| | |
|---|
| | | if total_left_count <= THRESHOLD_COUNT and limit_up_price and total_left_num * float( |
|---|
| | | limit_up_price) < 300 * 100: |
|---|
| | | return True, f"剩余笔数({total_left_count})/金额({round(total_left_num * float(limit_up_price) * 100)})不足，成交进度：{trade_index},真实下单位置：{real_order_index}" |
|---|
| | | return False, "不满足撤单条件" |
|---|
| | | return False, f"不满足撤单条件: 成交进度-{trade_index} 真实下单位置-{real_order_index} total_left_count-{total_left_count} total_left_num-{total_left_num}" |
|---|
| | | |
|---|
| | | # 距离太近，封单不足，有大单50w大单砸下来就撤 |
|---|
| | | def need_cancel_for_p(self, code, big_sell_order_info, order_begin_pos): |
|---|
| | |
|---|
| | | cancel_result = cancel_buy_strategy.FCancelBigNumComputer().need_cancel_for_deal_fast(code) |
|---|
| | | if cancel_result[0]: |
|---|
| | | L2TradeDataProcessor.cancel_buy(code, f"F撤:{cancel_result[1]}") |
|---|
| | | else: |
|---|
| | | l2_log.f_cancel_debug(code,f"获取真实成交位的F撤未生效：{cancel_result[1]}") |
|---|
| | | except Exception as e: |
|---|
| | | logger_debug.exception(e) |
|---|
| | | |
|---|
| | |
|---|
| | | high_level_general_code_blocks, |
|---|
| | | high_level_general_block_codes) |
|---|
| | | if not blocks_compute_results: |
|---|
| | | return False, True, f"没有找到板块", [], keys |
|---|
| | | return False, True, f"没有找到板块", [], keys, [] |
|---|
| | | codes_delegate = set(cls.__CodesTradeStateManager.get_codes_by_trade_states_cache( |
|---|
| | | {trade_manager.TRADE_STATE_BUY_DELEGATED, trade_manager.TRADE_STATE_BUY_PLACE_ORDER})) |
|---|
| | | codes_success = set(cls.__CodesTradeStateManager.get_codes_by_trade_states_cache( |
|---|
