Administrator
2023-09-14 3ea5e7ec00b813f5c311d423267a9be4db09c3fe
l2/l2_data_manager_new.py
@@ -549,10 +549,9 @@
            buy_volume_rate = 0.2
        # 依次处理
        cancel_data, cancel_msg = s_cancel(buy_single_index, buy_exec_index)
        cancel_data, cancel_msg = l_cancel(buy_single_index, buy_exec_index)
        if not cancel_data:
            cancel_data, cancel_msg = l_cancel(buy_single_index, buy_exec_index)
            cancel_data, cancel_msg = s_cancel(buy_single_index, buy_exec_index)
        if not cancel_data:
            cancel_data, cancel_msg = h_cancel(buy_single_index, buy_exec_index)
        # l2_log.debug(code, "撤单计算结束")
@@ -822,10 +821,10 @@
                                                                                                              num_operate_map)
                        if left_count > 0:
                            not_cancel_num += total_data[i]["val"]["num"]
                m, msg = cls.__get_threshmoney(code)
                m_base_val = l2_trade_factor.L2PlaceOrderParamsManager.get_base_m_val(code)
                not_cancel_money = not_cancel_num * 100 * float(gpcode_manager.get_limit_up_price(code))
                if m > not_cancel_money:
                    return False, False, f"成交位置距离当前位置纯买额({not_cancel_money})小于m值({m})"
                if m_base_val > not_cancel_money:
                    return False, False, f"成交位置距离当前位置纯买额({not_cancel_money})小于m值({m_base_val})"
        else:
            # 判断买1价格档位
            zyltgb = global_util.zyltgb_map.get(code)