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| | | trade_result_manager, current_price_process_manager, trade_data_manager, trade_huaxin, trade_record_log_util |
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| | | from l2 import l2_data_manager, l2_log, l2_data_source_util, code_price_manager, \ |
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| | | transaction_progress, cancel_buy_strategy, l2_data_log |
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| | | from l2.cancel_buy_strategy import SecondCancelBigNumComputer, HourCancelBigNumComputer, DCancelBigNumComputer, \ |
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| | | from l2.cancel_buy_strategy import SCancelBigNumComputer, HourCancelBigNumComputer, DCancelBigNumComputer, \ |
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| | | LCancelBigNumComputer, LatestCancelIndexManager, LCancelRateManager, GCancelBigNumComputer |
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| | | from l2.l2_data_manager import L2DataException, OrderBeginPosInfo |
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| | | from l2.l2_data_util import local_today_datas, L2DataUtil, local_today_num_operate_map, local_today_buyno_map, \ |
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| | |
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| | | __trade_log_placr_order_info_dict = {} # 下单信息保存 |
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| | | # 初始化 |
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| | | __TradePointManager = l2_data_manager.TradePointManager() |
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| | | __SecondCancelBigNumComputer = SecondCancelBigNumComputer() |
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| | | __SCancelBigNumComputer = SCancelBigNumComputer() |
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| | | __HourCancelBigNumComputer = HourCancelBigNumComputer() |
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| | | __LCancelBigNumComputer = LCancelBigNumComputer() |
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| | | __GCancelBigNumComputer = GCancelBigNumComputer() |
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| | |
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| | | _start_time = round(t.time() * 1000) |
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| | | # S撤单计算，看秒级大单撤单 |
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| | | try: |
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| | | b_need_cancel, b_cancel_data = cls.__SecondCancelBigNumComputer.need_cancel(code, _buy_single_index, |
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| | | _buy_exec_index, |
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| | | start_index, |
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| | | end_index, total_data, |
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| | | code_volumn_manager.get_volume_rate_index( |
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| | | buy_volume_rate), |
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| | | cls.volume_rate_info[code][ |
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| | | 1], |
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| | | is_first_code) |
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| | | b_need_cancel, b_cancel_msg = cls.__SCancelBigNumComputer.need_cancel_for_down(code, start_index,end_index) |
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| | | if b_need_cancel: |
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| | | return b_cancel_data, "S大单撤销比例触发阈值" |
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| | | async_log_util.error(logger_debug, f"{code} S后撤单：{b_cancel_msg}") |
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| | | # return total_data[end_index], f"S后撤({b_cancel_msg})" |
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| | | return None, None |
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| | | except Exception as e: |
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| | | logging.exception(e) |
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| | | async_log_util.error(logger_l2_error, |
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