gp-server.git - Gitblit

			@@ -22,7 +22,7 @@
			LCancelBigNumComputer
			from l2.l2_data_manager import L2DataException
			from l2.l2_data_util import local_today_datas, L2DataUtil, local_today_num_operate_map, local_today_buyno_map, \
			local_latest_datas
			local_latest_datas, local_today_canceled_buyno_map
			import l2.l2_data_util
			from log_module.log import logger_l2_trade_buy, logger_l2_process, logger_l2_error, logger_profile, logger_debug

			@@ -173,9 +173,9 @@
			# 如果是涨停买撤信号需要看数据位置是否比开始处理时间早
			if L2DataUtil.is_limit_up_price_buy_cancel(data["val"]):
			# 获取买入信号
			buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data(code, total_datas[i],
			local_today_num_operate_map.get(
			code))
			buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data_v2(total_datas[i],
			local_today_buyno_map.get(
			code))
			if buy_index is not None and buy_index < begin_pos:
			continue

			@@ -454,8 +454,6 @@
			b_need_cancel, b_cancel_data = cls.__HourCancelBigNumComputer.need_cancel(code, _buy_single_index,
			_buy_exec_index, start_index,
			end_index, total_data,
			local_today_num_operate_map.get(
			code),
			code_volumn_manager.get_volume_rate_index(
			buy_volume_rate),
			cls.volume_rate_info[code][1],
			@@ -478,8 +476,7 @@
			b_need_cancel, b_cancel_data = cls.__LCancelBigNumComputer.need_cancel(code,
			_buy_exec_index, start_index,
			end_index, total_data,
			local_today_num_operate_map.get(
			code), is_first_code)
			is_first_code)
			if b_need_cancel and b_cancel_data:
			return b_cancel_data, "L撤销比例触发阈值"
			except Exception as e:
			@@ -772,10 +769,11 @@
			val = data["val"]
			if not L2DataUtil.is_limit_up_price_buy(val):
			continue
			left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count(code,
			data["index"],
			total_data,
			num_operate_map)
			left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(code,
			data["index"],
			total_data,
			local_today_canceled_buyno_map.get(
			code))
			total_num += left_count * val["num"]
			m_base_val = l2_trade_factor.L2PlaceOrderParamsManager.get_base_m_val(code)
			thresh_hold_num = m_base_val // (float(gpcode_manager.get_limit_up_price(code)) * 100)
			@@ -788,12 +786,11 @@
			num_operate_map = local_today_num_operate_map.get(code)
			for i in range(trade_index + 1, total_data[-1]["index"] + 1):
			if L2DataUtil.is_limit_up_price_buy(total_data[i]["val"]):
			left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count(code,
			total_data[
			i][
			"index"],
			total_data,
			num_operate_map)
			left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(code,
			total_data[i]["index"],
			total_data,
			local_today_canceled_buyno_map.get(
			code))
			if left_count > 0:
			not_cancel_num += total_data[i]["val"]["num"]
			m_base_val = l2_trade_factor.L2PlaceOrderParamsManager.get_base_m_val(code)
			@@ -949,7 +946,8 @@
			return

			unique_key = f"{code}-{compute_start_index}-{compute_end_index}"
			if cls.__latest_process_not_order_unique_keys_count.get(unique_key) and cls.__latest_process_not_order_unique_keys_count.get(unique_key) > 2:
			if cls.__latest_process_not_order_unique_keys_count.get(
			unique_key) and cls.__latest_process_not_order_unique_keys_count.get(unique_key) > 2:
			async_log_util.error(logger_l2_error,
			f"重复处理数据：code-{code} start_index-{compute_start_index} end_index-{compute_end_index}")
			return
			@@ -1213,10 +1211,9 @@
			# 只统计59万以上的金额
			# 涨停买撤
			# 判断买入位置是否在买入信号之前
			buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data(code,
			total_datas[i],
			local_today_num_operate_map.get(
			code))
			buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data_v2(total_datas[i],
			local_today_buyno_map.get(
			code))
			if buy_index is not None:
			# 找到买撤数据的买入点
			if buy_index >= buy_single_index: