| | |
| | | import logging |
| | | import time |
| | | |
| | | import big_money_num_manager |
| | | from code_attribute import big_money_num_manager, gpcode_manager |
| | | import constant |
| | | import gpcode_manager |
| | | import l2_data_util |
| | | from db import redis_manager |
| | | import tool |
| | | from utils import tool |
| | | from l2.safe_count_manager import BuyL2SafeCountManager |
| | | from l2.transaction_progress import TradeBuyQueue |
| | | from output import kp_client_msg_manager |
| | | from trade import trade_data_manager, trade_queue_manager, l2_trade_factor |
| | | from l2 import l2_log, l2_data_log, l2_data_source_util |
| | | from l2.l2_data_util import L2DataUtil, local_today_num_operate_map, local_today_datas |
| | | from log import logger_buy_1_volumn, logger_l2_h_cancel, logger_l2_s_cancel |
| | | from logs.log import logger_buy_1_volumn, logger_l2_h_cancel, logger_l2_s_cancel |
| | | |
| | | |
| | | class SecondCancelBigNumComputer: |
| | |
| | | cancel_rate_threshold) |
| | | return True, data |
| | | |
| | | rate__ = round(cancel_num / total_nums, 4) |
| | | if rate__ > cancel_rate_threshold: |
| | | indexs__ = list(watch_indexs_dict.keys()) |
| | | indexs__.sort() |
| | | l2_log.trade_record(code, "H撤范围", "'start_index':{},'end_index':{}, 'count':{}", |
| | | indexs__[0], indexs__[-1], |
| | | len(watch_indexs_dict.keys())) |
| | | l2_log.trade_record(code, "H撤", "'index':{} , 'rate':{} ,'target_rate':{}", i, rate__, |
| | | cancel_rate_threshold) |
| | | return True, data |
| | | |
| | | finally: |
| | | l2_log.cancel_debug(code, "H级撤单计算结果 范围:{}-{} 处理进度:{} 取消计算结果:{}/{} 目标撤单比例:{}", start_index, end_index, |
| | | process_index, cancel_num, |