From 86e0061f9cf211b98252a9e6b71d6c9801e4a16b Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期日, 18 十二月 2022 18:08:03 +0800
Subject: [PATCH] 撤单策略再次修改
---
log.py | 55 ++++++++++++++++++++++++++++++++++++++++++-------------
1 files changed, 42 insertions(+), 13 deletions(-)
diff --git a/log.py b/log.py
index d341ad3..d44db65 100644
--- a/log.py
+++ b/log.py
@@ -35,6 +35,13 @@
logger.add(self.get_path("l2", "l2_trade"), filter=lambda record: record["extra"].get("name") == "l2_trade",
rotation="00:00", compression="zip", enqueue=True)
+
+ logger.add(self.get_path("l2", "l2_data"), filter=lambda record: record["extra"].get("name") == "l2_data",
+ rotation="00:00", compression="zip", enqueue=True)
+
+ logger.add(self.get_path("l2", "l2_latest_data"), filter=lambda record: record["extra"].get("name") == "l2_latest_data",
+ rotation="00:00", compression="zip", enqueue=True)
+
# 鏄剧ず鍦ㄦ帶鍒跺彴
logger.add(sys.stdout,
filter=lambda record: record["extra"].get("name") == "l2_trade")
@@ -48,6 +55,10 @@
logger.add(self.get_path("l2", "l2_big_data"),
filter=lambda record: record["extra"].get("name") == "l2_big_data",
+ rotation="00:00", compression="zip", enqueue=True)
+
+ logger.add(self.get_path("l2", "l2_trade_queue"),
+ filter=lambda record: record["extra"].get("name") == "l2_trade_queue",
rotation="00:00", compression="zip", enqueue=True)
logger.add(self.get_path("juejin", "juejin_tick"),
@@ -90,10 +101,13 @@
logger_l2_error = __mylogger.get_logger("l2_error")
logger_l2_process = __mylogger.get_logger("l2_process")
logger_l2_process_time = __mylogger.get_logger("l2_process_time")
+logger_l2_data = __mylogger.get_logger("l2_data")
+logger_l2_latest_data = __mylogger.get_logger("l2_latest_data")
logger_l2_trade = __mylogger.get_logger("l2_trade")
logger_l2_trade_cancel = __mylogger.get_logger("l2_trade_cancel")
logger_l2_trade_buy = __mylogger.get_logger("l2_trade_buy")
+logger_l2_trade_queue = __mylogger.get_logger("l2_trade_queue")
logger_l2_big_data = __mylogger.get_logger("l2_big_data")
logger_juejin_tick = __mylogger.get_logger("juejin_tick")
@@ -169,21 +183,36 @@
return tool.time_seconds_format(s - 2 - cha)
+def load_l2_from_log():
+ today_data = {}
+ date = datetime.datetime.now().strftime("%Y-%m-%d")
+ with open("D:/logs/gp/l2/l2_data.{}.log".format(date), mode='r') as f:
+ while True:
+ data = f.readline()
+ if not data:
+ break
+ index = data.find('save_l2_data:')
+ index = data.find('-', index)
+ data = data[index + 1:].strip()
+ code = data[0:6]
+ data = data[7:]
+ dict_ = eval(data)
+ if code not in today_data:
+ today_data[code] = dict_
+ else:
+ today_data[code].extend(dict_)
+ for key in today_data:
+ news = sorted(today_data[key], key=lambda x: x["index"])
+ today_data[key] = news
+ print(key, len(today_data[key]) - 1, today_data[key][-1]["index"])
+ return today_data
+
+
if __name__ == '__main__':
# logger_l2_process_time.info("test123")
date = datetime.datetime.now().strftime("%Y-%m-%d")
- LogUtil.extract_log_from_key("000666", "D:/logs/gp/ths/buy_1_volumn_record.{}.log".format(date),
- "D:/logs/gp/ths/buy_1_volumn_record{}.{}.log".format("000666", date))
- # __analyse_pricess_time()
- # with open("D:\\logs\\gp\\ths\\buy_1_volumn_record002911.2022-12-01.log",encoding="utf-8") as f:
- # line = "1"
- # while line:
- # line = f.readline()
- # line = (line.split("-")[-1].replace("'","\""))
- # data = json.loads(line)
- # print(compute_space_time(data["time"]),data["volumn"])
- #
- # print( compute_space_time("10:00:06"))
+ LogUtil.extract_log_from_key("002193", "D:/logs/gp/l2/l2_trade_queue.{}.log".format(date),
+ "D:/logs/gp/l2/l2_trade_queue{}.{}.log".format("002193", date))
-
+ # parse_l2_data()
--
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