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2025-07-18 9d77f09f8792957afa1b7a9ba5879f644cd1ac62
取消测试日志
2个文件已修改
32 ■■■■■ 已修改文件
api/outside_api_command_callback.py 9 ●●●● 补丁 | 查看 | 原始文档 | blame | 历史
cancel_strategy/s_l_h_cancel_strategy.py 23 ●●●● 补丁 | 查看 | 原始文档 | blame | 历史
api/outside_api_command_callback.py
@@ -881,11 +881,9 @@
                account_available_money = trade_data_manager.AccountMoneyManager().get_available_money_cache()
                # 获取委托中的代码
                # current_delegates = huaxin_trade_record_manager.DelegateRecordManager().list_current_delegates()
                # TODO 测试
                current_delegates, update_time = huaxin_trade_record_manager.DelegateRecordManager.list_by_day(
                    tool.get_now_date_str("%Y%m%d"), None,
                    [huaxin_util.TORA_TSTP_OST_Accepted, huaxin_util.TORA_TSTP_OST_PartTraded,
                     huaxin_util.TORA_TSTP_OST_AllCanceled])
                    [huaxin_util.TORA_TSTP_OST_Accepted, huaxin_util.TORA_TSTP_OST_PartTraded])
                fdatas = []
                if current_delegates:
                    codes_set = set()
@@ -894,11 +892,6 @@
                            if int(c["direction"]) != huaxin_util.TORA_TSTP_D_Buy:
                                continue
                            code = c["securityID"]
                            # TODO 测试
                            if code != '000751':
                                continue
                            if code in codes_set:
                                continue
                            orderSysID = c.get("orderSysID")
cancel_strategy/s_l_h_cancel_strategy.py
@@ -2037,14 +2037,8 @@
        """
        统计L后监听数据信息
        @param code:
        @return:((总笔数, 总金额), (已撤笔数,已撤金额), (已成交笔数,已成交金额), 综合撤单比例, 撤单比例阈值, (200w以下撤单百分数, 200-300W撤单百分数, 300w以上撤单百分数))
        @return:((总笔数, 总金额), (已撤笔数,已撤金额), (已成交笔数,已成交金额), 综合撤单比例, 撤单比例阈值, (大单撤单比例,大单总金额,大单总笔数,大单撤单金额,大单撤单笔数))
        """
        # TODO 测试
        if code == '000751':
            self.__cancel_watch_index_info_cache[code] = (0, 1,
                                                          [4061, 4062, 4065, 4069, 4070, 4073, 4074, 4077, 4080, 4082,
                                                           4084, 4085, 4086, 4089, 4094, 4095, 4097, 4107])
            self.__real_place_order_index_dict[code] = (4098, False)
        watch_indexes_info = self.__get_watch_indexes_cache(code)
        if not watch_indexes_info:
            return None
@@ -2102,22 +2096,27 @@
            BIG_ORDER_NUM_THRESHOLD = l2_data_util.get_big_money_val(
                gpcode_manager.get_limit_up_price_as_num(code), tool.is_ge_code(code))
            # 撤单的大单信息:[(大单总手数, 大单总笔数), (大单撤单手数, 大单撤单笔数), ]
            canceled_info_of_big_orders = [[0,0],[0,0]]
            canceled_info_of_big_orders = [[0, 0], [0, 0]]
            for x in before_watch_indexed_info:
                money = limit_up_price * x[1] * 100
                if  money < BIG_ORDER_NUM_THRESHOLD:
                if money < BIG_ORDER_NUM_THRESHOLD:
                    continue
                canceled_info_of_big_orders[0][0] += x[1]
                canceled_info_of_big_orders[0][1] += 1
                if x[0] in canceled_indexes:
                    canceled_info_of_big_orders[1][0] += x[1]
                    canceled_info_of_big_orders[1][1] += 1
            #(大单撤单比例,大单总金额,大单总笔数,大单撤单金额,大单撤单笔数)
            if canceled_info_of_big_orders[0][0] > 0:
                big_order_canceled_rate =  int(round(canceled_info_of_big_orders[1][0]*100/canceled_info_of_big_orders[0][0]))
                big_order_canceled_rate = int(
                    round(canceled_info_of_big_orders[1][0] * 100 / canceled_info_of_big_orders[0][0]))
            else:
                big_order_canceled_rate = -1
            fresults.append((big_order_canceled_rate,int(canceled_info_of_big_orders[0][0]*limit_up_price*100),canceled_info_of_big_orders[0][1],int(canceled_info_of_big_orders[1][0]*limit_up_price*100), canceled_info_of_big_orders[1][1]))
            # (大单撤单比例,大单总金额,大单总笔数,大单撤单金额,大单撤单笔数)
            fresults.append((big_order_canceled_rate, int(canceled_info_of_big_orders[0][0] * limit_up_price * 100),
                             canceled_info_of_big_orders[0][1],
                             int(canceled_info_of_big_orders[1][0] * limit_up_price * 100),
                             canceled_info_of_big_orders[1][1]))
        return fresults