kaq-quant-common 0.2.8__tar.gz → 0.2.10__tar.gz

{kaq_quant_common-0.2.8 → kaq_quant_common-0.2.10}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: kaq_quant_common
-Version: 0.2.8
+Version: 0.2.10
 Summary: 
 Author: kevinfuture
 Author-email: liuenbofuture@foxmail.com

{kaq_quant_common-0.2.8 → kaq_quant_common-0.2.10}/kaq_quant_common/common/modules/funding_rate_helper.py

@@ -68,7 +68,16 @@ class FundingRateHelper:
                 for symbol, (data, arg) in to_process:
                     sub_data = self._build_data(symbol, data, arg)
 
+                    if sub_data is None:
+                        continue
+
+                    if len(sub_data) == 0:
+                        continue
+
                     if not self._isMtwDdb:
+                        # 可以是数组，可以是dataFrame
+                        is_df = type(sub_data) is pd.DataFrame
+
                         if is_df:
                             # df就用df的方式写入
                             # data_first_now = int(sub_data["create_time"].iloc[0])
@@ -82,21 +91,30 @@ class FundingRateHelper:
                                 df = pd.concat([df, sub_data], ignore_index=True)
                         else:
                             # 数组就用数组的方式写入
-                            # data_first_now = int(sub_data[0])
-                            # if now - data_first_now > 2000:
-                            #     self._logger.warning(f"数据时间{data_first_now} 与当前时间{now} 差值{now - data_first_now} 超过2000ms")
-                            #     pass
-
-                            list_data.append(sub_data)
+                            # 子元素是否数组
+                            is_sub_list = type(sub_data) is list
+                            if is_sub_list:
+                                # 多条数据
+                                # data_first_now = int(sub_data[0][0])
+                                # if now - data_first_now > 2000:
+                                #     self._logger.debug(f"数据时间{data_first_now} 与当前时间{now} 差值{now - data_first_now} 超过2000ms")
+                                #     pass
+                                list_data.extend(sub_data)
+                            else:
+                                # 单条数据
+                                # data_first_now = int(sub_data[0])
+                                # if now - data_first_now > 2000:
+                                #     self._logger.debug(f"数据时间{data_first_now} 与当前时间{now} 差值{now - data_first_now} 超过2000ms")
+                                #     pass
+                                list_data.append(sub_data)
                     else:
-                        # 只能是数组
-                        if len(sub_data) > 0:
-                            # 直接调用 save2stream_list 写入
-                            try:
-                                self._ddb.save2stream_list(sub_data)
-                            except Exception as e:
-                                # 避免刷库异常导致线程退出
-                                self._logger.error(f"批量写入数组失败: {e}")
+                        # 直接调用 save2stream_list 写入
+                        try:
+                            self._ddb.save2stream_list(sub_data)
+                        except Exception as e:
+                            # 避免刷库异常导致线程退出
+                            self._logger.error(f"批量写入数组失败: {e}")
+                            
 
                 # 入库
                 if not self._isMtwDdb:

{kaq_quant_common-0.2.8 → kaq_quant_common-0.2.10}/kaq_quant_common/common/modules/limit_order_helper.py

@@ -70,6 +70,12 @@ class LimitOrderHelper:
                 for symbol, (data, arg) in to_process:
                     sub_data = self._build_data(symbol, data, arg)
 
+                    if sub_data is None:
+                        continue
+
+                    if len(sub_data) == 0:
+                        continue
+
                     if not self._isMtwDdb:
                         # 可以是数组，可以是dataFrame
                         is_df = type(sub_data) is pd.DataFrame
@@ -87,21 +93,30 @@ class LimitOrderHelper:
                                 df = pd.concat([df, sub_data], ignore_index=True)
                         else:
                             # 数组就用数组的方式写入
-                            data_first_now = int(sub_data[0])
-                            if now - data_first_now > 2000:
-                                self._logger.debug(f"数据时间{data_first_now} 与当前时间{now} 差值{now - data_first_now} 超过2000ms")
-                                pass
+                            # 子元素是否数组
+                            is_sub_list = type(sub_data[0]) is list
+                            if is_sub_list:
+                                # 多条数据
+                                data_first_now = int(sub_data[0][0])
+                                if now - data_first_now > 2000:
+                                    self._logger.debug(f"数据时间{data_first_now} 与当前时间{now} 差值{now - data_first_now} 超过2000ms")
+                                    pass
+                                list_data.extend(sub_data)
+                            else:
+                                # 单条数据
+                                data_first_now = int(sub_data[0])
+                                if now - data_first_now > 2000:
+                                    self._logger.debug(f"数据时间{data_first_now} 与当前时间{now} 差值{now - data_first_now} 超过2000ms")
+                                    pass
+                                list_data.append(sub_data)
 
-                            list_data.append(sub_data)
                     else:
-                        # 只能是数组
-                        if len(sub_data) > 0:
-                            # 直接调用 save2stream_list 写入
-                            try:
-                                self._ddb.save2stream_list(sub_data)
-                            except Exception as e:
-                                # 避免刷库异常导致线程退出
-                                self._logger.error(f"批量写入数组失败: {e}")
+                        # 直接调用 save2stream_list 写入
+                        try:
+                            self._ddb.save2stream_list(sub_data)
+                        except Exception as e:
+                            # 避免刷库异常导致线程退出
+                            self._logger.error(f"批量写入数组失败: {e}")
 
                 convert_time = int(datetime.datetime.now().timestamp() * 1000)
 

{kaq_quant_common-0.2.8 → kaq_quant_common-0.2.10}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "kaq_quant_common"
-version = "0.2.8"
+version = "0.2.10"
 description = ""
 authors = [
     {name = "kevinfuture",email = "liuenbofuture@foxmail.com"}