每次上板参考大单阈值修改/辨识度代码规则修改

Administrator

2025-02-13 a30af0e60e1d17ef1c8829cf4353a31a26113bfd

 l2/l2_data_manager_new.py

@@ -812,15 +812,15 @@
            if not cls.__WantBuyCodesManager.is_in_cache(
                    code) and not gpcode_manager.GreenListCodeManager().is_in_cache(code):
                return False, True, f"只买想买：没在想买单和绿单", True
        if not cls.__WantBuyCodesManager.is_in_cache(code):
            average_rate = cls.__Buy1PriceManager.get_average_rate(code)
            if average_rate :
                if tool.is_ge_code(code):
                    if average_rate <= 0.1:
                        return False, True, f"均价涨幅({average_rate})小于10%", True
                else:
                    if average_rate <= 0.05:
                        return False, True, f"均价涨幅({average_rate})小于5%", True
        # if not cls.__WantBuyCodesManager.is_in_cache(code):
        average_rate = cls.__Buy1PriceManager.get_average_rate(code)
        if average_rate:
            if tool.is_ge_code(code):
                if average_rate <= 0.1:
                    return False, True, f"均价涨幅({average_rate})小于10%", True
            else:
                if average_rate <= 0.05:
                    return False, True, f"均价涨幅({average_rate})小于5%", True
        return True, False, f"", False

    @classmethod
@@ -1307,13 +1307,15 @@
            # 是否是交易队列触发
            # 扫入下单只有L撤能撤单
            if order_begin_pos and order_begin_pos.mode == OrderBeginPosInfo.MODE_RADICAL and cancel_type not in {
                trade_constant.CANCEL_TYPE_L_DOWN, trade_constant.CANCEL_TYPE_L, trade_constant.CANCEL_TYPE_RD, trade_constant.CANCEL_TYPE_P}:
                trade_constant.CANCEL_TYPE_L_DOWN, trade_constant.CANCEL_TYPE_L, trade_constant.CANCEL_TYPE_RD,
                trade_constant.CANCEL_TYPE_P}:
                l2_log.cancel_debug(code, "撤单中断，原因：{}", "扫入下单不是L撤")
                return False
            # 加绿只有L撤/人撤生效
            if gpcode_manager.GreenListCodeManager().is_in_cache(code):
                if cancel_type not in {trade_constant.CANCEL_TYPE_L, trade_constant.CANCEL_TYPE_L_UP,
                                       trade_constant.CANCEL_TYPE_L_DOWN, trade_constant.CANCEL_TYPE_RD, trade_constant.CANCEL_TYPE_P}:
                                       trade_constant.CANCEL_TYPE_L_DOWN, trade_constant.CANCEL_TYPE_RD,
                                       trade_constant.CANCEL_TYPE_P}:
                    l2_log.cancel_debug(code, "撤单中断，原因：{}", "加绿不是L撤")
                    return False