L2早上订阅的下限降低/F撤修改/09:31:00之前不下单

Administrator

2024-05-31 bf0c90f3be2a35992ed00d4b395b5cc2280d06ac

 l2/cancel_buy_strategy.py

@@ -283,19 +283,19 @@
    # 设置真实的下单位置
    def set_real_order_index(self, code, index, is_default):
        self.__set_real_order_index(code, index, is_default)
        if not is_default and code.find("60") == 0:
            try:
                # 统计未成交的最大单
                trade_index = 0
                trade_info = TradeBuyQueue().get_traded_index(code)
                if trade_info and not trade_info[1] and trade_info[0] is not None:
                    trade_index = trade_info[0]
                data = L2DataComputeUtil.compute_max_buy_order_info(code, trade_index, index)
                # 保存最大单
                self.__max_buy_order_num_cache[code] = data["val"]["num"]
                l2_log.f_cancel_debug(code, f"最大单计算：索引-{data['index']} 范围：{trade_index}-{index}")
            except Exception as e:
                logger_l2_error.exception(e)
        # if not is_default and code.find("60") == 0:
        try:
            # 统计未成交的最大单
            trade_index = 0
            trade_info = TradeBuyQueue().get_traded_index(code)
            if trade_info and not trade_info[1] and trade_info[0] is not None:
                trade_index = trade_info[0]
            data = L2DataComputeUtil.compute_max_buy_order_info(code, trade_index, index)
            # 保存最大单
            self.__max_buy_order_num_cache[code] = data["val"]["num"]
            l2_log.f_cancel_debug(code, f"最大单计算：索引-{data['index']} 范围：{trade_index}-{index}")
        except Exception as e:
            logger_l2_error.exception(e)

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