bug修改

Administrator

2024-10-21 bea977458173f2e60971bad2d6f1e3183070c5ca

 cancel_strategy/s_l_h_cancel_strategy.py

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

from utils import tool
from l2.transaction_progress import TradeBuyQueue
from trade import l2_trade_factor, trade_record_log_util
from trade import l2_trade_factor, trade_record_log_util, trade_constant
from l2 import l2_log, l2_data_source_util
from l2.l2_data_util import L2DataUtil, local_today_datas, local_today_canceled_buyno_map, local_today_buyno_map
from log_module.log import logger_l2_s_cancel, logger_debug, logger_l2_l_cancel, logger_l2_h_cancel
@@ -1648,20 +1648,22 @@

    def need_cancel(self, code, buy_exec_index, start_index, end_index, total_data, is_first_code):
        if buy_exec_index is None:
            return False, None, "尚未找到下单位置"
            return False, None, "尚未找到下单位置", None
        # 守护S撤以外的数据
        if int(tool.get_now_time_str().replace(":", "")) > int("145700") and not constant.TEST:
            return False, None, ""
            return False, None, "", None
        try:
            LCancelOutOfDateWatchIndexesManager().process(code, start_index, end_index)
        except Exception as e:
            l2_log.l_cancel_debug("L后稳定更新出错：{}", str(e))
        # 下单位临近撤
        can_cancel, cancel_data = False, None
        can_cancel, cancel_data, cancel_type = False, None, None
        try:
            can_cancel, cancel_data = self.__compute_need_cancel(code, buy_exec_index, start_index, end_index,
                                                                 total_data,
                                                                 is_first_code)
            if can_cancel:
                cancel_type = trade_constant.CANCEL_TYPE_L_DOWN
        except Exception as e:
            logger_l2_l_cancel.exception(e)
            raise e
@@ -1673,6 +1675,8 @@
                                                                                            start_index, end_index,
                                                                                            total_data,
                                                                                            is_first_code)
                if can_cancel:
                    cancel_type = trade_constant.CANCEL_TYPE_L_UP
                extra_msg = "L前"
            except Exception as e:
                logger_l2_l_cancel.exception(e)
@@ -1692,7 +1696,7 @@
        except Exception as e:
            l2_log.l_cancel_debug(code, "L后后半段计算出错：{}", str(e))

        return can_cancel, cancel_data, extra_msg
        return can_cancel, cancel_data, extra_msg, cancel_type

    def place_order_success(self, code):
        self.clear(code)