE_BUY_DELEGATED or state == trade_manager.TRADE_STATE_BUY_PLACE_ORDER or state == trade_manager.TRADE_STATE_BUY_SUCCESS:
# 宸叉寕鍗�
- if True: # len(add_datas) < 10:
- cls.__process_order(code, start_index, end_index, capture_timestamp, is_first_code)
- else:
- pass
- # lp = LineProfiler()
- # lp.enable()
- # lp_wrap = lp(cls.__process_order)
- # lp_wrap(code, start_index, end_index, capture_timestamp, is_first_code)
- # output = io.StringIO()
- # lp.print_stats(stream=output)
- # lp.disable()
- # with open(
- # f"/home/logs/profile/{code}_process_order_{add_datas[0]['index']}_{add_datas[-1]['index']}.txt",
- # 'w') as f:
- # f.write(output.getvalue())
+ cls.__process_order(code, start_index, end_index, capture_timestamp, is_first_code)
else:
# 鏈寕鍗�,鏃堕棿鐩稿樊涓嶅ぇ鎵嶈兘鎸傚崟
if l2.l2_data_util.L2DataUtil.is_same_time(now_time_str, latest_time):
@@ -426,8 +397,6 @@
add_datas[0]["index"],
add_datas[-1]["index"], round(t.time() * 1000) - __start_time,
capture_timestamp)
- # __start_time = l2_data_log.l2_time(code, round(t.time() * 1000) - __start_time,
- # "l2鏁版嵁澶勭悊鏃堕棿")
# 澶勭悊鏈寕鍗�
@classmethod
@@ -484,7 +453,8 @@
return b_cancel_data, "S澶у崟鎾ら攢姣斾緥瑙﹀彂闃堝��"
except Exception as e:
logging.exception(e)
- async_log_util.error(logger_l2_error, f"鍙傛暟锛歜uy_single_index-{_buy_single_index} buy_exec_index-{_buy_exec_index}")
+ async_log_util.error(logger_l2_error,
+ f"鍙傛暟锛歜uy_single_index-{_buy_single_index} buy_exec_index-{_buy_exec_index}")
async_log_util.exception(logger_l2_error, e)
finally:
# l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time,
@@ -508,7 +478,8 @@
if b_need_cancel and b_cancel_data:
return b_cancel_data, "H鎾ら攢姣斾緥瑙﹀彂闃堝��"
except Exception as e:
- async_log_util.error(logger_l2_error, f"鍙傛暟锛歜uy_single_index-{_buy_single_index} buy_exec_index-{_buy_exec_index}")
+ async_log_util.error(logger_l2_error,
+ f"鍙傛暟锛歜uy_single_index-{_buy_single_index} buy_exec_index-{_buy_exec_index}")
async_log_util.exception(logger_l2_error, e)
finally:
# l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time, "宸蹭笅鍗�-H鎾ゅぇ鍗曡绠�")
@@ -527,7 +498,8 @@
if b_need_cancel and b_cancel_data:
return b_cancel_data, "L鎾ら攢姣斾緥瑙﹀彂闃堝��"
except Exception as e:
- async_log_util.error(logger_l2_error, f"鍙傛暟锛歜uy_single_index-{_buy_single_index} buy_exec_index-{_buy_exec_index}")
+ async_log_util.error(logger_l2_error,
+ f"鍙傛暟锛歜uy_single_index-{_buy_single_index} buy_exec_index-{_buy_exec_index}")
async_log_util.exception(logger_l2_error, e)
finally:
# l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time, "宸蹭笅鍗�-L鎾ゅぇ鍗曡绠�")
@@ -975,7 +947,8 @@
unique_key = f"{compute_start_index}-{compute_end_index}"
if cls.__latest_process_not_order_unique_keys.get(code) == unique_key:
- async_log_util.error(logger_l2_error, f"閲嶅澶勭悊鏁版嵁锛歝ode-{code} start_index-{compute_start_index} end_index-{compute_end_index}")
+ async_log_util.error(logger_l2_error,
+ f"閲嶅澶勭悊鏁版嵁锛歝ode-{code} start_index-{compute_start_index} end_index-{compute_end_index}")
return
cls.__latest_process_not_order_unique_keys[code] = unique_key
@@ -1147,11 +1120,11 @@
@classmethod
def __get_threshmoney(cls, code):
- m,msg = cls.__l2PlaceOrderParamsManagerDict[code].get_m_val()
+ m, msg = cls.__l2PlaceOrderParamsManagerDict[code].get_m_val()
if trade_manager.CodesTradeStateManager().get_trade_state_cache(code) == trade_manager.TRADE_STATE_NOT_TRADE:
# 棣栨涓嬪崟m鍊兼墿澶�1.5鍊�
m = int(m * 1.5)
- return m,msg
+ return m, msg
# 璁＄畻涓囨墜鍝ョ瑪鏁�
@classmethod
--
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