L2总卖实现

Administrator

2023-10-26 97cc7f2d7428ea890c0a0ada76e5bffafd2463e4

 trade/trade_result_manager.py

@@ -3,8 +3,10 @@

from l2 import l2_data_manager
from l2.cancel_buy_strategy import HourCancelBigNumComputer, SecondCancelBigNumComputer, \
    LCancelBigNumComputer, DCancelBigNumComputer
    LCancelBigNumComputer, DCancelBigNumComputer, FastCancelBigNumComputer
from l2.l2_data_manager import OrderBeginPosInfo
from l2.l2_data_util import local_today_datas, local_today_num_operate_map
from l2.l2_sell_manager import L2MarketSellManager
from log_module.log import logger_l2_error
from trade.trade_queue_manager import THSBuy1VolumnManager

@@ -23,7 +25,6 @@
# 虚拟撤成功
def virtual_cancel_success(code, buy_single_index, buy_exec_index, total_datas):
    l2_data_manager.TradePointManager().delete_buy_point(code)
    l2_data_manager.TradePointManager().delete_buy_cancel_point(code)
    SecondCancelBigNumComputer().cancel_success(code)
    DCancelBigNumComputer().cancel_success(code)
    LCancelBigNumComputer().cancel_success(code)
@@ -58,25 +59,36 @@
            logging.exception(e)
            logger_l2_error.exception(e)

    buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set, volume_rate = tradePointManager.get_buy_compute_start_data_cache(
    def f_cancel(code):
        try:
            FastCancelBigNumComputer().place_order_success(code)
        except Exception as e:
            logging.exception(e)
            logger_l2_error.exception(e)

    order_begin_pos = tradePointManager.get_buy_compute_start_data_cache(
        code)

    clear_max_buy1_volume(code)
    s_cancel(code)
    # H撤暂时不生效
    h_cancel(code, buy_single_index, buy_exec_index)
    h_cancel(code, order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
    l_cancel(code)
    tradePointManager.delete_buy_cancel_point(code)
    if order_begin_pos.mode == OrderBeginPosInfo.MODE_FAST:
        f_cancel(code)
        # 记录卖盘统计时间被用
        L2MarketSellManager().set_sell_time_used(code, order_begin_pos.sell_info[0])
        FastCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_exec_index)


# 真实撤成功
def real_cancel_success(code, buy_single_index, buy_exec_index, total_datas):
    # 取消买入标识
    l2_data_manager.TradePointManager().delete_buy_point(code)
    l2_data_manager.TradePointManager().delete_buy_cancel_point(code)
    SecondCancelBigNumComputer().cancel_success(code)
    DCancelBigNumComputer().cancel_success(code)
    LCancelBigNumComputer().cancel_success(code)
    FastCancelBigNumComputer().cancel_success(code)


if __name__ == "__main__":