From a7a394e1525cfb85aff1ba02f0961dbb07748bc8 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 10 二月 2023 19:06:09 +0800
Subject: [PATCH] 日志优化，部分大单并行化处理
---
l2/l2_data_manager_new.py | 241 +++++++++++++++++++++++------------------------
1 files changed, 118 insertions(+), 123 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index d9cb6be..3d741bc 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -16,7 +16,7 @@
import tool
from trade import trade_data_manager, trade_manager, trade_queue_manager, l2_trade_factor, l2_trade_util, \
trade_result_manager
-from l2 import safe_count_manager, l2_data_manager, l2_data_log
+from l2 import safe_count_manager, l2_data_manager, l2_data_log, l2_log
from l2.cancel_buy_strategy import SecondCancelBigNumComputer, HourCancelBigNumComputer, L2LimitUpMoneyStatisticUtil, \
L2LimitUpSellStatisticUtil
from l2.l2_data_manager import L2DataException, TradePointManager
@@ -161,20 +161,6 @@
__buyL2SafeCountManager = safe_count_manager.BuyL2SafeCountManager()
@classmethod
- def debug(cls, code, content, *args):
- logger_l2_trade.debug(("thread-id={} code={} ".format(cls.random_key[code], code) + content).format(*args))
-
- @classmethod
- def cancel_debug(cls, code, content, *args):
- logger_l2_trade_cancel.debug(
- ("thread-id={} code={} ".format(cls.random_key[code], code) + content).format(*args))
-
- @classmethod
- def buy_debug(cls, code, content, *args):
- logger_l2_trade_buy.debug(
- ("thread-id={} code={} ".format(cls.random_key[code], code) + content).format(*args))
-
- @classmethod
# 鏁版嵁澶勭悊鍏ュ彛
# datas: 鏈鎴浘鏁版嵁
# capture_timestamp:鎴浘鏃堕棿鎴�
@@ -204,7 +190,7 @@
# 淇濆瓨鏁版嵁
__start_time = round(t.time() * 1000)
l2.l2_data_util.save_l2_data(code, datas, add_datas, cls.random_key[code])
- __start_time = l2_data_log.l2_time(code, cls.random_key[code],
+ __start_time = l2_data_log.l2_time(code,
round(t.time() * 1000) - __start_time,
"淇濆瓨鏁版嵁鏃堕棿锛坽}锛�".format(len(add_datas)))
finally:
@@ -231,7 +217,7 @@
limit_up_time_manager.save_limit_up_time(code, "09:30:00")
total_datas = local_today_datas[code]
- __start_time = l2_data_log.l2_time(code, cls.random_key[code], round(t.time() * 1000) - __start_time,
+ __start_time = l2_data_log.l2_time(code, round(t.time() * 1000) - __start_time,
"l2鏁版嵁棰勫鐞嗘椂闂�")
if len(add_datas) > 0:
@@ -254,7 +240,7 @@
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,
capture_timestamp)
- __start_time = l2_data_log.l2_time(code, cls.random_key[code], round(t.time() * 1000) - __start_time,
+ __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�
@@ -264,7 +250,7 @@
# 鑾峰彇闃堝��
threshold_money, msg = cls.__get_threshmoney(code)
if round(t.time() * 1000) - __start_time > 10:
- __start_time = l2_data_log.l2_time(code, cls.random_key.get(code), round(t.time() * 1000) - __start_time,
+ __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)
@@ -285,7 +271,7 @@
cls.__buyL2SafeCountManager.compute_left_rate(code, start_index, end_index, total_data,
local_today_num_operate_map.get(code))
- l2_data_log.l2_time(code, cls.random_key[code], round(t.time() * 1000) - _start_time,
+ l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time,
"宸蹭笅鍗�-鑾峰彇涔板叆淇℃伅鑰楁椂")
return None, ""
@@ -296,7 +282,7 @@
# 璁＄畻m鍊煎ぇ鍗�
cls.l2BigNumForMProcessor.process(code, max(buy_single_index, start_index), end_index,
gpcode_manager.get_limit_up_price(code))
- l2_data_log.l2_time(code, cls.random_key[code], round(t.time() * 1000) - _start_time,
+ l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time,
"宸蹭笅鍗�-m鍊煎ぇ鍗曡绠�")
return None, ""
@@ -309,7 +295,7 @@
end_index,
buy_single_index, buy_exec_index)
- l2_data_log.l2_time(code, cls.random_key[code], round(t.time() * 1000) - _start_time,
+ l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time,
"宸蹭笅鍗�-涔�1缁熻鑰楁椂")
return cancel_data, cancel_msg
@@ -328,7 +314,7 @@
except Exception as e:
logging.exception(e)
finally:
- l2_data_log.l2_time(code, cls.random_key[code], round(t.time() * 1000) - _start_time,
+ l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time,
"宸蹭笅鍗�-s绾уぇ鍗曚及绠�")
return None, ""
@@ -345,7 +331,7 @@
except Exception as e:
logging.exception(e)
finally:
- l2_data_log.l2_time(code, cls.random_key[code], round(t.time() * 1000) - _start_time, "宸蹭笅鍗�-H鎾ゅぇ鍗曡绠�")
+ l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time, "宸蹭笅鍗�-H鎾ゅぇ鍗曡绠�")
return None, ""
# 鏉夸笂鍗栨挙
@@ -361,7 +347,7 @@
except Exception as e:
logging.exception(e)
finally:
- l2_data_log.l2_time(code, cls.random_key[code], round(t.time() * 1000) - _start_time, "宸蹭笅鍗�-鏉夸笂鍗栬�楁椂")
+ l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time, "宸蹭笅鍗�-鏉夸笂鍗栬�楁椂")
return None, ""
# 鏄惁闇�瑕佹挙閿�
@@ -384,7 +370,7 @@
if end_index < start_index:
return
total_data = local_today_datas.get(code)
- _start_time = round(t.time() * 1000)
+ _start_time = tool.get_now_timestamp()
# 鑾峰彇涔板叆淇″彿璧峰鐐�
buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set = cls.__get_order_begin_pos(code)
@@ -397,18 +383,18 @@
dask_result = is_need_cancel(f1, f2, f3, f4, f5, f6)
cancel_data, cancel_msg = dask_result.compute()
- _start_time = l2_data_log.l2_time(code, cls.random_key[code], round(t.time() * 1000) - _start_time,
+ _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time,
"宸蹭笅鍗�-鎾ゅ崟 鍒ゆ柇鏄惁闇�瑕佹挙鍗�")
if cancel_data:
- cls.debug(code, "瑙﹀彂鎾ゅ崟锛屾挙鍗曚綅缃細{} 锛屾挙鍗曞師鍥狅細{}", cancel_data["index"], cancel_msg)
+ l2_log.debug(code, "瑙﹀彂鎾ゅ崟锛屾挙鍗曚綅缃細{} 锛屾挙鍗曞師鍥狅細{}", cancel_data["index"], cancel_msg)
# 鎾ゅ崟
if cls.cancel_buy(code, cancel_msg):
- _start_time = l2_data_log.l2_time(code, cls.random_key[code], round(t.time() * 1000) - _start_time,
+ _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time,
"宸蹭笅鍗�-鎾ゅ崟 鑰楁椂")
# 鎾ゅ崟鎴愬姛锛岀户缁绠椾笅鍗�
cls.__process_not_order(code, cancel_data["index"] + 1, end_index, capture_time)
- _start_time = l2_data_log.l2_time(code, cls.random_key[code], round(t.time() * 1000) - _start_time,
+ _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time,
"澶勭悊鍓╀綑鏁版嵁 鑰楁椂")
else:
# 鎾ゅ崟灏氭湭鎴愬姛
@@ -417,41 +403,43 @@
# 濡傛灉鏈夎櫄鎷熶笅鍗曢渶瑕佺湡瀹炰笅鍗�
unreal_buy_info = cls.unreal_buy_dict.get(code)
if unreal_buy_info is not None:
- cls.debug(code, "鏈夎櫄鎷熶笅鍗曪紝鏃犱拱鎾や俊鍙凤紝寮�濮嬫墽琛屼拱鍏ワ紝鎵ц浣嶇疆锛歿},鎴浘鏃堕棿锛歿}", unreal_buy_info[0], capture_time)
+ l2_log.debug(code, "鏈夎櫄鎷熶笅鍗曪紝鏃犱拱鎾や俊鍙凤紝寮�濮嬫墽琛屼拱鍏ワ紝鎵ц浣嶇疆锛歿},鎴浘鏃堕棿锛歿}", unreal_buy_info[0], capture_time)
# unreal_buy_info 鐨勫唴瀹规牸寮忎负锛�(瑙︽硶涔版搷浣滀笅鏍�,鎴浘鏃堕棿)
# 鐪熷疄涓嬪崟
cls.__buy(code, unreal_buy_info[1], local_today_datas[code][unreal_buy_info[0]],
unreal_buy_info[0])
- _start_time = l2_data_log.l2_time(code, cls.random_key[code], round(t.time() * 1000) - _start_time,
- "宸蹭笅鍗�-鐪熷疄涓嬪崟 鑰楁椂")
+ _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time,
+ "宸茶櫄鎷熶笅鍗�-鎵ц鐪熷疄涓嬪崟 澶栭儴鑰楁椂")
@classmethod
def __buy(cls, code, capture_timestamp, last_data, last_data_index):
+ __start_time = tool.get_now_timestamp()
can, reason = cls.__can_buy(code)
+ __start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - __start_time, "鏈�鍚庡垽鏂槸鍚﹁兘涓嬪崟", force=True)
# 鍒犻櫎铏氭嫙涓嬪崟
if code in cls.unreal_buy_dict:
cls.unreal_buy_dict.pop(code)
if not can:
- cls.debug(code, "涓嶅彲浠ヤ笅鍗曪紝鍘熷洜锛歿}", reason)
+ l2_log.debug(code, "涓嶅彲浠ヤ笅鍗曪紝鍘熷洜锛歿}", reason)
if not reason.startswith("涔�1浠蜂笉涓烘定鍋滀环"):
# 涓柇涔板叆
trade_manager.break_buy(code, reason)
return
else:
- cls.debug(code, "鍙互涓嬪崟锛屽師鍥狅細{}", reason)
+ l2_log.debug(code, "鍙互涓嬪崟锛屽師鍥狅細{}", reason)
try:
- cls.debug(code, "寮�濮嬫墽琛屼拱鍏�")
+ l2_log.debug(code, "寮�濮嬫墽琛屼拱鍏�")
trade_manager.start_buy(code, capture_timestamp, last_data,
last_data_index)
################涓嬪崟鎴愬姛澶勭悊################
trade_result_manager.real_buy_success(code)
- cls.debug(code, "鎵ц涔板叆鎴愬姛")
+ l2_log.debug(code, "鎵ц涔板叆鎴愬姛")
except Exception as e:
- cls.debug(code, "鎵ц涔板叆寮傚父:{}", str(e))
+ l2_log.debug(code, "鎵ц涔板叆寮傚父:{}", str(e))
pass
finally:
- cls.debug(code, "m鍊煎奖鍝嶅洜瀛愶細{}", l2_trade_factor.L2TradeFactorUtil.factors_to_string(code))
+ l2_log.debug(code, "m鍊煎奖鍝嶅洜瀛愶細{}", l2_trade_factor.L2TradeFactorUtil.factors_to_string(code))
# 鏄惁鍙互鍙栨秷
@classmethod
@@ -502,7 +490,7 @@
total_datas = local_today_datas[code]
try:
sell1_time, sell1_price, sell1_volumn = cls.__ths_l2_trade_queue_manager.get_sell1_info(code)
- cls.buy_debug(code, "鍗�1淇℃伅涓猴細({},{},{})", sell1_time, sell1_price, sell1_volumn)
+ l2_log.buy_debug(code, "鍗�1淇℃伅涓猴細({},{},{})", sell1_time, sell1_price, sell1_volumn)
if sell1_time is not None and sell1_volumn > 0:
# 鑾峰彇鎵ц浣嶄俊鎭�
@@ -591,18 +579,18 @@
# 鍙互涓嬪崟
return True, None
finally:
- l2_data_log.l2_time(code, cls.random_key[code], round((t.time() - __start_time) * 1000), "鏄惁鍙互涓嬪崟璁＄畻")
+ l2_data_log.l2_time(code, round((t.time() - __start_time) * 1000), "鏄惁鍙互涓嬪崟璁＄畻")
@classmethod
def __cancel_buy(cls, code):
try:
- cls.debug(code, "寮�濮嬫墽琛屾挙鍗�")
+ l2_log.debug(code, "寮�濮嬫墽琛屾挙鍗�")
trade_manager.start_cancel_buy(code)
- cls.debug(code, "鎵ц鎾ゅ崟鎴愬姛")
+ l2_log.debug(code, "鎵ц鎾ゅ崟鎴愬姛")
return True
except Exception as e:
logging.exception(e)
- cls.debug(code, "鎵ц鎾ゅ崟寮傚父锛歿}", str(e))
+ l2_log.debug(code, "鎵ц鎾ゅ崟寮傚父锛歿}", str(e))
return False
@classmethod
@@ -626,13 +614,13 @@
can_cancel, reason = cls.__can_cancel(code)
if not can_cancel:
# 涓嶈兘鍙栨秷
- cls.cancel_debug(code, "鎾ゅ崟涓柇锛屽師鍥狅細{}", reason)
- cls.debug(code, "鎾ゅ崟涓柇锛屽師鍥狅細{}", reason)
+ l2_log.cancel_debug(code, "鎾ゅ崟涓柇锛屽師鍥狅細{}", reason)
+ l2_log.debug(code, "鎾ゅ崟涓柇锛屽師鍥狅細{}", reason)
return False
cancel_result = cls.__cancel_buy(code)
if cancel_result:
trade_result_manager.real_cancel_success(code, buy_single_index, buy_exec_index, total_datas)
- cls.debug(code, "鎵ц鎾ゅ崟缁撴潫锛屽師鍥狅細{}", msg)
+ l2_log.debug(code, "鎵ц鎾ゅ崟缁撴潫锛屽師鍥狅細{}", msg)
return True
# 铏氭嫙涓嬪崟
@@ -646,7 +634,7 @@
new_add=True):
if compute_end_index < compute_start_index:
return
- _start_time = round(t.time() * 1000)
+ _start_time = tool.get_now_timestamp()
total_datas = local_today_datas[code]
# 澶勭悊瀹夊叏绗旀暟
cls.__buyL2SafeCountManager.compute_left_rate(code, compute_start_index, compute_end_index, total_datas,
@@ -657,6 +645,7 @@
code)
# 鏄惁涓烘柊鑾峰彇鍒扮殑浣嶇疆
+ new_get_single = False
if buy_single_index is None:
place_order_count = trade_data_manager.placeordercountmanager.get_place_order_count(code)
continue_count = 3
@@ -669,33 +658,46 @@
compute_end_index)
buy_single_index = _index
if has_single:
+ new_get_single = True
num = 0
count = 0
- cls.debug(code, "鑾峰彇鍒颁拱鍏ヤ俊鍙疯捣濮嬬偣锛歿} ,璁＄畻鑼冨洿锛歿}-{} 锛屾暟鎹細{}", buy_single_index, compute_start_index,
- compute_end_index, total_datas[buy_single_index])
+ l2_log.debug(code, "鑾峰彇鍒颁拱鍏ヤ俊鍙疯捣濮嬬偣锛歿} ,璁＄畻鑼冨洿锛歿}-{} 锛屾暟鎹細{}", buy_single_index, compute_start_index,
+ compute_end_index, total_datas[buy_single_index])
# 濡傛灉鏄粖澶╃涓�娆℃湁涓嬪崟寮�濮嬩俊鍙凤紝闇�瑕佽缃ぇ鍗曡捣濮嬬偣
cls.l2BigNumForMProcessor.set_begin_pos(code, buy_single_index)
- _start_time = l2_data_log.l2_time(code, cls.random_key[code], round(t.time() * 1000) - _start_time, "涓嬪崟淇″彿璁＄畻鏃堕棿")
+ _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time, "涓嬪崟淇″彿璁＄畻鏃堕棿")
if buy_single_index is None:
# 鏈幏鍙栧埌涔板叆淇″彿锛岀粓姝㈢▼搴�
return None
+ # 寮�濮嬭绠楃殑浣嶇疆
+ start_process_index = min(buy_single_index, compute_start_index) if new_get_single else max(buy_single_index,
+ compute_start_index)
+
# 璁＄畻m鍊煎ぇ鍗�
- cls.l2BigNumForMProcessor.process(code, max(buy_single_index, compute_start_index), compute_end_index,
+ cls.l2BigNumForMProcessor.process(code, start_process_index,
+ compute_end_index,
gpcode_manager.get_limit_up_price(code))
- _start_time = l2_data_log.l2_time(code, cls.random_key[code], round(t.time() * 1000) - _start_time, "璁＄畻m鍊煎ぇ鍗�")
+ _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time, "璁＄畻m鍊煎ぇ鍗�")
threshold_money, msg = cls.__get_threshmoney(code)
- # 涔板叆绾拱棰濈粺璁�
- compute_index, buy_nums, buy_count, rebegin_buy_pos, max_num_set_new = cls.__sum_buy_num_for_order_3(code, max(
- buy_single_index, compute_start_index), compute_end_index, num, count, threshold_money, buy_single_index,
- max_num_set)
- _start_time = l2_data_log.l2_time(code, cls.random_key[code], round(t.time() * 1000) - _start_time, "绾拱棰濈粺璁℃椂闂�")
- cls.debug(code, "m鍊�-{} m鍊煎洜瀛�-{}", threshold_money, msg)
+ _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time, "m鍊奸槇鍊艰绠�")
+
+ # 涔板叆绾拱棰濈粺璁�
+ compute_index, buy_nums, buy_count, rebegin_buy_pos, max_num_set_new = cls.__sum_buy_num_for_order_3(code,
+ start_process_index,
+ compute_end_index,
+ num, count,
+ threshold_money,
+ buy_single_index,
+ max_num_set)
+ _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time, "绾拱棰濈粺璁℃椂闂�")
+
+ l2_log.debug(code, "m鍊�-{} m鍊煎洜瀛�-{}", threshold_money, msg)
# 涔板叆淇″彿浣嶄笌璁＄畻浣嶇疆闂撮殧2s鍙婁互涓婁簡
if rebegin_buy_pos is not None:
@@ -704,25 +706,37 @@
return
if compute_index is not None:
- cls.debug(code, "鑾峰彇鍒颁拱鍏ユ墽琛屼綅缃細{} m鍊硷細{} 绾拱鎵嬫暟锛歿} 绾拱鍗曟暟锛歿} 鏁版嵁锛歿}", compute_index, threshold_money, buy_nums,
- buy_count,
- total_datas[compute_index])
- # 璁板綍涔板叆淇″彿浣嶇疆
- cls.__save_order_begin_data(code, buy_single_index, compute_index, compute_index, buy_nums, buy_count,
- max_num_set_new)
- # 濡傛灉鏄粖澶╃涓�娆℃湁涓嬪崟鎵ц淇″彿锛屾定鍋滄椂闂达紙涔板叆鎵ц浣嶆椂闂达級
- limit_up_time_manager.save_limit_up_time(code, total_datas[compute_index]["val"]["time"])
- # 铏氭嫙涓嬪崟
- cls.__virtual_buy(code, buy_single_index, compute_index, capture_time)
- # 鍒犻櫎涔嬪墠鐨勬墍鏈夋挙鍗曚俊鍙�
- l2_data_manager.TradePointManager.delete_buy_cancel_point(code)
+ l2_log.debug(code, "鑾峰彇鍒颁拱鍏ユ墽琛屼綅缃細{} m鍊硷細{} 绾拱鎵嬫暟锛歿} 绾拱鍗曟暟锛歿} 鏁版嵁锛歿}", compute_index, threshold_money, buy_nums,
+ buy_count, total_datas[compute_index])
- # 娑ㄥ仠灏佸崟棰濊绠�
- L2LimitUpMoneyStatisticUtil.process_data(cls.random_key[code], code, buy_single_index, compute_index,
- buy_single_index,
- buy_exec_index, False)
+ f1 = dask.delayed(cls.__save_order_begin_data)(code, buy_single_index, compute_index, compute_index,
+ buy_nums, buy_count, max_num_set_new)
+ f2 = dask.delayed(limit_up_time_manager.save_limit_up_time)(code, total_datas[compute_index]["val"]["time"])
+ f3 = dask.delayed(cls.__virtual_buy)(code, buy_single_index, compute_index, capture_time)
+ f4 = dask.delayed(l2_data_manager.TradePointManager.delete_buy_cancel_point)(code)
+ f5 = dask.delayed(L2LimitUpMoneyStatisticUtil.process_data)(cls.random_key[code], code, buy_single_index,
+ compute_index,
+ buy_single_index,
+ buy_exec_index, False)
+ dask.compute(f1, f2, f3, f4, f5)
- _start_time = l2_data_log.l2_time(code, cls.random_key[code], round(t.time() * 1000) - _start_time,
+ # 宸茶骞惰澶勭悊
+ # # 璁板綍涔板叆淇″彿浣嶇疆
+ # cls.__save_order_begin_data(code, buy_single_index, compute_index, compute_index, buy_nums, buy_count,
+ # max_num_set_new)
+ # # 濡傛灉鏄粖澶╃涓�娆℃湁涓嬪崟鎵ц淇″彿锛屾定鍋滄椂闂达紙涔板叆鎵ц浣嶆椂闂达級
+ # limit_up_time_manager.save_limit_up_time(code, total_datas[compute_index]["val"]["time"])
+ # # 铏氭嫙涓嬪崟
+ # cls.__virtual_buy(code, buy_single_index, compute_index, capture_time)
+ # # 鍒犻櫎涔嬪墠鐨勬墍鏈夋挙鍗曚俊鍙�
+ # l2_data_manager.TradePointManager.delete_buy_cancel_point(code)
+ #
+ # # 娑ㄥ仠灏佸崟棰濊绠�
+ # L2LimitUpMoneyStatisticUtil.process_data(cls.random_key[code], code, buy_single_index, compute_index,
+ # buy_single_index,
+ # buy_exec_index, False)
+
+ _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time,
"璁板綍鎵ц涔板叆鏁版嵁", force=True)
# 鏁版嵁鏄惁澶勭悊瀹屾瘯
@@ -732,9 +746,9 @@
buy_single_index, compute_index,
total_datas, cls.random_key[code],
True)
- _start_time = l2_data_log.l2_time(code, cls.random_key[code], round(t.time() * 1000) - _start_time,
+ _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time,
"S绾уぇ鍗曞鐞嗚�楁椂", force=True)
- cls.debug(code, "鏁版嵁澶勭悊瀹屾瘯锛屼笅鍗�, 鏁版嵁鎴浘鏃堕棿-{}", capture_time)
+ l2_log.debug(code, "鏁版嵁澶勭悊瀹屾瘯锛屼笅鍗�, 鏁版嵁鎴浘鏃堕棿-{}", capture_time)
# 鏁版嵁宸茬粡澶勭悊瀹屾瘯锛屽鏋滆繕娌℃挙鍗曞氨瀹為檯涓嬪崟
if need_cancel:
if cls.cancel_buy(code, "S绾уぇ鍗曟挙閿�"):
@@ -746,13 +760,13 @@
SecondCancelBigNumComputer.need_cancel(code, buy_single_index, compute_index, buy_single_index,
compute_index, total_datas, cls.random_key[code], False)
- _start_time = l2_data_log.l2_time(code, cls.random_key[code], round(t.time() * 1000) - _start_time,
+ _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time,
"S绾уぇ鍗曞鐞嗚�楁椂", force=True)
# 鏁版嵁灏氭湭澶勭悊瀹屾瘯锛岃繘琛屼笅涓�姝ュ鐞�
- cls.debug(code, "鏁版嵁灏氭湭澶勭悊瀹屾瘯锛岃繘琛屼笅涓�姝ュ鐞嗭紝澶勭悊杩涘害锛歿}", compute_index)
+ l2_log.debug(code, "鏁版嵁灏氭湭澶勭悊瀹屾瘯锛岃繘琛屼笅涓�姝ュ鐞嗭紝澶勭悊杩涘害锛歿}", compute_index)
# 澶勭悊鎾ゅ崟姝ラ
cls.__process_order(code, compute_index + 1, compute_end_index, capture_time, False)
- _start_time = l2_data_log.l2_time(code, cls.random_key[code], round(t.time() * 1000) - _start_time,
+ _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time,
f"澶勭悊鎾ゅ崟姝ラ鑰楁椂锛岃寖鍥达細{compute_index + 1}-{compute_end_index}", force=True)
else:
@@ -841,23 +855,11 @@
def __sum_buy_num_for_order_3(cls, code, compute_start_index, compute_end_index, origin_num, origin_count,
threshold_money, buy_single_index, max_num_set):
def get_threshold_count():
- count = threshold_count # - sub_threshold_count
- # if count < 3:
- # count = 3
- # count = round(count * buy1_factor)
- # # 鏈�楂�30绗旓紝鏈�浣�8绗�
- # if count > 21:
- # count = 21
- # if count < 8:
- # count = 8
+ count = threshold_count
return count
_start_time = t.time()
total_datas = local_today_datas[code]
- # 璁＄畻浠庝拱鍏ヤ俊鍙峰紑濮嬪埌璁＄畻寮�濮嬩綅缃殑澶у崟鏁伴噺
- sub_threshold_count = cls.__compute_big_money_count(total_datas, buy_single_index, compute_start_index - 1)
- if sub_threshold_count < 0:
- sub_threshold_count = 0
buy_nums = origin_num
buy_count = origin_count
@@ -868,15 +870,6 @@
# 鐩爣鎵嬫暟
threshold_num = round(threshold_money / (limit_up_price * 100))
- buy1_factor = 1
- # 鑾峰彇涔�1鏄惁涓烘定鍋滀环
- if buy1_price is None:
- buy1_factor = 1.3
- elif limit_up_price is None:
- buy1_factor = 1.3
- elif abs(float(buy1_price) - float(limit_up_price)) >= 0.01:
- print("涔�1浠蜂笉涓烘定鍋滀环锛屼拱1浠�-{} 娑ㄥ仠浠�-{}".format(buy1_price, limit_up_price))
- buy1_factor = 1.3
# 鐩爣璁㈠崟鏁伴噺
threshold_count = cls.__buyL2SafeCountManager.get_safe_count(code)
@@ -899,6 +892,9 @@
# 绗竴娆′笅鍗曢渶瑕佸ぇ鍗曟渶灏�2绗旓紝浠ュ悗鍙渶瑕�1绗�
big_num_count = 1
+ # 杈冨ぇ鍗曠殑鎵嬫暟
+ bigger_num = round(5900 / limit_up_price)
+
for i in range(compute_start_index, compute_end_index + 1):
data = total_datas[i]
_val = total_datas[i]["val"]
@@ -917,22 +913,17 @@
# 娑ㄥ仠涔�
if L2DataUtil.is_limit_up_price_buy(_val):
if l2_data_util.is_big_money(_val):
- # sub_threshold_count += int(total_datas[i]["re"])
max_buy_num_set.add(i)
- if round(int(_val["num"]) * float(_val["price"])) >= 5900:
+ if _val["num"] >= bigger_num:
trigger_buy = True
# 鍙粺璁�59涓囦互涓婄殑閲戦
buy_nums += int(_val["num"]) * int(total_datas[i]["re"])
buy_count += int(total_datas[i]["re"])
if buy_nums >= threshold_num and buy_count >= get_threshold_count():
- logger_l2_trade_buy.info("{}鑾峰彇鍒颁拱鍏ユ墽琛岀偣锛歿} 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}", code,
- i,
- buy_nums,
- threshold_num, buy_count, get_threshold_count(), sub_threshold_count, )
+ logger_l2_trade_buy.info(
+ f"{code}鑾峰彇鍒颁拱鍏ユ墽琛岀偣锛歿i} 缁熻绾拱鎵嬫暟锛歿buy_nums} 鐩爣绾拱鎵嬫暟锛歿threshold_num} 缁熻绾拱鍗曟暟锛歿buy_count} 鐩爣绾拱鍗曟暟锛歿get_threshold_count()}, 澶у崟鏁伴噺锛歿len(max_buy_num_set)}")
elif L2DataUtil.is_limit_up_price_buy_cancel(_val):
- if l2_data_util.is_big_money(_val):
- sub_threshold_count -= int(total_datas[i]["re"])
- if round(int(_val["num"]) * float(_val["price"])) >= 5900:
+ if _val["num"] >= bigger_num:
# 鍙粺璁�59涓囦互涓婄殑閲戦
# 娑ㄥ仠涔版挙
# 鍒ゆ柇涔板叆浣嶇疆鏄惁鍦ㄤ拱鍏ヤ俊鍙蜂箣鍓�
@@ -944,31 +935,35 @@
if buy_index >= buy_single_index:
buy_nums -= int(_val["num"]) * int(data["re"])
buy_count -= int(data["re"])
- cls.buy_debug(code, "{}鏁版嵁鍦ㄤ拱鍏ヤ俊鍙蜂箣鍚� 鎾や拱绾拱鎵嬫暟锛歿} 鐩爣鎵嬫暟锛歿}", i, buy_nums, threshold_num)
+ # 澶у崟鎾ら攢
+ max_buy_num_set.discard(buy_index)
+ l2_log.buy_debug(code, "{}鏁版嵁鍦ㄤ拱鍏ヤ俊鍙蜂箣鍚� 鎾や拱绾拱鎵嬫暟锛歿} 鐩爣鎵嬫暟锛歿}", i, buy_nums, threshold_num)
else:
- cls.buy_debug(code, "{}鏁版嵁鍦ㄤ拱鍏ヤ俊鍙蜂箣鍓嶏紝涔板叆浣嶏細{}", i, buy_index)
+ l2_log.buy_debug(code, "{}鏁版嵁鍦ㄤ拱鍏ヤ俊鍙蜂箣鍓嶏紝涔板叆浣嶏細{}", i, buy_index)
if total_datas[buy_single_index]["val"]["time"] == buy_data["val"]["time"]:
# 鍚屼竴绉�,褰撲綔涔板叆淇″彿涔嬪悗澶勭悊
buy_nums -= int(_val["num"]) * int(data["re"])
buy_count -= int(data["re"])
- cls.buy_debug(code, "{}鏁版嵁涔板叆浣嶄笌棰勪及涔板叆浣嶅湪鍚屼竴绉�", i)
+ # 澶у崟鎾ら攢
+ max_buy_num_set.discard(buy_index)
+ l2_log.buy_debug(code, "{}鏁版嵁涔板叆浣嶄笌棰勪及涔板叆浣嶅湪鍚屼竴绉�", i)
else:
# 鏈壘鍒颁拱鎾ゆ暟鎹殑涔板叆鐐�
- cls.buy_debug(code, "鏈壘鍒颁拱鎾ゆ暟鎹殑涔板叆鐐�: 浣嶇疆-{} 鏁版嵁-{}", i, data)
+ l2_log.buy_debug(code, "鏈壘鍒颁拱鎾ゆ暟鎹殑涔板叆鐐�: 浣嶇疆-{} 鏁版嵁-{}", i, data)
buy_nums -= int(_val["num"]) * int(total_datas[i]["re"])
buy_count -= int(total_datas[i]["re"])
- cls.buy_debug(code, "浣嶇疆-{}锛屾�绘墜鏁帮細{}锛岀洰鏍囨墜鏁帮細{}", i,
- buy_nums, threshold_num)
+ l2_log.buy_debug(code, "浣嶇疆-{}锛屾�绘墜鏁帮細{}锛岀洰鏍囨墜鏁帮細{}", i,
+ buy_nums, threshold_num)
# 鏈夋挙鍗曚俊鍙凤紝涓斿皬浜庨槇鍊�
if buy_nums >= threshold_num and buy_count >= get_threshold_count() and trigger_buy and len(
max_buy_num_set) >= big_num_count:
return i, buy_nums, buy_count, None, max_buy_num_set
- cls.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}",
- compute_start_index,
- buy_nums,
- threshold_num, buy_count, get_threshold_count(), len(max_buy_num_set), big_num_count)
+ 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}",
+ compute_start_index,
+ buy_nums,
+ threshold_num, buy_count, get_threshold_count(), len(max_buy_num_set), big_num_count)
return None, buy_nums, buy_count, None, max_buy_num_set
@@ -1132,6 +1127,6 @@
# local_today_num_operate_map.get(
# "600213"))
# print(buy_index, buy_data)
- dict_={"code":0}
+ dict_ = {"code": 0}
dict_.clear()
print(dict_)
--
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