From 86192a7fd4bd7bde5745e82495c717967b8493a2 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 18 七月 2023 17:22:22 +0800
Subject: [PATCH] L撤/D撤接入
---
l2/l2_data_manager_new.py | 25 ++++++++++++++++++++++---
1 files changed, 22 insertions(+), 3 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index edfde48..b0c3625 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -15,7 +15,7 @@
from l2 import safe_count_manager, l2_data_manager, l2_data_log, l2_log, l2_data_source_util, code_price_manager, \
transaction_progress
from l2.cancel_buy_strategy import SecondCancelBigNumComputer, HourCancelBigNumComputer, L2LimitUpMoneyStatisticUtil, \
- L2LimitUpSellStatisticUtil, DCancelBigNumComputer
+ L2LimitUpSellStatisticUtil, DCancelBigNumComputer, LCancelBigNumComputer
from l2.l2_data_manager import L2DataException, TradePointManager
from l2.l2_data_util import local_today_datas, L2DataUtil, local_today_num_operate_map, local_today_buyno_map, \
local_latest_datas
@@ -417,6 +417,24 @@
l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time, "宸蹭笅鍗�-H鎾ゅぇ鍗曡绠�")
return None, ""
+ # L鎾�
+ @dask.delayed
+ def l_cancel():
+ _start_time = round(t.time() * 1000)
+ try:
+ b_need_cancel, b_cancel_data = LCancelBigNumComputer.need_cancel(code,
+ buy_exec_index, start_index,
+ end_index, total_data,
+ local_today_num_operate_map.get(
+ 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:
+ logging.exception(e)
+ finally:
+ l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time, "宸蹭笅鍗�-L鎾ゅぇ鍗曡绠�")
+ return None, ""
+
# 鏉夸笂鍗栨挙
@dask.delayed
def sell_cancel():
@@ -464,9 +482,10 @@
f4 = h_cancel()
f5 = buy_1_cancel()
f6 = sell_cancel()
- dask_result = is_need_cancel(f1, f2, f3, f4, f5, f6)
+ f7 = l_cancel()
+ dask_result = is_need_cancel(f1, f2, f3, f4, f5, f6, f7)
if is_first_code:
- dask_result = is_need_cancel(f3, f4)
+ dask_result = is_need_cancel(f3, f4, f7)
cancel_data, cancel_msg = dask_result.compute()
--
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