L后不足5笔撤单/建比>=40%时才采用新的下单方式

Administrator

8 小时以前 6503f578ea263b18ac01810e07b7acbc82f63a8f

 l2/cancel_buy_strategy.py

@@ -23,7 +23,7 @@

from utils import tool, trade_util
from l2.transaction_progress import TradeBuyQueue
from trade import trade_queue_manager, l2_trade_factor, trade_manager, trade_data_manager
from trade import trade_queue_manager, l2_trade_factor, trade_manager, trade_data_manager, trade_constant
from l2 import l2_log, l2_data_source_util, code_price_manager
from l2.l2_data_util import L2DataUtil, local_today_num_operate_map, local_today_datas, local_today_buyno_map, \
    local_today_canceled_buyno_map
@@ -33,17 +33,28 @@


def set_real_place_position(code, index, buy_single_index=None, is_default=True):
    """
    设置真实下单位置
    @param code:
    @param index:
    @param buy_single_index:
    @param is_default:
    @return: 撤单类型, 撤单原因
    """
    # DCancelBigNumComputer().set_real_order_index(code, index)
    s_l_h_cancel_strategy.SCancelBigNumComputer().set_real_place_order_index(code, index, is_default)
    s_l_h_cancel_strategy.LCancelBigNumComputer().set_real_place_order_index(code, index,
                                                                             buy_single_index=buy_single_index,
                                                                             is_default=is_default)
    need_cancel, cancel_msg = s_l_h_cancel_strategy.LCancelBigNumComputer().set_real_place_order_index(code, index,
                                                                                                       buy_single_index=buy_single_index,
                                                                                                       is_default=is_default)
    if need_cancel:
        return trade_constant.CANCEL_TYPE_L, cancel_msg
    s_l_h_cancel_strategy.HourCancelBigNumComputer().set_real_place_order_index(code, index, buy_single_index)
    NewGCancelBigNumComputer().set_real_place_order_index(code, index, buy_single_index, is_default)
    FCancelBigNumComputer().set_real_order_index(code, index, is_default)
    JCancelBigNumComputer().set_real_place_order_index(code, index, buy_single_index, is_default)
    NBCancelBigNumComputer().set_real_place_order_index(code, index, buy_single_index, is_default)
    RDCancelBigNumComputer().set_real_place_order_index(code, index, buy_single_index, is_default)
    return None, ''


class BaseCancel:
@@ -177,6 +188,7 @@
                if total_datas[index]["val"]["orderNo"] not in deal_order_nos:
                    return True
            return False


# ---------------------------------RD撤-------------------------------
# 扫入下单大单撤
@@ -460,7 +472,7 @@

        max_info = LatestLimitUpMaxBuy1MoneyInfoManager().get_latest_info(code)
        if max_info and max_info[1]:
            THRESHOLD_MONEY = max(max_info[1][0]*max_info[1][1]*0.8*0.1, THRESHOLD_MONEY)
            THRESHOLD_MONEY = max(max_info[1][0] * max_info[1][1] * 0.8 * 0.1, THRESHOLD_MONEY)
        total_left_count = 0
        total_left_num = 0
        # 成交位到真实下单位剩余的未成交的单