From fb47d36048e94b9a506d5c153e3dd19a01e37df1 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 30 十月 2023 16:30:27 +0800
Subject: [PATCH] bug修复
---
huaxin_client/l2_client.py | 6 ++++--
trade/trade_manager.py | 5 ++---
huaxin_client/l2_data_manager.py | 15 +++++++--------
l2/l2_data_manager_new.py | 1 +
trade/trade_record_log_util.py | 3 ++-
output/code_info_output.py | 15 +++++++++++----
6 files changed, 27 insertions(+), 18 deletions(-)
diff --git a/huaxin_client/l2_client.py b/huaxin_client/l2_client.py
index 59f0e17..4da4698 100644
--- a/huaxin_client/l2_client.py
+++ b/huaxin_client/l2_client.py
@@ -321,7 +321,7 @@
# 娣辫瘉鎾ゅ崟
print("閫愮瑪濮旀墭", item)
- l2_data_manager.add_l2_order_detail(item, True)
+ l2_data_manager.add_l2_order_detail(item, 0, True)
else:
if abs(pTransaction['TradePrice'] - limit_up_price) < 0.201:
# 娑ㄥ仠浠�
@@ -343,7 +343,9 @@
def OnRtnOrderDetail(self, pOrderDetail):
can_listen = False
code = str(pOrderDetail['SecurityID'])
+ start_time = 0
if code in self.special_code_volume_for_order_dict:
+ start_time = time.time()
if self.special_code_volume_for_order_dict[code][0] == pOrderDetail['Volume'] or constant.SHADOW_ORDER_VOLUME == pOrderDetail['Volume']:
# 鐩戞帶鐩爣璁㈠崟涓庡奖瀛愯鍗�
if self.special_code_volume_for_order_dict[code][1] > time.time():
@@ -374,7 +376,7 @@
"OrderTime": pOrderDetail['OrderTime'], "MainSeq": pOrderDetail['MainSeq'],
"SubSeq": pOrderDetail['SubSeq'], "OrderNO": pOrderDetail['OrderNO'],
"OrderStatus": pOrderDetail['OrderStatus'].decode()}
- l2_data_manager.add_l2_order_detail(item)
+ l2_data_manager.add_l2_order_detail(item, start_time)
def OnRtnBondMarketData(self, pDepthMarketData, FirstLevelBuyNum, FirstLevelBuyOrderVolumes, FirstLevelSellNum,
FirstLevelSellOrderVolumes):
diff --git a/huaxin_client/l2_data_manager.py b/huaxin_client/l2_data_manager.py
index f854c2c..9a4ae30 100644
--- a/huaxin_client/l2_data_manager.py
+++ b/huaxin_client/l2_data_manager.py
@@ -55,7 +55,7 @@
# 娣诲姞濮旀墭璇︽儏
-def add_l2_order_detail(data, istransaction=False):
+def add_l2_order_detail(data, start_time, istransaction=False):
code = data["SecurityID"]
# 寮傛鏃ュ織璁板綍
if code not in tmep_order_detail_queue_dict:
@@ -79,7 +79,7 @@
tmep_order_detail_queue_dict[code].put(
(data['SecurityID'], data['Price'], data['Volume'], data['Side'], data['OrderType'], data['OrderTime'],
- data['MainSeq'], data['SubSeq'], data['OrderNO'], data['OrderStatus'], int(time.time() * 1000)))
+ data['MainSeq'], data['SubSeq'], data['OrderNO'], data['OrderStatus'], time.time(), start_time))
# 娣诲姞閫愮瑪鎴愪氦
@@ -196,23 +196,22 @@
try:
if code not in target_codes:
break
- # 鎵撳紑鍏变韩鍐呭瓨
order_detail_upload_active_time_dict[code] = time.time()
udatas = []
while not tmep_order_detail_queue_dict[code].empty():
temp = tmep_order_detail_queue_dict[code].get()
udatas.append(temp)
if udatas:
- start_time = time.time()
+ # start_time = time.time()
# upload_data(code, "l2_order", udatas)
l2_data_callback.OnL2Order(code, udatas, int(time.time() * 1000))
# l2_data_transaction_protocol.send_l2_order_detail(pipe, _mmap, code, udatas)
- use_time = int((time.time() - start_time) * 1000)
- if use_time > 10:
- async_log_util.info(logger_local_huaxin_l2_upload, f"{code}-涓婁紶浠ｇ爜鑰楁椂锛歿use_time}ms")
+ # use_time = int((time.time() - start_time) * 1000)
+ # if use_time > 10:
+ # async_log_util.info(logger_local_huaxin_l2_upload, f"{code}-涓婁紶浠ｇ爜鑰楁椂锛歿use_time}ms")
else:
# 娌℃湁鏁版嵁鐨勬椂鍊欓渶绛夊緟锛屾湁鏁版嵁鏃朵笉闇�绛夊緟
- time.sleep(0.004)
+ time.sleep(0.001)
except Exception as e:
hx_logger_contact_debug.exception(e)
logger_local_huaxin_l2_error.error(f"涓婁紶璁㈠崟鏁版嵁鍑洪敊锛歿str(e)}")
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index dab435c..943967d 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -600,6 +600,7 @@
jx_blocks, jx_blocks_by = KPLCodeJXBlockManager().get_jx_blocks_cache(
code), KPLCodeJXBlockManager().get_jx_blocks_cache(code, by=True)
info = cls.__trade_log_placr_order_info_dict[code]
+ info.mode = order_begin_pos.mode
info.set_buy_index(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
if jx_blocks:
info.set_kpl_blocks(list(jx_blocks))
diff --git a/output/code_info_output.py b/output/code_info_output.py
index f6e8cf5..8fbeff9 100644
--- a/output/code_info_output.py
+++ b/output/code_info_output.py
@@ -12,6 +12,7 @@
import code_attribute
from code_attribute import code_volumn_manager, limit_up_time_manager, global_data_loader, gpcode_manager
import constant
+from l2.l2_data_manager import OrderBeginPosInfo
from l2.l2_data_util import L2DataUtil
from utils import global_util, tool
from log_module import log, log_export
@@ -385,9 +386,15 @@
extra_datas.append(f"瀹夊叏绗旀暟锛歿data['safe_count']}")
records_new_data.append((time_, "", "-------------------------", []))
- records_new_data.append((time_, "涓嬪崟",
- f"銆恵format_l2_data(total_datas[data['buy_single_index']])}銆�-銆恵format_l2_data(total_datas[data['buy_exec_index']])}銆�",
- extra_datas))
+ mode = data.get('mode')
+ if mode == OrderBeginPosInfo.MODE_FAST:
+ records_new_data.append((time_, "闂數涓嬪崟",
+ f"銆恵format_l2_data(total_datas[data['buy_single_index']])}銆�-銆恵format_l2_data(total_datas[data['buy_exec_index']])}銆�",
+ extra_datas))
+ else:
+ records_new_data.append((time_, "涓嬪崟",
+ f"銆恵format_l2_data(total_datas[data['buy_single_index']])}銆�-銆恵format_l2_data(total_datas[data['buy_exec_index']])}銆�",
+ extra_datas))
elif type == trade_record_log_util.TYPE_REAL_PLACE_ORDER_POSITION:
_datas = []
MIN_MONEYS = [30000, 20000, 10000]
@@ -449,4 +456,4 @@
if __name__ == '__main__':
code = '002786'
l2_data_util.load_l2_data(code)
- print( __load_trade_record(code, l2_data_util.local_today_datas.get(code)))
+ print(__load_trade_record(code, l2_data_util.local_today_datas.get(code)))
diff --git a/trade/trade_manager.py b/trade/trade_manager.py
index 160b6c7..6d5260f 100644
--- a/trade/trade_manager.py
+++ b/trade/trade_manager.py
@@ -447,11 +447,10 @@
def __buy(code, price, trade_state, capture_timestamp, last_data, last_data_index, mode=0):
async_log_util.info(logger_trade, "{} trade_manager.__buy 寮�濮�".format(code))
try:
-
if constant.API_TRADE_ENABLE:
count = (constant.BUY_MONEY_PER_CODE // int(round(float(price) * 100))) * 100
- if mode != 0:
- count = 100
+ # if mode != 0:
+ # count = 100
# 鏈�浣庝笅鍗�1鎵�
if count < 100:
count = 100
diff --git a/trade/trade_record_log_util.py b/trade/trade_record_log_util.py
index de35df7..ea76347 100644
--- a/trade/trade_record_log_util.py
+++ b/trade/trade_record_log_util.py
@@ -18,13 +18,14 @@
class PlaceOrderInfo(object):
def __init__(self, buy_single_index=None, buy_exec_index=None, m_val=None, safe_count=None, big_num_indexes=None,
- kpl_blocks=None):
+ kpl_blocks=None, mode=None):
self.buy_single_index = buy_single_index
self.buy_exec_index = buy_exec_index
self.m_val = m_val
self.safe_count = safe_count
self.big_num_indexes = big_num_indexes
self.kpl_blocks = kpl_blocks
+ self.mode = mode
def set_buy_index(self, buy_single_index, buy_exec_index):
self.buy_single_index = buy_single_index
--
Gitblit v1.8.0