bug修复

Administrator

2024-07-19 cbb47fc396a73d39dc2e5c403fd8d6eef9dc72aa

bug修复

 cancel_strategy/s_l_h_cancel_strategy.py

@@ -1132,9 +1132,6 @@
            if val["num"] < min_num:
                continue

            if val["num"] < bigger_num:
                continue

            left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(code, i,
                                                                                                     total_datas,
                                                                                                     local_today_canceled_buyno_map.get(
@@ -1153,6 +1150,18 @@
                        break
        self.__l_down_after_by_big_order_dict[code] = watch_indexes
        l2_log.l_cancel_debug(code, f"L后后半段大单备用囊括范围：{watch_indexes}")

        try:
            watch_indexes_info = self.get_l_down_watch_indexes_cache(code)
            if watch_indexes_info:
                total_watch_indexes = set(watch_indexes) | set(watch_indexes_info[2])
                trade_record_log_util.add_cancel_watch_indexes_log(code,
                                                                   trade_record_log_util.CancelWatchIndexesInfo(
                                                                       trade_record_log_util.CancelWatchIndexesInfo.CANCEL_TYPE_L_DOWN,
                                                                       watch_indexes_info[0],
                                                                       list(total_watch_indexes)))
        except:
            pass

    # 设置真实下单位置
    def set_real_place_order_index(self, code, index, buy_single_index=None, is_default=False):
@@ -1642,6 +1651,10 @@
        # 守护S撤以外的数据
        if int(tool.get_now_time_str().replace(":", "")) > int("145700") and not constant.TEST:
            return False, None, ""
        try:
            LCancelOutOfDateWatchIndexesManager().process(code, start_index, end_index)
        except Exception as e:
            l2_log.l_cancel_debug("L后稳定更新出错：{}",str(e))
        # 下单位临近撤
        can_cancel, cancel_data = False, None
        try:
@@ -1703,6 +1716,13 @@
    """
    __latest_cancel_time_dict = {}

    __instance = None

    def __new__(cls, *args, **kwargs):
        if not cls.__instance:
            cls.__instance = super(LCancelOutOfDateWatchIndexesManager, cls).__new__(cls, *args, **kwargs)
        return cls.__instance

    @classmethod
    def compute_latest_canceled_watch_index_time(cls, code, watch_indexes):
        """
@@ -1725,7 +1745,8 @@
        return total_datas[max_cancel_index]["val"]["time"]

    @classmethod
    def compute_l_down_common_watch_indexes(cls, code, start_index, end_index, max_count, min_num, exclude_watch_indexes):
    def compute_l_down_common_watch_indexes(cls, code, start_index, end_index, max_count, min_num,
                                            exclude_watch_indexes):
        """
        获取L后监听数据
        @param code:
@@ -1808,16 +1829,17 @@
        if tool.trade_time_sub(total_datas[-1]["val"]["time"], self.__latest_cancel_time_dict.get(code)) < 10 * 60:
            # 最近的撤单时间小于10分钟
            return
        # TODO 查找是否有相同时间的撤单且撤单时间在10分钟之前
        l2_log.l_cancel_debug(code, f"L后稳定")
        canceled_buyno_map = local_today_canceled_buyno_map.get(code)
        cancel_time_dict={}
        cancel_time_dict = {}
        for index in watch_indexes:
            if index > real_place_order_index:
                continue
            orderNo = str(total_datas[index]["val"]["orderNo"])
            if orderNo not in canceled_buyno_map:
                continue
            if tool.trade_time_sub(total_datas[-1]["val"]["time"], canceled_buyno_map[orderNo]["val"]["time"]) < 10 * 60:
            if tool.trade_time_sub(total_datas[-1]["val"]["time"],
                                   canceled_buyno_map[orderNo]["val"]["time"]) < 10 * 60:
                continue
            val = total_datas[index]["val"]
            time_str = L2DataUtil.get_time_with_ms(val)
@@ -1825,28 +1847,24 @@
                cancel_time_dict[time_str] = set()
            cancel_time_dict[time_str].add(index)
        remove_indexes = set()
        for t in  cancel_time_dict:
            if len(cancel_time_dict[t])>1:
                remove_indexes|=cancel_time_dict[t]
        for t in cancel_time_dict:
            if len(cancel_time_dict[t]) > 1:
                remove_indexes |= cancel_time_dict[t]
        if remove_indexes:
            # 移除索引
            add_count = len(remove_indexes)
            limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
            min_num = int(5000/limit_up_price)
            min_num = int(5000 / limit_up_price)
            trade_index, is_default = TradeBuyQueue().get_traded_index(code)
            if trade_index is None:
                trade_index = 0
            add_watch_index = self.compute_l_down_common_watch_indexes(code,trade_index ,real_place_order_index, add_count, min_num, watch_indexes)
            add_watch_index = self.compute_l_down_common_watch_indexes(code, trade_index, real_place_order_index,
                                                                       add_count, min_num, watch_indexes)
            watch_indexes -= remove_indexes
            watch_indexes|=add_watch_index
            watch_indexes |= add_watch_index
            # 保存数据 /
            LCancelBigNumComputer().set_l_down_watch_index_info(code, watch_indexes_info[0], True, watch_indexes)
            l2_log.l_cancel_debug(code, f"L后稳定后更新监控范围：删除-{remove_indexes} 增加-{add_watch_index}")







# --------------------------------H撤-------------------------------

 l2_data_util.py

@@ -36,7 +36,7 @@
    @return:
    """
    price = float(val["price"])
    money = price * val["num"]
    money = round(price * val["num"], 2)
    if is_ge:
        if money >= 29900 or val["num"] >= 2999:
            return True