结构优化/初步完成D撤与L撤/H撤策略修改

Administrator

2023-06-25 4bd794d517a60ecd91dda4cb8236453582180649

 trade/trade_result_manager.py

@@ -4,7 +4,8 @@
import dask

from l2 import l2_data_manager
from l2.cancel_buy_strategy import HourCancelBigNumComputer, SecondCancelBigNumComputer, L2LimitUpSellStatisticUtil
from l2.cancel_buy_strategy import HourCancelBigNumComputer, SecondCancelBigNumComputer, L2LimitUpSellStatisticUtil, \
    LCancelBigNumComputer
from l2.l2_data_util import local_today_datas, local_today_num_operate_map
from l2.safe_count_manager import BuyL2SafeCountManager
from log import logger_l2_error
@@ -60,13 +61,22 @@
            logging.exception(e)
            logger_l2_error.exception(e)

    buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set,volume_rate = l2_data_manager.TradePointManager.get_buy_compute_start_data(
    @dask.delayed
    def l_cancel(code):
        try:
            LCancelBigNumComputer.del_watch_index(code)
        except Exception as e:
            logging.exception(e)
            logger_l2_error.exception(e)

    buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set, volume_rate = l2_data_manager.TradePointManager.get_buy_compute_start_data(
        code)

    f1 = clear_max_buy1_volume(code)
    f2 = safe_count(code, buy_single_index, buy_exec_index)
    f3 = h_cancel(code, buy_single_index, buy_exec_index)
    dask.compute(f1, f2, f3)
    f4 = l_cancel(code)
    dask.compute(f1, f2, f3, f4)
    l2_data_manager.TradePointManager.delete_buy_cancel_point(code)