From 2db33412c14a5a41957fc934bbb6dc5002e0c70f Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 28 九月 2023 15:22:17 +0800
Subject: [PATCH] 修改L2中判断单是否已撤的方法
---
l2/l2_data_manager_new.py | 43 ++++++++++++++++++++-----------------------
1 files changed, 20 insertions(+), 23 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index 0149bd9..d4ad455 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -22,7 +22,7 @@
LCancelBigNumComputer
from l2.l2_data_manager import L2DataException
from l2.l2_data_util import local_today_datas, L2DataUtil, local_today_num_operate_map, local_today_buyno_map, \
- local_latest_datas
+ local_latest_datas, local_today_canceled_buyno_map
import l2.l2_data_util
from log_module.log import logger_l2_trade_buy, logger_l2_process, logger_l2_error, logger_profile, logger_debug
@@ -173,9 +173,9 @@
# 濡傛灉鏄定鍋滀拱鎾や俊鍙烽渶瑕佺湅鏁版嵁浣嶇疆鏄惁姣斿紑濮嬪鐞嗘椂闂存棭
if L2DataUtil.is_limit_up_price_buy_cancel(data["val"]):
# 鑾峰彇涔板叆淇″彿
- buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data(code, total_datas[i],
- local_today_num_operate_map.get(
- code))
+ buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data_v2(total_datas[i],
+ local_today_buyno_map.get(
+ code))
if buy_index is not None and buy_index < begin_pos:
continue
@@ -454,8 +454,6 @@
b_need_cancel, b_cancel_data = cls.__HourCancelBigNumComputer.need_cancel(code, _buy_single_index,
_buy_exec_index, start_index,
end_index, total_data,
- local_today_num_operate_map.get(
- code),
code_volumn_manager.get_volume_rate_index(
buy_volume_rate),
cls.volume_rate_info[code][1],
@@ -478,8 +476,7 @@
b_need_cancel, b_cancel_data = cls.__LCancelBigNumComputer.need_cancel(code,
_buy_exec_index, start_index,
end_index, total_data,
- local_today_num_operate_map.get(
- code), is_first_code)
+ is_first_code)
if b_need_cancel and b_cancel_data:
return b_cancel_data, "L鎾ら攢姣斾緥瑙﹀彂闃堝��"
except Exception as e:
@@ -772,10 +769,11 @@
val = data["val"]
if not L2DataUtil.is_limit_up_price_buy(val):
continue
- left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count(code,
- data["index"],
- total_data,
- num_operate_map)
+ left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(code,
+ data["index"],
+ total_data,
+ local_today_canceled_buyno_map.get(
+ code))
total_num += left_count * val["num"]
m_base_val = l2_trade_factor.L2PlaceOrderParamsManager.get_base_m_val(code)
thresh_hold_num = m_base_val // (float(gpcode_manager.get_limit_up_price(code)) * 100)
@@ -788,12 +786,11 @@
num_operate_map = local_today_num_operate_map.get(code)
for i in range(trade_index + 1, total_data[-1]["index"] + 1):
if L2DataUtil.is_limit_up_price_buy(total_data[i]["val"]):
- left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count(code,
- total_data[
- i][
- "index"],
- total_data,
- num_operate_map)
+ left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(code,
+ total_data[i]["index"],
+ total_data,
+ local_today_canceled_buyno_map.get(
+ code))
if left_count > 0:
not_cancel_num += total_data[i]["val"]["num"]
m_base_val = l2_trade_factor.L2PlaceOrderParamsManager.get_base_m_val(code)
@@ -949,7 +946,8 @@
return
unique_key = f"{code}-{compute_start_index}-{compute_end_index}"
- if cls.__latest_process_not_order_unique_keys_count.get(unique_key) and cls.__latest_process_not_order_unique_keys_count.get(unique_key) > 2:
+ if cls.__latest_process_not_order_unique_keys_count.get(
+ unique_key) and cls.__latest_process_not_order_unique_keys_count.get(unique_key) > 2:
async_log_util.error(logger_l2_error,
f"閲嶅澶勭悊鏁版嵁锛歝ode-{code} start_index-{compute_start_index} end_index-{compute_end_index}")
return
@@ -1213,10 +1211,9 @@
# 鍙粺璁�59涓囦互涓婄殑閲戦
# 娑ㄥ仠涔版挙
# 鍒ゆ柇涔板叆浣嶇疆鏄惁鍦ㄤ拱鍏ヤ俊鍙蜂箣鍓�
- buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data(code,
- total_datas[i],
- local_today_num_operate_map.get(
- code))
+ buy_index = l2_data_source_util.L2DataSourceUtils.get_buy_index_with_cancel_data_v2(total_datas[i],
+ local_today_buyno_map.get(
+ code))
if buy_index is not None:
# 鎵惧埌涔版挙鏁版嵁鐨勪拱鍏ョ偣
if buy_index >= buy_single_index:
--
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