09:30之前的委托卖撤单

Administrator

2024-10-23 7b4d9516a325d366d27769926534c9d61e0d28e8

09:30之前的委托卖撤单

 trade/huaxin_trade_api.py

@@ -53,6 +53,9 @@
        results = order(2, code, volume, price)
        async_log_util.info(hx_logger_trade_debug, f"自动卖出可转债结果：{results}")

    def __re_sell(code, volume, price):
        order(2, code, volume, price)

    def __process_order(data):
        code = data["securityID"]
        accountID = data["accountID"]
@@ -66,25 +69,36 @@
        limitPrice = data.get("limitPrice")
        volume = data.get("volume")
        sinfo = data.get("sinfo")
        cancelTime = data.get("cancelTime")

        order = HuaxinOrderEntity(code, orderStatus, orderRef, accountID, orderSysID,
        orderEntity = HuaxinOrderEntity(code, orderStatus, orderRef, accountID, orderSysID,
                                  insertTime=insertTime, acceptTime=acceptTime,
                                  insertDate=insertDate, direction=direction)
        try:
            if str(order.direction) == str(huaxin_util.TORA_TSTP_D_Sell):
            if str(orderEntity.direction) == str(huaxin_util.TORA_TSTP_D_Sell):
                try:
                    if huaxin_util.is_can_cancel(order.orderStatus):
                    if huaxin_util.is_can_cancel(orderEntity.orderStatus):
                        DelegateSellOrderManager.add_delegate_sell_order(
                            (order.orderSysID, order.code, order.insertTime, limitPrice))
                    elif huaxin_util.is_canceled(order.orderStatus):
                        DelegateSellOrderManager.cancel_delegate_sell_order(order.orderSysID)
                    elif order.orderStatus == huaxin_util.TORA_TSTP_OST_AllTraded:
                        DelegateSellOrderManager.deal_delegate_sell_order(order.orderSysID)
                            (orderEntity.orderSysID, orderEntity.code, orderEntity.insertTime, limitPrice))
                    elif huaxin_util.is_canceled(orderEntity.orderStatus):
                        # 9:30之前下的单需要重新下单
                        if cancelTime and int(cancelTime.replace(":", "")) >= int("093000"):
                            delegate_data = DelegateSellOrderManager.get_delegate_sell_order_by_order_sys_id(orderSysID)
                            if delegate_data and int(delegate_data[2].replace(":", "")) < int("093000"):
                                # TODO需要重新下单
                                deal_price = L2DataProcessor.get_deal_price(code)
                                if deal_price:
                                    sell_price = tool.get_buy_min_price(deal_price)
                                    __re_sell(code, volume, sell_price)

                        DelegateSellOrderManager.cancel_delegate_sell_order(orderEntity.orderSysID)
                    elif orderEntity.orderStatus == huaxin_util.TORA_TSTP_OST_AllTraded:
                        DelegateSellOrderManager.deal_delegate_sell_order(orderEntity.orderSysID)
                except Exception as e:
                    hx_logger_trade_debug.exception(e)
                # 刷新持仓列表
                huaxin_trade_data_update.add_position_list()
                if huaxin_util.is_deal(order.orderStatus):
                if huaxin_util.is_deal(orderEntity.orderStatus):
                    # 如果成交了需要刷新委托列表
                    huaxin_trade_data_update.add_delegate_list("卖成交")
            else:
@@ -98,9 +112,10 @@
                        # 卖出可转债
                        __sell_cb_code(code, volume)
            # TradeResultProcessor.process_buy_order(order)
            need_watch_cancel = TradeResultProcessor.process_sell_order(order)
            need_watch_cancel = TradeResultProcessor.process_sell_order(orderEntity)
            if need_watch_cancel:
                threading.Thread(target=lambda: __cancel_order(order.code, order.orderRef), daemon=True).start()
                threading.Thread(target=lambda: __cancel_order(orderEntity.code, orderEntity.orderRef),
                                 daemon=True).start()
        finally:
            try:
                # 加入2次，增大加入成功率

 trade/huaxin_trade_record_manager.py

@@ -281,6 +281,15 @@
        return orders

    @classmethod
    def get_delegate_sell_order_by_order_sys_id(cls, orderSysID):
        """
        获取处于委托状态的卖单
        :param code:
        :return: [(orderSysID, securityID, insertTime, limitPrice)]
        """
        return cls.__delegate_orders_dict.get(orderSysID)

    @classmethod
    def add_delegate_sell_order(cls, data):
        """
        添加委托