J撤

Administrator

2024-05-09 77fea830c2e11f94c364a37b8bda792a51d11eec

 l2/l2_data_manager_new.py

@@ -22,7 +22,8 @@
from l2 import l2_data_manager, l2_log, l2_data_source_util, code_price_manager, \
    transaction_progress, cancel_buy_strategy, place_order_single_data_manager
from l2.cancel_buy_strategy import SCancelBigNumComputer, HourCancelBigNumComputer, DCancelBigNumComputer, \
    LCancelBigNumComputer, LatestCancelIndexManager, LCancelRateManager, GCancelBigNumComputer, NewGCancelBigNumComputer
    LCancelBigNumComputer, LatestCancelIndexManager, LCancelRateManager, GCancelBigNumComputer, \
    NewGCancelBigNumComputer, JCancelBigNumComputer
from l2.l2_data_manager import L2DataException, OrderBeginPosInfo
from l2.l2_data_util import local_today_datas, L2DataUtil, local_today_num_operate_map, local_today_buyno_map, \
    local_latest_datas, local_today_canceled_buyno_map, local_today_sellno_map
@@ -602,6 +603,18 @@
                                     f"B撤出错 参数：buy_single_index-{_buy_single_index} buy_exec_index-{_buy_exec_index} 错误原因：{str(e)}")
            return None, ""

        # J撤
        def j_cancel(_buy_single_index, _buy_exec_index):
            try:
                b_need_cancel, b_cancel_data, extra_msg = JCancelBigNumComputer().need_cancel(code, start_index, end_index)
                if b_need_cancel and b_cancel_data:
                    return b_cancel_data, f"J撤({extra_msg})"
            except Exception as e:
                async_log_util.error(logger_l2_error,
                                     f"J撤出错 参数：buy_single_index-{_buy_single_index} buy_exec_index-{_buy_exec_index} 错误原因：{str(e)}")
            return None, ""


        if start_index < 0:
            start_index = 0

@@ -626,6 +639,10 @@
            cancel_data, cancel_msg = b_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
        if not cancel_data:
            cancel_data, cancel_msg = h_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
        # J撤
        if not cancel_data:
            cancel_data, cancel_msg = j_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)

        if cancel_data and not DCancelBigNumComputer().has_auto_cancel_rules(code):
            l2_log.debug(code, "触发撤单，撤单位置：{} ，撤单原因：{}", cancel_data["index"], cancel_msg)
            # 撤单