gp-server.git - Gitblit

			@@ -436,7 +436,7 @@
			cls.__process_order(code, start_index, end_index, capture_timestamp, is_first_code)
			else:
			# 未挂单,时间相差不大才能挂单
			if tool.trade_time_sub(latest_time, "09:32:00") < 0 or l2.l2_data_util.L2DataUtil.is_same_time(now_time_str, latest_time):
			#if tool.trade_time_sub(latest_time, "09:32:00") < 0 or l2.l2_data_util.L2DataUtil.is_same_time(now_time_str, latest_time):
			cls.__process_not_order(code, start_index, end_index, capture_timestamp, is_first_code)

			async_log_util.info(logger_l2_process, "code:{} 处理数据范围: {}-{} 处理时间:{} 截图时间戳：{}", code,
			@@ -1313,12 +1313,10 @@
			# # 股价新高或者逼近前高
			# order_begin_pos.threshold_money = int(sell_info[1])
			# else:
			if float(total_datas[buy_single_index]["val"]["price"]) >= 3 and cls.volume_rate_info[code][
			0] > 0.3 and sell_info[1] > 2000 * 10000 and int(
			tool.get_now_time_str().replace(":", "")) < int("100000"):
			# 暂时打8折
			# order_begin_pos.threshold_money = int(sell_info[1] * 0.8)
			# 深证总卖大于1000万的票，m值打5折
			# if float(total_datas[buy_single_index]["val"]["price"]) >= 3 and cls.volume_rate_info[code][
			# 0] > 0.3 and sell_info[1] > 2000 * 10000 and int(
			# tool.get_now_time_str().replace(":", "")) < int("100000"):
			if sell_info[1] > 2000 * 10000:
			if code.find('00') == 0:
			# 深圳首次下单打折
			place_order_count = trade_data_manager.PlaceOrderCountManager().get_place_order_count(code)

			@@ -522,6 +522,11 @@
			def __cancel_buy_for_too_far():
			while True:
			try:
			# 获取账户可用资金
			account_available_money = trade_manager.AccountAvailableMoneyManager().get_available_money_cache()
			if account_available_money is not None and account_available_money > constant.BUY_MONEY_PER_CODE:
			continue
			can_cancel_codes = []
			current_delegates = huaxin_trade_record_manager.DelegateRecordManager().list_current_delegates()
			for c in current_delegates:
			if int(c["direction"]) != huaxin_util.TORA_TSTP_D_Buy:
			@@ -566,8 +571,12 @@
			buy1_money = 0
			if buy1_money > 0:
			total_left_money = total_left_num * 100 * float(limit_up_price)
			if total_left_money > buy1_money * 2 / 3:
			l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, "下单距离太远")
			rate = total_left_money / buy1_money
			if rate > 0.66:
			can_cancel_codes.append((code, rate))
			if can_cancel_codes:
			can_cancel_codes.sort(key=lambda x: x[1], reverse=True)
			l2_data_manager_new.L2TradeDataProcessor.cancel_buy(can_cancel_codes[0][0], "下单距离太远")
			except Exception as e:
			logger_debug.exception(e)
			finally:

	l2/l2_data_manager_new.py	12 ●●●●● 补丁 \| 查看 \| 原始文档 \| blame \| 历史
	trade/huaxin/huaxin_trade_server.py	13 ●●●●● 补丁 \| 查看 \| 原始文档 \| blame \| 历史