parent: 521058f1 | 补丁 | 提交 | show whitespace
Administrator
2024-04-10 1e4f7d33a46cfa5abf0287f62ffd08deec83b471 
只保留激进下单
1个文件已修改
38 ■■■■■ 已修改文件
l2/l2_data_manager_new.py 38 ●●●●● 补丁 | 查看 | 原始文档 | blame | 历史 
 l2/l2_data_manager_new.py


@@ -1313,25 +1313,25 @@


                order_begin_pos.sell_info = sell_info


                fast_msg = sell_info




            if not has_single:


                # 第二步：计算闪电下单信号


                has_single, _index, sell_info = cls.__compute_fast_order_begin_pos(code, compute_start_index,


                                                                                   compute_end_index)


                fast_msg = None


                if has_single:


                    order_begin_pos.mode = OrderBeginPosInfo.MODE_FAST


                    order_begin_pos.sell_info = sell_info


                elif _index is not None and _index < 0:


                    fast_msg = sell_info


                    # 第三步: 计算常规买入信号


                    has_single, _index = cls.__compute_order_begin_pos(code, max(


                        (compute_start_index - continue_count - 1) if new_add else compute_start_index, 0),


                                                                       continue_count,


                                                                       compute_end_index)


                    order_begin_pos.mode = OrderBeginPosInfo.MODE_NORMAL


                    # 获取最新的买信息


                    sell_info = cls.__L2MarketSellManager.get_current_total_sell_data(code)


                    order_begin_pos.sell_info = sell_info


            # if not has_single:


            #     # 第二步：计算闪电下单信号


            #     has_single, _index, sell_info = cls.__compute_fast_order_begin_pos(code, compute_start_index,


            #                                                                        compute_end_index)


            #     fast_msg = None


            #     if has_single:


            #         order_begin_pos.mode = OrderBeginPosInfo.MODE_FAST


            #         order_begin_pos.sell_info = sell_info


            #     elif _index is not None and _index < 0:


            #         fast_msg = sell_info


            #         # 第三步: 计算常规买入信号


            #         has_single, _index = cls.__compute_order_begin_pos(code, max(


            #             (compute_start_index - continue_count - 1) if new_add else compute_start_index, 0),


            #                                                            continue_count,


            #                                                            compute_end_index)


            #         order_begin_pos.mode = OrderBeginPosInfo.MODE_NORMAL


            #         # 获取最新的买信息


            #         sell_info = cls.__L2MarketSellManager.get_current_total_sell_data(code)


            #         order_begin_pos.sell_info = sell_info


            # 如果买入信号与上次的买入信号一样就不能算新的信号


            if cls.__last_buy_single_dict.get(code) == _index:


                has_single = None