| | |
| | | cancel_result = cls.__cancel_buy(code) |
| | | if cancel_result: |
| | | trade_result_manager.real_cancel_success(code, order_begin_pos.buy_single_index, |
| | | order_begin_pos.buy_exec_index, total_datas) |
| | | order_begin_pos.buy_exec_index, total_datas,from_real_cancel = True) |
| | | l2_log.debug(code, "执行撤单结束,原因:{}", msg) |
| | | return True |
| | | |
| | |
| | | |
| | | |
| | | if __name__ == "__main__": |
| | | print(L2DataUtil.get_time_with_ms({"time": "10:00:00", "tms": 490})) |
| | | print(L2DataUtil.time_sub_as_ms({"time": "09:46:05", "tms": 480}, {"time": "09:46:04", "tms": 90})) |
| | |
| | | |
| | | |
| | | # 真实撤成功 |
| | | def real_cancel_success(code, buy_single_index, buy_exec_index, total_datas): |
| | | def real_cancel_success(code, buy_single_index, buy_exec_index, total_datas, from_real_cancel=False): |
| | | """ |
| | | 撤单 |
| | | @param code: |
| | | @param buy_single_index: |
| | | @param buy_exec_index: |
| | | @param total_datas: |
| | | @param from_real_cancel: 是否是真实撤单 |
| | | @return: |
| | | """ |
| | | # 取消买入标识 |
| | | l2_data_manager.TradePointManager().delete_buy_point(code) |
| | | SCancelBigNumComputer().cancel_success(code) |
| | |
| | | FCancelBigNumComputer().cancel_success(code) |
| | | GCancelBigNumComputer().cancel_success(code) |
| | | # 记录最近的撤单时间 |
| | | __latest_cancel_l2_data_dict[code] = total_datas[-1] |
| | | if from_real_cancel: |
| | | __latest_cancel_l2_data_dict[code] = total_datas[-1] |
| | | |
| | | |
| | | # 根据撤单时间判断是否可以下单 |