From b696ad64d69705c03d43406f1d1d2010b16923bb Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 25 九月 2023 11:11:36 +0800
Subject: [PATCH] 首次下单机制修改/华鑫撤单撤2次
---
l2/l2_data_manager_new.py | 22 +++++++++++++++++++---
1 files changed, 19 insertions(+), 3 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index 3271c09..a2d09d4 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -758,14 +758,30 @@
return False, True, f"鑲′环澶т簬{constant.MAX_CODE_PRICE}鍧�"
if constant.L2_SOURCE_TYPE == constant.L2_SOURCE_TYPE_HUAXIN:
+ total_data = local_today_datas.get(code)
trade_price = current_price_process_manager.get_trade_price(code)
if trade_price is None:
return False, True, f"灏氭湭鑾峰彇鍒板綋鍓嶆垚浜や环"
if float(limit_up_price) - float(trade_price) > 0.00001:
- return False, False, f"褰撳墠鎴愪氦浠凤紙{trade_price}锛夊皻鏈湪0妗ｅ強浠ュ唴"
-
+ # 璁＄畻淇″彿璧峰浣嶇疆鍒板綋鍓嶇殑鎵嬫暟
+ buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set, buy_volume_rate = cls.__get_order_begin_pos(code)
+ num_operate_map = local_today_num_operate_map.get(code)
+ total_num = 0
+ for i in range(buy_single_index, total_data[-1]["index"] + 1):
+ data = total_data[i]
+ val = data["val"]
+ if not L2DataUtil.is_limit_up_price_buy(val):
+ continue
+ left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count(code,
+ data["index"],
+ total_data,
+ num_operate_map)
+ total_num += left_count * val["num"]
+ m_base_val = l2_trade_factor.L2PlaceOrderParamsManager.get_base_m_val(code)
+ thresh_hold_num = m_base_val//(float(gpcode_manager.get_limit_up_price(code))*100)
+ if total_num < thresh_hold_num * 2:
+ return False, False, f"褰撳墠鎴愪氦浠凤紙{trade_price}锛夊皻鏈湪0妗ｅ強浠ュ唴 涓� 绾拱棰�({total_num})灏忎簬2鍊峂鍊�({thresh_hold_num*2})"
# 鍒ゆ柇鎴愪氦杩涘害鏄惁璺濈鎴戜滑鐨勪綅缃緢杩�
- total_data = local_today_datas.get(code)
trade_index, is_default = cls.__TradeBuyQueue.get_traded_index(code)
if False and not is_default and trade_index:
not_cancel_num = 0
--
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