deploy debug

external/common/include/core/base_strategy.h

@@ -45,17 +45,15 @@ class BaseStrategy {
   virtual void Clear();
   void debug() const;
   double GetMid(const std::string & ticker);
-  // void UpdateCT(const HistoryWorker& ct);
   virtual void UpdateTicker();
   virtual void HandleCommand(const Command& shot);
  protected:
-  // void RegisterTicker(const std::vector<std::string> & tickers);
-  // BaseStrategy(const std::string& contract_config_path);
   void UpdateAvgCost(const std::string & ticker, double trade_price, int size);
   std::string GenUniqueId();
   Order* NewOrder(const std::string & ticker, OrderSide::Enum side, int size, bool control_price, bool sleep_order, const std::string & tbd, bool no_today = false);
   Order* PlaceOrder(const std::string & ticker, double price, int size, bool no_today = false, const std::string & orderinfo = "");
   void ModOrder(Order* o, bool sleep=false);
+  void ReplaceOrder(Order* o);
   void CancelAll(const std::string & ticker);
   void CancelAll();
   void CancelOrder(Order* o);

external/common/include/struct/order.h

@@ -10,6 +10,8 @@
 #include <stdio.h>
 #include <string.h>
 #include <stdlib.h>
+#include <cstdint>
+#include <cmath>
 #include <sys/time.h>
 #include <fstream>
 
@@ -18,13 +20,15 @@ struct Order {
   timeval send_time;
   char ticker[MAX_CONTRACT_LENGTH];
   double price;
-  int size;
-  int traded_size;
+  int32_t size;
+  int32_t traded_size;
   OrderSide::Enum side;
   char order_ref[MAX_ORDERREF_SIZE];
   OrderAction::Enum action;
   OrderStatus::Enum status;
   Offset::Enum offset;
+  double target_price;
+  double shot_latency;
   char tbd[96];
   char exchange[32];
 
@@ -33,7 +37,9 @@ struct Order {
       price(0.0),
       size(0),
       traded_size(0),
-      offset(Offset::UNINITED) {
+      offset(Offset::UNINITED),
+      target_price(0.0),
+      shot_latency(0.0) {
     snprintf(ticker, sizeof(ticker), "%s", "");
     snprintf(order_ref, sizeof(order_ref), "%s", "");
     snprintf(tbd, sizeof(tbd), "%s", "");
@@ -58,7 +64,7 @@ struct Order {
     char send_time_s[32];
     snprintf(send_time_s, sizeof(send_time_s), "%ld.%ld", send_time.tv_sec, send_time.tv_usec);
     double send_time_sec = atof(send_time_s);
-    fprintf(stream, "%lf,%lf,%s,%lf,%d,%d,%s,%s,%s,%s,%s,%s,%s\n",shot_time_sec,send_time_sec,ticker,price,size,traded_size,OrderSide::ToString(side),order_ref,OrderAction::ToString(action),OrderStatus::ToString(status),Offset::ToString(offset),exchange,tbd);
+    fprintf(stream, "%lf,%lf,%s,%lf,%d,%d,%s,%s,%s,%s,%s,%.2f,%lf,%s,%s\n",shot_time_sec,send_time_sec,ticker,price,size,traded_size,OrderSide::ToString(side),order_ref,OrderAction::ToString(action),OrderStatus::ToString(status),Offset::ToString(offset), shot_latency, target_price, exchange, tbd);
   }
 
   void Show(std::ostream& stream) const {
@@ -67,6 +73,7 @@ struct Order {
     stream << "Order " << ticker << " " << price << "@" << size << " ";
     stream << traded_size << " " << OrderSide::ToString(side) << " " << order_ref << " ";
     stream << OrderAction::ToString(action) << " " << OrderStatus::ToString(status) << " ";
+    stream << shot_latency << " " << target_price << " ";
     stream << Offset::ToString(offset) << " " << exchange << " " << tbd << std::endl;
   }
 
@@ -76,7 +83,7 @@ struct Order {
     fprintf(stream, "%ld %04ld %ld %04ld Order %s |",
             send_time.tv_sec, send_time.tv_usec, shot_time.tv_sec, shot_time.tv_usec, ticker);
 
-      fprintf(stream, " %lf@%d %d %s %s %s %s %s %s %s\n", price, size, traded_size, OrderSide::ToString(side), order_ref, OrderAction::ToString(action), OrderStatus::ToString(status), Offset::ToString(offset), exchange, tbd);
+      fprintf(stream, " %lf@%d %d %s %s %s %s %s %.2f %lf %s %s\n", price, size, traded_size, OrderSide::ToString(side), order_ref, OrderAction::ToString(action), OrderStatus::ToString(status), Offset::ToString(offset), shot_latency, target_price, exchange, tbd);
   }
 };
 

scripts/root/crontab.txt

@@ -1,13 +1,13 @@
 20 08 * * 1-5 ~/deploy/BuildRunEnv.sh
-export LD_LIBRARY_PATH=/usr/local/lib
-55 20 * * 1-5 ~/deploy/StartData.sh >> ~/script-log/datanight.log
-56 20 * * 1-5 ~/deploy/StartOrder.sh >> ~/script-log/ordernight.log
-58 20 * * 1-5 ~/deploy/StartStrat.sh >> ~/script-log/stratnight.log
+55 20 * * 1-5 ~/deploy/StartData_night.sh >> ~/script-log/datanight.log
+56 20 * * 1-5 ~/deploy/StartOrder_night.sh >> ~/script-log/ordernight.log
+58 20 * * 1-5 ~/deploy/StartSimpleArb_night.sh >> ~/script-log/stratnight.log
 07 03 * * 2-6 ~/deploy/stop.sh >> ~/script-log/stopnight.log
 
 17 03 * * 2-6 ~/deploy/zip_data.sh >> ~/script-log/zipdata.log
+20 20 * * 1-5 ~/deploy/BuildRunEnv.sh
 
 55 08 * * 1-5 ~/deploy/StartData.sh >> ~/script-log/data.log
 56 08 * * 1-5 ~/deploy/StartOrder.sh >> ~/script-log/order.log
-58 08 * * 1-5 ~/deploy/StartStrat.sh >> ~/script-log/strat.log
+58 20 * * 1-5 ~/deploy/StartSimpleArb.sh >> ~/script-log/strat.log
 07 15 * * 1-5 ~/deploy/stop.sh >> ~/script-log/stop.log

scripts/root/stop.sh

@@ -11,3 +11,4 @@ pkill -u root mid_data
 pkill -u root simplearb
 pkill -u root functional_test
 pkill -u root getins
+pkill -u root functional_test

scripts/root/zip_data.sh

@@ -2,7 +2,10 @@
 export LD_LIBRARY_PATH=/usr/local/lib
 
 cd /today
-gzip data_binary.dat
+gzip future*.dat
+
+cd /root/huatai/build/
+gzip stock*.dat
 
 cd /today/log