| | |
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| | | # 已经下单的需要统计F撤 |
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| | | try: |
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| | | for d in datas: |
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| | | if FCancelBigNumComputer().need_cancel(d)[0] and not DCancelBigNumComputer().has_auto_cancel_rules(code): |
|---|
| | | if FCancelBigNumComputer().need_cancel(d)[ |
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| | | 0] and not DCancelBigNumComputer().has_auto_cancel_rules(code): |
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| | | L2TradeDataProcessor.cancel_buy(code, f"F撤撤单:{d}") |
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| | | order_begin_pos = None |
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| | | break |
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| | |
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| | | if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1: |
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| | | HourCancelBigNumComputer().set_transaction_index(code, order_begin_pos.buy_single_index, |
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| | | buy_progress_index) |
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| | | cresult = FCancelBigNumComputer().need_cancel_for_deal_fast(code,buy_progress_index) |
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| | | # cresult = FCancelBigNumComputer().need_cancel_for_deal_fast(code, buy_progress_index) |
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| | | # if cresult[0] and not DCancelBigNumComputer().has_auto_cancel_rules(code): |
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| | | # L2TradeDataProcessor.cancel_buy(code, f"下单30s内排单不足:{cresult[1]}") |
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| | | |
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| | | cresult = FCancelBigNumComputer().need_cancel_for_deal_fast_with_total_sell(code, buy_progress_index, order_begin_pos) |
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| | | if cresult[0] and not DCancelBigNumComputer().has_auto_cancel_rules(code): |
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| | | L2TradeDataProcessor.cancel_buy(code, f"下单5分钟内排单不足:{cresult[1]}") |
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| | | L2TradeDataProcessor.cancel_buy(code, f"3s内成交太多:{cresult[1]}") |
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| | | |
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| | | # ---------------------------------判断板块是否跟上来了------------------------------- |
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| | | try: |
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| | | pass |
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