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2023-09-11 0d242997021955dce4a1d39b4c9e7836a15e873a

 l2/l2_data_manager_new.py

@@ -312,17 +312,6 @@
                _start_index = total_datas[-1]["index"] + 1
            datas = l2_huaxin_util.get_format_l2_datas(code, origin_datas,
                                                       gpcode_manager.get_limit_up_price(code), _start_index)
            try:
                # 获取下单位置
                place_order_index = huaxin_delegate_postion_manager.get_l2_place_order_position(code, datas)
                if place_order_index:
                    buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set, buy_volume_rate = cls.__get_order_begin_pos(
                        code)
                    cls.set_real_place_order_index(code, place_order_index, buy_single_index)
                    async_log_util.info(logger_l2_process, "code:{} 获取到下单真实位置：{}", code, place_order_index)
            except:
                logger_l2_error.exception(f"{code} 处理真实下单位置出错")

            __start_time = round(t.time() * 1000)
            if len(datas) > 0:
                cls.process_add_datas(code, datas, 0, __start_time)
@@ -358,7 +347,17 @@
            local_today_datas[code].extend(add_datas)
            l2.l2_data_util.load_num_operate_map(local_today_num_operate_map, code, add_datas)
            l2.l2_data_util.load_buy_no_map(local_today_buyno_map, code, add_datas)

            if constant.L2_SOURCE_TYPE == constant.L2_SOURCE_TYPE_HUAXIN:
                try:
                    # 获取下单位置
                    place_order_index = huaxin_delegate_postion_manager.get_l2_place_order_position(code, add_datas)
                    if place_order_index:
                        buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set, buy_volume_rate = cls.__get_order_begin_pos(
                            code)
                        cls.set_real_place_order_index(code, place_order_index, buy_single_index)
                        async_log_util.info(logger_l2_process, "code:{} 获取到下单真实位置：{}", code, place_order_index)
                except:
                    logger_l2_error.exception(f"{code} 处理真实下单位置出错")
            # 第1条数据是否为09:30:00
            if add_datas[0]["val"]["time"] == "09:30:00":
                if global_util.cuurent_prices.get(code):
@@ -555,10 +554,11 @@

        # 依次处理
        cancel_data, cancel_msg = s_cancel(buy_single_index, buy_exec_index)
        # if not cancel_data:
        #     cancel_data, cancel_msg = h_cancel(buy_single_index, buy_exec_index)
        if not cancel_data:
            cancel_data, cancel_msg = l_cancel(buy_single_index, buy_exec_index)

        if not cancel_data:
            cancel_data, cancel_msg = h_cancel(buy_single_index, buy_exec_index)
        # l2_log.debug(code, "撤单计算结束")
        # _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time,
        #                                   "已下单-撤单 判断是否需要撤单")
@@ -931,7 +931,6 @@
            return False
        finally:
            pass


    @classmethod
    def cancel_buy(cls, code, msg=None, source="l2"):