默认交易模式变更/真实下单位置计算位置修改

Administrator

33 分钟以前 2f2516749615da866e96d8d24e499b7ecbb63a3e

 l2/l2_data_source_util.py

@@ -129,12 +129,22 @@
            try:
                cancel_datas.sort(key=lambda t: t["index"])
            except Exception as e:
                print("测试")
                # print("测试")
                pass
            for item in cancel_datas:
                # 提前做计算
                cls.__get_buy_index_with_cancel_data(code, item, local_today_num_operate_map)

        return cls.__get_buy_index_with_cancel_data(code, cancel_data, local_today_num_operate_map)

    # 根据买撤数据计算买入数据（华鑫原生L2数据适用）
    @classmethod
    def get_buy_index_with_cancel_data_v2(cls, cancel_data, buyno_map):
        order_no = str(cancel_data["val"]["orderNo"])
        buy_data = buyno_map.get(order_no)
        if buy_data:
            return buy_data["index"]
        return None

    # 获取没撤的笔数
    @classmethod
@@ -163,6 +173,41 @@
            return count
        return 0

        # 获取没撤的笔数

    # 获取涨停买没有撤单的数量
    @classmethod
    def get_limit_up_buy_no_canceled_count_v2(cls, code, index, total_data, canceled_buyno_map):
        data = None
        try:
            data = total_data[index]
        except Exception as e:
            logger_l2_error.error(
                f"未找到买入索引对应的数据：index-{index} total_data长度-{len(total_data) if total_data else 0} 错误原因：{str(e)}")
        val = data["val"]
        order_no = str(val["orderNo"])
        canceled_data = canceled_buyno_map.get(order_no)
        if canceled_data:
            return data["re"] - canceled_data["re"]
        else:
            return data["re"]

    @classmethod
    def get_limit_up_buy_canceled_data_v2(cls, code, index, total_data, canceled_buyno_map):
        data = None
        try:
            data = total_data[index]
        except Exception as e:
            logger_l2_error.error(
                f"未找到买入索引对应的数据：index-{index} total_data长度-{len(total_data) if total_data else 0} 错误原因：{str(e)}")
        val = data["val"]
        order_no = str(val["orderNo"])
        canceled_data = canceled_buyno_map.get(order_no)
        if canceled_data:
            return canceled_data
        else:
            return None


# if __name__ == "__main__":
#     code = "000925"