默认交易模式变更/真实下单位置计算位置修改

Administrator

10 小时以前 2f2516749615da866e96d8d24e499b7ecbb63a3e

 l2/l2_compute_util.py

@@ -69,3 +69,28 @@
                if total_count >= max_count:
                    return i
        return end_index

    @classmethod
    def is_canceled(cls, code, index, total_datas, canceled_buyno_map, trade_index, deal_order_nos):
        """
        是否已经撤单
        @param deal_order_nos: 成交大单集合
        @param trade_index: 成交进度位
        @param index: 索引
        @param code: 代码
        @param total_datas:
        @param canceled_buyno_map:撤单的订单号
        @return:
        """
        cancel_data = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_canceled_data_v2(code, index,
                                                                                              total_datas,
                                                                                              canceled_buyno_map)
        if cancel_data:
            # 已经撤单
            return cancel_data
        else:
            if trade_index and trade_index > index:
                # 成交进度大于索引位置，且还没成交
                if total_datas[index]["val"]["orderNo"] not in deal_order_nos:
                    return total_datas[index]
            return None