From 0a82a3db5496751b3c39915b6c159e5a8ecd7a67 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 06 十二月 2024 19:11:42 +0800
Subject: [PATCH] 策略优化
---
l2/l2_data_manager_new.py | 6 +++++-
1 files changed, 5 insertions(+), 1 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index b3485a5..4bdd4f6 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -709,7 +709,11 @@
b_need_cancel, b_cancel_data, extra_msg = RDCancelBigNumComputer().need_cancel(code, start_index,
end_index)
if b_need_cancel and b_cancel_data:
- return b_cancel_data, f"RD鎾�({extra_msg})", trade_constant.CANCEL_TYPE_RD
+ big_order_info = radical_buy_data_manager.get_total_deal_big_order_info(code,
+ gpcode_manager.get_limit_up_price_as_num(
+ code))
+ if big_order_info[0]>0:
+ return b_cancel_data, f"RD鎾�({extra_msg})", trade_constant.CANCEL_TYPE_RD
except Exception as e:
async_log_util.error(logger_l2_error,
f"RD鎾ゅ嚭閿� 鍙傛暟锛歜uy_single_index-{_buy_single_index} buy_exec_index-{_buy_exec_index} 閿欒鍘熷洜锛歿str(e)}")
--
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