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
---
main.py | 239 ++++++++++++++++++++++++++++++++++++++++++++++-------------
1 files changed, 186 insertions(+), 53 deletions(-)
diff --git a/main.py b/main.py
index 369b7fc..e3bac57 100644
--- a/main.py
+++ b/main.py
@@ -1,75 +1,208 @@
"""
GUI绠＄悊
"""
+import math
+import psutil
+
+import constant
+from code_attribute import gpcode_manager
+from l2.subscript import l2_subscript_manager
+from log_module import log
+from log_module.log import logger_l2_trade, logger_system
+import logging
import multiprocessing
+import os
+import threading
-from trade.huaxin import trade_server
-from third_data import data_server
+from task import task_manager
+from third_data import hx_qc_value_util
+from third_data.code_plate_key_manager import KPLPlateForbiddenManager
+from utils import shared_memery_util
-from server import *
-import l2.l2_data_util
+logger_system.info("绋嬪簭鍚姩Pre锛歿}", os.getpid())
+
+import huaxin_client.trade_client
+import huaxin_client.l2_client
+import huaxin_client.l1_client
+from huaxin_client import l2_market_client, l2_client_v2
+
+from servers import server_util, huaxin_trade_server, server
-def __read_server_pipe(pipe):
- if pipe:
- while True:
- value = pipe.recv()
- if value is not None:
- value = json.loads(value)
- if value.get("type") == "clear_l2":
- code = value["data"]["code"]
- print("娓呴櫎l2鏁版嵁", code)
- if len(code) != 6:
- continue
- l2_data_manager.clear_l2_data(code)
- # 鍒犻櫎level2鐨勬暟鎹�
- if l2.l2_data_util.local_today_datas and code in l2.l2_data_util.local_today_datas:
- l2.l2_data_util.local_today_datas.pop(code)
- if l2.l2_data_util.local_latest_datas and code in l2.l2_data_util.local_latest_datas:
- l2.l2_data_util.local_latest_datas.pop(code)
-
- time.sleep(0.1)
-
-
-# 浜ゆ槗鏈嶅姟
-def createTradeServer():
- print("create TradeServer")
+def run_strategy(queue_strategy_r_trade_w_: multiprocessing.Queue,
+ queue_l1_w_strategy_r_: multiprocessing.Queue,
+ queue_strategy_w_trade_r_: multiprocessing.Queue,
+ queue_strategy_w_trade_r_for_read_: multiprocessing.Queue,
+ trade_ipc_addr):
+ """
+ 绛栫暐杩涚▼
+ @param queue_strategy_r_trade_w_:
+ @param queue_l1_w_strategy_r_:
+ @param queue_strategy_w_trade_r_:
+ @param queue_strategy_w_trade_r_for_read_:
+ @param trade_ipc_addr: 浜ゆ槗ipc鍦板潃(涓嬪崟鍦板潃, 鎾ゅ崟鍦板潃)
+ @return:
+ """
+ logger_system.info("绛栫暐杩涚▼ID锛歿}", os.getpid())
+ log.close_print()
# 鍒濆鍖栧弬鏁�
- global_data_loader.init()
+ server.global_data_loader.init()
- t1 = threading.Thread(target=createDataServer, daemon=True)
- t1.start()
+ # 寮�鍚暟鎹湇鍔″櫒
+ threading.Thread(target=server_util.run_data_server, name="createDataServer", daemon=True).start()
- trade_server.run()
+ # 杩愯鏁版嵁鐩戝惉鏈嶅姟
+ threading.Thread(target=task_manager.run_data_listener, name="task_manager",
+ args=(queue_other_w_l2_r, queue_l1_w_strategy_r_),
+ daemon=True).start()
+ #
+ # 鍚姩鍗庨懌浜ゆ槗鏈嶅姟
+ huaxin_trade_server.run(queue_strategy_r_trade_w_, queue_strategy_w_trade_r_,
+ queue_strategy_w_trade_r_for_read_,
+ trade_ipc_addr)
# 涓绘湇鍔�
-def createServer(pipe_juejin, pipe_gui):
- print("create Server")
-
- t1 = threading.Thread(target=lambda: __read_server_pipe(pipe_gui), daemon=True)
- t1.start()
-
+def createServer(pipe):
+ logger_system.info("create Server")
laddr = "", 9001
- tcpserver = MyThreadingTCPServer(laddr, MyBaseRequestHandle, pipe_juejin=pipe_juejin) # 娉ㄦ剰锛氬弬鏁版槸MyBaseRequestHandle
- # tcpserver.handle_request() # 鍙帴鍙椾竴涓鎴风杩炴帴
- tcpserver.serve_forever() # 姘镐箙寰幆鎵ц,鍙互鎺ュ彈澶氫釜瀹㈡埛绔繛鎺�
+ try:
+ tcpserver = server.MyThreadingTCPServer(laddr, server.MyBaseRequestHandle,
+ pipe_trade=pipe) # 娉ㄦ剰锛氬弬鏁版槸MyBaseRequestHandle
+ tcpserver.serve_forever()
+ except Exception as e:
+ logger_system.exception(e)
+ logger_system.error(f"绔彛鏈嶅姟鍣細{laddr[1]} 鍚姩澶辫触")
-def createDataServer():
- print("create DataServer")
- tcpserver = data_server.run("", 9004)
- tcpserver.serve_forever()
+if __name__ == '__main__1':
+ huaxin_client.l2_client.test()
+
+
+def __create_l2_subscript():
+ channel_list = []
+ for i in range(constant.HUAXIN_L2_MAX_CODES_COUNT):
+ # 鍒涘缓濮旀墭/鎴愪氦鐨勫叡浜暟缁勫拰ZMQ閫氫俊閫氶亾
+ delegate_ipc_addr = f"ipc://order_{i}.ipc"
+ deal_ipc_addr = f"ipc://deal_{i}.ipc"
+ delegate = [0, shared_memery_util.create_array(), delegate_ipc_addr]
+ delegate[0] = shared_memery_util.get_number(delegate[1])
+ deal = [0, shared_memery_util.create_array(), deal_ipc_addr]
+ deal[0] = shared_memery_util.get_number(deal[1])
+ channel_list.append((delegate, deal))
+
+ # L2杩涚▼鏁伴噺
+ l2_process_count = 8
+
+ base_channel_count = len(channel_list) // l2_process_count
+ left_count = len(channel_list) % l2_process_count
+ index = 0
+ # ======鍒嗙粍======
+ # 璁板綍姣忎釜鍒嗙粍鐨勬暟閲�
+ channel_count_list = []
+ # 鏁版嵁鍥炶皟闃熷垪
+ data_callback_queue_list = []
+ # 娑堟伅浼犻�掗槦鍒�
+ sub_single_queue_list = []
+
+ for i in range(l2_process_count):
+ channel_count = base_channel_count + (1 if i < left_count else 0)
+ channel_count_list.append(channel_count)
+ # 璇ヨ繘绋嬩笅鐨勯�氶亾
+ channels = channel_list[index:index + channel_count]
+ index += channel_count
+ # 璁㈤槄淇″彿闃熷垪, 鏁版嵁鍥炶皟闃熷垪锛堝洖璋冮娆″皬鐨勬暟鎹�氳繃杩欑鍥炶皟锛�
+ sub_single_queue, data_callback_queue = multiprocessing.Queue(maxsize=1024), multiprocessing.Queue(maxsize=1024)
+ sub_single_queue_list.append(sub_single_queue)
+ data_callback_queue_list.append(data_callback_queue)
+ l2_process = multiprocessing.Process(target=l2_client_v2.run,
+ args=(sub_single_queue, data_callback_queue, channels, i, ))
+ l2_process.start()
+
+ l2_subscript_manager.process_manager = l2_subscript_manager.TargetCodeProcessManager(sub_single_queue_list, channel_count_list)
+ # 鐩戝惉L2甯傚満琛屾儏鏁版嵁
+ huaxin_trade_server.run_l2_market_info_reciever(data_callback_queue_list)
+ # 鍚姩ZMQserver锛岄拡瀵瑰鎵橀槦鍒椾笌鎴愪氦闃熷垪杩涜鐩戝惉
+ l2_subscript_manager.L2DataListener(channel_list).create_data_listener(huaxin_trade_server.my_l2_data_callback)
if __name__ == '__main__':
- # tradeServerProcess = multiprocessing.Process(target=createTradeServer)
- serverProcess = multiprocessing.Process(target=createServer, args=(None, None,))
- jueJinTradeProcess = multiprocessing.Process(target=trade_juejin.run)
+ # 鍙粦瀹�16-31涔嬮棿鐨勬牳
+ try:
+ logger_l2_trade.info("鍚姩绋嬪簭")
+ logger_system.info("鍚姩绋嬪簭--------")
+ log.close_print()
- # tradeServerProcess.start()
- serverProcess.start()
- jueJinTradeProcess.start()
- # 灏唗radeServer浣滀负涓昏繘绋�
- createTradeServer()
+ # L2璇诲叾浠栧啓
+ queue_other_w_l2_r = multiprocessing.Queue(maxsize=1000)
+ # l1
+ queue_l1_w_strategy_r = multiprocessing.Queue(maxsize=1000)
+ queue_l1_r_strategy_w = multiprocessing.Queue(maxsize=1000)
+
+ # 浜ゆ槗璇荤瓥鐣ュ啓
+ queue_strategy_w_trade_r = multiprocessing.Queue(maxsize=1000)
+ queue_strategy_w_trade_r_for_read = multiprocessing.Queue(maxsize=1000)
+ # 绛栫暐璇讳氦鏄撳啓
+ queue_strategy_r_trade_w = multiprocessing.Queue(maxsize=1000)
+
+ # 涓嬪崟,鎾ゅ崟ipc鍦板潃
+ order_ipc_addr, cancel_order_ipc_addr = "ipc://trade_order.ipc", "ipc://trade_cancel_order.ipc"
+
+ logger_system.info("涓昏繘绋婭D锛歿}", os.getpid())
+
+ fix_codes = set()
+ open_buy_codes = gpcode_manager.BuyOpenLimitUpCodeManager().get_codes()
+ if open_buy_codes:
+ fix_codes |= set(open_buy_codes)
+ # 瑕佺洃鎺х殑楂樻爣
+ high_codes = KPLPlateForbiddenManager().get_watch_high_codes()
+ if high_codes:
+ fix_codes |= set(high_codes)
+ # L1璁㈤槄鏁版嵁
+ l1Process = multiprocessing.Process(target=huaxin_client.l1_client.run,
+ args=(queue_l1_w_strategy_r, queue_l1_r_strategy_w,
+ fix_codes,))
+ l1Process.start()
+
+ l2MarketProcess = multiprocessing.Process(target=l2_market_client.run,
+ args=(queue_l1_w_strategy_r,))
+ l2MarketProcess.start()
+
+ # 浜ゆ槗杩涚▼
+ tradeProcess = multiprocessing.Process(
+ target=huaxin_client.trade_client.run,
+ args=(order_ipc_addr, cancel_order_ipc_addr, queue_strategy_r_trade_w, queue_strategy_w_trade_r,
+ queue_strategy_w_trade_r_for_read))
+ tradeProcess.start()
+ # 姝ゅ灏哃2鐨勮繘绋嬩笌绛栫暐杩涚▼鍚堝苟
+
+ # 娴嬭瘯L2鍗曠嫭杩涚▼
+
+ if constant.IS_L2_NEW:
+ __create_l2_subscript()
+ else:
+ # 灏哃2鐨勮繘绋嬫敼涓虹嚎绋嬫墽琛�
+ threading.Thread(target=huaxin_client.l2_client.run, args=(
+ queue_other_w_l2_r, huaxin_trade_server.my_l2_data_callbacks), daemon=True).start()
+
+ # 杩愯鍗庨懌澧炲�兼湇鍔¤繘绋�
+ threading.Thread(target=hx_qc_value_util.run, daemon=True).start()
+
+ # 缁戞牳杩愯
+ # psutil.Process(l1Process.pid).cpu_affinity([20])
+ # psutil.Process(tradeProcess.pid).cpu_affinity([21, 22])
+ # cpu_indexes = [i for i in range(23, 30)]
+ # psutil.Process(os.getpid()).cpu_affinity(cpu_indexes)
+ # 涓昏繘绋�
+ run_strategy(queue_strategy_r_trade_w, queue_l1_w_strategy_r, queue_strategy_w_trade_r,
+ queue_strategy_w_trade_r_for_read,
+ (order_ipc_addr, cancel_order_ipc_addr))
+
+ # 灏唗radeServer浣滀负涓昏繘绋�
+ l1Process.join()
+ # l2Process.join()
+ tradeProcess.join()
+ except Exception as e:
+ logging.exception(e)
+ logger_system.exception(e)
--
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