blame | 历史 | 补丁 | 提交 | 提交对比 | ignore whitespace
Administrator
2024-03-26 5a2a5f064101fe294a299e2d1543ed95bd2080a7 
 l2/l2_transaction_data_processor.py


@@ -47,26 +47,6 @@




            order_begin_pos = l2_data_manager.TradePointManager().get_buy_compute_start_data_cache(code)




            if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:


                # 已经下单的需要统计F撤


                try:


                    for d in datas:


                        if FCancelBigNumComputer().need_cancel(d)[


                            0] and not DCancelBigNumComputer().has_auto_cancel_rules(code):


                            L2TradeDataProcessor.cancel_buy(code, f"F撤撤单:{d}")


                            order_begin_pos = None


                            break


                except Exception as e:


                    async_log_util.error(hx_logger_l2_debug, str(e))


                # 暂时注释掉


                # try:


                #     # 下单2s后才开始生效


                #     cresult = LCancelBigNumComputer().add_transaction_datas(code, datas)


                #     if cresult[0] and not DCancelBigNumComputer().has_auto_cancel_rules(code):


                #         L2TradeDataProcessor.cancel_buy(code, f"L后成交太快撤单:{cresult[1]}")


                #         order_begin_pos = None


                # except Exception as e:


                #     async_log_util.error(hx_logger_l2_debug, str(e))


            big_sell_order_info = None


            try:


                # 统计卖单


@@ -75,8 +55,15 @@


                                                                                                     big_sell_order_info,


                                                                                                     order_begin_pos)


                if need_cancel:


                    # async_log_util.error(logger_debug, f"{code} S前撤单：{cancel_msg}")


                    L2TradeDataProcessor.cancel_buy(code, f"S撤:{cancel_msg}")


                    cancel_msg = f"S撤:{cancel_msg}"




                if not need_cancel:


                    need_cancel, cancel_msg = FCancelBigNumComputer().need_cancel_for_p(code, big_sell_order_info,


                                                                                        order_begin_pos)




                if need_cancel:


                    L2TradeDataProcessor.cancel_buy(code, cancel_msg)




                GCancelBigNumComputer().set_big_sell_order_info(code, big_sell_order_info)


            except Exception as e:


                async_log_util.error(logger_debug, f"卖单统计异常：{big_sell_order_info}")


@@ -119,11 +106,6 @@


                if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:


                    HourCancelBigNumComputer().set_transaction_index(code, order_begin_pos.buy_single_index,


                                                                     buy_progress_index)


                    cresult = FCancelBigNumComputer().need_cancel_for_deal_fast_with_total_sell(code,


                                                                                                buy_progress_index,


                                                                                                order_begin_pos)


                    if cresult[0] and not DCancelBigNumComputer().has_auto_cancel_rules(code):


                        L2TradeDataProcessor.cancel_buy(code, f"3s内成交太多:{cresult[1]}")


            else:


                pass


            if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1: