bug修改

Administrator

2024-10-21 bea977458173f2e60971bad2d6f1e3183070c5ca

 l2/l2_data_manager_new.py

@@ -600,13 +600,14 @@
        def l_cancel(_buy_single_index, _buy_exec_index):
            _start_time = round(t.time() * 1000)
            try:
                b_need_cancel, b_cancel_data, extra_msg = cls.__LCancelBigNumComputer.need_cancel(code,
                b_need_cancel, b_cancel_data, extra_msg, b_cancel_type = cls.__LCancelBigNumComputer.need_cancel(code,
                                                                                                  _buy_exec_index,
                                                                                                  start_index,
                                                                                                  end_index, total_data,
                                                                                                                 end_index,
                                                                                                                 total_data,
                                                                                                  is_first_code)
                if b_need_cancel and b_cancel_data:
                    return b_cancel_data, f"L撤({extra_msg})"
                    return b_cancel_data, f"L撤({extra_msg})", b_cancel_type
            except Exception as e:
                async_log_util.error(logger_l2_error,
                                     f"L撤出错 参数：buy_single_index-{_buy_single_index} buy_exec_index-{_buy_exec_index} 错误原因：{str(e)}")
@@ -615,7 +616,7 @@
            finally:
                # l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time, "已下单-L撤大单计算")
                pass
            return None, ""
            return None, "", None

        # G撤
        def g_cancel(_buy_single_index, _buy_exec_index):
@@ -680,8 +681,8 @@
            cancel_type = trade_constant.CANCEL_TYPE_G
        # 依次处理
        if not cancel_data:
            cancel_data, cancel_msg = l_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
            cancel_type = trade_constant.CANCEL_TYPE_L
            cancel_data, cancel_msg, cancel_type = l_cancel(order_begin_pos.buy_single_index,
                                                            order_begin_pos.buy_exec_index)
        # B撤
        if not cancel_data:
            cancel_data, cancel_msg = b_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
@@ -1367,7 +1368,8 @@
        if cancel_type != trade_constant.CANCEL_TYPE_HUMAN:
            # 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}:
            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}:
                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