| | |
|---|
| | | self.__last_trade_progress_dict[code] = index |
|---|
| | | if self.__real_place_order_index_dict.get(code): |
|---|
| | | # 触发计算 |
|---|
| | | self.compute_watch_index(code, self.__last_trade_progress_dict.get(code), self.__real_place_order_index_dict.get(code)) |
|---|
| | | self.compute_watch_index(code, self.__last_trade_progress_dict.get(code), |
|---|
| | | self.__real_place_order_index_dict.get(code)) |
|---|
| | | |
|---|
| | | def __compute_need_cancel(self, code, buy_exec_index, start_index, end_index, total_data, |
|---|
| | | _local_today_num_operate_map, is_first_code): |
|---|
| | |
|---|
| | | break |
|---|
| | | if need_compute: |
|---|
| | | # 计算撤单比例 |
|---|
| | | watch_indexes_list = list(watch_indexes) |
|---|
| | | watch_indexes_list.sort() |
|---|
| | | canceled_count = 0 |
|---|
| | | for wi in watch_indexes: |
|---|
| | | left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count(code, |
|---|
| | |
|---|
| | | total_data, |
|---|
| | | _local_today_num_operate_map) |
|---|
| | | canceled_count += total_data[wi]["re"] - left_count |
|---|
| | | if wi == watch_indexes_list[-1] and left_count == 0: |
|---|
| | | # 离下单位置最近的一个撤单，必须触发撤单 |
|---|
| | | l2_log.l_cancel_debug(code, f"计算范围：{start_index}-{end_index},临近撤单：{wi}") |
|---|
| | | return True, total_data[-1] |
|---|
| | | |
|---|
| | | rate = round(canceled_count / total_count, 3) |
|---|
| | | l2_log.l_cancel_debug(code, f"计算范围：{start_index}-{end_index},已撤单比例：{rate}") |
|---|
| | | if rate >= constant.L_CANCEL_RATE: |
|---|
