From 778889b13087125e0eacfa5f0d69e8bb95f82916 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 05 九月 2023 17:32:43 +0800
Subject: [PATCH] L撤撤单策略修改
---
l2/l2_data_manager_new.py | 19 ++++++++++---------
1 files changed, 10 insertions(+), 9 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index 6bb11bf..b13d7a4 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -18,7 +18,7 @@
from trade import trade_manager, trade_queue_manager, l2_trade_factor, l2_trade_util, \
trade_result_manager, current_price_process_manager, trade_data_manager, trade_huaxin
from l2 import safe_count_manager, l2_data_manager, l2_log, l2_data_source_util, code_price_manager, \
- transaction_progress
+ transaction_progress, cancel_buy_strategy
from l2.cancel_buy_strategy import SecondCancelBigNumComputer, HourCancelBigNumComputer, DCancelBigNumComputer, \
LCancelBigNumComputer
from l2.l2_data_manager import L2DataException
@@ -290,8 +290,7 @@
@classmethod
def set_real_place_order_index(cls, code, index):
- cls.__DCancelBigNumComputer.set_real_order_index(code, index)
- cls.__SecondCancelBigNumComputer.set_real_place_order_index(code, index)
+ cancel_buy_strategy.set_real_place_position(code, index)
# 澶勭悊鍗庨懌L2鏁版嵁
@classmethod
@@ -601,9 +600,6 @@
cls.__trade_thread_lock_dict[code] = threading.RLock()
cls.__trade_thread_lock_dict[code].acquire()
try:
-
-
-
l2_log.debug(code, "寮�濮嬫墽琛屼拱鍏�")
trade_manager.start_buy(code, capture_timestamp, last_data,
last_data_index)
@@ -1286,6 +1282,11 @@
if __name__ == "__main__":
- yesterday_limit_up_data_records = kpl_data_manager.get_current_limit_up_data_records(1)[0][1]
- yesterday_codes = set([x[0] for x in yesterday_limit_up_data_records])
- print(yesterday_codes)
+ # yesterday_limit_up_data_records = kpl_data_manager.get_current_limit_up_data_records(1)[0][1]
+ # yesterday_codes = set([x[0] for x in yesterday_limit_up_data_records])
+ # print(yesterday_codes)
+ code = "002137"
+ l2.l2_data_util.load_l2_data(code)
+ start_index = 200
+ end_index = 259
+ LCancelBigNumComputer().compute_watch_index(code, start_index, end_index)
--
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