| | |
|---|
| | | m = x[1] * x[2] |
|---|
| | | if max_money < m: |
|---|
| | | max_money = m |
|---|
| | | total_deal_money += x[1] * x[2] |
|---|
| | | total_deal_money += m |
|---|
| | | if max_money >= 4990000: |
|---|
| | | return True, f"有大于499w大卖单（{max_money}）" |
|---|
| | | |
|---|
| | |
|---|
| | | if need_cancel: |
|---|
| | | return need_cancel, cancel_msg |
|---|
| | | # S后撤取消 |
|---|
| | | if self.__latest_process_sell_order_no.get(code) != big_sell_order_info[1][-1][0]: |
|---|
| | | # 不处理重复的卖单 |
|---|
| | | # 获取最新的成交时间 |
|---|
| | | latest_trade_time = l2_huaxin_util.convert_time(big_sell_order_info[1][-1][4][0]) |
|---|
| | | if tool.trade_time_sub(latest_trade_time, |
|---|
| | | total_datas[order_begin_pos.buy_single_index]['val']['time']) >= 180: |
|---|
| | | self.__compute_down_cancel_watch_index(code, big_sell_order_info, total_datas) |
|---|
| | | # if self.__latest_process_sell_order_no.get(code) != big_sell_order_info[1][-1][0]: |
|---|
| | | # # 不处理重复的卖单 |
|---|
| | | # # 获取最新的成交时间 |
|---|
| | | # latest_trade_time = l2_huaxin_util.convert_time(big_sell_order_info[1][-1][4][0]) |
|---|
| | | # if tool.trade_time_sub(latest_trade_time, |
|---|
| | | # total_datas[order_begin_pos.buy_single_index]['val']['time']) >= 180: |
|---|
| | | # self.__compute_down_cancel_watch_index(code, big_sell_order_info, total_datas) |
|---|
| | | return False, "不满足撤单条件" |
|---|
| | | finally: |
|---|
| | | self.__latest_process_sell_order_no[code] = big_sell_order_info[1][-1][0] |
|---|
| | | # self.__latest_process_sell_order_no[code] = big_sell_order_info[1][-1][0] |
|---|
| | | pass |
|---|
| | | |
|---|
| | | def need_cancel_for_down(self, code, start_index, end_index): |
|---|
| | |
|---|
| | | changed = False |
|---|
| | | # 保存数据 |
|---|
| | | if changed: |
|---|
| | | l2_log.l_cancel_debug(code, f"设置成交位临近撤单监控范围：{watch_indexes} 计算范围：{start_index}-{end_index}") |
|---|
| | | l2_log.l_cancel_debug(code, f"L前监控范围：{watch_indexes} 计算范围：{start_index}-{end_index}") |
|---|
| | | self.__set_near_by_trade_progress_indexes(code, buy_single_index, watch_indexes) |
|---|
| | | self.__last_l_up_compute_info[code] = (time.time(), watch_indexes) |
|---|
| | | |
|---|
