| | |
| | | import logging |
| | | |
| | | from l2 import l2_data_manager |
| | | from l2.cancel_buy_strategy import HourCancelBigNumComputer, SecondCancelBigNumComputer , \ |
| | | from l2.cancel_buy_strategy import HourCancelBigNumComputer, SecondCancelBigNumComputer, \ |
| | | LCancelBigNumComputer, DCancelBigNumComputer |
| | | from l2.l2_data_util import local_today_datas, local_today_num_operate_map |
| | | from l2.safe_count_manager import BuyL2SafeCountManager |
| | | from log_module.log import logger_l2_error |
| | | from trade.trade_queue_manager import THSBuy1VolumnManager |
| | | |
| | | __thsBuy1VolumnManager = THSBuy1VolumnManager() |
| | | __buyL2SafeCountManager = BuyL2SafeCountManager() |
| | | |
| | | |
| | | def virtual_buy_success(code): |
| | |
| | | def virtual_cancel_success(code, buy_single_index, buy_exec_index, total_datas): |
| | | l2_data_manager.TradePointManager().delete_buy_point(code) |
| | | l2_data_manager.TradePointManager().delete_buy_cancel_point(code) |
| | | # 安全笔数计算 |
| | | __buyL2SafeCountManager.save_place_order_info(code, buy_single_index, buy_exec_index, |
| | | total_datas[-1]["index"]) |
| | | SecondCancelBigNumComputer().cancel_success(code) |
| | | DCancelBigNumComputer().cancel_success(code) |
| | | LCancelBigNumComputer().cancel_success(code) |
| | |
| | | |
| | | # 真实买成功 |
| | | def real_buy_success(code, tradePointManager): |
| | | # @dask.delayed |
| | | def clear_max_buy1_volume(code): |
| | | # 下单成功,需要删除最大买1 |
| | | __thsBuy1VolumnManager.clear_max_buy1_volume(code) |
| | | |
| | | # @dask.delayed |
| | | def safe_count(code, buy_single_index, buy_exec_index): |
| | | try: |
| | | __buyL2SafeCountManager.save_place_order_info(code, buy_single_index, buy_exec_index, None) |
| | | except Exception as e: |
| | | logging.exception(e) |
| | | logger_l2_error.exception(e) |
| | | |
| | | # @dask.delayed |
| | | def h_cancel(code, buy_single_index, buy_exec_index): |
| | | try: |
| | | HourCancelBigNumComputer().place_order_success(code, buy_single_index, buy_exec_index, |
| | |
| | | logging.exception(e) |
| | | logger_l2_error.exception(e) |
| | | |
| | | # @dask.delayed |
| | | def l_cancel(code): |
| | | try: |
| | | LCancelBigNumComputer().place_order_success(code) |
| | |
| | | code) |
| | | |
| | | clear_max_buy1_volume(code) |
| | | safe_count(code, buy_single_index, buy_exec_index) |
| | | s_cancel(code) |
| | | # H撤暂时不生效 |
| | | h_cancel(code, buy_single_index, buy_exec_index) |
| | |
| | | |
| | | # 真实撤成功 |
| | | def real_cancel_success(code, buy_single_index, buy_exec_index, total_datas): |
| | | # 安全笔数计算 |
| | | __buyL2SafeCountManager.save_place_order_info(code, buy_single_index, buy_exec_index, |
| | | total_datas[-1]["index"]) |
| | | # 取消买入标识 |
| | | l2_data_manager.TradePointManager().delete_buy_point(code) |
| | | l2_data_manager.TradePointManager().delete_buy_cancel_point(code) |