L后撤单添加日志

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1 天以前 3d0f5776958434c1d19179f7427a4773c6f7383c

L后撤单添加日志

 cancel_strategy/s_l_h_cancel_strategy.py

@@ -1806,9 +1806,10 @@
            canceled_buyno_map = local_today_canceled_buyno_map.get(code)

            # 如果撤单比例设置为100%就不需要计算下单位后面的订单
            need_compute_after = abs(thresh_hold_rate - 1.00) > 0.0001
            need_compute_after = False if thresh_hold_rate - 1.00 >= -0.0001 else True

            dealing_info = HuaXinBuyOrderManager.get_dealing_order_info(code)
            canceled_watch_indexes = set()
            for wi in watch_indexes:
                cancel_data = L2DataComputeUtil.is_canceled(code, wi, total_data, canceled_buyno_map,
                                                            dealing_info[0] if dealing_info else None,
@@ -1827,6 +1828,7 @@
                                10 - after_place_order_index_by_dict[str(wi)]) // 10
                    else:
                        canceled_num += total_data[wi]["val"]["num"]
                    canceled_watch_indexes.add(wi)
                    canceled_indexes.append(cancel_data["index"])
                # if wi == watch_indexes_list[-1] and left_count == 0:
                #     # 离下单位置最近的一个撤单，必须触发撤单
@@ -1854,6 +1856,7 @@
                thresh_hold_rate = min(0.49, thresh_hold_rate)
            l2_log.l_cancel_debug(code,
                                  f"L后计算范围：{start_index}-{end_index},已撤单比例：{rate}/{thresh_hold_rate},  下单位之后的索引：{after_place_order_index_dict}, 最大单-({max_num}，{max_num_count}), 人为设置-{cancel_rate_info}, 真实下单位-{real_place_order_info}, 大卖单成交：{total_sell_nums}手")
            l2_log.l_cancel_debug(code, f"L后已撤手数：{canceled_num}/{total_num} 撤单索引：{canceled_watch_indexes}")
            if rate >= thresh_hold_rate:
                canceled_indexes.sort()
                l2_log.l_cancel_debug(code, f"L后撤单,撤单位置：{canceled_indexes[-1]}")