bug修复

Administrator

2024-04-23 2ef63bd4568fbe6972e674407a259d4c1e2aea45

bug修复

 l2/cancel_buy_strategy.py

@@ -1049,10 +1049,10 @@
        # 获取成交进度位与真实下单位置
        real_place_order_index_info = self.__real_place_order_index_dict.get(code)
        last_trade_progress_index = self.__last_trade_progress_dict.get(code)
        if big_sell_info is not None:
        if big_sell_info:
            last_trade_progress_index = big_sell_info[0]

        if not real_place_order_index_info or not last_trade_progress_index:
        if not real_place_order_index_info or last_trade_progress_index is None:
            return
        min_cancel_time_with_ms = None
        if big_sell_info:

 l2/l2_transaction_data_manager.py

@@ -139,7 +139,7 @@
        """
        获取当前正在成交的数据
        @param code:
        @return: [买单号,总股数,总金额]
        @return: [订单号，总股数，成交金额,成交开始时间,成交结束时间]
        """
        return cls.__dealing_order_info_dict.get(code)

@@ -158,12 +158,13 @@
            #                   data['SellNo'], data['ExecType']))

            if code not in cls.__dealing_order_info_dict:
                # 数据格式[订单号，总股数，成交金额]
                cls.__dealing_order_info_dict[code] = [data[6], data[2], data[2] * data[1]]
                # 数据格式[订单号，总股数，成交金额,成交开始时间,成交结束时间]
                cls.__dealing_order_info_dict[code] = [data[6], data[2], data[2] * data[1], data[3], data[3]]
            if cls.__dealing_order_info_dict[code][0] == data[6]:
                # 成交同一个订单号
                cls.__dealing_order_info_dict[code][1] += data[2]
                cls.__dealing_order_info_dict[code][2] += data[2] * data[1]
                cls.__dealing_order_info_dict[code][4] = data[3]
            else:
                # 保存上一条数据
                async_log_util.info(hx_logger_l2_transaction_desc, f"{code}#{cls.__dealing_order_info_dict[code]}")
@@ -174,7 +175,7 @@
                if deal_info[2] >= 2990000:
                    big_buy_datas.append(deal_info)
                # 初始化本条数据
                cls.__dealing_order_info_dict[code] = [data[6], data[2], data[2] * data[1]]
                cls.__dealing_order_info_dict[code] = [data[6], data[2], data[2] * data[1], data[3], data[3]]
        return big_buy_datas



 utils/data_export_util.py

@@ -190,8 +190,8 @@
                    logging.exception(e)
            else:
                deal_info = deal_list_dict.get(str(data["val"].get("orderNo")))
                if deal_info:
                    cancel_info = l2_huaxin_util.convert_time(deal_info[3],
                if deal_info and len(deal_info) >= 5:
                    cancel_info = l2_huaxin_util.convert_time(deal_info[4],
                                                              with_ms=True)
        format_data.append(cancel_info)
        cancel_order_info = None