BUG修复

Administrator

2023-09-26 b96b94bc9d7419d2b2907789c41d2c84100e84b3

BUG修复

 l2/cancel_buy_strategy.py

@@ -883,9 +883,9 @@
            return False, None
        watch_indexes = set([int(i) for i in watch_indexes])
        # 计算监听的总条数
        total_count = 0
        total_num = 0
        for wi in watch_indexes:
            total_count += total_data[wi]["re"]
            total_num += total_data[wi]["val"]["num"]*total_data[wi]["re"]
        # 判断撤单中是否有监听中的索引
        need_compute = False
        for i in range(start_index, end_index + 1):
@@ -902,19 +902,19 @@
            # 计算撤单比例
            watch_indexes_list = list(watch_indexes)
            watch_indexes_list.sort()
            canceled_count = 0
            canceled_num = 0
            for wi in watch_indexes:
                left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count(code,
                                                                                                      wi,
                                                                                                      total_data,
                                                                                                      _local_today_num_operate_map)
                canceled_count += total_data[wi]["re"] - left_count
                canceled_num += (total_data[wi]["re"] - left_count)*total_data[wi]["val"]["num"]
                # if wi == watch_indexes_list[-1] and left_count == 0:
                #     # 离下单位置最近的一个撤单，必须触发撤单
                #     l2_log.l_cancel_debug(code, f"计算范围：{start_index}-{end_index},临近撤单：{wi}")
                #     return True, total_data[-1]

            rate = round(canceled_count / total_count, 3)
            rate = round(canceled_num / total_num, 3)
            l2_log.l_cancel_debug(code, f"计算范围：{start_index}-{end_index},已撤单比例：{rate}")
            if rate >= constant.L_CANCEL_RATE:
                return True, total_data[-1]

 trade/huaxin/huaxin_trade_api.py

@@ -64,10 +64,11 @@
                                insertTime = data.get("insertTime")
                                acceptTime = data.get("acceptTime")
                                insertDate = data.get("insertDate")
                                direction = data.get("direction")

                                order = HuaxinOrderEntity(code, orderStatus, orderRef, accountID, orderSysID,
                                                          insertTime=insertTime, acceptTime=acceptTime,
                                                          insertDate=insertDate)
                                                          insertDate=insertDate, direction=direction)
                                TradeResultProcessor.process_order(order)
                                # 订单相关回调
                                # 重新请求委托列表与资金

 trade/huaxin/huaxin_trade_api_server.py

@@ -118,7 +118,12 @@
                                            raise Exception(resultJSON['statusMsg'])
                                        else:
                                            # code, orderStatus, orderRef, accountID, orderSysID, insertTime=None
                                            order = HuaxinOrderEntity(resultJSON['securityId'],statusCode,resultJSON['orderRef'],resultJSON['accountID'],resultJSON['orderSysID'],resultJSON['insertTime'])
                                            order = HuaxinOrderEntity(resultJSON['securityId'], statusCode,
                                                                      resultJSON['orderRef'], resultJSON['accountID'],
                                                                      resultJSON['orderSysID'],
                                                                      resultJSON['insertTime'],
                                                                      acceptTime=resultJSON['acceptTime'],
                                                                      direction=resultJSON['direction'])
                                            TradeResultProcessor.order_success(order)
                                            return_str = json.dumps({"code": 0})
                                    finally:

 trade/huaxin/huaxin_trade_data_update.py

@@ -50,10 +50,11 @@
                                    insertTime = d.get('insertTime')
                                    acceptTime = d.get('acceptTime')
                                    insertDate = d.get('insertDate')
                                    direction = data.get("direction")

                                    order = HuaxinOrderEntity(code, orderStatus, orderRef, accountID, orderSysID,
                                                              insertTime=insertTime, acceptTime=acceptTime,
                                                              insertDate=insertDate)
                                                              insertDate=insertDate, direction=direction)
                                    TradeResultProcessor.process_order(order)
                                    if huaxin_util.is_can_cancel(orderStatus):
                                        codes.append(code)

 trade/huaxin/huaxin_trade_order_processor.py

@@ -16,7 +16,7 @@


class HuaxinOrderEntity:
    def __init__(self, code, orderStatus, orderRef, accountID, orderSysID, insertDate=None, insertTime=None,
    def __init__(self, code, orderStatus, orderRef, accountID, orderSysID,direction=None, insertDate=None, insertTime=None,
                 acceptTime=None):
        self.code = code
        self.orderStatus = orderStatus
@@ -26,6 +26,7 @@
        self.insertTime = insertTime
        self.insertDate = insertDate
        self.acceptTime = acceptTime
        self.direction = direction


class CancelOrderManager:
@@ -109,10 +110,15 @@

    @classmethod
    def process_order(cls, order: HuaxinOrderEntity):
        # 只处理买入单
        if order.direction != str(huaxin_util.TORA_TSTP_D_Buy):
            return

        # 同一订单号只有状态变化了才需要处理
        key = f"{order.insertDate}_f{order.code}_{order.orderSysID}_{order.orderStatus}"
        key = f"{order.insertDate}_{order.code}_{order.orderSysID}_{order.orderStatus}"
        if key in cls.__processed_keys:
            return
        try:
        async_log_util.info(hx_logger_trade_debug, f"处理华鑫订单：{key}")
        cls.__processed_keys.add(key)
        if huaxin_util.is_can_cancel(order.orderStatus):
@@ -132,10 +138,12 @@
                                                      order.orderSysID)
            if huaxin_util.is_deal(order.orderStatus):
                # 成交之后处理
                trade_manager.buy_success(order.orderStatus)
                    trade_manager.buy_success(order.code)
                CancelOrderManager().buy_success(order.code, order.orderRef, order.orderSysID)
            elif huaxin_util.is_canceled(order.orderStatus):
                CancelOrderManager().cancel_success(order.code, order.orderRef, order.orderSysID)
        except Exception as e:
            async_log_util.exception(hx_logger_trade_debug, e)

    @classmethod
    def order_success(cls, order: HuaxinOrderEntity):