From cbb47fc396a73d39dc2e5c403fd8d6eef9dc72aa Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 19 七月 2024 11:04:47 +0800
Subject: [PATCH] bug修复
---
l2_data_util.py | 2 +-
cancel_strategy/s_l_h_cancel_strategy.py | 54 ++++++++++++++++++++++++++++++++++++------------------
2 files changed, 37 insertions(+), 19 deletions(-)
diff --git a/cancel_strategy/s_l_h_cancel_strategy.py b/cancel_strategy/s_l_h_cancel_strategy.py
index 7de946b..af87bcc 100644
--- a/cancel_strategy/s_l_h_cancel_strategy.py
+++ b/cancel_strategy/s_l_h_cancel_strategy.py
@@ -1132,9 +1132,6 @@
if val["num"] < min_num:
continue
- if val["num"] < bigger_num:
- continue
-
left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(code, i,
total_datas,
local_today_canceled_buyno_map.get(
@@ -1153,6 +1150,18 @@
break
self.__l_down_after_by_big_order_dict[code] = watch_indexes
l2_log.l_cancel_debug(code, f"L鍚庡悗鍗婃澶у崟澶囩敤鍥婃嫭鑼冨洿锛歿watch_indexes}")
+
+ try:
+ watch_indexes_info = self.get_l_down_watch_indexes_cache(code)
+ if watch_indexes_info:
+ total_watch_indexes = set(watch_indexes) | set(watch_indexes_info[2])
+ trade_record_log_util.add_cancel_watch_indexes_log(code,
+ trade_record_log_util.CancelWatchIndexesInfo(
+ trade_record_log_util.CancelWatchIndexesInfo.CANCEL_TYPE_L_DOWN,
+ watch_indexes_info[0],
+ list(total_watch_indexes)))
+ except:
+ pass
# 璁剧疆鐪熷疄涓嬪崟浣嶇疆
def set_real_place_order_index(self, code, index, buy_single_index=None, is_default=False):
@@ -1642,6 +1651,10 @@
# 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, ""
+ 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
try:
@@ -1703,6 +1716,13 @@
"""
__latest_cancel_time_dict = {}
+ __instance = None
+
+ def __new__(cls, *args, **kwargs):
+ if not cls.__instance:
+ cls.__instance = super(LCancelOutOfDateWatchIndexesManager, cls).__new__(cls, *args, **kwargs)
+ return cls.__instance
+
@classmethod
def compute_latest_canceled_watch_index_time(cls, code, watch_indexes):
"""
@@ -1725,7 +1745,8 @@
return total_datas[max_cancel_index]["val"]["time"]
@classmethod
- def compute_l_down_common_watch_indexes(cls, code, start_index, end_index, max_count, min_num, exclude_watch_indexes):
+ def compute_l_down_common_watch_indexes(cls, code, start_index, end_index, max_count, min_num,
+ exclude_watch_indexes):
"""
鑾峰彇L鍚庣洃鍚暟鎹�
@param code:
@@ -1808,16 +1829,17 @@
if tool.trade_time_sub(total_datas[-1]["val"]["time"], self.__latest_cancel_time_dict.get(code)) < 10 * 60:
# 鏈�杩戠殑鎾ゅ崟鏃堕棿灏忎簬10鍒嗛挓
return
- # TODO 鏌ユ壘鏄惁鏈夌浉鍚屾椂闂寸殑鎾ゅ崟涓旀挙鍗曟椂闂村湪10鍒嗛挓涔嬪墠
+ l2_log.l_cancel_debug(code, f"L鍚庣ǔ瀹�")
canceled_buyno_map = local_today_canceled_buyno_map.get(code)
- cancel_time_dict={}
+ cancel_time_dict = {}
for index in watch_indexes:
if index > real_place_order_index:
continue
orderNo = str(total_datas[index]["val"]["orderNo"])
if orderNo not in canceled_buyno_map:
continue
- if tool.trade_time_sub(total_datas[-1]["val"]["time"], canceled_buyno_map[orderNo]["val"]["time"]) < 10 * 60:
+ if tool.trade_time_sub(total_datas[-1]["val"]["time"],
+ canceled_buyno_map[orderNo]["val"]["time"]) < 10 * 60:
continue
val = total_datas[index]["val"]
time_str = L2DataUtil.get_time_with_ms(val)
@@ -1825,28 +1847,24 @@
cancel_time_dict[time_str] = set()
cancel_time_dict[time_str].add(index)
remove_indexes = set()
- for t in cancel_time_dict:
- if len(cancel_time_dict[t])>1:
- remove_indexes|=cancel_time_dict[t]
+ for t in cancel_time_dict:
+ if len(cancel_time_dict[t]) > 1:
+ remove_indexes |= cancel_time_dict[t]
if remove_indexes:
# 绉婚櫎绱㈠紩
add_count = len(remove_indexes)
limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
- min_num = int(5000/limit_up_price)
+ min_num = int(5000 / limit_up_price)
trade_index, is_default = TradeBuyQueue().get_traded_index(code)
if trade_index is None:
trade_index = 0
- add_watch_index = self.compute_l_down_common_watch_indexes(code,trade_index ,real_place_order_index, add_count, min_num, watch_indexes)
+ add_watch_index = self.compute_l_down_common_watch_indexes(code, trade_index, real_place_order_index,
+ add_count, min_num, watch_indexes)
watch_indexes -= remove_indexes
- watch_indexes|=add_watch_index
+ watch_indexes |= add_watch_index
# 淇濆瓨鏁版嵁 /
LCancelBigNumComputer().set_l_down_watch_index_info(code, watch_indexes_info[0], True, watch_indexes)
l2_log.l_cancel_debug(code, f"L鍚庣ǔ瀹氬悗鏇存柊鐩戞帶鑼冨洿锛氬垹闄�-{remove_indexes} 澧炲姞-{add_watch_index}")
-
-
-
-
-
# --------------------------------H鎾�-------------------------------
diff --git a/l2_data_util.py b/l2_data_util.py
index af7c6c4..f3fe5b0 100644
--- a/l2_data_util.py
+++ b/l2_data_util.py
@@ -36,7 +36,7 @@
@return:
"""
price = float(val["price"])
- money = price * val["num"]
+ money = round(price * val["num"], 2)
if is_ge:
if money >= 29900 or val["num"] >= 2999:
return True
--
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