++++++++++++++++
取消不必要的并行计算框架
| | |
| | | dask_result = is_need_cancel(f1, f2, f3, f4, f5, f6, f7) |
| | | if is_first_code: |
| | | dask_result = is_need_cancel(f3, f4, f7) |
| | | |
| | | l2_log.debug(code, "撤单计算开始") |
| | | cancel_data, cancel_msg = dask_result.compute() |
| | | |
| | | l2_log.debug(code, "撤单计算结束") |
| | | _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time, |
| | | "已下单-撤单 判断是否需要撤单") |
| | | |
| | | if cancel_data: |
| | | l2_log.debug(code, "触发撤单,撤单位置:{} ,撤单原因:{}", cancel_data["index"], cancel_msg) |
| | | l2_log.trade_record(code, "撤单", "'index':{} , 'msg':'{}'", cancel_data["index"], cancel_msg) |
| | |
| | | cls.__save_order_begin_data(code, buy_single_index, compute_index, compute_index, |
| | | buy_nums, buy_count, max_num_set_new, |
| | | cls.volume_rate_info[code][0]) |
| | | l2_log.debug(code, "__save_order_begin_data") |
| | | limit_up_time_manager.LimitUpTimeManager().save_limit_up_time(code, |
| | | total_datas[compute_index][ |
| | | "val"]["time"]) |
| | | l2_log.debug(code, "save_limit_up_time") |
| | | cls.__virtual_buy(code, buy_single_index, compute_index, capture_time) |
| | | l2_log.debug(code, "__virtual_buy") |
| | | l2_data_manager.TradePointManager().delete_buy_cancel_point(code) |
| | | l2_log.debug(code, "delete_buy_cancel_point") |
| | | # 暂时不需要 |
| | | # f5 = dask.delayed(L2LimitUpMoneyStatisticUtil.process_data)(code, buy_single_index, |
| | | # compute_index, |