bug修复

Administrator

2023-10-25 ffc5b9eb80eb5bd43077a0ce96e0fb2ea4c8d62c

 l2/l2_transaction_data_manager.py

@@ -6,7 +6,7 @@
from code_attribute import gpcode_manager
from l2 import l2_data_util, l2_data_manager, transaction_progress
from l2.cancel_buy_strategy import LCancelRateManager, DCancelBigNumComputer, LCancelBigNumComputer, \
    SecondCancelBigNumComputer
    SecondCancelBigNumComputer, HourCancelBigNumComputer
from l2.l2_data_manager_new import L2TradeDataProcessor
from l2.l2_data_util import L2DataUtil
from log_module import async_log_util
@@ -72,31 +72,37 @@
                    rate = round(total_deal_nums / (thresh_hold_money // (float(limit_up_price) * 100)), 2)
                    LCancelRateManager().set_big_num_deal_rate(code, rate)

                    # 获取执行位时间
            buy_single_index, buy_exec_index, compute_index, num, count, max_num_set, volume_rate = l2_data_manager.TradePointManager().get_buy_compute_start_data_cache(code)
            if buy_progress_index is not None:
                # 获取执行位时间
                buy_single_index, buy_exec_index, compute_index, num, count, max_num_set, volume_rate = l2_data_manager.TradePointManager().get_buy_compute_start_data_cache(
                    code)
                cls.__TradeBuyQueue.set_traded_index(code, buy_progress_index)
                async_log_util.info(logger_l2_trade_buy_queue, "获取成交位置成功： code-{} index-{}", code,
                                    buy_progress_index)
                limit_up_price = gpcode_manager.get_limit_up_price(code)
                if buy_exec_index and buy_exec_index > -1:
                    m_base_val = L2PlaceOrderParamsManager.get_base_m_val(code)
                    need_cancel, msg = DCancelBigNumComputer().set_trade_progress(code,
                                                                                  buy_progress_index,
                                                                                  buy_exec_index,
                                                                                  total_datas,
                                                                                  m_base_val,
                                                                                  limit_up_price)
                    if need_cancel:
                        L2TradeDataProcessor.cancel_buy(code, f"D撤:{msg}", source="d_cancel")
                # limit_up_price = gpcode_manager.get_limit_up_price(code)
                # 注释掉D撤单
                # if buy_exec_index and buy_exec_index > -1:
                #     m_base_val = L2PlaceOrderParamsManager.get_base_m_val(code)
                #     need_cancel, msg = DCancelBigNumComputer().set_trade_progress(code,
                #                                                                   buy_progress_index,
                #                                                                   buy_exec_index,
                #                                                                   total_datas,
                #                                                                   m_base_val,
                #                                                                   limit_up_price)
                #     if need_cancel:
                #         L2TradeDataProcessor.cancel_buy(code, f"D撤:{msg}", source="d_cancel")

                LCancelBigNumComputer().set_trade_progress(code, buy_progress_index, total_datas)
                SecondCancelBigNumComputer().set_transaction_index(
                    code,
                    buy_progress_index)
                if buy_exec_index and buy_exec_index > -1:
                    HourCancelBigNumComputer().set_transaction_index(code, buy_progress_index)
            else:
                pass
            if buy_exec_index and buy_exec_index > -1:
                # 触发L撤上重新计算
                LCancelBigNumComputer().re_compute_l_up_watch_indexes(code)

        except Exception as e:
            hx_logger_l2_transaction.exception(e)
        finally: