S撤改进

Administrator

2023-08-25 2f8e9bcdc9e18db2ec96a389d1b5fdeb83ec8e80

 l2/cancel_buy_strategy.py

@@ -31,6 +31,8 @@
    __sCancelParamsManager = l2_trade_factor.SCancelParamsManager
    __s_big_num_cancel_compute_data_cache = {}
    __s_cancel_real_place_order_index_cache = {}
    # 成交位置
    __s_cancel_transaction_index_cache = {}

    __instance = None

@@ -114,6 +116,7 @@
    def __clear_data(self, code):
        CodeDataCacheUtil.clear_cache(self.__s_big_num_cancel_compute_data_cache, code)
        CodeDataCacheUtil.clear_cache(self.__s_cancel_real_place_order_index_cache, code)
        CodeDataCacheUtil.clear_cache(self.__s_cancel_transaction_index_cache, code)
        ks = ["s_big_num_cancel_compute_data-{}".format(code), "s_cancel_real_place_order_index-{}".format(code)]
        for key in ks:
            RedisUtils.delete_async(self.__db, key)
@@ -283,9 +286,12 @@
            self.__save_compute_data(code, process_index, buy_num, cancel_num)
        return False, None

    # 下单成功
    # 撤单成功
    def cancel_success(self, code):
        self.__clear_data(code)
    #下单成功
    def place_order_success(self, code):
        self.__clear_data(code)


# --------------------------------H撤-------------------------------