From 0f1cc55f65930d92ef6891e0729fced4b8256e3e Mon Sep 17 00:00:00 2001 From: Administrator <admin@example.com> Date: 星期五, 22 三月 2024 18:28:38 +0800 Subject: [PATCH] L后撤成交太快撤单注释/修复板上盯BUG --- l2/l2_data_manager_new.py | 8 ++++---- 1 files changed, 4 insertions(+), 4 deletions(-) diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py index c096ced..0c1d46f 100644 --- a/l2/l2_data_manager_new.py +++ b/l2/l2_data_manager_new.py @@ -340,12 +340,12 @@ pre_real_order_index) if real_order_index: try: - exec_data = order_info[2] + exec_index = order_info[6] order_begin_pos = cls.__get_order_begin_pos( code) async_log_util.info(logger_debug, - f"涓嬪崟浣嶇煫姝o細鐪熷疄涓嬪崟浣�-{real_order_index} 璁㈠崟淇℃伅-{order_info} 涓嬪崟淇℃伅-{order_begin_pos}") - if order_begin_pos and order_begin_pos.buy_exec_index == exec_data["index"]: + f"涓嬪崟浣嶇煫姝o細鐪熷疄涓嬪崟浣�-{real_order_index} 璁㈠崟淇℃伅-{order_info} 涓嬪崟淇℃伅-{order_begin_pos.to_dict()}") + if order_begin_pos and order_begin_pos.buy_exec_index == exec_index: cls.set_real_place_order_index(code, real_order_index, order_begin_pos) async_log_util.info(logger_real_place_order_position, f"鐪熷疄涓嬪崟浣嶇煫姝o細{code}-{real_order_index} 涓嬪崟鏁版嵁锛歿order_info}") @@ -643,7 +643,7 @@ try: l2_log.debug(code, "寮�濮嬫墽琛屼拱鍏�") trade_manager.start_buy(code, capture_timestamp, last_data, - last_data_index, order_begin_pos.mode) + last_data_index, order_begin_pos.mode, order_begin_pos.buy_exec_index) l2_log.debug(code, "鎵ц涔板叆鎴愬姛") ################涓嬪崟鎴愬姛澶勭悊################ trade_result_manager.real_buy_success(code, cls.__TradePointManager) -- Gitblit v1.8.0