新F撤完善/L撤参数修改

Administrator

2024-01-12 669fe130789f025851572839c7cc7ecf745a07d3

新F撤完善/L撤参数修改

 l2/cancel_buy_strategy.py

@@ -833,7 +833,7 @@
    @classmethod
    def get_cancel_rate(cls, code, buy_exec_time, is_up=False):
        # 下单10s内撤单比例为设置为29%
        if tool.trade_time_sub(tool.get_now_time_str(), buy_exec_time) <= 10:
        if not is_up and tool.trade_time_sub(tool.get_now_time_str(), buy_exec_time) <= 15:
            return 0.29, False
        try:
            must_buy_cancel_rate = cls.__MustBuyCodesManager.get_cancel_rate_cache(code)
@@ -1594,7 +1594,7 @@
        if transaction_data[2] > buy_data["val"]["num"] * 100 * 0.5:
            return True, "快速成交了50%以上"
        else:
            return False, ""
            return False, "快速成交了50%以下"

    # 设置真实的下单位置,返回是否需要撤单
    def set_real_order_index(self, code, index):

 l2/l2_transaction_data_manager.py

@@ -11,7 +11,7 @@
from l2 import l2_data_util, l2_data_manager, transaction_progress, l2_data_source_util
from l2.cancel_buy_strategy import LCancelRateManager, LCancelBigNumComputer, \
    SecondCancelBigNumComputer, HourCancelBigNumComputer, \
    GCancelBigNumComputer
    GCancelBigNumComputer, FCancelBigNumComputer
from l2.l2_data_manager_new import L2TradeDataProcessor
from l2.l2_data_util import L2DataUtil, local_today_canceled_buyno_map
from log_module import async_log_util
@@ -116,6 +116,16 @@

            order_begin_pos = l2_data_manager.TradePointManager().get_buy_compute_start_data_cache(code)

            if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:
                # 已经下单的需要统计F撤
                try:
                    for d in datas:
                        if FCancelBigNumComputer().need_cancel(d)[0]:
                            L2TradeDataProcessor.cancel_buy(code, "F撤撤单")
                            order_begin_pos = None
                            break
                except Exception as e:
                    async_log_util.error(hx_logger_l2_debug, str(e))
            # 计算已经成交的大单
            big_money_count = 0
            for d in datas: