From ad615df734b4d82f9a83a7d1805ac9fabdf01a53 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 21 八月 2025 18:27:39 +0800
Subject: [PATCH] 200元股价以下的不足4手算4手/撤单率设置为100%不计算L后后半段撤单
---
cancel_strategy/s_l_h_cancel_strategy.py | 42 ++++++++++++++++++++++--------------------
1 files changed, 22 insertions(+), 20 deletions(-)
diff --git a/cancel_strategy/s_l_h_cancel_strategy.py b/cancel_strategy/s_l_h_cancel_strategy.py
index 909d4bd..6147084 100644
--- a/cancel_strategy/s_l_h_cancel_strategy.py
+++ b/cancel_strategy/s_l_h_cancel_strategy.py
@@ -1719,15 +1719,8 @@
super_big_num_thresold = int(2e7 / gpcode_manager.get_limit_up_price_as_num(code) / 100)
for wi in watch_indexes:
if str(wi) in after_place_order_index_dict:
- # 濡傛灉鍔犵孩灏遍渶瑕佽绠楀垎姣�
- if must_buy:
- total_num += total_data[wi]["val"]["num"] * (
- 10 - after_place_order_index_dict[str(wi)]) // 10
continue
elif str(wi) in after_place_order_index_by_dict:
- if must_buy:
- total_num += total_data[wi]["val"]["num"] * (
- 10 - after_place_order_index_by_dict[str(wi)]) // 10
continue
if total_data[wi]["val"]["num"] < super_big_num_thresold:
total_num += total_data[wi]["val"]["num"]
@@ -1767,15 +1760,23 @@
if is_default:
trade_index = None
canceled_buyno_map = local_today_canceled_buyno_map.get(code)
+
+ # 濡傛灉鎾ゅ崟姣斾緥璁剧疆涓�100%灏变笉闇�瑕佽绠椾笅鍗曚綅鍚庨潰鐨勮鍗�
+ need_compute_after = abs(thresh_hold_rate - 1.00) > 0.0001
+
for wi in watch_indexes:
cancel_data = L2DataComputeUtil.is_canceled(code, wi, total_data, canceled_buyno_map, trade_index,
deal_order_nos)
if cancel_data:
if str(wi) in after_place_order_index_dict:
+ if not need_compute_after:
+ continue
# 鐪熷疄涓嬪崟浣嶇疆涔嬪悗鐨勬寜鐓ф潈閲嶆瘮渚嬫潵璁＄畻
canceled_num += total_data[wi]["val"]["num"] * (
10 - after_place_order_index_dict[str(wi)]) // 10
elif str(wi) in after_place_order_index_by_dict:
+ if not need_compute_after:
+ continue
canceled_num += total_data[wi]["val"]["num"] * (
10 - after_place_order_index_by_dict[str(wi)]) // 10
else:
@@ -2052,19 +2053,20 @@
logger_l2_l_cancel.exception(e)
raise e
extra_msg = "L鍚�"
- if not can_cancel:
- # 鎴愪氦浣嶄复杩戞挙
- try:
- can_cancel, cancel_data = self.__compute_near_by_trade_progress_need_cancel(code, buy_exec_index,
- start_index, end_index,
- total_data,
- is_first_code)
- if can_cancel:
- cancel_type = trade_constant.CANCEL_TYPE_L_UP
- extra_msg = "L鍓�"
- except Exception as e:
- logger_l2_l_cancel.exception(e)
- raise e
+ # 涓嶉渶瑕佽绠桳鍓�
+ # if not can_cancel:
+ # # 鎴愪氦浣嶄复杩戞挙
+ # try:
+ # can_cancel, cancel_data = self.__compute_near_by_trade_progress_need_cancel(code, buy_exec_index,
+ # start_index, end_index,
+ # total_data,
+ # is_first_code)
+ # if can_cancel:
+ # cancel_type = trade_constant.CANCEL_TYPE_L_UP
+ # extra_msg = "L鍓�"
+ # except Exception as e:
+ # logger_l2_l_cancel.exception(e)
+ # raise e
try:
if self.__need_update_l_down_after(code, start_index, end_index):
--
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