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| | | |
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| | | # ---------------------------------G撤------------------------------- |
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| | | # 已不效 |
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| | | class GCancelBigNumComputer: |
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| | | __real_place_order_index_dict = {} |
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| | | __trade_progress_index_dict = {} |
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| | |
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| | | start_index = traded_index + 1 |
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| | | |
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| | | total_datas = local_today_datas.get(code) |
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| | | watch_indexes = set() |
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| | | for i in range(start_index, real_order_index): |
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| | | |
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| | | # 查找成交进度位到真实下单位置所有的索引 |
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| | | watch_indexes_info = [] |
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| | | limit_up_price = gpcode_manager.get_limit_up_price_as_num(code) |
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| | | big_num = int(l2_data_util.get_big_money_val(limit_up_price, tool.is_ge_code(code)) / (limit_up_price * 100)) |
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| | | for i in range(start_index, real_order_index + 1): |
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| | | # 判断是否有未撤的大单 |
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| | | data = total_datas[i] |
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| | | val = data["val"] |
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| | | if not L2DataUtil.is_limit_up_price_buy(val): |
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| | | continue |
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| | | if val["num"] * float(val["price"]) < 29900: |
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| | | if val["num"] < big_num: |
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| | | continue |
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| | | # 是否已撤单 |
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| | | left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(code, i, |
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| | |
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| | | local_today_canceled_buyno_map.get( |
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| | | code)) |
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| | | if left_count > 0: |
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| | | watch_indexes.add(i) |
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| | | watch_indexes_info.append((i, val["num"])) |
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| | | # 当所有大单≤6笔时则G撤全部囊括 |
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| | | # 大单＞6笔时囊括其三分之一 |
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| | | if len(watch_indexes_info) > 6: |
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| | | watch_indexes = set([x[0] for x in watch_indexes_info[:int(round(len(watch_indexes_info) / 3, 0))]]) |
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| | | # 找出最大单 |
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| | | max_info = watch_indexes_info[0] |
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| | | for mi in watch_indexes_info: |
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| | | if mi[1] > max_info[1]: |
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| | | max_info = mi |
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| | | watch_indexes.add(max_info[0]) |
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| | | else: |
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| | | watch_indexes = set([x[0] for x in watch_indexes_info]) |
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| | | |
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| | | if watch_indexes: |
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| | | # 还有300万以上的大单没有撤单 |
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| | | if from_real_order_index_changed or recompute: |
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| | | # 真实下单位改变后才会更新 |
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| | | final_watch_indexes = origin_watch_index | watch_indexes |
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| | | self.__set_watch_index(code, final_watch_indexes) |
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| | | l2_log.g_cancel_debug(code, f"大单监听：{final_watch_indexes} 是否重新计算：{recompute}") |
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| | | l2_log.g_cancel_debug(code, |
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| | | f"大单监听：{final_watch_indexes} 是否重新计算：{recompute} 计算范围：{start_index}-{real_order_index}") |
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| | | |
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| | | def set_trade_progress(self, code, buy_single_index, index): |
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| | | # if self.__trade_progress_index_dict.get(code) != index: |
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