From 5840eb38afbbc909bacc2996738b859ad29ddf22 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 31 七月 2023 14:24:44 +0800
Subject: [PATCH] bug修复
---
l2/l2_data_manager_new.py | 72 ++++++++++++++++++++++++++++-------
1 files changed, 57 insertions(+), 15 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index 11d079c..2165ee6 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -29,7 +29,6 @@
from line_profiler import LineProfiler
-
import dask
from trade.trade_manager import TradeTargetCodeModeManager
@@ -244,15 +243,18 @@
logger_l2_process.info("code:{} 鑾峰彇鍒颁笅鍗曠湡瀹炰綅缃細{}", code, place_order_index)
DCancelBigNumComputer.set_real_order_index(code, place_order_index)
__start_time = round(t.time() * 1000)
-
- cls.process_add_datas(code, datas, 0, __start_time)
- # lp = LineProfiler()
- # lp_wrap = lp(cls.process_add_datas)
- # lp_wrap(code, datas, 0, __start_time)
- # output = io.StringIO()
- # lp.print_stats(stream=output)
- # with open(f"/home/logs/profile/{code}_{round(t.time() * 1000)}.txt",'w') as f:
- # f.write(output.getvalue())
+ if len(datas) > 0:
+ cls.process_add_datas(code, datas, 0, __start_time)
+ else:
+ 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:
print("huaxin L2鏁版嵁澶勭悊寮傚父", code, str(e))
@@ -268,7 +270,6 @@
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:
- print(id(local_today_datas))
# 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)
@@ -298,7 +299,21 @@
limit_up_time = limit_up_time_manager.get_limit_up_time(code)
if limit_up_time is None:
limit_up_time = tool.get_now_time_str()
- score = first_code_score_manager.get_score(code, volume_rate, limit_up_time, True)
+ score = None
+ if len(add_datas) < 10:
+ score = first_code_score_manager.get_score(code, volume_rate, limit_up_time, True)
+ else:
+ lp = LineProfiler()
+ lp.enable()
+ lp_wrap = lp(first_code_score_manager.get_score)
+ score = lp_wrap(code, volume_rate, limit_up_time, True)
+ output = io.StringIO()
+ lp.print_stats(stream=output)
+ lp.disable()
+ with open(
+ f"/home/logs/profile/{code}_get_score_{add_datas[0]['index']}_{add_datas[-1]['index']}.txt",
+ 'w') as f:
+ f.write(output.getvalue())
cls.__l2PlaceOrderParamsManagerDict[code] = l2_trade_factor.L2PlaceOrderParamsManager(code, is_first_code,
volume_rate,
volume_rate_index,
@@ -319,11 +334,26 @@
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�
- cls.__process_order(code, start_index, end_index, capture_timestamp, is_first_code)
+ if len(add_datas) < 10:
+ cls.__process_order(code, start_index, end_index, capture_timestamp, is_first_code)
+ else:
+ 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())
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):
+
cls.__process_not_order(code, start_index, end_index, capture_timestamp, is_first_code)
+
logger_l2_process.info("code:{} 澶勭悊鏁版嵁鑼冨洿: {}-{} 澶勭悊鏃堕棿:{} 鎴浘鏃堕棿鎴筹細{}", code, add_datas[0]["index"],
add_datas[-1]["index"], round(t.time() * 1000) - __start_time,
@@ -340,8 +370,20 @@
if round(t.time() * 1000) - __start_time > 10:
__start_time = l2_data_log.l2_time(code, round(t.time() * 1000) - __start_time,
"鑾峰彇m鍊兼暟鎹�楁椂")
-
- cls.__start_compute_buy(code, start_index, end_index, threshold_money, capture_time, is_first_code)
+ if end_index - start_index < 10:
+ cls.__start_compute_buy(code, start_index, end_index, threshold_money, capture_time, is_first_code)
+ else:
+ lp = LineProfiler()
+ lp.enable()
+ lp_wrap = lp(cls.__start_compute_buy)
+ lp_wrap(code, start_index, end_index, threshold_money, capture_time, is_first_code)
+ output = io.StringIO()
+ lp.print_stats(stream=output)
+ lp.disable()
+ with open(
+ f"/home/logs/profile/{code}_start_compute_buy_{start_index}_{end_index}.txt",
+ 'w') as f:
+ f.write(output.getvalue())
# 娴嬭瘯涓撶敤
@classmethod
--
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