真实下单位置校验

Administrator

2023-09-01 e0f007e46f3c968e32aeea5d62057e213ae62ff1

真实下单位置校验

 l2/cancel_buy_strategy.py

@@ -26,6 +26,10 @@
from utils.tool import CodeDataCacheUtil


def set_real_place_position(code,index):
    DCancelBigNumComputer().set_real_order_index(code, index)
    SecondCancelBigNumComputer().set_real_place_order_index(code, index)

class SecondCancelBigNumComputer:
    __db = 0
    __redis_manager = redis_manager.RedisManager(0)

 l2/l2_data_manager_new.py

@@ -20,7 +20,7 @@
    transaction_progress
from l2.cancel_buy_strategy import SecondCancelBigNumComputer, HourCancelBigNumComputer, DCancelBigNumComputer, \
    LCancelBigNumComputer
from l2.l2_data_manager import L2DataException, TradePointManager
from l2.l2_data_manager import L2DataException
from l2.l2_data_util import local_today_datas, L2DataUtil, local_today_num_operate_map, local_today_buyno_map, \
    local_latest_datas
import l2.l2_data_util

 trade/huaxin/huaxin_trade_data_update.py

@@ -6,7 +6,7 @@
import threading
import time

from l2.l2_data_manager_new import L2TradeDataProcessor
from l2 import cancel_buy_strategy
from log_module.log import hx_logger_trade_debug, logger_system
from trade import trade_huaxin, trade_manager
from trade.huaxin import huaxin_trade_api, huaxin_trade_record_manager
@@ -46,8 +46,9 @@
                                                                                           d['orderSysID'],
                                                                                           d['insertTime'])
                                        if new_place_order_index:
                                            L2TradeDataProcessor.set_real_place_order_index(d['securityID'],
                                                                                            new_place_order_index)
                                            cancel_buy_strategy.set_real_place_position(d['securityID'], new_place_order_index)


                                    elif huaxin_util.is_canceled(d["orderStatus"]) or huaxin_util.is_deal(d["orderStatus"]):
                                        # 已经撤单/已经成交，需要处理临时保存的系统订单号
                                        TradeOrderIdManager().remove_order_id(d['securityID'],