From 121fff615da5cd19236ba9e59156e86bd8fe772e Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 28 二月 2024 16:27:58 +0800
Subject: [PATCH] 添加只根据封单撤规则/委托列表输出API修改
---
l2/l2_transaction_data_processor.py | 8 ++++----
1 files changed, 4 insertions(+), 4 deletions(-)
diff --git a/l2/l2_transaction_data_processor.py b/l2/l2_transaction_data_processor.py
index 14b94b3..cb4a102 100644
--- a/l2/l2_transaction_data_processor.py
+++ b/l2/l2_transaction_data_processor.py
@@ -4,7 +4,7 @@
from code_attribute import gpcode_manager
from l2 import l2_data_util, l2_data_manager, l2_data_source_util, transaction_progress
from l2.cancel_buy_strategy import FCancelBigNumComputer, LCancelBigNumComputer, LCancelRateManager, \
- GCancelBigNumComputer, SecondCancelBigNumComputer, HourCancelBigNumComputer
+ GCancelBigNumComputer, SecondCancelBigNumComputer, HourCancelBigNumComputer, DCancelBigNumComputer
from l2.l2_data_manager_new import L2TradeDataProcessor
from l2.l2_data_util import L2DataUtil, local_today_canceled_buyno_map
from l2.l2_transaction_data_manager import HuaXinTransactionDataManager
@@ -54,7 +54,7 @@
# 宸茬粡涓嬪崟鐨勯渶瑕佺粺璁鎾�
try:
for d in datas:
- if FCancelBigNumComputer().need_cancel(d)[0]:
+ if FCancelBigNumComputer().need_cancel(d)[0] and not DCancelBigNumComputer().has_auto_cancel_rules(code):
L2TradeDataProcessor.cancel_buy(code, f"F鎾ゆ挙鍗�:{d}")
order_begin_pos = None
break
@@ -63,7 +63,7 @@
try:
# 涓嬪崟2s鍚庢墠寮�濮嬬敓鏁�
cresult = LCancelBigNumComputer().add_transaction_datas(code, datas)
- if cresult[0]:
+ if cresult[0] and not DCancelBigNumComputer().has_auto_cancel_rules(code):
L2TradeDataProcessor.cancel_buy(code, f"L鍚庢垚浜ゅお蹇挙鍗�:{cresult[1]}")
order_begin_pos = None
except Exception as e:
@@ -110,7 +110,7 @@
HourCancelBigNumComputer().set_transaction_index(code, order_begin_pos.buy_single_index,
buy_progress_index)
cresult = FCancelBigNumComputer().need_cancel_for_deal_fast(code,buy_progress_index)
- if cresult[0]:
+ if cresult[0] and not DCancelBigNumComputer().has_auto_cancel_rules(code):
L2TradeDataProcessor.cancel_buy(code, f"涓嬪崟5鍒嗛挓鍐呮帓鍗曚笉瓒�:{cresult[1]}")
# ---------------------------------鍒ゆ柇鏉垮潡鏄惁璺熶笂鏉ヤ簡-------------------------------
try:
--
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