L撤撤单策略修改

Administrator

2023-09-05 778889b13087125e0eacfa5f0d69e8bb95f82916

 l2/l2_data_manager_new.py

@@ -18,7 +18,7 @@
from trade import trade_manager, trade_queue_manager, l2_trade_factor, l2_trade_util, \
    trade_result_manager, current_price_process_manager, trade_data_manager, trade_huaxin
from l2 import safe_count_manager, l2_data_manager, l2_log, l2_data_source_util, code_price_manager, \
    transaction_progress
    transaction_progress, cancel_buy_strategy
from l2.cancel_buy_strategy import SecondCancelBigNumComputer, HourCancelBigNumComputer, DCancelBigNumComputer, \
    LCancelBigNumComputer
from l2.l2_data_manager import L2DataException
@@ -290,8 +290,7 @@

    @classmethod
    def set_real_place_order_index(cls, code, index):
        cls.__DCancelBigNumComputer.set_real_order_index(code, index)
        cls.__SecondCancelBigNumComputer.set_real_place_order_index(code, index)
        cancel_buy_strategy.set_real_place_position(code, index)

    # 处理华鑫L2数据
    @classmethod
@@ -601,9 +600,6 @@
                cls.__trade_thread_lock_dict[code] = threading.RLock()
            cls.__trade_thread_lock_dict[code].acquire()
            try:



                l2_log.debug(code, "开始执行买入")
                trade_manager.start_buy(code, capture_timestamp, last_data,
                                        last_data_index)
@@ -1286,6 +1282,11 @@


if __name__ == "__main__":
    yesterday_limit_up_data_records = kpl_data_manager.get_current_limit_up_data_records(1)[0][1]
    yesterday_codes = set([x[0] for x in yesterday_limit_up_data_records])
    print(yesterday_codes)
    # yesterday_limit_up_data_records = kpl_data_manager.get_current_limit_up_data_records(1)[0][1]
    # yesterday_codes = set([x[0] for x in yesterday_limit_up_data_records])
    # print(yesterday_codes)
    code = "002137"
    l2.l2_data_util.load_l2_data(code)
    start_index = 200
    end_index = 259
    LCancelBigNumComputer().compute_watch_index(code, start_index, end_index)