From 0d242997021955dce4a1d39b4c9e7836a15e873a Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 11 九月 2023 16:19:38 +0800
Subject: [PATCH] 打开H撤
---
l2/l2_data_manager_new.py | 33 ++++++++++++++++-----------------
1 files changed, 16 insertions(+), 17 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index f195673..375c025 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -288,8 +288,8 @@
cls.unreal_buy_dict.pop(code)
@classmethod
- def set_real_place_order_index(cls, code, index,buy_single_index):
- cancel_buy_strategy.set_real_place_position(code, index,buy_single_index)
+ def set_real_place_order_index(cls, code, index, buy_single_index):
+ cancel_buy_strategy.set_real_place_position(code, index, buy_single_index)
# 澶勭悊鍗庨懌L2鏁版嵁
@classmethod
@@ -312,17 +312,6 @@
_start_index = total_datas[-1]["index"] + 1
datas = l2_huaxin_util.get_format_l2_datas(code, origin_datas,
gpcode_manager.get_limit_up_price(code), _start_index)
- try:
- # 鑾峰彇涓嬪崟浣嶇疆
- place_order_index = huaxin_delegate_postion_manager.get_l2_place_order_position(code, datas)
- if place_order_index:
- buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set, buy_volume_rate = cls.__get_order_begin_pos(
- code)
- cls.set_real_place_order_index(code, place_order_index, buy_single_index)
- async_log_util.info(logger_l2_process, "code:{} 鑾峰彇鍒颁笅鍗曠湡瀹炰綅缃細{}", code, place_order_index)
- except:
- logger_l2_error.exception(f"{code} 澶勭悊鐪熷疄涓嬪崟浣嶇疆鍑洪敊")
-
__start_time = round(t.time() * 1000)
if len(datas) > 0:
cls.process_add_datas(code, datas, 0, __start_time)
@@ -358,7 +347,17 @@
local_today_datas[code].extend(add_datas)
l2.l2_data_util.load_num_operate_map(local_today_num_operate_map, code, add_datas)
l2.l2_data_util.load_buy_no_map(local_today_buyno_map, code, add_datas)
-
+ if constant.L2_SOURCE_TYPE == constant.L2_SOURCE_TYPE_HUAXIN:
+ try:
+ # 鑾峰彇涓嬪崟浣嶇疆
+ place_order_index = huaxin_delegate_postion_manager.get_l2_place_order_position(code, add_datas)
+ if place_order_index:
+ buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set, buy_volume_rate = cls.__get_order_begin_pos(
+ code)
+ cls.set_real_place_order_index(code, place_order_index, buy_single_index)
+ async_log_util.info(logger_l2_process, "code:{} 鑾峰彇鍒颁笅鍗曠湡瀹炰綅缃細{}", code, place_order_index)
+ except:
+ logger_l2_error.exception(f"{code} 澶勭悊鐪熷疄涓嬪崟浣嶇疆鍑洪敊")
# 绗�1鏉℃暟鎹槸鍚︿负09:30:00
if add_datas[0]["val"]["time"] == "09:30:00":
if global_util.cuurent_prices.get(code):
@@ -555,10 +554,11 @@
# 渚濇澶勭悊
cancel_data, cancel_msg = s_cancel(buy_single_index, buy_exec_index)
- # if not cancel_data:
- # cancel_data, cancel_msg = h_cancel(buy_single_index, buy_exec_index)
if not cancel_data:
cancel_data, cancel_msg = l_cancel(buy_single_index, buy_exec_index)
+
+ if not cancel_data:
+ cancel_data, cancel_msg = h_cancel(buy_single_index, buy_exec_index)
# l2_log.debug(code, "鎾ゅ崟璁＄畻缁撴潫")
# _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time,
# "宸蹭笅鍗�-鎾ゅ崟 鍒ゆ柇鏄惁闇�瑕佹挙鍗�")
@@ -931,7 +931,6 @@
return False
finally:
pass
-
@classmethod
def cancel_buy(cls, code, msg=None, source="l2"):
--
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