++++++++++++++++ bug修复

Administrator

2023-08-17 b6011a89140258b62fa8538c156990d1fbe6648a

++++++++++++++++
bug修复

 l2/l2_data_manager_new.py

@@ -489,12 +489,12 @@

        # S撤
        # @dask.delayed
        def s_cancel():
        def s_cancel(_buy_single_index,_buy_exec_index):
            _start_time = round(t.time() * 1000)
            # S撤单计算，看秒级大单撤单
            try:
                b_need_cancel, b_cancel_data = cls.__SecondCancelBigNumComputer.need_cancel(code, buy_single_index,
                                                                                            buy_exec_index, start_index,
                b_need_cancel, b_cancel_data = cls.__SecondCancelBigNumComputer.need_cancel(code, _buy_single_index,
                                                                                            _buy_exec_index, start_index,
                                                                                            end_index, total_data,
                                                                                            code_volumn_manager.get_volume_rate_index(
                                                                                                buy_volume_rate),
@@ -505,6 +505,8 @@
                    return b_cancel_data, "S大单撤销比例触发阈值"
            except Exception as e:
                logging.exception(e)
                logger_l2_error.error(f"参数：buy_single_index-{_buy_single_index} buy_exec_index-{_buy_exec_index}")
                logger_l2_error.exception(e)
            finally:
                l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time,
                                    "已下单-s级大单估算")
@@ -512,11 +514,11 @@

        # H撤
        # @dask.delayed
        def h_cancel():
        def h_cancel(_buy_single_index,_buy_exec_index):
            _start_time = round(t.time() * 1000)
            try:
                b_need_cancel, b_cancel_data = cls.__HourCancelBigNumComputer.need_cancel(code, buy_single_index,
                                                                                          buy_exec_index, start_index,
                b_need_cancel, b_cancel_data = cls.__HourCancelBigNumComputer.need_cancel(code, _buy_single_index,
                                                                                          _buy_exec_index, start_index,
                                                                                          end_index, total_data,
                                                                                          local_today_num_operate_map.get(
                                                                                              code),
@@ -528,17 +530,19 @@
                    return b_cancel_data, "H撤销比例触发阈值"
            except Exception as e:
                logging.exception(e)
                logger_l2_error.error(f"参数：buy_single_index-{_buy_single_index} buy_exec_index-{_buy_exec_index}")
                logger_l2_error.exception(e)
            finally:
                l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time, "已下单-H撤大单计算")
            return None, ""

        # L撤
        # @dask.delayed
        def l_cancel():
        def l_cancel(_buy_single_index,_buy_exec_index):
            _start_time = round(t.time() * 1000)
            try:
                b_need_cancel, b_cancel_data = cls.__LCancelBigNumComputer.need_cancel(code,
                                                                                       buy_exec_index, start_index,
                                                                                       _buy_exec_index, start_index,
                                                                                       end_index, total_data,
                                                                                       local_today_num_operate_map.get(
                                                                                           code), is_first_code)
@@ -546,6 +550,8 @@
                    return b_cancel_data, "L撤销比例触发阈值"
            except Exception as e:
                logging.exception(e)
                logger_l2_error.error(f"参数：buy_single_index-{_buy_single_index} buy_exec_index-{_buy_exec_index}")
                logger_l2_error.exception(e)
            finally:
                l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time, "已下单-L撤大单计算")
            return None, ""