G撤

Administrator

2023-08-21 08adeb202828d464e2b61e9f2e7140a1d9380a00

 l2/l2_data_manager_new.py

@@ -1152,10 +1152,6 @@
    @classmethod
    def __sum_buy_num_for_order_3(cls, code, compute_start_index, compute_end_index, origin_num, origin_count,
                                  threshold_money, buy_single_index, max_num_set):
        def get_threshold_count():
            count = threshold_count
            return count

        _start_time = t.time()
        total_datas = local_today_datas[code]
        # is_first_code = gpcode_manager.FirstCodeManager().is_in_first_record_cache(code)
@@ -1213,9 +1209,9 @@
                    # 只统计59万以上的金额
                    buy_nums += int(_val["num"]) * int(total_datas[i]["re"])
                    buy_count += int(total_datas[i]["re"])
                    if buy_nums >= threshold_num and buy_count >= get_threshold_count():
                    if buy_nums >= threshold_num and buy_count >= threshold_count:
                        logger_l2_trade_buy.info(
                            f"{code}获取到买入执行点：{i} 统计纯买手数：{buy_nums} 目标纯买手数：{threshold_num} 统计纯买单数：{buy_count} 目标纯买单数：{get_threshold_count()}, 大单数量：{len(max_buy_num_set)}")
                            f"{code}获取到买入执行点：{i} 统计纯买手数：{buy_nums} 目标纯买手数：{threshold_num} 统计纯买单数：{buy_count} 目标纯买单数：{threshold_count}, 大单数量：{len(max_buy_num_set)}")
            elif L2DataUtil.is_limit_up_price_buy_cancel(_val):
                if _val["num"] >= bigger_num:
                    # 只统计59万以上的金额
@@ -1254,13 +1250,13 @@
            for i in max_buy_num_set:
                max_buy_num_set_count += total_datas[i]["re"]
            # 有撤单信号，且小于阈值
            if buy_nums >= threshold_num and buy_count >= get_threshold_count() and trigger_buy and max_buy_num_set_count >= big_num_count:
            if buy_nums >= threshold_num and buy_count >= threshold_count and trigger_buy and max_buy_num_set_count >= big_num_count:
                return i, buy_nums, buy_count, None, max_buy_num_set

        l2_log.buy_debug(code, "尚未获取到买入执行点，起始计算位置：{} 统计纯买手数：{} 目标纯买手数：{}  统计纯买单数：{} 目标纯买单数：{} 大单数量：{} 目标大单数量：{}",
                         compute_start_index,
                         buy_nums,
                         threshold_num, buy_count, get_threshold_count(), max_buy_num_set_count, big_num_count)
                         threshold_num, buy_count, threshold_count, max_buy_num_set_count, big_num_count)

        return None, buy_nums, buy_count, None, max_buy_num_set