bug修复

Administrator

2023-09-11 2b01412bb139aefe3b4e6be1ca02115d24dbeabb

bug修复

 l2/cancel_buy_strategy.py

@@ -23,7 +23,7 @@
from trade import trade_queue_manager, l2_trade_factor
from l2 import l2_log, l2_data_source_util
from l2.l2_data_util import L2DataUtil, local_today_num_operate_map, local_today_datas
from log_module.log import logger_buy_1_volumn, logger_l2_d_cancel
from log_module.log import logger_buy_1_volumn, logger_l2_d_cancel, logger_l2_l_cancel
from utils.tool import CodeDataCacheUtil


@@ -1093,21 +1093,27 @@
            for min_money in MIN_MONEYS:
                watch_indexes = set()
                for i in range(end_index, start_index, -1):
                    data = total_datas[i]
                    val = data['val']
                    if not L2DataUtil.is_limit_up_price_buy(val):
                        continue
                    # 小金额过滤
                    if float(val['price']) * val['num'] < min_money * 100:
                        continue
                    left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count(code, i,
                                                                                                          total_datas,
                                                                                                          local_today_num_operate_map.get(
                                                                                                              code))
                    if left_count > 0:
                        watch_indexes.add(i)
                        if len(watch_indexes) >= 5:
                            break
                    # if i > len(total_datas):
                    #     continue
                    try:
                        data = total_datas[i]
                        val = data['val']
                        if not L2DataUtil.is_limit_up_price_buy(val):
                            continue
                        # 小金额过滤
                        if float(val['price']) * val['num'] < min_money * 100:
                            continue
                        left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count(code, i,
                                                                                                              total_datas,
                                                                                                              local_today_num_operate_map.get(
                                                                                                                  code))
                        if left_count > 0:
                            watch_indexes.add(i)
                            if len(watch_indexes) >= 5:
                                break
                    except Exception as e:
                        logger_l2_l_cancel.error(f"{code}: {start_index}-{end_index}")
                        logger_l2_l_cancel.exception(e)
                if watch_indexes:
                    self.__set_watch_indexes(code, watch_indexes)
                    l2_log.l_cancel_debug(code, f"设置监听范围， 数据范围：{start_index}-{end_index} 监听范围-{watch_indexes}")