From 2f2516749615da866e96d8d24e499b7ecbb63a3e Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 23 六月 2025 12:28:52 +0800
Subject: [PATCH] 默认交易模式变更/真实下单位置计算位置修改
---
log_module/log_export.py | 268 +++++++++++++++++++++++++++++++++++++++++++++++++----
1 files changed, 245 insertions(+), 23 deletions(-)
diff --git a/log_module/log_export.py b/log_module/log_export.py
index 2696945..1d530f1 100644
--- a/log_module/log_export.py
+++ b/log_module/log_export.py
@@ -11,6 +11,26 @@
from log_module.log import logger_l2_process_time
from utils import tool
+__log_cache_data = {}
+
+
+# 鏃ュ織缂撳瓨
+def cache_log(fn):
+ def wrapper(*args, **kwargs):
+ can_cache = tool.get_now_time_as_int() > 150000
+ cache_key = f"{fn.__name__}#{args}#{kwargs}"
+ if can_cache:
+ # 15:00:00涔嬪悗鎵嶈兘缂撳瓨
+
+ if cache_key in __log_cache_data:
+ return __log_cache_data[cache_key]
+ result = fn(*args, **kwargs)
+ if can_cache:
+ __log_cache_data[cache_key] = result
+ return result
+
+ return wrapper
+
class LogUtil:
@classmethod
@@ -53,7 +73,8 @@
while line:
time_ = line.split(":")[-1]
if int(time_) > 150:
- print(line)
+ # print(line)
+ pass
line = f.readline()
@@ -76,14 +97,15 @@
return tool.time_seconds_format(s - 2 - cha)
+@cache_log
def load_l2_from_log(date=None):
today_data = {}
if date is None:
date = tool.get_now_date_str()
try:
with open("{}/logs/gp/l2/l2_data.{}.log".format(constant.get_path_prefix(), date), mode='r') as f:
- while True:
- data = f.readline()
+ lines = f.readlines()
+ for data in lines:
if not data:
break
index = data.find(' - ') + 2
@@ -100,7 +122,8 @@
for key in today_data:
# news = sorted(today_data[key], key=lambda x: x["index"])
# today_data[key] = news
- print(key, len(today_data[key]) - 1, today_data[key][-1]["index"])
+ # print(key, len(today_data[key]) - 1, today_data[key][-1]["index"])
+ pass
except:
pass
return today_data
@@ -119,16 +142,17 @@
# 鑾峰彇L2姣忔鎵归噺澶勭悊鏁版嵁鐨勪綅缃寖鍥�
+@cache_log
def get_l2_process_position(code, date=None):
if not date:
date = datetime.datetime.now().strftime("%Y-%m-%d")
pos_list = []
path_ = "{}/logs/gp/l2/l2_process.{}.log".format(constant.get_path_prefix(), date)
- if os.path.exists(path_):
+ try:
with open(path_, mode='r',
encoding="utf-8") as f:
- while True:
- line = f.readline()
+ lines = f.readlines()
+ for line in lines:
if not line:
break
if line.find("code:{}".format(code)) < 0:
@@ -141,10 +165,13 @@
pos_list.append((int(line.split("-")[0]), int(line.split("-")[1])))
except Exception as e:
logging.exception(e)
+ except:
+ pass
return pos_list
# 鑾峰彇L2姣忔鎵归噺澶勭悊鏁版嵁鐨勪綅缃寖鍥�
+@cache_log
def get_l2_trade_position(code, date=None):
if not date:
date = datetime.datetime.now().strftime("%Y-%m-%d")
@@ -152,8 +179,8 @@
with open("{}/logs/gp/l2/l2_trade.{}.log".format(constant.get_path_prefix(), date), mode='r',
encoding="utf-8") as f:
latest_single = [None, None]
- while True:
- line = f.readline()
+ lines = f.readlines()
+ for line in lines:
if not line:
break
if line.find("code={}".format(code)) < 0:
@@ -193,14 +220,15 @@
# 鑾峰彇L2姣忔鎵归噺澶勭悊鏁版嵁鐨勪綅缃寖鍥�
+@cache_log
def get_real_place_order_positions(code, date=None):
if not date:
date = datetime.datetime.now().strftime("%Y-%m-%d")
pos_list = []
with open("{}/logs/gp/l2/l2_real_place_order_position.{}.log".format(constant.get_path_prefix(), date), mode='r',
encoding="utf-8") as f:
- while True:
- line = f.readline()
+ lines = f.readlines()
+ for line in lines:
if not line:
break
if line.find("{}-".format(code)) < 0:
@@ -208,9 +236,9 @@
if line.find("鐪熷疄涓嬪崟浣嶇疆") > 0:
- print(line)
+ # print(line)
str_ = line.split("锛�")[1].strip()
- print(str_)
+ # print(str_)
try:
pos = int(eval(str_.split("-")[1].strip())[0])
except:
@@ -303,8 +331,8 @@
msg_list = []
if os.path.exists(path_str):
with open(path_str, mode='r', encoding="utf-8") as f:
- while True:
- line = f.readline()
+ lines = f.readlines()
+ for line in lines:
if not line:
break
msg_list.append(line)
@@ -385,22 +413,79 @@
return fdatas
-# 鍔犺浇l2璁㈠崟鎴愪氦鏁版嵁
-def load_huaxin_deal_record(code, date=tool.get_now_date_str()):
- path = f"{constant.get_path_prefix()}/logs/huaxin/l2/transaction_desc.{date}.log"
- # 鏍煎紡:[(璁㈠崟鍙�,鎵嬫暟,寮�濮嬫垚浜ゆ椂闂�,鎴愪氦缁撴潫鏃堕棿,涓嬪崟鎵嬫暟)]
+# 鍔犺浇涔板叆寰楀垎璁板綍
+def load_trade_recod_by_type(type_, date=tool.get_now_date_str()):
+ path = f"{constant.get_path_prefix()}/logs/gp/trade/trade_record.{date}.log"
fdatas = []
lines = __load_file_content(path)
for line in lines:
- data_index = line.find(f"{code}#")
+ data_index = line.find(f"{type_}")
if data_index > 0:
line = line.split(" - ")[1]
time_str = line[line.find("[") + 1:line.find("[") + 9]
data = line[line.find("]") + 1:].strip()
+ data_json = json.loads(data)
+ type = data_json["type"]
+ code = data_json["code"]
+ if type != type_:
+ continue
+ fdatas.append((time_str, code, type, data_json["data"]))
+ return fdatas
+
+
+@cache_log
+def load_cancel_buy_reasons(code, date=tool.get_now_date_str()):
+ """
+ 鑾峰彇鎾ゅ崟鍘熷洜
+ @param code:
+ @param date:
+ @return: {鐪熷疄涓嬪崟浣嶇疆锛氭挙鍗曞師鍥爙
+ """
+ fdatas = load_trade_recod(code, date)
+ cancel_reason_dict = {}
+ for data in fdatas:
+ if data[1] != "cancel":
+ continue
+ msg = data[2].get("msg")
+ real_place_order_index = data[2].get("real_place_order_index")
+ if real_place_order_index not in cancel_reason_dict:
+ cancel_reason_dict[real_place_order_index] = msg
+ return cancel_reason_dict
+
+
+
+def __parse_content(line):
+ line = line.split(" - ")[1]
+ time_str = line[line.find("[") + 1:line.find("[") + 9]
+ data = line[line.find("]") + 1:].strip()
+ if data.find("thread-id=")>-1 and data.find("code=")>-1:
+ data = data[data.find("code=")+11:].strip()
+ return time_str, data
+
+
+# 鍔犺浇l2璁㈠崟鎴愪氦鏁版嵁
+@cache_log
+def load_huaxin_deal_record(code, date=tool.get_now_date_str()):
+ datas_dict = load_huaxin_deal_record_all(date)
+ return datas_dict.get(code)
+
+
+@cache_log
+def load_huaxin_deal_record_all(date=tool.get_now_date_str()):
+ path = f"{constant.get_path_prefix()}/logs/huaxin/l2/transaction_desc.{date}.log"
+ # 鏍煎紡:[(璁㈠崟鍙�,鎵嬫暟,寮�濮嬫垚浜ゆ椂闂�,鎴愪氦缁撴潫鏃堕棿,涓嬪崟鎵嬫暟)]
+ fdatas = {}
+ lines = __load_file_content(path)
+ for line in lines:
+ data_index = line.find(f"#")
+ if data_index > 0:
+ time_str, data = __parse_content(line)
code = data.split("#")[0]
data = data.split("#")[1]
data = eval(data)
- fdatas.append(data)
+ if code not in fdatas:
+ fdatas[code] = []
+ fdatas[code].append(data)
return fdatas
@@ -431,6 +516,27 @@
return fdatas
+@cache_log
+def load_kpl_limit_up_records(current_time_str, date=tool.get_now_date_str()):
+ """
+ 鑾峰彇绂荤粰瀹氭椂闂存渶杩戠殑娑ㄥ仠鏁版嵁
+ @param current_time_str:
+ @param date:
+ @return:
+ """
+ path = f"{constant.get_path_prefix()}/logs/gp/kpl/kpl_limit_up.{date}.log"
+ lines = __load_file_content(path)
+ lines.reverse()
+ current_time_str_int = int(current_time_str.replace(":", ""))
+ for line in lines:
+ if line:
+ time_str = __get_log_time(line)
+ if int(time_str.replace(":", "")) < current_time_str_int:
+ line = line.split(" - ")[1]
+ return eval(line)
+ return None
+
+
# 鍔犺浇鍗庨懌鏈湴涔板叆璁㈠崟鍙�
def load_huaxin_local_buy_no():
path = f"{constant.get_path_prefix()}/logs/huaxin_local/l2/l2_buy_no.{tool.get_now_date_str()}.log"
@@ -452,6 +558,7 @@
# 鍔犺浇鍗庨懌鎴愪氦鐨勫崠鍗�
+@cache_log
def load_huaxin_transaction_sell_no(code=None, date=tool.get_now_date_str()):
path = f"{constant.get_path_prefix()}/logs/huaxin/l2/transaction_sell_order.{date}.log"
fdatas = {}
@@ -471,6 +578,83 @@
if code_ not in fdatas:
fdatas[code_] = []
fdatas[code_].append(eval(data))
+ return fdatas
+
+
+@cache_log
+def load_huaxin_l2_sell_deal(code=None, date=tool.get_now_date_str()):
+ path = f"{constant.get_path_prefix()}/logs/huaxin/l2/sell_l2_deal.{date}.log"
+ fdatas = {}
+ if os.path.exists(path):
+ with open(path, 'r', encoding="utf-8") as f:
+ lines = f.readlines()
+ for line in lines:
+ if line:
+ time_str = __get_async_log_time(line)
+ data = line.split(" - ")[1].strip()
+ if data.startswith("["):
+ data = data[data.find("]") + 1:].strip()
+ if data.find("鏈夋定鍋滀富鍔ㄥ崠锛�") < 0:
+ continue
+ data = data.split("鏈夋定鍋滀富鍔ㄥ崠锛�")[1]
+ code_ = data[:6]
+ if code and code != code_:
+ continue
+ data = data[6:].strip()
+ volume = int(data.split("鎴愪氦閲�-")[1].strip())
+ if code_ not in fdatas:
+ fdatas[code_] = []
+ fdatas[code_].append((time_str, volume))
+ return fdatas
+
+
+
+@cache_log
+def load_huaxin_l2_sell_deal_list(code=None, date=tool.get_now_date_str()):
+ path = f"{constant.get_path_prefix()}/logs/huaxin/l2/sell_l2_deal.{date}.log"
+ fdatas = {}
+ if os.path.exists(path):
+ with open(path, 'r', encoding="utf-8") as f:
+ lines = f.readlines()
+ for line in lines:
+ if line:
+ time_str = __get_async_log_time(line)
+ data = line.split(" - ")[1].strip()
+ if data.startswith("["):
+ data = data[data.find("]") + 1:].strip()
+ if data.find("娑ㄥ仠涓诲姩涔版垚浜わ細") <0:
+ continue
+ data = data.split("娑ㄥ仠涓诲姩涔版垚浜わ細")[1]
+ data = eval(data)
+ code_ = data[0][0]
+ if code and code != code_:
+ continue
+ if code_ not in fdatas:
+ fdatas[code_] = []
+ fdatas[code_].append((time_str, data))
+ return fdatas
+
+
+@cache_log
+def load_huaxin_l2_sell_delegate(code=None, date=tool.get_now_date_str()):
+ path = f"{constant.get_path_prefix()}/logs/huaxin/l2/sell_l2_delegate.{date}.log"
+ fdatas = {}
+ if os.path.exists(path):
+ with open(path, 'r', encoding="utf-8") as f:
+ lines = f.readlines()
+ for line in lines:
+ if line:
+ time_str = __get_async_log_time(line)
+ data = line.split(" - ")[1].strip()
+ if data.startswith("["):
+ data = data[data.find("]") + 1:].strip()
+ datas = data.split("-")
+ code_ = datas[0]
+ if code and code != code_:
+ continue
+ if code_ not in fdatas:
+ fdatas[code_] = []
+ fdatas[code_].append((time_str, datas[1], eval(datas[2])))
return fdatas
@@ -544,6 +728,7 @@
return fdatas
+@cache_log
def load_huaxin_active_sell_map(date=tool.get_now_date_str()):
path = f"{constant.get_path_prefix()}/logs/huaxin/trade/l2_active_sell.{date}.log"
fdatas = {}
@@ -626,6 +811,23 @@
return fdatas
+def load_huaxin_order_detail(date=tool.get_now_date_str()):
+ """
+ 鍔犺浇L2閫愮瑪濮旀墭鏁版嵁
+ @param date:
+ @return:
+ """
+ fdatas = []
+ path = f"{constant.get_path_prefix()}/logs/huaxin/l2/orderdetail.{date}.log"
+ lines = __load_file_content(path)
+ for line in lines:
+ if line:
+ time = __get_async_log_time(line)
+ line = line[line.rfind("#") + 1:]
+ fdatas.append((time, eval(line)))
+ return fdatas
+
+
def load_pre_close_price(date=tool.get_now_date_str()):
"""
鍔犺浇涔嬪墠鐨勬敹鐩樹环
@@ -643,9 +845,29 @@
return fdatas
+def load_special_codes(date=tool.get_now_date_str()):
+ """
+ 鍔犺浇涔嬪墠鐨勬敹鐩樹环
+ @param date:
+ @return:
+ """
+ fdatas = {}
+ path = f"{constant.get_path_prefix()}/logs/gp/plates/special_codes.{date}.log"
+ lines = __load_file_content(path)
+ if lines:
+ line = lines[0]
+ line = line[line.find(" - ") + 3:]
+ return eval(line)
+ return None
+
+
if __name__ == '__main__':
- fdatas = get_real_place_order_positions("002404")
- print(len(fdatas))
+ line = """
+ 2025-03-12 14:49:15.028 | DEBUG | log_module.async_log_util:run_sync:66 - [14:49:14.899602] thread-id=3048 code=600841 L鍓嶇洃鎺ц寖鍥达細{1477, 1478, 1479, 1480, 1481, 1482, 1486, 1487, 1488, 1489, 1492, 1493, 1495, 1498, 1500} 璁＄畻鑼冨洿锛�1477-1503
+ """
+ print(__parse_content(line))
+ # load_huaxin_transaction_sell_no(code='2024-11-10')
+ # load_huaxin_transaction_sell_no(code='2024-11-10')
# print(get_h_cancel_compute_info("603912"))
# logger_l2_h_cancel.info("test")
--
Gitblit v1.8.0