S撤改进

Administrator

2023-08-25 2f8e9bcdc9e18db2ec96a389d1b5fdeb83ec8e80

S撤改进

 l2/cancel_buy_strategy.py

@@ -31,6 +31,8 @@
    __sCancelParamsManager = l2_trade_factor.SCancelParamsManager
    __s_big_num_cancel_compute_data_cache = {}
    __s_cancel_real_place_order_index_cache = {}
    # 成交位置
    __s_cancel_transaction_index_cache = {}

    __instance = None

@@ -114,6 +116,7 @@
    def __clear_data(self, code):
        CodeDataCacheUtil.clear_cache(self.__s_big_num_cancel_compute_data_cache, code)
        CodeDataCacheUtil.clear_cache(self.__s_cancel_real_place_order_index_cache, code)
        CodeDataCacheUtil.clear_cache(self.__s_cancel_transaction_index_cache, code)
        ks = ["s_big_num_cancel_compute_data-{}".format(code), "s_cancel_real_place_order_index-{}".format(code)]
        for key in ks:
            RedisUtils.delete_async(self.__db, key)
@@ -283,9 +286,12 @@
            self.__save_compute_data(code, process_index, buy_num, cancel_num)
        return False, None

    # 下单成功
    # 撤单成功
    def cancel_success(self, code):
        self.__clear_data(code)
    #下单成功
    def place_order_success(self, code):
        self.__clear_data(code)


# --------------------------------H撤-------------------------------

 trade/trade_result_manager.py

@@ -68,12 +68,21 @@
            logging.exception(e)
            logger_l2_error.exception(e)

    def s_cancel(code):
        try:
            SecondCancelBigNumComputer().place_order_success(code)
        except Exception as e:
            logging.exception(e)
            logger_l2_error.exception(e)

    buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set, volume_rate = tradePointManager.get_buy_compute_start_data_cache(
        code)

    clear_max_buy1_volume(code)
    safe_count(code, buy_single_index, buy_exec_index)
    h_cancel(code, buy_single_index, buy_exec_index)
    s_cancel(code)
    # H撤暂时不生效
    # h_cancel(code, buy_single_index, buy_exec_index)
    l_cancel(code)
    tradePointManager.delete_buy_cancel_point(code)