From a9f7afb116ed37a37d84815510956b0c72d007a1 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 20 三月 2025 10:21:13 +0800
Subject: [PATCH] 日志调整
---
l2/l2_transaction_data_processor.py | 52 ++++++++++++++++++++++++++--------------------------
1 files changed, 26 insertions(+), 26 deletions(-)
diff --git a/l2/l2_transaction_data_processor.py b/l2/l2_transaction_data_processor.py
index 89dbfa3..516458c 100644
--- a/l2/l2_transaction_data_processor.py
+++ b/l2/l2_transaction_data_processor.py
@@ -60,7 +60,6 @@
@return:
"""
- @dask.delayed
def statistic_big_buy_data():
buy_datas, bigger_buy_datas = HuaXinBuyOrderManager.statistic_big_buy_data(code, fdatas, limit_up_price)
if buy_datas:
@@ -91,24 +90,28 @@
logger_debug.exception(e)
return buy_datas
- @dask.delayed
def statistic_big_sell_data():
sell_datas = HuaXinSellOrderStatisticManager.statistic_big_sell_data(code, fdatas)
if sell_datas:
BigOrderDealManager().add_sell_datas(code, sell_datas)
return sell_datas
- @dask.delayed
def statistic_big_data(f1_, f2_):
temp_data = f1_, f2_
return temp_data
limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
- # 骞惰澶勭悊涔板崟涓庡崠鍗�
- f1 = statistic_big_buy_data()
- f2 = statistic_big_sell_data()
- dask_result = statistic_big_data(f1, f2)
- buy_datas, sell_datas = dask_result.compute()
+
+ if len(fdatas) > 100:
+ # 骞惰澶勭悊涔板崟涓庡崠鍗�
+ # 瓒呰繃100鏉℃暟鎹墠闇�瑕佸苟琛屽鐞�
+ f1 = dask.delayed(statistic_big_buy_data)()
+ f2 = dask.delayed(statistic_big_sell_data)()
+ dask_result = dask.delayed(statistic_big_data)(f1, f2)
+ buy_datas, sell_datas = dask_result.compute()
+ else:
+ buy_datas = statistic_big_buy_data()
+ sell_datas = statistic_big_sell_data()
# L鎾ょ殑姣斾緥涓庝拱鍗栧ぇ鍗曟棤鐩存帴鍏崇郴浜�
# if buy_datas or sell_datas:
# buy_money = BigOrderDealManager().get_total_buy_money(code)
@@ -138,10 +141,10 @@
# 璁剧疆鎴愪氦浠�
try:
current_price_process_manager.set_trade_price(code, fdatas[-1][0][1])
- if limit_up_price > fdatas[-1][0][1]:
+ if not fdatas[-1][2]:
# 娌℃湁娑ㄥ仠
EveryLimitupBigDealOrderManager.open_limit_up(code, f"鏈�鏂版垚浜や环锛歿fdatas[-1][0][1]}")
- radical_buy_strategy.clear_data(code)
+ radical_buy_strategy.clear_data(code, msg=f"娌℃湁娑ㄥ仠锛歿fdatas[-1][0]}")
except:
pass
@@ -239,11 +242,10 @@
if buy_progress_index is not None:
buy_progress_index_changed = cls.__TradeBuyQueue.set_traded_index(code, buy_progress_index,
total_datas)
- async_log_util.info(logger_l2_trade_buy_queue, "鑾峰彇鎴愪氦浣嶇疆鎴愬姛锛� code-{} index-{}", code,
- buy_progress_index)
+ l2_log.info(code, logger_l2_trade_buy_queue, "鑾峰彇鎴愪氦浣嶇疆鎴愬姛锛� code-{} index-{}", code, buy_progress_index)
if is_placed_order:
- NewGCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index,
- buy_progress_index)
+ # NewGCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index,
+ # buy_progress_index)
LCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index,
buy_progress_index,
total_datas)
@@ -268,11 +270,10 @@
cancel_type=trade_constant.CANCEL_TYPE_W)
except:
pass
-
- SCancelBigNumComputer().set_transaction_index(code, order_begin_pos.buy_single_index,
- buy_progress_index)
- HourCancelBigNumComputer().set_transaction_index(code, order_begin_pos.buy_single_index,
- buy_progress_index)
+ # SCancelBigNumComputer().set_transaction_index(code, order_begin_pos.buy_single_index,
+ # buy_progress_index)
+ # HourCancelBigNumComputer().set_transaction_index(code, order_begin_pos.buy_single_index,
+ # buy_progress_index)
else:
pass
if is_placed_order:
@@ -344,7 +345,7 @@
# =====鏍煎紡鍖栨暟鎹�=====
# 鏁村舰鏁版嵁锛屾牸寮忥細[(鏁版嵁鏈韩, 鏄惁涓诲姩涔�, 鏄惁娑ㄥ仠, 鎬绘垚浜ら, 涓嶅惈ms鏃堕棿锛屽惈ms鏃堕棿)]
use_time_list = []
- __start_time = int(time.time()*1000)
+ __start_time = int(time.time() * 1000)
fdatas = [
[d, d[6] > d[7], limit_up_price == d[1], d[1] * d[2], '', '']
for d in o_datas]
@@ -356,7 +357,7 @@
d[4] = d[5][:8]
temp_time_dict.clear()
_start_time = int(time.time() * 1000)
- use_time_list.append((_start_time - __start_time , "鏁版嵁鏁村舰"))
+ use_time_list.append((_start_time - __start_time, "鏁版嵁鏁村舰"))
try:
@@ -364,7 +365,7 @@
# 璁剧疆鎴愪氦浠�
try:
current_price_process_manager.set_trade_price(code, fdatas[-1][0][1])
- if limit_up_price > fdatas[-1][0][1]:
+ if not fdatas[-1][2]:
# 娌℃湁娑ㄥ仠
EveryLimitupBigDealOrderManager.open_limit_up(code, f"鏈�鏂版垚浜や环锛歿fdatas[-1][0][1]}")
radical_buy_strategy.clear_data(code)
@@ -379,8 +380,7 @@
current_price_process_manager.set_latest_not_limit_up_time(code, last_data[5])
elif not last_data[1] and last_data[2]:
# 娑ㄥ仠涓诲姩鍗�
- if last_data[2]:
- L2LimitUpSellDataManager.clear_data(code)
+ L2LimitUpSellDataManager.clear_data(code)
except:
pass
@@ -395,7 +395,7 @@
_start_time = int(time.time() * 1000)
use_time_list.append((_start_time - __start_time, "澶勭悊娑ㄥ仠鍗�"))
# 鍥炶皟鏁版嵁
- if filter_datas:
+ if filter_datas is not None:
l2_log.info(code, logger_l2_trade, f"鏈�鍚庝竴绗旀定鍋滃崠琚悆锛歿filter_datas[0]}")
data_callback.l2_trade_single_callback.OnLastLimitUpSellDeal(code, filter_datas[0][0])
@@ -423,4 +423,4 @@
_start_time = int(time.time() * 1000)
if _start_time - __start_time > 5:
l2_log.info(code, hx_logger_l2_upload,
- f"{code}澶勭悊鎴愪氦鐢ㄦ椂锛歿_start_time - __start_time} 鏁版嵁鏁伴噺锛歿len(fdatas)} 璇︽儏:{use_time_list}")
\ No newline at end of file
+ f"{code}澶勭悊鎴愪氦鐢ㄦ椂锛歿_start_time - __start_time} 鏁版嵁鏁伴噺锛歿len(fdatas)} 璇︽儏:{use_time_list}")
--
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