D撤守护时间修改

Administrator

2023-09-15 13da03f482e274f37b8f8de942b0e19bb9c26eb3

D撤守护时间修改

 constant.py

@@ -106,7 +106,7 @@
# D撤单
# 守护时间
D_CANCEL_EXPIRE_TIME = 120
D_CANCEL_START_TIME = 2
D_CANCEL_START_TIME = 0
D_CANCEL_RATE = 0.5

# L撤

 huaxin_client/trade_client.py

@@ -873,10 +873,6 @@
                    if not orderSysID and orderRef is None:
                        raise Exception("没有找到系统订单号或者报单引用")
                    req_rid_dict[sinfo] = (client_id, request_id, sk)
                    threading.Thread(
                        target=lambda: self.__tradeSimpleApi.cancel_buy(code, sinfo, order_sys_id=orderSysID,
                                                                        order_ref=orderRef), daemon=True).start()

                    self.trade_thread_pool.submit(
                        lambda: self.__tradeSimpleApi.cancel_buy(code, sinfo, order_sys_id=orderSysID,
                                                                 order_ref=orderRef))

 l2/cancel_buy_strategy.py

@@ -643,8 +643,7 @@
            left_num += val['num'] * left_count
        # 剩下的不足动态M值的1/2
        rate = round(float(limit_up_price) * left_num * 100 / m_base_value, 3)
        logger_l2_d_cancel.info(
            f"{code}成交进度({index})到下单位置({real_order_index})的剩余笔数：{left_num},撤单比例：{rate},m值:{m_base_value}")
        l2_log.d_cancel_debug(code, f"成交进度({index})到下单位置({real_order_index})的剩余笔数：{left_num},撤单比例：{rate},m值:{m_base_value}")
        if rate < constant.D_CANCEL_RATE:
            l2_log.cancel_debug(code, "D撤撤单，比例为：{}，目标比例{}", rate, constant.D_CANCEL_RATE)
            return True, f"D撤比例为：{rate}"
@@ -653,7 +652,7 @@
    # 设置真实的下单位置
    def set_real_order_index(self, code, index):
        self.__set_real_order_index(code, index)
        logger_l2_d_cancel.info(f"{code}下单位置设置：{index}")
        l2_log.d_cancel_debug(code, f"下单位置设置：{index}")

    def place_order_success(self, code):
        self.clear(code)

 l2/l2_log.py

@@ -41,6 +41,9 @@
    __add_async_log(logger_l2_l_cancel, code, content, *args)


def d_cancel_debug(code, content, *args):
    __add_async_log(logger_l2_l_cancel, code, content, *args)

# 交易记录
def trade_record(code, type, content, *args):
    if len(args) > 0:

 third_data/data_server.py

@@ -514,7 +514,9 @@
                                                                                 limit_up_record_datas,
                                                                                 yesterday_current_limit_up_codes,
                                                                                 before_blocks_dict):
                                            l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, f"涨停原因（{ limit_up_reasons.get(code)}）不是老大撤单", "板块撤")
                                            pass
                                            # TODO 测试暂时注释
                                            # l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, f"涨停原因（{ limit_up_reasons.get(code)}）不是老大撤单", "板块撤")
                            except Exception as e:
                                logger_debug.exception(e)
                kpl_data_manager.KPLLimitUpDataRecordManager.save_record(tool.get_now_date_str(), result_list_)

 trade/l2_trade_factor.py

@@ -231,7 +231,7 @@
        rates = [0.34, 0.44, 0.54, 0.64, 0.74, 0.84, 0.94, 1.04]
        if volume_rate_index >= len(rates):
            volume_rate_index = -1
        return 0.59  # rates[volume_rate_index]
        return 0.79  # rates[volume_rate_index]


# H撤参数