| | |
| | | # TORA_TSTP_EXD_SZSE(2): 深圳交易所 |
| | | # TORA_TSTP_EXD_HK(3): 香港交易所 |
| | | # TORA_TSTP_EXD_BSE(4): 北京证券交易所 |
| | | if code.find('00') == 0: |
| | | if tool.is_sz_code(code): |
| | | req_field.ExchangeID = traderapi.TORA_TSTP_EXD_SZSE |
| | | req_field.ShareholderID = SZSE_ShareHolderID |
| | | elif code.find('60') == 0: |
| | | elif tool.is_sh_code(code): |
| | | req_field.ExchangeID = traderapi.TORA_TSTP_EXD_SSE |
| | | req_field.ShareholderID = SSE_ShareHolderID |
| | | |
| | |
| | | # 撤掉影子单 |
| | | shadow_cancel_order_ref = shadow_order_ref + 1 |
| | | # 深证停留50ms上证停留200ms |
| | | delay_s = 0.05 if code.find("00") == 0 else 0.2 |
| | | delay_s = 0.05 if tool.is_sz_code(code) else 0.2 |
| | | self.cancel_buy(code, f"s_c_{shadow_order_ref}", order_sys_id=None, |
| | | order_ref=shadow_order_ref, |
| | | order_action_ref=None, delay_s=delay_s) |
| | |
| | | self.req_id += 1 |
| | | # 请求撤单 |
| | | req_field = traderapi.CTORATstpInputOrderActionField() |
| | | if code.find('00') == 0: |
| | | if tool.is_sz_code(code): |
| | | req_field.ExchangeID = traderapi.TORA_TSTP_EXD_SZSE |
| | | elif code.find('60') == 0: |
| | | elif tool.is_sh_code(code): |
| | | req_field.ExchangeID = traderapi.TORA_TSTP_EXD_SSE |
| | | |
| | | req_field.ActionFlag = traderapi.TORA_TSTP_AF_Delete |
| | |
| | | # TORA_TSTP_EXD_SZSE(2): 深圳交易所 |
| | | # TORA_TSTP_EXD_HK(3): 香港交易所 |
| | | # TORA_TSTP_EXD_BSE(4): 北京证券交易所 |
| | | if code.find('00') == 0: |
| | | if tool.is_sz_code(code): |
| | | req_field.ExchangeID = traderapi.TORA_TSTP_EXD_SZSE |
| | | req_field.ShareholderID = SZSE_ShareHolderID |
| | | elif code.find('60') == 0: |
| | | elif tool.is_sh_code(code): |
| | | req_field.ExchangeID = traderapi.TORA_TSTP_EXD_SSE |
| | | req_field.ShareholderID = SSE_ShareHolderID |
| | | |
| | |
| | | self.req_id += 1 |
| | | # 请求撤单 |
| | | req_field = traderapi.CTORATstpInputOrderActionField() |
| | | if code.find('00') == 0: |
| | | if tool.is_sz_code(code): |
| | | req_field.ExchangeID = traderapi.TORA_TSTP_EXD_SZSE |
| | | elif code.find('60') == 0: |
| | | elif tool.is_sh_code(code): |
| | | req_field.ExchangeID = traderapi.TORA_TSTP_EXD_SSE |
| | | |
| | | req_field.ActionFlag = traderapi.TORA_TSTP_AF_Delete |