From cbe19ea6066a600cbd0b5110db5d43f8252d14a8 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 13 六月 2024 11:23:53 +0800
Subject: [PATCH] L撤成交进度相关改进
---
log_module/log_export.py | 34 +++++++++--------
l2/huaxin/huaxin_target_codes_manager.py | 4 +-
code_attribute/code_data_util.py | 4 +
cancel_strategy/s_l_h_cancel_strategy.py | 42 +++++++++++---------
4 files changed, 46 insertions(+), 38 deletions(-)
diff --git a/cancel_strategy/s_l_h_cancel_strategy.py b/cancel_strategy/s_l_h_cancel_strategy.py
index c16753a..50e158e 100644
--- a/cancel_strategy/s_l_h_cancel_strategy.py
+++ b/cancel_strategy/s_l_h_cancel_strategy.py
@@ -772,7 +772,7 @@
return
# 鑾峰彇鎴愪氦杩涘害浣嶄笌鐪熷疄涓嬪崟浣嶇疆
real_place_order_index_info = self.__real_place_order_index_dict.get(code)
- last_trade_progress_index = self.__last_trade_progress_dict.get(code)
+ last_trade_progress_index, is_default = TradeBuyQueue().get_traded_index(code)
if big_sell_info:
last_trade_progress_index = big_sell_info[0]
@@ -959,29 +959,26 @@
self.__real_place_order_index_dict[code] = (index, is_default)
RedisUtils.setex_async(self.__db, f"l_cancel_real_place_order_index-{code}", tool.get_expire(),
json.dumps((index, is_default)))
+
+ trade_index, is_default = TradeBuyQueue().get_traded_index(code)
+ if trade_index is None:
+ trade_index = 0
+
if buy_single_index is not None:
- if code in self.__last_trade_progress_dict:
- # L鎾や粠鎴愪氦杩涘害浣嶅紑濮嬭绠�
- self.compute_watch_index(code, buy_single_index,
- self.__last_trade_progress_dict[code], index)
- else:
- self.compute_watch_index(code, buy_single_index, buy_single_index, index)
+ # L鍚庢挙浠庢垚浜よ繘搴︿綅寮�濮嬭绠�
+ self.compute_watch_index(code, buy_single_index, trade_index, index)
+ self.__compute_trade_progress_near_by_indexes(code, buy_single_index, trade_index, index)
- if self.__last_trade_progress_dict.get(code):
- self.__compute_trade_progress_near_by_indexes(code, buy_single_index,
- self.__last_trade_progress_dict.get(code) + 1, index)
- else:
- self.__compute_trade_progress_near_by_indexes(code, buy_single_index, buy_single_index, index)
-
- # 閲嶆柊璁＄畻L涓�
+ # 閲嶆柊璁＄畻L鍓�
def re_compute_l_up_watch_indexes(self, code, buy_single_index):
- if code not in self.__last_trade_progress_dict:
+ trade_index, is_default = TradeBuyQueue().get_traded_index(code)
+ if trade_index is None:
return
if code not in self.__real_place_order_index_dict:
return
if code not in self.__last_l_up_compute_info or time.time() - self.__last_l_up_compute_info[code][0] >= 3:
self.__compute_trade_progress_near_by_indexes(code, buy_single_index,
- self.__last_trade_progress_dict.get(code) + 1,
+ trade_index + 1,
self.__real_place_order_index_dict.get(code)[0])
# 璁＄畻鑼冨洿鍐呯殑鎴愪氦浣嶄复杩戞湭鎾ゅぇ鍗�
@@ -1043,7 +1040,10 @@
if not l_down_cancel_info:
return
- trade_progress = self.__last_trade_progress_dict.get(code)
+ trade_progress, is_default = TradeBuyQueue().get_traded_index(code)
+ if trade_progress is None:
+ trade_progress = 0
+
if trade_progress is None:
return
@@ -1319,7 +1319,9 @@
if rate >= thresh_cancel_rate:
# 璁＄畻鎴愪氦杩涘害浣嶇疆鍒板綋鍓嶄笅鍗曚綅缃殑绾拱棰�
real_place_order_index_info = self.__real_place_order_index_dict.get(code)
- trade_progress_index = self.__last_trade_progress_dict.get(code)
+ trade_progress_index, is_default = TradeBuyQueue().get_traded_index(code)
+ if trade_progress_index is None:
+ trade_progress_index = 0
if real_place_order_index_info and trade_progress_index:
total_num = 0
thresh_hold_money = l2_trade_factor.L2PlaceOrderParamsManager.get_base_m_val(code)
@@ -1356,7 +1358,9 @@
watch_indexes_info = self.__get_watch_indexes_cache(code)
if not watch_indexes_info:
return True
- trade_index = self.__last_trade_progress_dict.get(code)
+ trade_index, is_default = TradeBuyQueue().get_traded_index(code)
+ if trade_index is None:
+ trade_index = 0
if trade_index is None:
return True
# 璁＄畻宸茬粡鎴愪氦鐨勬瘮渚�
diff --git a/code_attribute/code_data_util.py b/code_attribute/code_data_util.py
index 7abbee5..f21e00e 100644
--- a/code_attribute/code_data_util.py
+++ b/code_attribute/code_data_util.py
@@ -84,7 +84,9 @@
@return:
"""
fresults = cls.__mysql.select_one(f"select count(code) from kpl_zylt_volume where update_time >= '{tool.get_now_date_str()}'")
- return fresults[0]
+ if fresults:
+ return fresults[0]
+ return 0
diff --git a/l2/huaxin/huaxin_target_codes_manager.py b/l2/huaxin/huaxin_target_codes_manager.py
index af9695c..edcd767 100644
--- a/l2/huaxin/huaxin_target_codes_manager.py
+++ b/l2/huaxin/huaxin_target_codes_manager.py
@@ -10,7 +10,7 @@
from code_attribute.code_data_util import ZYLTGBUtil
from db import redis_manager_delegate as redis_manager
from log_module import async_log_util
-from log_module.log import logger_l2_codes_subscript
+from log_module.log import logger_l2_codes_subscript, logger_debug
from third_data import kpl_data_manager, kpl_api
from trade import current_price_process_manager
from utils import tool, global_util, init_data_util
@@ -144,7 +144,7 @@
tick_datas = first_target_code_data_processor.process_first_codes_datas(flist, request_id)
current_price_process_manager.accept_prices(tick_datas, request_id)
except Exception as e:
- logging.exception(e)
+ logger_debug.exception(e)
if __name__ == "__main__":
diff --git a/log_module/log_export.py b/log_module/log_export.py
index 08e7b6d..2696945 100644
--- a/log_module/log_export.py
+++ b/log_module/log_export.py
@@ -123,22 +123,24 @@
if not date:
date = datetime.datetime.now().strftime("%Y-%m-%d")
pos_list = []
- with open("{}/logs/gp/l2/l2_process.{}.log".format(constant.get_path_prefix(), date), mode='r',
- encoding="utf-8") as f:
- while True:
- line = f.readline()
- if not line:
- break
- if line.find("code:{}".format(code)) < 0:
- continue
- time_ = __get_log_time(line)
- line = line[line.find("澶勭悊鏁版嵁鑼冨洿") + len("澶勭悊鏁版嵁鑼冨洿") + 1:line.find("澶勭悊鏃堕棿")].strip()
- if len(pos_list) == 0 or pos_list[-1][1] < int(line.split("-")[0]):
- if int("093000") <= int(time_.replace(":", "")) <= int("150000"):
- try:
- pos_list.append((int(line.split("-")[0]), int(line.split("-")[1])))
- except Exception as e:
- logging.exception(e)
+ path_ = "{}/logs/gp/l2/l2_process.{}.log".format(constant.get_path_prefix(), date)
+ if os.path.exists(path_):
+ with open(path_, mode='r',
+ encoding="utf-8") as f:
+ while True:
+ line = f.readline()
+ if not line:
+ break
+ if line.find("code:{}".format(code)) < 0:
+ continue
+ time_ = __get_log_time(line)
+ line = line[line.find("澶勭悊鏁版嵁鑼冨洿") + len("澶勭悊鏁版嵁鑼冨洿") + 1:line.find("澶勭悊鏃堕棿")].strip()
+ if len(pos_list) == 0 or pos_list[-1][1] < int(line.split("-")[0]):
+ if int("093000") <= int(time_.replace(":", "")) <= int("150000"):
+ try:
+ pos_list.append((int(line.split("-")[0]), int(line.split("-")[1])))
+ except Exception as e:
+ logging.exception(e)
return pos_list
--
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