| | |
|---|
| | | if code in cls.unreal_buy_dict: |
|---|
| | | cls.unreal_buy_dict.pop(code) |
|---|
| | | |
|---|
| | | @classmethod |
|---|
| | | def set_real_place_order_index(cls, code, index): |
|---|
| | | cls.__DCancelBigNumComputer.set_real_order_index(code, index) |
|---|
| | | cls.__SecondCancelBigNumComputer.set_real_place_order_index(code, index) |
|---|
| | | |
|---|
| | | # 处理华鑫L2数据 |
|---|
| | | @classmethod |
|---|
| | | def process_huaxin(cls, code, origin_datas): |
|---|
| | |
|---|
| | | # 获取下单位置 |
|---|
| | | place_order_index = huaxin_delegate_postion_manager.get_l2_place_order_position(code, datas) |
|---|
| | | if place_order_index: |
|---|
| | | cls.__DCancelBigNumComputer.set_real_order_index(code, place_order_index) |
|---|
| | | cls.__SecondCancelBigNumComputer.set_real_place_order_index(code, place_order_index) |
|---|
| | | cls.set_real_place_order_index(code, place_order_index) |
|---|
| | | async_log_util.info(logger_l2_process, "code:{} 获取到下单真实位置：{}", code, place_order_index) |
|---|
| | | __start_time = round(t.time() * 1000) |
|---|
| | | if len(datas) > 0: |
|---|
| | |
|---|
| | | |
|---|
| | | # 买入纯买额统计 |
|---|
| | | new_buy_exec_index, buy_nums, buy_count, rebegin_buy_pos, max_num_set_new = cls.__sum_buy_num_for_order_3(code, |
|---|
| | | start_process_index, |
|---|
| | | compute_end_index, |
|---|
| | | num, count, |
|---|
| | | threshold_money, |
|---|
| | | buy_single_index, |
|---|
| | | max_num_set) |
|---|
| | | start_process_index, |
|---|
| | | compute_end_index, |
|---|
| | | num, |
|---|
| | | count, |
|---|
| | | threshold_money, |
|---|
| | | buy_single_index, |
|---|
| | | max_num_set) |
|---|
| | | # _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time, "纯买额统计时间") |
|---|
| | | |
|---|
| | | l2_log.debug(code, "m值-{} 量比:{} rebegin_buy_pos:{}", threshold_money, cls.volume_rate_info[code][0], |
|---|
| | |
|---|
| | | # 数据是否处理完毕 |
|---|
| | | if new_buy_exec_index < compute_end_index: |
|---|
| | | if ordered: |
|---|
| | | cls.__process_order(code, new_buy_exec_index + 1, compute_end_index, capture_time, is_first_code, False) |
|---|
| | | cls.__process_order(code, new_buy_exec_index + 1, compute_end_index, capture_time, is_first_code, |
|---|
| | | False) |
|---|
| | | else: |
|---|
| | | cls.__start_compute_buy(code, new_buy_exec_index + 1, compute_end_index, threshold_money, capture_time, |
|---|
| | | cls.__start_compute_buy(code, new_buy_exec_index + 1, compute_end_index, threshold_money, |
|---|
| | | capture_time, |
|---|
| | | is_first_code, False) |
|---|
| | | else: |
|---|
| | | # 未达到下单条件，保存纯买额，设置纯买额 |
|---|
