From bea977458173f2e60971bad2d6f1e3183070c5ca Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 21 十月 2024 10:21:56 +0800
Subject: [PATCH] bug修改
---
l2/l2_data_manager_new.py | 22 ++++++++++++----------
cancel_strategy/s_l_h_cancel_strategy.py | 14 +++++++++-----
2 files changed, 21 insertions(+), 15 deletions(-)
diff --git a/cancel_strategy/s_l_h_cancel_strategy.py b/cancel_strategy/s_l_h_cancel_strategy.py
index e3d10d9..fc73cd5 100644
--- a/cancel_strategy/s_l_h_cancel_strategy.py
+++ b/cancel_strategy/s_l_h_cancel_strategy.py
@@ -16,7 +16,7 @@
from utils import tool
from l2.transaction_progress import TradeBuyQueue
-from trade import l2_trade_factor, trade_record_log_util
+from trade import l2_trade_factor, trade_record_log_util, trade_constant
from l2 import l2_log, l2_data_source_util
from l2.l2_data_util import L2DataUtil, local_today_datas, local_today_canceled_buyno_map, local_today_buyno_map
from log_module.log import logger_l2_s_cancel, logger_debug, logger_l2_l_cancel, logger_l2_h_cancel
@@ -1648,20 +1648,22 @@
def need_cancel(self, code, buy_exec_index, start_index, end_index, total_data, is_first_code):
if buy_exec_index is None:
- return False, None, "灏氭湭鎵惧埌涓嬪崟浣嶇疆"
+ return False, None, "灏氭湭鎵惧埌涓嬪崟浣嶇疆", None
# 瀹堟姢S鎾や互澶栫殑鏁版嵁
if int(tool.get_now_time_str().replace(":", "")) > int("145700") and not constant.TEST:
- return False, None, ""
+ return False, None, "", None
try:
LCancelOutOfDateWatchIndexesManager().process(code, start_index, end_index)
except Exception as e:
l2_log.l_cancel_debug("L鍚庣ǔ瀹氭洿鏂板嚭閿欙細{}", str(e))
# 涓嬪崟浣嶄复杩戞挙
- can_cancel, cancel_data = False, None
+ can_cancel, cancel_data, cancel_type = False, None, None
try:
can_cancel, cancel_data = self.__compute_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_DOWN
except Exception as e:
logger_l2_l_cancel.exception(e)
raise e
@@ -1673,6 +1675,8 @@
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)
@@ -1692,7 +1696,7 @@
except Exception as e:
l2_log.l_cancel_debug(code, "L鍚庡悗鍗婃璁＄畻鍑洪敊锛歿}", str(e))
- return can_cancel, cancel_data, extra_msg
+ return can_cancel, cancel_data, extra_msg, cancel_type
def place_order_success(self, code):
self.clear(code)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index 4f35ed7..c47cea8 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -600,13 +600,14 @@
def l_cancel(_buy_single_index, _buy_exec_index):
_start_time = round(t.time() * 1000)
try:
- b_need_cancel, b_cancel_data, extra_msg = cls.__LCancelBigNumComputer.need_cancel(code,
- _buy_exec_index,
- start_index,
- end_index, total_data,
- is_first_code)
+ b_need_cancel, b_cancel_data, extra_msg, b_cancel_type = cls.__LCancelBigNumComputer.need_cancel(code,
+ _buy_exec_index,
+ start_index,
+ end_index,
+ total_data,
+ is_first_code)
if b_need_cancel and b_cancel_data:
- return b_cancel_data, f"L鎾�({extra_msg})"
+ return b_cancel_data, f"L鎾�({extra_msg})", b_cancel_type
except Exception as e:
async_log_util.error(logger_l2_error,
f"L鎾ゅ嚭閿� 鍙傛暟锛歜uy_single_index-{_buy_single_index} buy_exec_index-{_buy_exec_index} 閿欒鍘熷洜锛歿str(e)}")
@@ -615,7 +616,7 @@
finally:
# l2_data_log.l2_time(code, round(t.time() * 1000) - _start_time, "宸蹭笅鍗�-L鎾ゅぇ鍗曡绠�")
pass
- return None, ""
+ return None, "", None
# G鎾�
def g_cancel(_buy_single_index, _buy_exec_index):
@@ -680,8 +681,8 @@
cancel_type = trade_constant.CANCEL_TYPE_G
# 渚濇澶勭悊
if not cancel_data:
- cancel_data, cancel_msg = l_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
- cancel_type = trade_constant.CANCEL_TYPE_L
+ cancel_data, cancel_msg, cancel_type = l_cancel(order_begin_pos.buy_single_index,
+ order_begin_pos.buy_exec_index)
# B鎾�
if not cancel_data:
cancel_data, cancel_msg = b_cancel(order_begin_pos.buy_single_index, order_begin_pos.buy_exec_index)
@@ -1367,7 +1368,8 @@
if cancel_type != trade_constant.CANCEL_TYPE_HUMAN:
# 鏄惁鏄氦鏄撻槦鍒楄Е鍙�
# 鎵叆涓嬪崟鍙湁L鎾よ兘鎾ゅ崟
- if order_begin_pos and order_begin_pos.mode == OrderBeginPosInfo.MODE_RADICAL and cancel_type not in {trade_constant.CANCEL_TYPE_L_DOWN}:
+ if order_begin_pos and order_begin_pos.mode == OrderBeginPosInfo.MODE_RADICAL and cancel_type not in {
+ trade_constant.CANCEL_TYPE_L_DOWN, trade_constant.CANCEL_TYPE_L}:
l2_log.cancel_debug(code, "鎾ゅ崟涓柇锛屽師鍥狅細{}", "鎵叆涓嬪崟涓嶆槸L鎾�")
return False
# 鍔犵豢鍙湁L鎾�/浜烘挙鐢熸晥
--
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