From 582419e8e7122b45ef9740f58281e1d9bbb242d1 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 12 三月 2024 18:48:55 +0800
Subject: [PATCH] 修改F撤
---
l2/l2_transaction_data_processor.py | 12 +++++++++---
1 files changed, 9 insertions(+), 3 deletions(-)
diff --git a/l2/l2_transaction_data_processor.py b/l2/l2_transaction_data_processor.py
index 9596efb..2c882ae 100644
--- a/l2/l2_transaction_data_processor.py
+++ b/l2/l2_transaction_data_processor.py
@@ -54,7 +54,8 @@
# 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):
+ 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
@@ -109,9 +110,14 @@
if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:
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)
+ # cresult = FCancelBigNumComputer().need_cancel_for_deal_fast(code, buy_progress_index)
+ # if cresult[0] and not DCancelBigNumComputer().has_auto_cancel_rules(code):
+ # L2TradeDataProcessor.cancel_buy(code, f"涓嬪崟30s鍐呮帓鍗曚笉瓒�:{cresult[1]}")
+
+ 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"涓嬪崟30s鍐呮帓鍗曚笉瓒�:{cresult[1]}")
+ L2TradeDataProcessor.cancel_buy(code, f"3s鍐呮垚浜ゅお澶�:{cresult[1]}")
+
# ---------------------------------鍒ゆ柇鏉垮潡鏄惁璺熶笂鏉ヤ簡-------------------------------
try:
pass
--
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