From 6a0d3ff5832e57ee1b1374d086f24b3c1679b332 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 05 九月 2025 18:22:24 +0800
Subject: [PATCH] bug修复/降低测撤单率
---
huaxin_client/l1_client.py | 55 ++++++++-----------------------------------------------
1 files changed, 8 insertions(+), 47 deletions(-)
diff --git a/huaxin_client/l1_client.py b/huaxin_client/l1_client.py
index 356719b..0ee112f 100644
--- a/huaxin_client/l1_client.py
+++ b/huaxin_client/l1_client.py
@@ -11,8 +11,6 @@
from huaxin_client import tool, constant
from log_module.log import logger_system, logger_local_huaxin_l1, logger_l2_codes_subscript, logger_debug
from third_data import custom_block_in_money_manager
-from third_data.custom_block_in_money_manager import BlockInMoneyRankManager, CodeInMoneyManager
-from third_data.history_k_data_util import HistoryKDatasUtils, JueJinApi
from utils import tool as out_tool
################B绫�##################
@@ -132,16 +130,12 @@
if out_tool.get_limit_up_rate(pMarketDataField.SecurityID) > 1.1001:
# 娑ㄥ仠鏉�20%浠ヤ笂鐨勬墦鎶�
rate = rate / 2
- # (浠ｇ爜, 鐜颁环, 娑ㄥ箙, 閲�, 褰撳墠鏃堕棿, 涔�1浠�, 涔�1閲�, 涔�2浠�, 涔�2閲�, 鏇存柊鏃堕棿)
+ # (浠ｇ爜, 鐜颁环, 娑ㄥ箙, 閲�, 褰撳墠鏃堕棿, 涔�1浠�, 涔�1閲�, 涔�2浠�, 涔�2閲�, 鏇存柊鏃堕棿, 鍗�1浠�, 鍗�1閲�)
level1_data_dict[pMarketDataField.SecurityID] = (
pMarketDataField.SecurityID, pMarketDataField.LastPrice, rate, pMarketDataField.Volume, time.time(),
pMarketDataField.BidPrice1, pMarketDataField.BidVolume1, pMarketDataField.BidPrice2,
- pMarketDataField.BidVolume2, pMarketDataField.UpdateTime)
- try:
- custom_block_in_money_manager.CodeInMoneyManager.set_market_info(pMarketDataField.SecurityID, lastPrice,
- close_price, pMarketDataField.Turnover)
- except:
- pass
+ pMarketDataField.BidVolume2, pMarketDataField.UpdateTime, pMarketDataField.AskPrice1,
+ pMarketDataField.AskVolume1)
__latest_subscript_codes = set()
@@ -217,43 +211,19 @@
finally:
time.sleep(3)
-def __test_block_in_money():
- codes = BlockInMoneyRankManager().get_codes()
- logger_debug.info("鑾峰彇鍒版祴璇曞噣娴佸叆浠ｇ爜鏁伴噺锛歿}", len(codes))
- page_size = 200
- total_page = len(codes) // page_size + 1
- for i in range(0, total_page):
- temp_codes = codes[i * page_size: (i + 1) * page_size]
- print(temp_codes)
- # 鑾峰彇鏈�杩戠殑淇℃伅
- latest_infos = HistoryKDatasUtils.get_gp_latest_info(temp_codes, "sec_id,pre_close")
- pre_close_dict = {x["sec_id"]: x["pre_close"] for x in latest_infos}
-
- current_infos = JueJinApi.get_gp_current_info(temp_codes, "symbol,price,cum_amount")
- current_infos = {x["symbol"].split(".")[1]: (x["price"], x["cum_amount"]) for x in
- current_infos}
-
- for code in current_infos:
- if code not in pre_close_dict:
- continue
- CodeInMoneyManager.set_market_info(code, current_infos[code][0], pre_close_dict[code],
- current_infos[code][1])
-
-
-def run(queue_l1_w_strategy_r, queue_l1_r_strategy_w, queue_custom_block_in_money, fixed_codes=None):
+def run(queue_l1_w_strategy_r, queue_l1_r_strategy_w, fixed_codes=None):
"""
杩愯l1璁㈤槄浠诲姟
@param queue_l1_w_strategy_r: L1鏂瑰啓锛岀瓥鐣ユ柟璇�
@param queue_l1_r_strategy_w: L1鏂硅锛岀瓥鐣ユ柟鍐�
- @param queue_custom_block_in_money: 鏉垮潡娴佸叆娴佸嚭璁＄畻缁撴灉
@param fixed_codes: 鍥哄畾瑕佽繑鍥炴暟鎹殑浠ｇ爜
@return:
"""
if fixed_codes is None:
fixed_codes = set()
- logger_local_huaxin_l1.info("杩愯l1璁㈤槄鏈嶅姟")
+ logger_local_huaxin_l1.info(f"杩愯l1璁㈤槄鏈嶅姟锛屽浐瀹氫唬鐮侊細{fixed_codes}")
codes_sh = []
codes_sz = []
for i in range(15):
@@ -306,17 +276,10 @@
threading.Thread(target=__run_subscript_task, args=(spi,), daemon=True).start()
- # 娴嬭瘯
- __test_block_in_money()
-
# 绛夊緟绋嬪簭缁撴潫
while True:
- print("鏁伴噺", len(level1_data_dict))
+ # print("鏁伴噺", len(level1_data_dict))
try:
- # 璁＄畻娴佸叆娴佸嚭骞朵笂浼�
- custom_block_in_money_manager.BlockInMoneyRankManager().compute()
- queue_custom_block_in_money.put_nowait((custom_block_in_money_manager.BlockInMoneyRankManager().get_in_list(), custom_block_in_money_manager.BlockInMoneyRankManager().get_out_list()))
-
if len(level1_data_dict) < 1:
continue
# 鏍规嵁娑ㄥ箙鎺掑簭
@@ -325,11 +288,10 @@
list_ = [level1_data_dict[k] for k in level1_data_dict]
flist = []
now_time_int = int(tool.get_now_time_str().replace(":", ""))
- threshold_rate = constant.L1_MIN_RATE_PRE if now_time_int < int(
- "094000") else constant.L1_MIN_RATE
+ threshold_rate = constant.L1_MIN_RATE
for d in list_:
if d[2] >= threshold_rate or d[0] in fixed_codes:
- # 娑ㄥ箙灏忎簬5%鐨勯渶瑕佸垹闄�
+ # 娑ㄥ箙灏忎簬3%鐨勯渶瑕佸垹闄�
flist.append(d)
flist.sort(key=lambda x: x[2], reverse=True)
# 灏嗗浐瀹氫唬鐮佺殑鎺掑湪鏈�鍓�
@@ -348,7 +310,6 @@
if len(datas) > 0:
logger_l2_codes_subscript.info("寮�濮�#鍗庨懌L1涓婁紶浠ｇ爜锛氭暟閲�-{}", len(datas))
__upload_codes_info(queue_l1_w_strategy_r, datas)
-
except Exception as e:
logging.exception(e)
logger_debug.exception(e)
--
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