| | |
|---|
| | | canceled_num = 0 |
|---|
| | | # 记录撤单索引 |
|---|
| | | canceled_indexes = [] |
|---|
| | | |
|---|
| | | deal_order_nos = HuaXinBuyOrderManager().get_deal_buy_order_nos(code) |
|---|
| | | if deal_order_nos is None: |
|---|
| | | deal_order_nos = set() |
|---|
| | | trade_index, is_default = TradeBuyQueue().get_traded_index(code) |
|---|
| | | if is_default: |
|---|
| | | trade_index = None |
|---|
| | | canceled_buyno_map = local_today_canceled_buyno_map.get(code) |
|---|
| | | for wi in watch_indexes: |
|---|
| | | cancel_data = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_canceled_data_v2(code, |
|---|
| | | wi, |
|---|
| | | total_data, |
|---|
| | | local_today_canceled_buyno_map.get( |
|---|
| | | code)) |
|---|
| | | cancel_data = L2DataComputeUtil.is_canceled(code, wi, total_data, canceled_buyno_map, trade_index, deal_order_nos) |
|---|
| | | if cancel_data: |
|---|
| | | if str(wi) in after_place_order_index_dict: |
|---|
| | | # 真实下单位置之后的按照权重比例来计算 |
|---|
| | |
|---|
| | | 10 - after_place_order_index_by_dict[str(wi)]) // 10 |
|---|
| | | else: |
|---|
| | | canceled_num += total_data[wi]["val"]["num"] |
|---|
| | | |
|---|
| | | canceled_indexes.append(cancel_data["index"]) |
|---|
| | | # if wi == watch_indexes_list[-1] and left_count == 0: |
|---|
| | | # # 离下单位置最近的一个撤单，必须触发撤单 |
|---|
