From 1a548140ff25cc88b8bae67e4df6caefe0dadb74 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 09 四月 2024 14:10:14 +0800
Subject: [PATCH] 重新启用F撤
---
l2/l2_transaction_data_processor.py | 48 +++++++++++++++++++-----------------------------
1 files changed, 19 insertions(+), 29 deletions(-)
diff --git a/l2/l2_transaction_data_processor.py b/l2/l2_transaction_data_processor.py
index acd97f5..81a52c0 100644
--- a/l2/l2_transaction_data_processor.py
+++ b/l2/l2_transaction_data_processor.py
@@ -3,7 +3,7 @@
from l2 import l2_data_util, l2_data_manager, transaction_progress
from l2.cancel_buy_strategy import FCancelBigNumComputer, LCancelBigNumComputer, LCancelRateManager, \
- GCancelBigNumComputer, SCancelBigNumComputer, HourCancelBigNumComputer, DCancelBigNumComputer
+ GCancelBigNumComputer, SCancelBigNumComputer, HourCancelBigNumComputer
from l2.l2_data_manager_new import L2TradeDataProcessor
from l2.l2_data_util import L2DataUtil
from l2.l2_transaction_data_manager import HuaXinBuyOrderManager, HuaXinSellOrderStatisticManager
@@ -46,37 +46,27 @@
buyno_map = {}
order_begin_pos = l2_data_manager.TradePointManager().get_buy_compute_start_data_cache(code)
+ # 鏄惁宸茬粡涓嬪崟
+ is_placed_order = l2_data_manager.TradePointManager.is_placed_order(order_begin_pos)
- if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:
- # 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] and not DCancelBigNumComputer().has_auto_cancel_rules(code):
- L2TradeDataProcessor.cancel_buy(code, f"F鎾ゆ挙鍗�:{d}")
- order_begin_pos = None
- break
- except Exception as e:
- async_log_util.error(hx_logger_l2_debug, str(e))
- # 鏆傛椂娉ㄩ噴鎺�
- # try:
- # # 涓嬪崟2s鍚庢墠寮�濮嬬敓鏁�
- # cresult = LCancelBigNumComputer().add_transaction_datas(code, datas)
- # 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:
- # async_log_util.error(hx_logger_l2_debug, str(e))
big_sell_order_info = None
try:
# 缁熻鍗栧崟
- big_sell_order_info = HuaXinSellOrderStatisticManager.add_transaction_datas(code, datas)
+ big_sell_order_info = HuaXinSellOrderStatisticManager.add_transaction_datas(code, datas,
+ order_begin_pos.buy_exec_index if is_placed_order else None)
need_cancel, cancel_msg = SCancelBigNumComputer().set_big_sell_order_info_for_cancel(code,
big_sell_order_info,
order_begin_pos)
if need_cancel:
- # async_log_util.error(logger_debug, f"{code} S鍓嶆挙鍗曪細{cancel_msg}")
- L2TradeDataProcessor.cancel_buy(code, f"S鎾�:{cancel_msg}")
+ cancel_msg = f"S鎾�:{cancel_msg}"
+
+ if not need_cancel:
+ need_cancel, cancel_msg = FCancelBigNumComputer().need_cancel_for_p(code, big_sell_order_info,
+ order_begin_pos)
+
+ if need_cancel:
+ L2TradeDataProcessor.cancel_buy(code, cancel_msg)
+
GCancelBigNumComputer().set_big_sell_order_info(code, big_sell_order_info)
except Exception as e:
async_log_util.error(logger_debug, f"鍗栧崟缁熻寮傚父锛歿big_sell_order_info}")
@@ -116,14 +106,13 @@
LCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index, buy_progress_index,
total_datas)
+
if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:
+ cancel_result = FCancelBigNumComputer().need_cancel_for_deal_fast(code,buy_progress_index)
+ if cancel_result[0]:
+ L2TradeDataProcessor.cancel_buy(code, cancel_result[1])
HourCancelBigNumComputer().set_transaction_index(code, order_begin_pos.buy_single_index,
buy_progress_index)
- cresult = FCancelBigNumComputer().need_cancel_for_deal_fast_with_total_sell(code,
- buy_progress_index,
- order_begin_pos)
- if cresult[0] and not DCancelBigNumComputer().has_auto_cancel_rules(code):
- L2TradeDataProcessor.cancel_buy(code, f"3s鍐呮垚浜ゅお澶�:{cresult[1]}")
else:
pass
if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:
@@ -137,3 +126,4 @@
use_time = int((time.time() - __start_time) * 1000)
if use_time > 10:
async_log_util.info(hx_logger_l2_upload, f"{code}澶勭悊鎴愪氦鐢ㄦ椂锛歿use_time}")
+
--
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