BUG修复

Administrator

2023-09-26 b96b94bc9d7419d2b2907789c41d2c84100e84b3

 trade/huaxin/huaxin_trade_order_processor.py

@@ -16,7 +16,7 @@


class HuaxinOrderEntity:
    def __init__(self, code, orderStatus, orderRef, accountID, orderSysID, insertDate=None, insertTime=None,
    def __init__(self, code, orderStatus, orderRef, accountID, orderSysID,direction=None, insertDate=None, insertTime=None,
                 acceptTime=None):
        self.code = code
        self.orderStatus = orderStatus
@@ -26,6 +26,7 @@
        self.insertTime = insertTime
        self.insertDate = insertDate
        self.acceptTime = acceptTime
        self.direction = direction


class CancelOrderManager:
@@ -109,33 +110,40 @@

    @classmethod
    def process_order(cls, order: HuaxinOrderEntity):
        # 只处理买入单
        if order.direction != str(huaxin_util.TORA_TSTP_D_Buy):
            return

        # 同一订单号只有状态变化了才需要处理
        key = f"{order.insertDate}_f{order.code}_{order.orderSysID}_{order.orderStatus}"
        key = f"{order.insertDate}_{order.code}_{order.orderSysID}_{order.orderStatus}"
        if key in cls.__processed_keys:
            return
        async_log_util.info(hx_logger_trade_debug, f"处理华鑫订单：{key}")
        cls.__processed_keys.add(key)
        if huaxin_util.is_can_cancel(order.orderStatus):
            # 设置下单成功
            new_place_order_index = cls.order_success(order)
            if new_place_order_index:
                buy_single_index, buy_exec_index, compute_index, num, count, max_num_set, volume_rate = TradePointManager().get_buy_compute_start_data_cache(
                    order.code)
                cancel_buy_strategy.set_real_place_position(order.code,
                                                            new_place_order_index,
                                                            buy_single_index)
        elif huaxin_util.is_canceled(order.orderStatus) or huaxin_util.is_deal(
                order.orderStatus):
            # 已经撤单/已经成交，需要处理临时保存的系统订单号
            cls.__TradeOrderIdManager.remove_order_id(order.code,
                                                      order.accountID,
                                                      order.orderSysID)
            if huaxin_util.is_deal(order.orderStatus):
                # 成交之后处理
                trade_manager.buy_success(order.orderStatus)
                CancelOrderManager().buy_success(order.code, order.orderRef, order.orderSysID)
            elif huaxin_util.is_canceled(order.orderStatus):
                CancelOrderManager().cancel_success(order.code, order.orderRef, order.orderSysID)
        try:
            async_log_util.info(hx_logger_trade_debug, f"处理华鑫订单：{key}")
            cls.__processed_keys.add(key)
            if huaxin_util.is_can_cancel(order.orderStatus):
                # 设置下单成功
                new_place_order_index = cls.order_success(order)
                if new_place_order_index:
                    buy_single_index, buy_exec_index, compute_index, num, count, max_num_set, volume_rate = TradePointManager().get_buy_compute_start_data_cache(
                        order.code)
                    cancel_buy_strategy.set_real_place_position(order.code,
                                                                new_place_order_index,
                                                                buy_single_index)
            elif huaxin_util.is_canceled(order.orderStatus) or huaxin_util.is_deal(
                    order.orderStatus):
                # 已经撤单/已经成交，需要处理临时保存的系统订单号
                cls.__TradeOrderIdManager.remove_order_id(order.code,
                                                          order.accountID,
                                                          order.orderSysID)
                if huaxin_util.is_deal(order.orderStatus):
                    # 成交之后处理
                    trade_manager.buy_success(order.code)
                    CancelOrderManager().buy_success(order.code, order.orderRef, order.orderSysID)
                elif huaxin_util.is_canceled(order.orderStatus):
                    CancelOrderManager().cancel_success(order.code, order.orderRef, order.orderSysID)
        except Exception as e:
            async_log_util.exception(hx_logger_trade_debug, e)

    @classmethod
    def order_success(cls, order: HuaxinOrderEntity):