From 97ec997e855faee25f8f2e35734f87afa5af6f95 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 27 八月 2024 17:15:21 +0800
Subject: [PATCH] 9:25之前的订阅数据处理
---
huaxin_client/l1_client.py | 56 +++++++++++++++++++++++++++++++++++++++-----------------
1 files changed, 39 insertions(+), 17 deletions(-)
diff --git a/huaxin_client/l1_client.py b/huaxin_client/l1_client.py
index 558f08e..05e29af 100644
--- a/huaxin_client/l1_client.py
+++ b/huaxin_client/l1_client.py
@@ -123,7 +123,22 @@
return
close_price = round(pMarketDataField.UpperLimitPrice / out_tool.get_limit_up_rate(pMarketDataField.SecurityID),
2)
- rate = round((pMarketDataField.LastPrice - close_price) * 100 / close_price, 2)
+ try:
+ # 娴嬭瘯L1鏁版嵁
+ if pMarketDataField.SecurityID == '600636' or pMarketDataField.SecurityID == '002430' or pMarketDataField.SecurityID == '300466':
+ d = {"SecurityID": pMarketDataField.SecurityID, "PreClosePrice": pMarketDataField.PreClosePrice,
+ "LastPrice": pMarketDataField.LastPrice, "BidPrice1": pMarketDataField.BidPrice1,
+ "BidVolume1": pMarketDataField.BidVolume1, "AskVolume1": pMarketDataField.AskVolume1,
+ "AskPrice1": pMarketDataField.AskPrice1, "UpperLimitPrice": pMarketDataField.UpperLimitPrice,
+ "UpdateTime": pMarketDataField.UpdateTime, "UpdateMillisec": pMarketDataField.UpdateMillisec}
+ logger_local_huaxin_l1.info(f"L1鏁版嵁锛歿d}")
+ except:
+ pass
+
+ lastPrice = pMarketDataField.LastPrice
+ if pMarketDataField.BidPrice1:
+ lastPrice = pMarketDataField.BidPrice1
+ rate = round((lastPrice - close_price) * 100 / close_price, 2)
if out_tool.get_limit_up_rate(pMarketDataField.SecurityID) > 1.1001:
# 娑ㄥ仠鏉�20%浠ヤ笂鐨勬墦鎶�
rate = rate / 2
@@ -165,16 +180,9 @@
logger_local_huaxin_l1.info(f"({request_id})鏂板鍔犺闃呯殑浠ｇ爜锛歿add_codes}")
-is_re_subscript = False
-
-
# 閲嶆柊璁㈤槄浠ｇ爜
def re_subscript(spi: MdSpi):
try:
- global is_re_subscript
- if is_re_subscript:
- return
- is_re_subscript = True
codes_sh, codes_sz = l1_subscript_codes_manager.request_l1_subscript_target_codes()
if len(codes_sh) > 100 and len(codes_sz) > 100:
logger_local_huaxin_l1.info(f"閲嶆柊璁㈤槄 sh-{len(codes_sh)} sz-{len(codes_sz)}")
@@ -201,6 +209,26 @@
pass
finally:
time.sleep(1)
+
+
+def __run_subscript_task(spi):
+ """
+ 杩愯璁㈤槄浠诲姟锛屽湪9:19鍒�9:29涔嬮棿寮�濮嬭闃�
+ @return:
+ """
+ is_re_subscript = False
+ while True:
+ try:
+ # 鍒ゆ柇鏄惁闇�瑕侀噸鏂拌闃�
+ if tool.is_pre_trade_time():
+ re_subscript(spi)
+ is_re_subscript = True
+ if is_re_subscript:
+ break
+ except:
+ pass
+ finally:
+ time.sleep(3)
def run(queue_l1_w_strategy_r, queue_l1_r_strategy_w):
@@ -254,6 +282,9 @@
# "002292", 8.06, 9.96, 969500 * 100, time.time())
threading.Thread(target=__read_from_strategy, args=(queue_l1_r_strategy_w,), daemon=True).start()
+
+ threading.Thread(target=__run_subscript_task, args=(spi,), daemon=True).start()
+
# 绛夊緟绋嬪簭缁撴潫
while True:
print("鏁伴噺", len(level1_data_dict))
@@ -294,15 +325,6 @@
logging.exception(e)
finally:
time.sleep(3)
- try:
- # 鍒ゆ柇鏄惁闇�瑕侀噸鏂拌闃�
- if tool.is_pre_trade_time():
- re_subscript(spi)
- else:
- global is_re_subscript
- is_re_subscript = False
- except:
- pass
# 閲婃斁鎺ュ彛瀵硅薄
api.Release()
--
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