交易优化，看盘接口完善

Administrator

2023-06-06 751183dcd74207a50834cacc575f0dfccb41658c

 l2/cancel_buy_strategy.py

@@ -413,7 +413,7 @@
            logger_l2_h_cancel.info(
                f"code-{code} H级撤单计算结果 范围：{start_index}-{end_index} 处理进度：{process_index} 目标比例：{cancel_rate_threshold} 取消计算结果:{cancel_num}/{total_nums}")
            # H撤已撤订单
            logger_l2_h_cancel.info( f"code-{code} H撤已撤订单：{cls.__get_watch_canceled_index(code)}")
            logger_l2_h_cancel.info(f"code-{code} H撤已撤订单：{cls.__get_watch_canceled_index(code)}")
            # 保存处理进度与数据
            cls.__save_compute_data(code, process_index, cancel_num)
        return False, None
@@ -546,8 +546,8 @@
        total_count = total_count_old
        # H撤单
        MIN_H_COUNT = cls.__hCancelParamsManager.get_max_watch_count(buy_volume_index)

        for i in range(buy_single_index, total_data[-1]["index"] + 1):
        # 从买入信号位3条数据开始计算
        for i in range(buy_single_index + 3, total_data[-1]["index"] + 1):
            if i <= process_index_old:
                continue
            process_index = i
@@ -583,6 +583,32 @@
        # 删除原来的计算数据
        # cls.__del_compute_data(code)

    # 获取H撤监听的数据索引范围
    # 返回监听范围与已撤单索引
    @classmethod
    def get_watch_index_dict(cls, code):
        origin_progress_index, latest_progress_index = cls.__get_traded_progress(code)
        # 监听的数据
        watch_indexs_dict = {}
        total_nums = 0
        if origin_progress_index is not None:
            # 获取成交位置到执行位置的监控数据
            watch_indexs = cls.__get_watch_index_set(code)[0]
            # 监听的总数
            for indexs in watch_indexs:
                index = indexs[0]
                if index < latest_progress_index:
                    continue
                # 只计算最近的执行位之后的数据
                watch_indexs_dict[index] = indexs
        # 获取到执行位后的监听数据
        datas, process_index, total_count, big_num_count, finished = cls.__get_watch_index_set_after_exec(code)
        if datas:
            for indexs in datas:
                index = indexs[0]
                watch_indexs_dict[index] = indexs
        return watch_indexs_dict, cls.__get_watch_canceled_index(code)


# --------------------------------封单额变化撤------------------------
# 涨停封单额统计