| | |
|---|
| | | l2_log.debug(code, "触发撤单，撤单位置：{} ，撤单原因：{}", cancel_data["index"], cancel_msg) |
|---|
| | | l2_log.trade_record(code, "撤单", "'index':{} , 'msg':'{}'", cancel_data["index"], cancel_msg) |
|---|
| | | # 撤单 |
|---|
| | | if cls.cancel_buy(code, cancel_msg): |
|---|
| | | # _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time, |
|---|
| | | # "已下单-撤单 耗时") |
|---|
| | | # 撤单成功，继续计算下单 |
|---|
| | | cls.__process_not_order(code, cancel_data["index"] + 1, end_index, capture_time, is_first_code) |
|---|
| | | # _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time, |
|---|
| | | # "处理剩余数据 耗时") |
|---|
| | | else: |
|---|
| | | # 撤单尚未成功 |
|---|
| | | pass |
|---|
| | | cls.cancel_buy(code, cancel_msg) |
|---|
| | | # _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time, |
|---|
| | | # "已下单-撤单 耗时") |
|---|
| | | # 撤单成功，继续计算下单 |
|---|
| | | cls.__process_not_order(code, cancel_data["index"] + 1, end_index, capture_time, is_first_code) |
|---|
| | | # _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time, |
|---|
| | | # "处理剩余数据 耗时") |
|---|
| | | else: |
|---|
| | | pass |
|---|
| | | |
|---|
| | |
|---|
| | | l2_log.debug(code, "获取到买入执行位置：{} m值：{} 纯买手数：{} 纯买单数：{} 数据：{} ,量比:{} ", compute_index, threshold_money, |
|---|
| | | buy_nums, |
|---|
| | | buy_count, total_datas[compute_index], cls.volume_rate_info[code]) |
|---|
| | | |
|---|
| | | cls.__save_order_begin_data(code, buy_single_index, compute_index, compute_index, |
|---|
| | | buy_nums, buy_count, max_num_set_new, |
|---|
| | | cls.volume_rate_info[code][0]) |
|---|
| | | l2_log.debug(code, "__save_order_begin_data") |
|---|
| | | cls.__LimitUpTimeManager.save_limit_up_time(code, total_datas[compute_index]["val"]["time"]) |
|---|
| | | l2_log.debug(code, "save_limit_up_time") |
|---|
| | | cls.__virtual_buy(code, buy_single_index, compute_index, capture_time) |
|---|
| | | l2_log.debug(code, "__virtual_buy") |
|---|
| | | cls.__TradePointManager.delete_buy_cancel_point(code) |
|---|
| | | l2_log.debug(code, "delete_buy_cancel_point") |
|---|
| | | # 直接下单 |
|---|
| | | cls.__buy(code, capture_time, total_datas[compute_index], compute_index, is_first_code) |
|---|
| | | |
|---|
| | | # 数据是否处理完毕 |
|---|
| | | if compute_index >= compute_end_index: |
|---|
| | | # need_cancel, cancel_data = cls.__SecondCancelBigNumComputer.need_cancel(code, buy_single_index, |
|---|
| | | # compute_index, |
|---|
| | | # buy_single_index, compute_index, |
|---|
| | | # total_datas, is_first_code, |
|---|
| | | # cls.volume_rate_info[code][1], |
|---|
| | | # cls.volume_rate_info[code][1], |
|---|
| | | # True) |
|---|
| | | # _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time, |
|---|
| | | # "S级大单处理耗时", force=True) |
|---|
| | | # l2_log.debug(code, "数据处理完毕，下单, 数据截图时间-{}", capture_time) |
|---|
| | | # 数据已经处理完毕，如果还没撤单就实际下单 |
|---|
| | | # if need_cancel: |
|---|
| | | # if cls.cancel_buy(code, "S级大单撤销"): |
|---|
| | | # # 执行撤单成功 |
|---|
| | | # pass |
|---|
| | | # else: |
|---|
| | | # cls.__buy(code, capture_time, total_datas[compute_index], compute_index, is_first_code) |
|---|
| | | pass |
|---|
| | | else: |
|---|
| | | # cls.__SecondCancelBigNumComputer.need_cancel(code, buy_single_index, compute_index, buy_single_index, |
|---|
| | | # compute_index, total_datas, is_first_code, |
|---|
| | | # cls.volume_rate_info[code][1], |
|---|
| | | # cls.volume_rate_info[code][1], False) |
|---|
| | | # l2_log.debug(code, "S级大单处理") |
|---|
| | | |
|---|
| | | # _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time, |
|---|
| | | # "S级大单处理耗时", force=True) |
|---|
| | | # 数据尚未处理完毕，进行下一步处理 |
|---|
| | | # l2_log.debug(code, "数据尚未处理完毕，进行下一步处理，处理进度：{} end_index:{}", compute_index, compute_end_index) |
|---|
| | | # 处理撤单步骤 |
|---|
| | | if compute_index < compute_end_index: |
|---|
| | | cls.__process_order(code, compute_index + 1, compute_end_index, capture_time, is_first_code, False) |
|---|
| | | else: |
|---|
| | | # 未达到下单条件，保存纯买额，设置纯买额 |
|---|
