增加L撤比例API输出

Administrator

2025-03-20 7534d2cb9570836c2308b75314ba57c8eabc1261

增加L撤比例API输出

 api/outside_api_command_callback.py

@@ -14,7 +14,7 @@
import constant
import inited_data
import outside_api_command_manager
from cancel_strategy.s_l_h_cancel_strategy import SCancelBigNumComputer
from cancel_strategy.s_l_h_cancel_strategy import SCancelBigNumComputer, LCancelRateManager
from code_attribute import gpcode_manager, code_volumn_manager, zyltgb_util
from code_attribute.code_data_util import ZYLTGBUtil
from code_attribute.code_l1_data_manager import L1DataManager
@@ -1062,6 +1062,8 @@
                                            break
                            except:
                                pass
                            # L撤比例
                            l_down_cancel_rate, must_buy = LCancelRateManager.get_cancel_rate(code)
                            fdata = {"id": orderSysID, "code_info": (code, code_name), "total_num": total_nums,
                                     "finish_num": deal_or_cancel_num,
                                     "buy1_money": output_util.money_desc(buy1_money),
@@ -1084,7 +1086,8 @@
                                     "limit_up_price": gpcode_manager.get_limit_up_price_as_num(code),
                                     "is_near_big_order": is_near_big_order,
                                     "block": '',
                                     "trade_queue": []
                                     "trade_queue": [],
                                     "l_down_cancel_rate":l_down_cancel_rate
                                     }
                            limit_up_data = kpl_data_manager.KPLLimitUpDataRecordManager.record_code_dict.get(code)
                            # 获取当前板块

 cancel_strategy/s_l_h_cancel_strategy.py

@@ -567,7 +567,7 @@

    # 获取撤单比例,返回（撤单比例,是否必买）
    @classmethod
    def get_cancel_rate(cls, code, buy_exec_time, is_up=False, is_l_down_recomputed=False, buy_mode=None):
    def get_cancel_rate(cls, code, is_up=False, is_l_down_recomputed=False, buy_mode=None):
        try:
            must_buy = cls.__MustBuyCodesManager.is_in_cache(code)
            if buy_mode == OrderBeginPosInfo.MODE_RADICAL:
@@ -1479,8 +1479,7 @@
        # 计算监听的总条数
        total_num = 0
        max_num = 0
        thresh_hold_rate, must_buy = LCancelRateManager.get_cancel_rate(code,
                                                                        total_data[buy_exec_index]["val"]["time"])
        thresh_hold_rate, must_buy = LCancelRateManager.get_cancel_rate(code)

        for wi in watch_indexes:
            if str(wi) in after_place_order_index_dict:
@@ -1618,9 +1617,7 @@
                    else:
                        canceled_count_weight += WATCH_INDEX_WEIGHTS[-1]
            rate = round(canceled_count_weight / total_count_weight, 3)
            thresh_cancel_rate, must_buy = LCancelRateManager.get_cancel_rate(code,
                                                                              total_data[buy_exec_index]["val"]["time"],
                                                                              is_up=True)
            thresh_cancel_rate, must_buy = LCancelRateManager.get_cancel_rate(code, is_up=True)
            l2_log.l_cancel_debug(code, f"计算范围：{start_index}-{end_index},L前已撤单比例：{rate}/{thresh_cancel_rate}")
            if rate >= thresh_cancel_rate:
                # 计算成交进度位置到当前下单位置的纯买额
@@ -1773,8 +1770,7 @@
            total_nums += val["num"]
            if left_count > 0 and index < trade_index:
                total_deal_nums += val["num"]
        thresh_hold_rate, must_buy = LCancelRateManager.get_cancel_rate(code,
                                                                        total_datas[buy_exec_index]["val"]["time"])
        thresh_hold_rate, must_buy = LCancelRateManager.get_cancel_rate(code)
        if total_deal_nums / total_nums > 1 - thresh_hold_rate - 0.05:
            return False
        return True