From 21b84025d0d2543b5f6dc8c22859d25ce0e5de30 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 10 十月 2023 18:13:46 +0800
Subject: [PATCH] 交易日志格式化处理
---
l2/l2_data_manager_new.py | 61 +++++++++++++++++++++++++++---
1 files changed, 54 insertions(+), 7 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index 138310e..e263301 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -13,9 +13,9 @@
from utils import global_util, ths_industry_util, tool
import l2_data_util
from db import redis_manager_delegate as redis_manager
-from third_data.code_plate_key_manager import CodePlateKeyBuyManager
+from third_data.code_plate_key_manager import CodePlateKeyBuyManager, KPLCodeJXBlockManager
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
+ trade_result_manager, current_price_process_manager, trade_data_manager, trade_huaxin, trade_record_log_util
from l2 import safe_count_manager, l2_data_manager, l2_log, l2_data_source_util, code_price_manager, \
transaction_progress, cancel_buy_strategy, l2_data_log
from l2.cancel_buy_strategy import SecondCancelBigNumComputer, HourCancelBigNumComputer, DCancelBigNumComputer, \
@@ -214,6 +214,7 @@
__TradeBuyQueue = transaction_progress.TradeBuyQueue()
__latest_process_order_unique_keys = {}
__latest_process_not_order_unique_keys_count = {}
+ __trade_log_placr_order_info_dict = {} # 涓嬪崟淇℃伅淇濆瓨
# 鍒濆鍖�
__TradePointManager = l2_data_manager.TradePointManager()
__SecondCancelBigNumComputer = SecondCancelBigNumComputer()
@@ -287,6 +288,7 @@
@classmethod
def set_real_place_order_index(cls, code, index, buy_single_index):
+ trade_record_log_util.add_real_place_order_position_log(code, index, buy_single_index)
cancel_buy_strategy.set_real_place_position(code, index, buy_single_index)
# 澶勭悊鍗庨懌L2鏁版嵁
@@ -324,6 +326,8 @@
def process_add_datas(cls, code, add_datas, capture_timestamp, __start_time):
now_time_str = tool.get_now_time_str()
if len(add_datas) > 0:
+ if code not in cls.__trade_log_placr_order_info_dict:
+ cls.__trade_log_placr_order_info_dict[code] = trade_record_log_util.PlaceOrderInfo()
# 鎷兼帴鏁版嵁
local_today_datas[code].extend(add_datas)
l2.l2_data_util.load_num_operate_map(local_today_num_operate_map, code, add_datas)
@@ -541,6 +545,7 @@
code)
if not can:
l2_log.debug(code, "涓嶅彲浠ヤ笅鍗曪紝鍘熷洜锛歿}", reason)
+ trade_record_log_util.add_cant_place_order_log(code, reason)
if need_clear_data:
trade_result_manager.real_cancel_success(code, buy_single_index, buy_exec_index,
local_today_datas.get(code))
@@ -559,10 +564,25 @@
l2_log.debug(code, "澶勭悊涔板叆鎴愬姛")
params_desc = cls.__l2PlaceOrderParamsManagerDict[code].get_buy_rank_desc()
l2_log.debug(code, params_desc)
- l2_log.trade_record(code, "涓嬪崟",
- "'buy_start_index':{} ,'buy_exec_index':{},'volume_reate':{},'desc':'{}'",
- buy_single_index, buy_exec_index, cls.volume_rate_info[code][0],
- params_desc)
+ ############璁板綍涓嬪崟鏃剁殑鏁版嵁############
+ try:
+ jx_blocks, jx_blocks_by = KPLCodeJXBlockManager().get_jx_blocks_cache(
+ code), KPLCodeJXBlockManager().get_jx_blocks_cache(code, by=True)
+ info = cls.__trade_log_placr_order_info_dict[code]
+ info.set_buy_index(buy_single_index, buy_exec_index)
+ if jx_blocks:
+ info.set_kpl_blocks(list(jx_blocks))
+ elif jx_blocks_by:
+ info.set_kpl_blocks(list(jx_blocks_by))
+ else:
+ info.set_kpl_blocks([])
+
+ trade_record_log_util.add_place_order_log(code, info)
+ except Exception as e:
+ async_log_util.error(logger_l2_error, f"鍔犲叆涔板叆璁板綍鏃ュ織鍑洪敊锛歿str(e)}")
+
+
+
except Exception as e:
async_log_util.exception(logger_l2_error, e)
l2_log.debug(code, "鎵ц涔板叆寮傚父:{}", str(e))
@@ -929,9 +949,10 @@
if cancel_index is None:
cancel_index = total_datas[-1]["index"]
cls.__LatestCancelIndexManager.set_latest_cancel_index(code, cancel_index)
+ # 娣诲姞鎾ゅ崟鏃ュ織璁板綍
+ trade_record_log_util.add_cancel_msg_log(code, msg)
cancel_result = cls.__cancel_buy(code)
if cancel_result:
- l2_log.trade_record(code, "鎾ゅ崟", "'index':{} , 'msg':'{}'", cancel_index, msg)
trade_result_manager.real_cancel_success(code, buy_single_index, buy_exec_index, total_datas)
l2_log.debug(code, "鎵ц鎾ゅ崟缁撴潫锛屽師鍥狅細{}", msg)
return True
@@ -1248,6 +1269,12 @@
max_buy_num_set_count += total_datas[i1]["re"]
# 鏈夋挙鍗曚俊鍙凤紝涓斿皬浜庨槇鍊�
if buy_nums >= threshold_num and buy_count >= threshold_count and trigger_buy and max_buy_num_set_count >= big_num_count:
+ try:
+ info = cls.__trade_log_placr_order_info_dict[code]
+ info.set_trade_factor(threshold_money, threshold_count, list(max_buy_num_set))
+ except Exception as e:
+ async_log_util.error(logger_l2_error, f"璁板綍浜ゆ槗鍥犲瓙鍑洪敊锛歿str(e)}")
+
return i, buy_nums, buy_count, None, max_buy_num_set
l2_log.buy_debug(code, "灏氭湭鑾峰彇鍒颁拱鍏ユ墽琛岀偣锛岃捣濮嬭绠椾綅缃細{} 缁熻绾拱鎵嬫暟锛歿} 鐩爣绾拱鎵嬫暟锛歿} 缁熻绾拱鍗曟暟锛歿} 鐩爣绾拱鍗曟暟锛歿} 澶у崟鏁伴噺锛歿} 鐩爣澶у崟鏁伴噺锛歿}",
@@ -1258,7 +1285,27 @@
return None, buy_nums, buy_count, None, max_buy_num_set
+def test_trade_record():
+ code = "000333"
+ __trade_log_placr_order_info_dict = {code: trade_record_log_util.PlaceOrderInfo()}
+ try:
+ jx_blocks, jx_blocks_by = KPLCodeJXBlockManager().get_jx_blocks_cache(
+ code), KPLCodeJXBlockManager().get_jx_blocks_cache(code, by=True)
+ info = __trade_log_placr_order_info_dict[code]
+ info.set_buy_index(0, 1)
+ if jx_blocks:
+ info.set_kpl_blocks(list(jx_blocks))
+ elif jx_blocks_by:
+ info.set_kpl_blocks(list(jx_blocks_by))
+ else:
+ info.set_kpl_blocks([])
+
+ trade_record_log_util.add_place_order_log(code, info)
+ except:
+ pass
+
if __name__ == "__main__":
+ test_trade_record()
# yesterday_limit_up_data_records = kpl_data_manager.get_current_limit_up_data_records(1)[0][1]
# yesterday_codes = set([x[0] for x in yesterday_limit_up_data_records])
# print(yesterday_codes)
--
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