L2卡位减少至30个

Administrator

2023-10-31 5abf971a584cec748e3c691e1a359815d649d2f6

 l2/l2_data_manager_new.py

@@ -283,7 +283,7 @@
                cls.unreal_buy_dict.pop(code)

    @classmethod
    def set_real_place_order_index(cls, code, index, order_begin_pos:OrderBeginPosInfo):
    def set_real_place_order_index(cls, code, index, order_begin_pos: OrderBeginPosInfo):
        trade_record_log_util.add_real_place_order_position_log(code, index, order_begin_pos.buy_single_index)
        if order_begin_pos.mode == OrderBeginPosInfo.MODE_FAST:
            need_cancel = FastCancelBigNumComputer().set_real_order_index(code, index)
@@ -474,7 +474,7 @@
                                                                                          cls.volume_rate_info[code][1],
                                                                                          is_first_code)
                if b_need_cancel and b_cancel_data:
                    return b_cancel_data, "H撤销比例触发阈值"
                    return b_cancel_data, "H撤"
            except Exception as e:
                if constant.TEST:
                    logging.exception(e)
@@ -511,7 +511,7 @@
                                                                                                  end_index, total_data,
                                                                                                  is_first_code)
                if b_need_cancel and b_cancel_data:
                    return b_cancel_data, f"L撤销比例触发阈值({extra_msg})"
                    return b_cancel_data, f"L撤({extra_msg})"
            except Exception as e:
                async_log_util.error(logger_l2_error,
                                     f"L撤出错 参数：buy_single_index-{_buy_single_index} buy_exec_index-{_buy_exec_index} 错误原因：{str(e)}")
@@ -1035,10 +1035,12 @@
            # 尝试计算快速成交信号
            has_single, _index, sell_info = cls.__compute_fast_order_begin_pos(code, compute_start_index,
                                                                               compute_end_index)
            fast_msg = None
            if has_single:
                order_begin_pos.mode = OrderBeginPosInfo.MODE_FAST
                order_begin_pos.sell_info = sell_info
            elif _index is not None and _index < 0:
                fast_msg = sell_info
                continue_count = cls.__l2PlaceOrderParamsManagerDict[code].get_begin_continue_buy_count()
                # 有买入信号
                has_single, _index = cls.__compute_order_begin_pos(code, max(
@@ -1056,13 +1058,12 @@
                order_begin_pos.num = 0
                order_begin_pos.count = 0
                order_begin_pos.buy_single_index = buy_single_index

                if sell_info:
                    order_begin_pos.threshold_money = sell_info[1]
                l2_log.debug(code, "获取到买入信号起始点：{} ,计算范围：{}-{} ，量比：{}，数据：{} 模式：{}", buy_single_index,
                l2_log.debug(code, "获取到买入信号起始点：{} ,计算范围：{}-{} ，量比：{}，数据：{} 模式：{}（{}）", buy_single_index,
                             compute_start_index,
                             compute_end_index, cls.volume_rate_info[code], total_datas[buy_single_index],
                             order_begin_pos.mode)
                             order_begin_pos.mode, fast_msg)

        # _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time, "下单信号计算时间")