华鑫适配

Administrator

2023-07-17 a9681c7b03a6fde559bf77ef65917d6d4db5d84c

 l2/cancel_buy_strategy.py

@@ -674,12 +674,23 @@
            return int(val)
        return None

    @classmethod
    def clear(cls, code=None):
        if code:
            cls.__getRedis().delete(f"d_cancel_real_order_index-{code}")
        else:
            keys = cls.__getRedis().keys("d_cancel_real_order_index-*")
            if keys:
                for k in keys:
                    cls.__getRedis().delete(k)

    # 设置成交位
    @classmethod
    def set_trade_progress(cls, code, index, buy_exec_index, total_data, local_today_num_operate_map, m_value,
                           limit_up_price):
        # 离下单执行位2分钟内的有效
        if tool.trade_time_sub(total_data[-1]['val']['time'], total_data[buy_exec_index]['val']['time']) > constant.D_CANCEL_EXPIRE_TIME:
        if tool.trade_time_sub(total_data[-1]['val']['time'],
                               total_data[buy_exec_index]['val']['time']) > constant.D_CANCEL_EXPIRE_TIME:
            return False, "超过D撤守护时间"

        real_order_index = cls.__get_real_order_index(code)
@@ -709,7 +720,11 @@
    # 设置真实的下单位置
    @classmethod
    def set_real_order_index(cls, code, index):
        pass
        cls.__set_real_order_index(code, index)

    @classmethod
    def cancel_success(cls, code):
        cls.clear(code)


# ---------------------------------L撤-------------------------------