L撤快速成交触发撤单修改

Administrator

2024-02-05 8c7f84cbd0afde7600b0c67a8032fa19c57d8c41

 l2/l2_data_manager_new.py

@@ -1574,6 +1574,22 @@
                count -= total_datas[i]["re"]
        return count

        # 将已经成交的过滤掉

    @classmethod
    def __filter_not_deal_indexes(cls, code, indexes):
        trade_index, is_default = transaction_progress.TradeBuyQueue().get_traded_index(code)
        if is_default:
            return indexes
        if trade_index is None:
            return indexes
        findexes = set()
        for index in indexes:
            if index < trade_index:
                continue
            findexes.add(index)
        return findexes

    # 统计买入净买量，不计算在买入信号之前的买撤单
    @classmethod
    def __sum_buy_num_for_order_3(cls, code, compute_start_index, compute_end_index, origin_num, origin_count,
@@ -1695,6 +1711,7 @@
                             buy_nums, threshold_num)

            max_buy_num_set_count = 0
            max_buy_num_set = cls.__filter_not_deal_indexes(code, max_buy_num_set)
            for i1 in max_buy_num_set:
                max_buy_num_set_count += total_datas[i1]["re"]

@@ -1833,6 +1850,7 @@
                not_buy_msg = f"【{i}】安全笔数不足，{buy_count}/{5}"
                continue

            max_buy_num_set = cls.__filter_not_deal_indexes(code, max_buy_num_set)
            if place_order_count == 0:
                if len(max_buy_num_set) < 1:
                    not_buy_msg = f"【{i}】首次下单无大单"