接口调整（L2数据急速模式/L后手动撤单率设置）

Administrator

2025-07-04 ffc0ded48d5118f20c274ccaf65819934636b0c5

接口调整（L2数据急速模式/L后手动撤单率设置）

 api/outside_api_command_callback.py

@@ -14,7 +14,8 @@
import constant
import inited_data
import outside_api_command_manager
from cancel_strategy.s_l_h_cancel_strategy import SCancelBigNumComputer, LCancelRateManager
from cancel_strategy.s_l_h_cancel_strategy import SCancelBigNumComputer, LCancelRateManager, \
    CancelRateHumanSettingManager
from code_attribute import gpcode_manager, code_volumn_manager, zyltgb_util, code_nature_analyse
from code_attribute.code_data_util import ZYLTGBUtil
from code_attribute.code_l1_data_manager import L1DataManager
@@ -1109,6 +1110,10 @@
                                     "l_down_cancel_rate": l_down_cancel_rate,
                                     "expire_rate": expire_rate
                                     }
                            l_down_cancel_rate = CancelRateHumanSettingManager().get_l_down(code)
                            if l_down_cancel_rate is not None:
                                fdata["l_down_cancel_rate"] = l_down_cancel_rate

                            limit_up_data = kpl_data_manager.KPLLimitUpDataRecordManager.record_code_dict.get(code)
                            # 获取当前板块
                            try:
@@ -1499,6 +1504,20 @@
                self.send_response({"code": 0, "data": {}},
                                   client_id,
                                   request_id)
            elif ctype == "set_l_down_rate":
                # 设置L后撤单比例
                code = data.get("code")
                rate = data.get("rate")
                if rate < 0 or rate > 1:
                    self.send_response({"code": 1, "msg": "比例范围不在0-1之间"},
                                       client_id,
                                       request_id)
                    return
                CancelRateHumanSettingManager().set_l_down(code, rate)
                self.send_response({"code": 0, "data": {}},
                                   client_id,
                                   request_id)

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

 servers/data_server.py

@@ -329,6 +329,7 @@
                date = ps_dict.get('date')
                time_str = ps_dict.get('time')
                end_index = ps_dict.get('end_index')
                fast = ps_dict.get('fast', False)
                if end_index:
                    end_index = int(end_index)
                total_datas = l2_data_util.local_today_datas.get(code)
@@ -338,7 +339,7 @@
                    total_datas = None
                else:
                    date = tool.get_now_date_str()
                delegate_datas = data_export_util.get_l2_datas(code, total_datas, date=date, end_index=end_index)
                delegate_datas = data_export_util.get_l2_datas(code, total_datas, date=date, end_index=end_index, fast_mode=fast)
                code_name = gpcode_manager.get_code_name(code)
                response_data = json.dumps({"code": 0, "data": {"code": code, "code_name": code_name,
                                                                "data": {"delegates": delegate_datas,

 utils/data_export_util.py

@@ -33,7 +33,16 @@


# 获取L2的数据
def get_l2_datas(code, today_datas=None, date=None, end_index=None):
def get_l2_datas(code, today_datas=None, date=None, end_index=None, fast_mode=False):
    """

    @param code:
    @param today_datas:
    @param date:
    @param end_index:
    @param fast_mode: 是否是急速模式
    @return:
    """
    __start_time = time.time()
    if date is None:
        date = tool.get_now_date_str()
@@ -57,22 +66,37 @@
        sell_no_dict = {}
        active_sell_map = {}
    else:
        tasks = [dask.delayed(log_export.get_l2_process_position)(code, date),
                 dask.delayed(log_export.get_l2_trade_position)(code, date),
                 dask.delayed(log_export.get_real_place_order_positions)(code, date),
                 dask.delayed(log_export.load_huaxin_deal_record)(code, date),
                 dask.delayed(log_export.load_cancel_buy_reasons)(code, date),
                 dask.delayed(log_export.load_huaxin_transaction_sell_no)(code, date),
                 dask.delayed(log_export.load_huaxin_active_sell_map)(date),
                 ]
        results = dask.delayed(tasks).compute()
        process_indexs = results[0]
        trade_indexs = results[1]
        real_position_indexes = results[2]
        deal_list = results[3]
        cancel_reasons = results[4]
        sell_no_dict = results[5]
        active_sell_map = results[6]
        if not fast_mode:
            tasks = [dask.delayed(log_export.get_l2_process_position)(code, date),
                     dask.delayed(log_export.get_l2_trade_position)(code, date),
                     dask.delayed(log_export.get_real_place_order_positions)(code, date),
                     dask.delayed(log_export.load_huaxin_deal_record)(code, date),
                     dask.delayed(log_export.load_cancel_buy_reasons)(code, date),
                     dask.delayed(log_export.load_huaxin_transaction_sell_no)(code, date),
                     dask.delayed(log_export.load_huaxin_active_sell_map)(date),
                     ]
            results = dask.delayed(tasks).compute()
            process_indexs = results[0]
            trade_indexs = results[1]
            real_position_indexes = results[2]
            deal_list = results[3]
            cancel_reasons = results[4]
            sell_no_dict = results[5]
            active_sell_map = results[6]
        else:
            process_indexs = []
            trade_indexs = []
            deal_list = []
            sell_no_dict = {}
            active_sell_map = {}
            tasks = [dask.delayed(log_export.get_real_place_order_positions)(code, date),
                     dask.delayed(log_export.load_cancel_buy_reasons)(code, date),
                     ]
            results = dask.delayed(tasks).compute()
            real_position_indexes = results[0]
            cancel_reasons = results[1]


    deal_list_dict = {}
    for d in deal_list:
        deal_list_dict[str(d[0])] = d
@@ -93,7 +117,6 @@
    if deal_big_buy_order_list:
        for d in deal_big_buy_order_list:
            deal_big_buy_order_no_dict[d[0]] = d

    fdatas = export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes, deal_list_dict, sell_nos,
                            active_sell_set, cancel_reasons, deal_big_buy_order_no_dict)
    return fdatas