From dc36d72459ea92e4c78e2a2eefb5655e82a3d459 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 04 六月 2024 23:52:26 +0800
Subject: [PATCH] 9:25之前的开1订阅
---
huaxin_client/l2_market_client.py | 18 ++++++++++--------
log_module/log.py | 4 ++++
2 files changed, 14 insertions(+), 8 deletions(-)
diff --git a/huaxin_client/l2_market_client.py b/huaxin_client/l2_market_client.py
index 15b7f8e..fb10364 100644
--- a/huaxin_client/l2_market_client.py
+++ b/huaxin_client/l2_market_client.py
@@ -8,12 +8,13 @@
import time
import concurrent.futures
-from huaxin_client import l1_subscript_codes_manager
+from huaxin_client import l1_subscript_codes_manager
from huaxin_client import constant
import lev2mdapi
from huaxin_client.l2_data_manager import L2DataUploadManager
from log_module.async_log_util import huaxin_l2_log
-from log_module.log import logger_local_huaxin_l2_subscript, logger_system, logger_l2_codes_subscript, hx_logger_l2_market_data
+from log_module.log import logger_local_huaxin_l2_subscript, logger_system, logger_l2_codes_subscript, \
+ hx_logger_l2_market_data_before_open
from utils import tool
###B绫�###
@@ -176,13 +177,13 @@
tool.to_price(decimal.Decimal(str(pDepthMarketData['PreClosePrice'])) * decimal.Decimal("1.1")))
if abs(limit_up_price - pDepthMarketData['LastPrice']) < 0.001 or abs(
limit_up_price - pDepthMarketData['BidPrice1']) < 0.001:
- huaxin_l2_log.info(hx_logger_l2_market_data, f"{d}")
+ huaxin_l2_log.info(hx_logger_l2_market_data_before_open, f"{d}")
self.__limit_up_codes.add(pDepthMarketData['SecurityID'])
else:
self.__limit_up_codes.discard(pDepthMarketData['SecurityID'])
if pDepthMarketData.SecurityID in self.__limit_up_codes:
market_code_dict[pDepthMarketData.SecurityID] = (
- pDepthMarketData.SecurityID, pDepthMarketData.LastPrice, 0.1, pDepthMarketData.TotalBidVolume,
+ pDepthMarketData.SecurityID, pDepthMarketData.BidPrice1, 0.1, pDepthMarketData.TotalBidVolume,
time.time(),
pDepthMarketData.BidPrice1, pDepthMarketData.BidVolume1)
else:
@@ -190,7 +191,7 @@
market_code_dict.pop(pDepthMarketData.SecurityID)
if limit_up_count != len(self.__limit_up_codes):
- huaxin_l2_log.info(hx_logger_l2_market_data, f"娑ㄥ仠浠ｇ爜锛歿self.__limit_up_codes}")
+ huaxin_l2_log.info(hx_logger_l2_market_data_before_open, f"娑ㄥ仠浠ｇ爜锛歿self.__limit_up_codes}")
except:
pass
@@ -232,9 +233,9 @@
pipe_strategy = None
-
-
__latest_subscript_codes = set()
+
+
def __upload_codes_info(queue_l1_w_strategy_r: multiprocessing.Queue, datas):
if not tool.is_trade_time():
return
@@ -252,7 +253,8 @@
for c in codes:
__latest_subscript_codes.add(c)
if add_codes:
- hx_logger_l2_market_data.info(f"({request_id})鏂板鍔犺闃呯殑浠ｇ爜锛歿add_codes}")
+ hx_logger_l2_market_data_before_open.info(f"({request_id})鏂板鍔犺闃呯殑浠ｇ爜锛歿add_codes}")
+
def run(queue_l1_w_strategy_r) -> None:
logger_system.info("L2杩涚▼ID锛歿}", os.getpid())
diff --git a/log_module/log.py b/log_module/log.py
index 1b71fcf..83d3315 100644
--- a/log_module/log.py
+++ b/log_module/log.py
@@ -245,6 +245,9 @@
logger.add(self.get_hx_path("l2", "marketdata"),
filter=lambda record: record["extra"].get("name") == "hx_l2_market_data",
rotation="00:00", compression="zip", enqueue=True)
+ logger.add(self.get_hx_path("l2", "marketdata"),
+ filter=lambda record: record["extra"].get("name") == "hx_l2_market_data_before_open",
+ rotation="00:00", compression="zip", enqueue=True)
logger.add(self.get_hx_path("l2", "upload"),
filter=lambda record: record["extra"].get("name") == "hx_l2_upload",
rotation="00:00", compression="zip", enqueue=True)
@@ -421,6 +424,7 @@
hx_logger_l2_transaction_big_buy_order = __mylogger.get_logger("hx_l2_transaction_big_buy")
hx_logger_l2_transaction_big_sell_order = __mylogger.get_logger("hx_l2_transaction_big_sell")
hx_logger_l2_market_data = __mylogger.get_logger("hx_l2_market_data")
+hx_logger_l2_market_data_before_open = __mylogger.get_logger("hx_l2_market_data_before_open")
hx_logger_l2_upload = __mylogger.get_logger("hx_l2_upload")
hx_logger_l2_debug = __mylogger.get_logger("hx_l2_debug")
hx_logger_contact_debug = __mylogger.get_logger("hx_contact_debug")
--
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