From 8e8a2a2767e2784a6548cd07a2bf7dd6558e3f43 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 19 三月 2024 18:50:14 +0800
Subject: [PATCH] S撤实现
---
l2/l2_data_manager_new.py | 18 ++++++------------
1 files changed, 6 insertions(+), 12 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index 87f4cd0..ac867d6 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -22,7 +22,7 @@
trade_result_manager, current_price_process_manager, trade_data_manager, trade_huaxin, trade_record_log_util
from l2 import l2_data_manager, l2_log, l2_data_source_util, code_price_manager, \
transaction_progress, cancel_buy_strategy, l2_data_log
-from l2.cancel_buy_strategy import SecondCancelBigNumComputer, HourCancelBigNumComputer, DCancelBigNumComputer, \
+from l2.cancel_buy_strategy import SCancelBigNumComputer, HourCancelBigNumComputer, DCancelBigNumComputer, \
LCancelBigNumComputer, LatestCancelIndexManager, LCancelRateManager, GCancelBigNumComputer
from l2.l2_data_manager import L2DataException, OrderBeginPosInfo
from l2.l2_data_util import local_today_datas, L2DataUtil, local_today_num_operate_map, local_today_buyno_map, \
@@ -222,7 +222,7 @@
__trade_log_placr_order_info_dict = {} # 涓嬪崟淇℃伅淇濆瓨
# 鍒濆鍖�
__TradePointManager = l2_data_manager.TradePointManager()
- __SecondCancelBigNumComputer = SecondCancelBigNumComputer()
+ __SCancelBigNumComputer = SCancelBigNumComputer()
__HourCancelBigNumComputer = HourCancelBigNumComputer()
__LCancelBigNumComputer = LCancelBigNumComputer()
__GCancelBigNumComputer = GCancelBigNumComputer()
@@ -494,17 +494,11 @@
_start_time = round(t.time() * 1000)
# S鎾ゅ崟璁＄畻锛岀湅绉掔骇澶у崟鎾ゅ崟
try:
- b_need_cancel, b_cancel_data = cls.__SecondCancelBigNumComputer.need_cancel(code, _buy_single_index,
- _buy_exec_index,
- start_index,
- end_index, total_data,
- code_volumn_manager.get_volume_rate_index(
- buy_volume_rate),
- cls.volume_rate_info[code][
- 1],
- is_first_code)
+ b_need_cancel, b_cancel_msg = cls.__SCancelBigNumComputer.need_cancel_for_down(code, start_index,end_index)
if b_need_cancel:
- return b_cancel_data, "S澶у崟鎾ら攢姣斾緥瑙﹀彂闃堝��"
+ async_log_util.error(logger_debug, f"{code} S鍚庢挙鍗曪細{b_cancel_msg}")
+ # return total_data[end_index], f"S鍚庢挙({b_cancel_msg})"
+ return None, None
except Exception as e:
logging.exception(e)
async_log_util.error(logger_l2_error,
--
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