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| | | import copy |
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| | | import logging |
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| | | import threading |
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| | | import time |
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| | | import time as t |
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| | | |
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| | | from cancel_strategy.s_l_h_cancel_strategy import HourCancelBigNumComputer, LCancelRateManager |
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| | | |
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| | | @classmethod |
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| | | def __recompute_real_order_index(cls, code, pre_real_order_index, order_info, compute_type): |
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| | | # 因为数据慢的问题重新计算 |
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| | | real_order_index = huaxin_delegate_postion_manager.recompute_for_slow_time(code, order_info, |
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| | | pre_real_order_index, compute_type) |
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| | | if real_order_index: |
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| | | # 1s之后重新计算 |
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| | | time.sleep(1) |
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| | | real_order_index = huaxin_delegate_postion_manager.RealDelegateOrderPositionManager().recompute_l2_place_order_position(code, order_info, pre_real_order_index, compute_type) |
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| | | if real_order_index and pre_real_order_index!=real_order_index: |
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| | | try: |
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| | | exec_index = order_info[6] |
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| | | order_begin_pos = cls.__get_order_begin_pos( |
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| | |
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| | | return False, None, "距离上次统计大单时间过去60s", set() |
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| | | |
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| | | if lack_money == 0: |
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| | | min_num = int(5000 / limit_up_price) |
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| | | if not tool.is_sh_code(code): |
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| | | # 非上证的票看50w |
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| | | min_num = int(5000 / limit_up_price) |
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| | | # 需要监听的大单 |
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| | | watch_indexes = set() |
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| | | # 总委托大单金额 |
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