触发扫入的成交比例阈值修改

Administrator

2024-10-31 efce2f5be5383a9f26dd8193896396ba12b1ea6c

触发扫入的成交比例阈值修改

 api/outside_api_command_callback.py

@@ -1353,12 +1353,11 @@
            elif ctype == "set_buy_open_limit_up_codes":
                # 设置隔夜单排1的代码
                codes = data.get("codes")
                codes = json.loads(codes)
                gpcode_manager.BuyOpenLimitUpCodeManager().set_codes(set(codes))
                self.send_response({"code": 0, "data": list(codes), "msg": f""},
                                   client_id,
                                   request_id)


        except Exception as e:
            logging.exception(e)
            logger_debug.exception(e)

 servers/huaxin_trade_server.py

@@ -50,6 +50,7 @@
from trade.huaxin import huaxin_trade_api as trade_api, huaxin_trade_api, huaxin_trade_data_update, \
    huaxin_trade_record_manager, huaxin_sell_util
from api.outside_api_command_callback import OutsideApiCommandCallback
from trade.huaxin.huaxin_trade_record_manager import DelegateRecordManager
from trade.order_statistic import DealAndDelegateWithBuyModeDataManager
from trade.radical_buy_data_manager import RedicalBuyDataManager
from trade.sell.sell_rule_manager import TradeRuleManager
@@ -366,9 +367,17 @@
            return
        for d in datas:
            if gpcode_manager.BuyOpenLimitUpCodeManager().is_in_cache(d[0]):
                #09:19:50 到 09:20:00判断是否要撤单
                if int("09:19:50") <=tool.get_now_time_as_int()<int("09:20:00"):
                # 09:19:50 到 09:20:00判断是否要撤单
                if int("09:19:50") <= tool.get_now_time_as_int() < int("09:20:00"):
                    async_log_util.info(logger_debug, f"排1撤单：{d}")
                    if d[8]*d[5] < 1e8:
                        code = d[0]
                        current_delegates = DelegateRecordManager().list_current_delegates(code)
                        if current_delegates:
                            for c in current_delegates:
                                huaxin_trade_api.cancel_order(1, code, c["orderSysID"])


    # 获取L1现价
    @classmethod
    def get_l1_current_price(cls, code):

 trade/huaxin/huaxin_trade_api.py

@@ -529,6 +529,18 @@

def cancel_order(direction, code, orderSysID, orderRef=None, blocking=False, sinfo=None, request_id=None,
                 recancel=False):
    """
    测单
    @param direction: 1-买  2-卖
    @param code:
    @param orderSysID:
    @param orderRef:
    @param blocking:
    @param sinfo:
    @param request_id:
    @param recancel:
    @return:
    """
    if tool.trade_time_sub(tool.get_now_time_str(), "14:57:00") >= 0 and tool.trade_time_sub(tool.get_now_time_str(),
                                                                                             "15:00:01") <= 0:
        # 集合竞价不撤单