| | |
|---|
| | | if L2DataUtil.is_limit_up_price_buy(buyno_map[buy_no]["val"]): |
|---|
| | | buy_progress_index = buyno_map[buy_no]["index"] |
|---|
| | | break |
|---|
| | | if buy_progress_index is None and buy_exec_index is not None: |
|---|
| | | if buy_progress_index is None and buy_exec_index is not None and buy_exec_index >= 0: |
|---|
| | | # 没有找到真实成交进度位且有买入执行位置 |
|---|
| | | # 根据最近的成交买单号计算真实成交位置 |
|---|
| | | try: |
|---|
| | |
|---|
| | | # if big_money_count > 0: |
|---|
| | | # LCancelRateManager.compute_big_num_deal_rate(code) |
|---|
| | | |
|---|
| | | buy_progress_index, is_similar = cls.__compute_latest_trade_progress(code, fdatas) |
|---|
| | | buy_progress_index, is_similar = cls.__compute_latest_trade_progress(code, fdatas, |
|---|
| | | order_begin_pos.buy_exec_index) |
|---|
| | | |
|---|
| | | if buy_progress_index is not None: |
|---|
| | | buy_progress_index_changed = cls.__TradeBuyQueue.set_traded_index(code, buy_progress_index, |
|---|
| | | total_datas) |
|---|
| | | l2_log.info(code, logger_l2_trade_buy_queue, "获取成交位置成功： code-{} index-{}", code, buy_progress_index) |
|---|
| | | l2_log.info(code, logger_l2_trade_buy_queue, "获取成交位置成功： code-{} index-{} is_similar-{}", code, buy_progress_index, is_similar) |
|---|
| | | if is_placed_order: |
|---|
| | | # NewGCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index, |
|---|
| | | # buy_progress_index) |
|---|
