丢撤单bug修复/想买单接口修改

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9 天以前 a1ecd205cc8ba08985a1ba88f9dbde3b124e5e0b

丢撤单bug修复/想买单接口修改

 cancel_strategy/s_l_h_cancel_strategy.py

@@ -1671,10 +1671,11 @@
        # 真实下单位之前的手数
        before_nums_info = []
        before_canceled_nums_info = []
        dealing_info = HuaXinBuyOrderManager.get_dealing_order_info(code)
        for wi in watch_indexes:
            data = total_data[wi]
            val = data["val"]
            cancel_data = L2DataComputeUtil.is_canceled(code, wi, total_data, canceled_buyno_map, trade_index,
            cancel_data = L2DataComputeUtil.is_canceled(code, wi, total_data, canceled_buyno_map, dealing_info[0] if dealing_info else None,
                                                        deal_order_nos)
            if str(wi) in after_place_order_index_dict:
                # 真实下单位置之后的按照权重比例来计算
@@ -1695,7 +1696,8 @@
        rate = round(canceled_num / total_num, 3)
        return rate, canceled_data_indexes, (before_nums_info, before_canceled_nums_info)

    def __compute_need_cancel(self, code, buy_exec_index, start_index, end_index, total_data, is_first_code, force_compute=False):
    def __compute_need_cancel(self, code, buy_exec_index, start_index, end_index, total_data, is_first_code,
                              force_compute=False):
        """
        L后撤单;
        撤单计算规则：计算撤单比例时，将真实下单位置之后的数据按权重（离下单位最近的权重越大）加入分子，不加入分母（总囊括手数）计算
@@ -1769,7 +1771,7 @@
                    need_compute = True
                    break
        if force_compute:
            need_compute=True
            need_compute = True
        if need_compute:
            # =====计算本批次大卖单成交量====
            sell_nos = set()
@@ -1782,17 +1784,17 @@
                        sell_nos.add(d[0])
                        total_sell_nums += d[1]
                # 获取正在成交的大卖单
                dealing_sell_order_info=HuaXinSellOrderStatisticManager.get_dealing_order_info(code)
                if dealing_sell_order_info and dealing_sell_order_info[2]>=299e4:
                dealing_sell_order_info = HuaXinSellOrderStatisticManager.get_dealing_order_info(code)
                if dealing_sell_order_info and dealing_sell_order_info[2] >= 299e4:
                    total_sell_nums += dealing_sell_order_info[1]
                total_sell_nums=total_sell_nums//100
                total_sell_nums = total_sell_nums // 100
            except Exception as e:
                l2_log.l_cancel_debug(code, f"计算总卖大单出错：{str(e)}")

            # 计算撤单比例
            watch_indexes_list = list(watch_indexes)
            watch_indexes_list.sort()
            canceled_num = total_sell_nums # 将成交的大卖单计入已撤金额
            canceled_num = total_sell_nums  # 将成交的大卖单计入已撤金额
            # 记录撤单索引
            canceled_indexes = []

@@ -1807,8 +1809,9 @@
            # 如果撤单比例设置为100%就不需要计算下单位后面的订单
            need_compute_after = abs(thresh_hold_rate - 1.00) > 0.0001

            dealing_info = HuaXinBuyOrderManager.get_dealing_order_info(code)
            for wi in watch_indexes:
                cancel_data = L2DataComputeUtil.is_canceled(code, wi, total_data, canceled_buyno_map, trade_index,
                cancel_data = L2DataComputeUtil.is_canceled(code, wi, total_data, canceled_buyno_map, dealing_info[0] if dealing_info else None,
                                                            deal_order_nos)
                if cancel_data:
                    if str(wi) in after_place_order_index_dict:
@@ -1966,7 +1969,7 @@
        @return: 是否可撤单, 撤单数据
        """
        if not deal_order_list:
            return False
            return False,''
        # 添加成交量
        if code not in self.__total_big_sell_order_list_cache:
            self.__total_big_sell_order_list_cache[code] = []
@@ -1974,7 +1977,8 @@

        # 计算是否可撤单
        total_datas = local_today_datas.get(code)
        return self.__compute_need_cancel(code, 0, total_datas[-1]["index"], total_datas[-1]["index"], total_datas, True, force_compute=True)
        return self.__compute_need_cancel(code, 0, total_datas[-1]["index"], total_datas[-1]["index"], total_datas,
                                          True, force_compute=True)

    # L后是否还有可能撤单
    def __is_l_down_can_cancel(self, code, buy_exec_index):

 l2/l2_compute_util.py

@@ -71,11 +71,11 @@
        return end_index

    @classmethod
    def is_canceled(cls, code, index, total_datas, canceled_buyno_map, trade_index, deal_order_nos):
    def is_canceled(cls, code, index, total_datas, canceled_buyno_map, dealing_buy_order_no, deal_order_nos):
        """
        是否已经撤单
        @param deal_order_nos: 成交大单集合
        @param trade_index: 成交进度位
        @param dealing_buy_order_no: 正在成交的买单号
        @param index: 索引
        @param code: 代码
        @param total_datas:
@@ -89,8 +89,10 @@
            # 已经撤单
            return cancel_data
        else:
            if trade_index and trade_index > index:
            # 正在成交的买单号大于挂的买单
            orderNo = total_datas[index]['val']['orderNo']
            if dealing_buy_order_no and orderNo < dealing_buy_order_no:
                # 成交进度大于索引位置，且还没成交
                if total_datas[index]["val"]["orderNo"] not in deal_order_nos:
                if orderNo not in deal_order_nos:
                    return total_datas[index]
            return None

 servers/data_server.py

@@ -1145,18 +1145,15 @@
                        if code in yesterday_codes:
                            continue

                        if l2_trade_util.is_in_forbidden_trade_codes(code) and code not in deal_codes:
                            # 拉黑但是没成交
                            continue

                        # 人为拉黑的需要移除
                        if HumanForbiddenManager().is_in_cache(code):
                            continue

                        if not tool.is_can_buy_code(code):
                            continue
                        # (代码,名称,涨停时间,涨幅,现手,自由市值,现价)
                        data = [code, gpcode_manager.get_code_name(code)]
                        if not tool.is_can_buy_code(code):
                            fdatas.append(data)
                            continue
                        limit_up_time = LimitUpDataConstant.get_first_limit_up_time(code)
                        limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
                        data.append(limit_up_time)