From b74016d3ba3750cd27fee83675449da8f1da3926 Mon Sep 17 00:00:00 2001 From: Administrator <admin@example.com> Date: 星期四, 09 二月 2023 18:47:34 +0800 Subject: [PATCH] 建立取消单元测试机制/修改H撤(看成交位置相邻大单与总整体数据TOPN大单) --- log.py | 21 ++++++++++++++++++--- 1 files changed, 18 insertions(+), 3 deletions(-) diff --git a/log.py b/log.py index 6fcdaac..8b62697 100644 --- a/log.py +++ b/log.py @@ -52,6 +52,15 @@ logger.add(self.get_path("l2", "l2_trade_cancel"), filter=lambda record: record["extra"].get("name") == "l2_trade_cancel", rotation="00:00", compression="zip", enqueue=True) + + logger.add(self.get_path("l2", "cancel/s_cancel"), + filter=lambda record: record["extra"].get("name") == "s_cancel", + rotation="00:00", compression="zip", enqueue=True) + + logger.add(self.get_path("l2", "cancel/h_cancel"), + filter=lambda record: record["extra"].get("name") == "h_cancel", + rotation="00:00", compression="zip", enqueue=True) + logger.add(self.get_path("l2", "l2_trade_buy"), filter=lambda record: record["extra"].get("name") == "l2_trade_buy", rotation="00:00", compression="zip", enqueue=True) @@ -117,6 +126,8 @@ logger_l2_trade = __mylogger.get_logger("l2_trade") logger_l2_trade_cancel = __mylogger.get_logger("l2_trade_cancel") +logger_l2_s_cancel = __mylogger.get_logger("s_cancel") +logger_l2_h_cancel = __mylogger.get_logger("h_cancel") logger_l2_trade_buy = __mylogger.get_logger("l2_trade_buy") logger_l2_trade_queue = __mylogger.get_logger("l2_trade_queue") logger_l2_trade_buy_queue = __mylogger.get_logger("l2_trade_buy_queue") @@ -311,8 +322,11 @@ if line.find("鑾峰彇鎴愪氦浣嶇疆鎴愬姛锛� code-{}".format(code)) < 0: continue - index = int(line.split("index-")[1].split(" ")[0]) - index_list.append((index, time_)) + try: + index = int(line.split("index-")[1].split(" ")[0]) + index_list.append((index, time_)) + except: + pass return index_list, buy_queues @@ -334,8 +348,9 @@ if __name__ == '__main__': + # logger_l2_h_cancel.info("test") # logger_l2_process_time.info("test123") - codes = ["002963"] + codes = ["002328"] for code in codes: export_logs(code) -- Gitblit v1.8.0