| | |
|---|
| | | # 守护30s以外的数据 |
|---|
| | | if time_space <= constant.S_CANCEL_EXPIRE_TIME: |
|---|
| | | return False, None |
|---|
| | | l2_log.cancel_debug(code, "H级是否需要撤单，数据范围：{}-{} ", start_index, end_index) |
|---|
| | | # 获取成交进度 |
|---|
| | | origin_progress_index, latest_progress_index = self.__get_traded_progress_cache(code) |
|---|
| | | if latest_progress_index is None: |
|---|
| | | latest_progress_index = -1 |
|---|
| | | # 监听的数据 |
|---|
| | | watch_indexs_dict = {} |
|---|
| | | if start_index >= 1956: |
|---|
| | | print("进入测试") |
|---|
| | | # 初始化为1防止分母为0 |
|---|
| | | total_nums = 1 |
|---|
| | | if origin_progress_index is not None: |
|---|
| | |
|---|
| | | |
|---|
| | | processed_index, cancel_num = self.__get_compute_data_cache(code) |
|---|
| | | |
|---|
| | | l2_log.cancel_debug(code, "H级是否需要撤单，数据范围：{}-{} ", start_index, end_index) |
|---|
| | | |
|---|
| | | # 获取下单次数 |
|---|
| | | cancel_rate_threshold = self.__hCancelParamsManager.get_cancel_rate(volume_index) |
|---|
| | | process_index = start_index |
|---|
| | |
|---|
| | | val = data["val"] |
|---|
| | | if L2DataUtil.is_limit_up_price_buy_cancel(val): |
|---|
| | | # 查询买入位置 |
|---|
| | | l2_log.cancel_debug(code,"查询买入位置开始：{}",i) |
|---|
| | | buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data(code, data, |
|---|
| | | local_today_num_operate_map) |
|---|
| | | l2_log.cancel_debug(code, "查询买入位置结束:{}",i) |
|---|
| | | if buy_index is not None and buy_index in watch_indexs_dict: |
|---|
| | | has_watch_canceled = True |
|---|
| | | cancel_num += data["re"] * val["num"] |
|---|
