昨日跌幅过大不扫入/添加日志记录

Administrator

2024-10-29 2c707e6083d8d60b088a7f91a0020370e65c8c7f

 trade/trade_result_manager.py

@@ -4,7 +4,7 @@
from cancel_strategy.s_l_h_cancel_strategy import HourCancelBigNumComputer
from cancel_strategy.s_l_h_cancel_strategy import LCancelBigNumComputer
from cancel_strategy.s_l_h_cancel_strategy import SCancelBigNumComputer
from code_attribute.gpcode_manager import MustBuyCodesManager, GreenListCodeManager
from code_attribute.gpcode_manager import MustBuyCodesManager, GreenListCodeManager, WantBuyCodesManager
from l2 import l2_data_manager, place_order_single_data_manager
from l2.cancel_buy_strategy import FCancelBigNumComputer, \
    NewGCancelBigNumComputer, JCancelBigNumComputer, NBCancelBigNumComputer
@@ -142,7 +142,11 @@
        __latest_cancel_l2_data_dict[code] = total_datas[-1]

    # 撤单成功需要移除红名单
    if not GreenListCodeManager().is_in_cache(code):
    if GreenListCodeManager().is_in_cache(code):
        GreenListCodeManager().remove_code(code)
        if WantBuyCodesManager().is_in_cache(code):
            WantBuyCodesManager().remove_code(code)
    if MustBuyCodesManager().is_in_cache(code):
        MustBuyCodesManager().remove_code(code)


@@ -151,7 +155,8 @@
    if code not in __latest_cancel_l2_data_dict:
        return True
    threshold_time_space = buy_condition_util.get_cancel_and_buy_space_time(code)
    if L2DataUtil.time_sub_as_ms(buy_exec_data["val"], __latest_cancel_l2_data_dict[code]["val"]) >= threshold_time_space:
    if L2DataUtil.time_sub_as_ms(buy_exec_data["val"],
                                 __latest_cancel_l2_data_dict[code]["val"]) >= threshold_time_space:
        return True
    return False