Bug修复

Administrator

2023-11-20 6f96cfd1ecca94d043f2604128eb7854ab9042f4

Bug修复

 l2/cancel_buy_strategy.py

@@ -471,6 +471,8 @@
        # 计算观察索引，倒序计算

    def __compute_watch_index(self, code, buy_single_index):
        if buy_single_index is None:
            return
        if self.__cancel_watch_indexs_cache.get(code):
            return
        real_place_order_index = self.__SecondCancelBigNumComputer.get_real_place_order_index_cache(code)
@@ -709,6 +711,11 @@
    # 返回监听范围与已撤单索引
    def get_watch_index_dict(self, code):
        return {}, set()

    def start_compute_watch_indexes(self,code,buy_single_index):
        self.__compute_watch_index(code, buy_single_index)




# ---------------------------------D撤-------------------------------
@@ -1215,6 +1222,10 @@
            return
        self.__last_trade_progress_dict[code] = index

        if not self.__is_l_down_can_cancel(code):
            # L后已经不能守护
            HourCancelBigNumComputer().start_compute_watch_indexes(code, buy_single_index)

        # 重新计算成交位置临近大单撤单
        self.__compute_trade_progress_near_by_indexes(code, buy_single_index, index + 1,
                                                      self.__real_place_order_index_dict.get(code))
@@ -1265,8 +1276,6 @@
                if left_count > 0:
                    watch_indexes.add(data["index"])
                    break
        # 移除当前index
        watch_indexes.discard(index)
        self.__set_watch_indexes(code, buy_single_index, watch_indexes)

    def __compute_need_cancel(self, code, buy_exec_index, start_index, end_index, total_data, is_first_code):
@@ -1408,6 +1417,34 @@

        return False, None

    # L后是否还有可能撤单
    def __is_l_down_can_cancel(self, code):
        watch_indexes = self.__get_watch_indexes_cache(code)
        if not watch_indexes:
            return True
        trade_index = self.__last_trade_progress_dict.get(code)
        if trade_index is None:
            return True
        # 计算已经成交的比例
        total_datas = local_today_datas.get(code)
        total_deal_nums=0
        total_nums = 1
        for index in watch_indexes:
            data = total_datas[index]
            val = data["val"]
            left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(code,
                                                                                                     index,
                                                                                                     total_datas,
                                                                                                     local_today_canceled_buyno_map.get(
                                                                                                         code))
            total_nums +=val["num"]
            if left_count >0 and index < trade_index:
                total_deal_nums+=val["num"]
        thresh_hold_rate = LCancelRateManager.get_cancel_rate(code)
        if  total_deal_nums/total_nums > 1 - thresh_hold_rate-0.05:
            return False
        return True

    def need_cancel(self, code, buy_exec_index, start_index, end_index, total_data, is_first_code):
        if buy_exec_index is None:
            return False, "尚未找到下单位置", ""
@@ -1437,6 +1474,9 @@
                raise e
        return can_cancel, cancel_data, extra_msg




    def place_order_success(self, code):
        self.clear(code)