From 6503f578ea263b18ac01810e07b7acbc82f63a8f Mon Sep 17 00:00:00 2001 From: Administrator <admin@example.com> Date: 星期一, 15 九月 2025 16:34:17 +0800 Subject: [PATCH] L后不足5笔撤单/建比>=40%时才采用新的下单方式 --- cancel_strategy/s_l_h_cancel_strategy.py | 18 +++++++++++++++++- 1 files changed, 17 insertions(+), 1 deletions(-) diff --git a/cancel_strategy/s_l_h_cancel_strategy.py b/cancel_strategy/s_l_h_cancel_strategy.py index 5bb4271..7b38b5f 100644 --- a/cancel_strategy/s_l_h_cancel_strategy.py +++ b/cancel_strategy/s_l_h_cancel_strategy.py @@ -1181,6 +1181,14 @@ # 璁剧疆鐪熷疄涓嬪崟浣嶇疆 def set_real_place_order_index(self, code, index, buy_single_index=None, is_default=False): + """ + 璁剧疆鐪熷疄涓嬪崟浣嶇疆 + @param code: + @param index: + @param buy_single_index: + @param is_default: + @return: 鏄惁闇�瑕佹挙鍗�, 鎾ゅ崟鍘熷洜 + """ l2_log.l_cancel_debug(code, f"璁剧疆鐪熷疄涓嬪崟浣�-{index}锛宐uy_single_index-{buy_single_index}") self.__real_place_order_index_dict[code] = (index, is_default) RedisUtils.setex_async(self.__db, f"l_cancel_real_place_order_index-{code}", tool.get_expire(), @@ -1193,7 +1201,15 @@ if buy_single_index is not None: # L鍚庢挙浠庢垚浜よ繘搴︿綅寮�濮嬭绠� self.compute_watch_index(code, buy_single_index, trade_index, index) - self.__compute_trade_progress_near_by_indexes(code, buy_single_index, trade_index, index) + # 璁剧疆闈為粯璁ょ殑鐪熷疄涓嬪崟浣嶆椂锛屼笅鍗�1鍒嗛挓鍐咃紝L鍚庝笉瓒�5绗斿氨鎾ゅ崟 + if not is_default: + total_datas = local_today_datas.get(code) + if tool.trade_time_sub(total_datas[-1]['val']['time'], total_datas[index]['val']['time']) < 60: + watch_index_info = self.__cancel_watch_index_info_cache.get(code) + if watch_index_info and len(watch_index_info) >= 3 and len(watch_index_info[2]) < 5: + # 鎾ゅ崟 + return True, "L鍚庡泭鎷笉瓒�5绗�" + return False, "" # 閲嶆柊璁$畻L鍓� def re_compute_l_up_watch_indexes(self, code, buy_single_index): -- Gitblit v1.8.0