From a00da3062c6c825b585f82275823ac45cdeb6502 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 19 一月 2024 19:16:20 +0800
Subject: [PATCH] L后成交太快撤单
---
l2/l2_transaction_data_manager.py | 27 +++++++++++++++++++++++----
1 files changed, 23 insertions(+), 4 deletions(-)
diff --git a/l2/l2_transaction_data_manager.py b/l2/l2_transaction_data_manager.py
index ee71543..8b55d31 100644
--- a/l2/l2_transaction_data_manager.py
+++ b/l2/l2_transaction_data_manager.py
@@ -10,8 +10,8 @@
from db.redis_manager_delegate import RedisUtils
from l2 import l2_data_util, l2_data_manager, transaction_progress, l2_data_source_util
from l2.cancel_buy_strategy import LCancelRateManager, LCancelBigNumComputer, \
- SecondCancelBigNumComputer, HourCancelBigNumComputer, FastCancelBigNumComputer, UCancelBigNumComputer, \
- GCancelBigNumComputer
+ SecondCancelBigNumComputer, HourCancelBigNumComputer, \
+ GCancelBigNumComputer, FCancelBigNumComputer
from l2.l2_data_manager_new import L2TradeDataProcessor
from l2.l2_data_util import L2DataUtil, local_today_canceled_buyno_map
from log_module import async_log_util
@@ -116,6 +116,26 @@
order_begin_pos = l2_data_manager.TradePointManager().get_buy_compute_start_data_cache(code)
+ if order_begin_pos and order_begin_pos.buy_exec_index and order_begin_pos.buy_exec_index > -1:
+ # 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]:
+ L2TradeDataProcessor.cancel_buy(code, f"F鎾ゆ挙鍗�:{d}")
+ order_begin_pos = None
+ break
+ except Exception as e:
+ async_log_util.error(hx_logger_l2_debug, str(e))
+ try:
+ for d in datas:
+ if LCancelBigNumComputer().add_transaction_data(d)[0]:
+ L2TradeDataProcessor.cancel_buy(code, f"L鍚庢垚浜ゅお蹇挙鍗�:{d}")
+ order_begin_pos = None
+ break
+ except Exception as e:
+ async_log_util.error(hx_logger_l2_debug, str(e))
+
+
# 璁＄畻宸茬粡鎴愪氦鐨勫ぇ鍗�
big_money_count = 0
for d in datas:
@@ -123,6 +143,7 @@
buy_num = None
if data:
buy_num = data["val"]["num"] * 100
+ # 缁熻鎴愪氦鍗�
deal_info = self.__statistic_deal_desc(code, d, buy_num)
if deal_info and deal_info[1]:
data = buyno_map.get(f"{deal_info[0]}")
@@ -149,8 +170,6 @@
LCancelBigNumComputer().set_trade_progress(code, order_begin_pos.buy_single_index, buy_progress_index,
total_datas)
-
- FastCancelBigNumComputer().set_trade_progress(code, buy_progress_index)
SecondCancelBigNumComputer().set_transaction_index(
code,
buy_progress_index)
--
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