From cbe19ea6066a600cbd0b5110db5d43f8252d14a8 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 13 六月 2024 11:23:53 +0800
Subject: [PATCH] L撤成交进度相关改进
---
cancel_strategy/s_l_h_cancel_strategy.py | 42 +++++++++++++++++++++++-------------------
1 files changed, 23 insertions(+), 19 deletions(-)
diff --git a/cancel_strategy/s_l_h_cancel_strategy.py b/cancel_strategy/s_l_h_cancel_strategy.py
index c16753a..50e158e 100644
--- a/cancel_strategy/s_l_h_cancel_strategy.py
+++ b/cancel_strategy/s_l_h_cancel_strategy.py
@@ -772,7 +772,7 @@
return
# 鑾峰彇鎴愪氦杩涘害浣嶄笌鐪熷疄涓嬪崟浣嶇疆
real_place_order_index_info = self.__real_place_order_index_dict.get(code)
- last_trade_progress_index = self.__last_trade_progress_dict.get(code)
+ last_trade_progress_index, is_default = TradeBuyQueue().get_traded_index(code)
if big_sell_info:
last_trade_progress_index = big_sell_info[0]
@@ -959,29 +959,26 @@
self.__real_place_order_index_dict[code] = (index, is_default)
RedisUtils.setex_async(self.__db, f"l_cancel_real_place_order_index-{code}", tool.get_expire(),
json.dumps((index, is_default)))
+
+ trade_index, is_default = TradeBuyQueue().get_traded_index(code)
+ if trade_index is None:
+ trade_index = 0
+
if buy_single_index is not None:
- if code in self.__last_trade_progress_dict:
- # L鎾や粠鎴愪氦杩涘害浣嶅紑濮嬭绠�
- self.compute_watch_index(code, buy_single_index,
- self.__last_trade_progress_dict[code], index)
- else:
- self.compute_watch_index(code, buy_single_index, buy_single_index, index)
+ # L鍚庢挙浠庢垚浜よ繘搴︿綅寮�濮嬭绠�
+ self.compute_watch_index(code, buy_single_index, trade_index, index)
+ self.__compute_trade_progress_near_by_indexes(code, buy_single_index, trade_index, index)
- if self.__last_trade_progress_dict.get(code):
- self.__compute_trade_progress_near_by_indexes(code, buy_single_index,
- self.__last_trade_progress_dict.get(code) + 1, index)
- else:
- self.__compute_trade_progress_near_by_indexes(code, buy_single_index, buy_single_index, index)
-
- # 閲嶆柊璁＄畻L涓�
+ # 閲嶆柊璁＄畻L鍓�
def re_compute_l_up_watch_indexes(self, code, buy_single_index):
- if code not in self.__last_trade_progress_dict:
+ trade_index, is_default = TradeBuyQueue().get_traded_index(code)
+ if trade_index is None:
return
if code not in self.__real_place_order_index_dict:
return
if code not in self.__last_l_up_compute_info or time.time() - self.__last_l_up_compute_info[code][0] >= 3:
self.__compute_trade_progress_near_by_indexes(code, buy_single_index,
- self.__last_trade_progress_dict.get(code) + 1,
+ trade_index + 1,
self.__real_place_order_index_dict.get(code)[0])
# 璁＄畻鑼冨洿鍐呯殑鎴愪氦浣嶄复杩戞湭鎾ゅぇ鍗�
@@ -1043,7 +1040,10 @@
if not l_down_cancel_info:
return
- trade_progress = self.__last_trade_progress_dict.get(code)
+ trade_progress, is_default = TradeBuyQueue().get_traded_index(code)
+ if trade_progress is None:
+ trade_progress = 0
+
if trade_progress is None:
return
@@ -1319,7 +1319,9 @@
if rate >= thresh_cancel_rate:
# 璁＄畻鎴愪氦杩涘害浣嶇疆鍒板綋鍓嶄笅鍗曚綅缃殑绾拱棰�
real_place_order_index_info = self.__real_place_order_index_dict.get(code)
- trade_progress_index = self.__last_trade_progress_dict.get(code)
+ trade_progress_index, is_default = TradeBuyQueue().get_traded_index(code)
+ if trade_progress_index is None:
+ trade_progress_index = 0
if real_place_order_index_info and trade_progress_index:
total_num = 0
thresh_hold_money = l2_trade_factor.L2PlaceOrderParamsManager.get_base_m_val(code)
@@ -1356,7 +1358,9 @@
watch_indexes_info = self.__get_watch_indexes_cache(code)
if not watch_indexes_info:
return True
- trade_index = self.__last_trade_progress_dict.get(code)
+ trade_index, is_default = TradeBuyQueue().get_traded_index(code)
+ if trade_index is None:
+ trade_index = 0
if trade_index is None:
return True
# 璁＄畻宸茬粡鎴愪氦鐨勬瘮渚�
--
Gitblit v1.8.0