| | |
|---|
| | | if l2_data_manager_new.L2TradeDataProcessor.get_active_buy_blocks(code): |
|---|
| | | mode_descs.append("身位") |
|---|
| | | |
|---|
| | | current_total_sell_data = L2MarketSellManager().get_current_total_sell_data(code) |
|---|
| | | sell_info = None |
|---|
| | | if current_total_sell_data: |
|---|
| | | sell_info = (current_total_sell_data[0], current_total_sell_data[1]) |
|---|
| | | |
|---|
| | | if _type == L2TradeSingleDataManager.TYPE_PASSIVE and mode_descs: |
|---|
| | | # 被动下单且大单数量大于0/激进下单板块就可以激进下单 |
|---|
| | | mode_descs.insert(0, "成交触发") |
|---|
| | |
|---|
| | | buy_volume_rate=volume_rate, |
|---|
| | | mode=OrderBeginPosInfo.MODE_ACTIVE, |
|---|
| | | mode_desc=",".join(mode_descs), |
|---|
| | | sell_info=None, |
|---|
| | | sell_info=sell_info, |
|---|
| | | threshold_money=0) |
|---|
| | | l2_data_manager_new.L2TradeDataProcessor.save_order_begin_data(code, order_begin_pos) |
|---|
| | | l2_log.debug(code, "激进下单，获取到买入执行位置：{} 成交数据触发模式：{} 大单数量：{}", |
|---|
| | |
|---|
| | | buy_volume_rate=volume_rate, |
|---|
| | | mode=OrderBeginPosInfo.MODE_FAST, |
|---|
| | | mode_desc="成交触发", |
|---|
| | | sell_info=None, |
|---|
| | | sell_info=sell_info, |
|---|
| | | threshold_money=0) |
|---|
| | | l2_data_manager_new.L2TradeDataProcessor.save_order_begin_data(code, order_begin_pos) |
|---|
| | | l2_log.debug(code, "非激进下单，获取到买入执行位置：{} 成交数据触发模式：{}", |
|---|
| | | order_begin_pos.buy_exec_index, |
|---|
| | | _type) |
|---|
| | | l2_data_manager_new.L2TradeDataProcessor.start_buy(code, total_datas[-1], total_datas[-1]["index"], |
|---|
| | | l2_data_manager_new.L2TradeDataProcessor.start_buy(code, total_datas[-1], |
|---|
| | | total_datas[-1]["index"], |
|---|
| | | True) |
|---|
| | | break |
|---|
| | | except Exception as e: |
|---|
