取消S后撤/更改委托列表接口

Administrator

2024-03-27 b8e738e18f8aefc6dfb2737c01c2b2037862b079

 l2/cancel_buy_strategy.py

@@ -256,13 +256,14 @@
            need_cancel, cancel_msg = self.__need_cancel_for_up(code, big_sell_order_info, total_datas)
            if need_cancel:
                return need_cancel, cancel_msg
            if self.__latest_process_sell_order_no.get(code) != big_sell_order_info[1][-1][0]:
                # 不处理重复的卖单
                # 获取最新的成交时间
                latest_trade_time = l2_huaxin_util.convert_time(big_sell_order_info[1][-1][4][0])
                if tool.trade_time_sub(latest_trade_time,
                                       total_datas[order_begin_pos.buy_single_index]['val']['time']) >= 180:
                    self.__compute_down_cancel_watch_index(code, big_sell_order_info, total_datas)
            # S后撤取消
            # if self.__latest_process_sell_order_no.get(code) != big_sell_order_info[1][-1][0]:
            #     # 不处理重复的卖单
            #     # 获取最新的成交时间
            #     latest_trade_time = l2_huaxin_util.convert_time(big_sell_order_info[1][-1][4][0])
            #     if tool.trade_time_sub(latest_trade_time,
            #                            total_datas[order_begin_pos.buy_single_index]['val']['time']) >= 180:
            #         self.__compute_down_cancel_watch_index(code, big_sell_order_info, total_datas)
            return False, "不满足撤单条件"
        finally:
            self.__latest_process_sell_order_no[code] = big_sell_order_info[1][-1][0]
@@ -705,9 +706,6 @@
    # 获取撤单比例,返回（撤单比例,是否必买）
    @classmethod
    def get_cancel_rate(cls, code, buy_exec_time, is_up=False, is_l_down_recomputed=False):
        # 下单15s内撤单比例为设置为29% -- 暂时不生效
        # if not is_up and tool.trade_time_sub(tool.get_now_time_str(), buy_exec_time) <= 15:
        #     return 0.29, False
        try:
            must_buy_cancel_rate = cls.__MustBuyCodesManager.get_cancel_rate_cache(code)
            if must_buy_cancel_rate is not None:
@@ -1198,6 +1196,9 @@
        self.__last_trade_progress_dict[code] = index
        self.__compute_total_l_down_not_deal_num(code)

        if total_datas is None:
            return

        if not self.__is_l_down_can_cancel(code, buy_single_index):
            # L后已经不能守护
            HourCancelBigNumComputer().start_compute_watch_indexes(code, buy_single_index)