From ea8a2631b6e08806399dff340f249843f70cf810 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 28 九月 2023 17:57:34 +0800
Subject: [PATCH] L2加入ms的数据
---
l2/l2_data_manager_new.py | 24 ++++++++++++------------
1 files changed, 12 insertions(+), 12 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index d4ad455..a43f589 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -19,7 +19,7 @@
from l2 import safe_count_manager, l2_data_manager, l2_log, l2_data_source_util, code_price_manager, \
transaction_progress, cancel_buy_strategy, l2_data_log
from l2.cancel_buy_strategy import SecondCancelBigNumComputer, HourCancelBigNumComputer, DCancelBigNumComputer, \
- LCancelBigNumComputer
+ LCancelBigNumComputer, LatestCancelIndexManager
from l2.l2_data_manager import L2DataException
from l2.l2_data_util import local_today_datas, L2DataUtil, local_today_num_operate_map, local_today_buyno_map, \
local_latest_datas, local_today_canceled_buyno_map
@@ -232,6 +232,7 @@
__WantBuyCodesManager = gpcode_manager.WantBuyCodesManager()
__TradeTargetCodeModeManager = TradeTargetCodeModeManager()
__TradeOrderIdManager = trade_huaxin.TradeOrderIdManager()
+ __LatestCancelIndexManager = LatestCancelIndexManager()
# 鑾峰彇浠ｇ爜璇勫垎
@classmethod
@@ -509,20 +510,13 @@
# cancel_data, cancel_msg = s_cancel(buy_single_index, buy_exec_index)
if not cancel_data:
cancel_data, cancel_msg = h_cancel(buy_single_index, buy_exec_index)
- # l2_log.debug(code, "鎾ゅ崟璁＄畻缁撴潫")
- # _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time,
- # "宸蹭笅鍗�-鎾ゅ崟 鍒ゆ柇鏄惁闇�瑕佹挙鍗�")
if cancel_data:
l2_log.debug(code, "瑙﹀彂鎾ゅ崟锛屾挙鍗曚綅缃細{} 锛屾挙鍗曞師鍥狅細{}", cancel_data["index"], cancel_msg)
l2_log.trade_record(code, "鎾ゅ崟", "'index':{} , 'msg':'{}'", cancel_data["index"], cancel_msg)
# 鎾ゅ崟
- cls.cancel_buy(code, cancel_msg)
- # _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time,
- # "宸蹭笅鍗�-鎾ゅ崟 鑰楁椂")
+ cls.cancel_buy(code, cancel_msg, cancel_index=cancel_data["index"])
# 鎾ゅ崟鎴愬姛锛岀户缁绠椾笅鍗�
cls.__process_not_order(code, cancel_data["index"] + 1, end_index, capture_time, is_first_code)
- # _start_time = l2_data_log.l2_time(code, tool.get_now_timestamp() - _start_time,
- # "澶勭悊鍓╀綑鏁版嵁 鑰楁椂")
else:
pass
@@ -770,7 +764,8 @@
if not L2DataUtil.is_limit_up_price_buy(val):
continue
left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(code,
- data["index"],
+ data[
+ "index"],
total_data,
local_today_canceled_buyno_map.get(
code))
@@ -787,7 +782,9 @@
for i in range(trade_index + 1, total_data[-1]["index"] + 1):
if L2DataUtil.is_limit_up_price_buy(total_data[i]["val"]):
left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2(code,
- total_data[i]["index"],
+ total_data[
+ i][
+ "index"],
total_data,
local_today_canceled_buyno_map.get(
code))
@@ -903,7 +900,7 @@
pass
@classmethod
- def cancel_buy(cls, code, msg=None, source="l2"):
+ def cancel_buy(cls, code, msg=None, source="l2", cancel_index=None):
# 鏄惁鏄氦鏄撻槦鍒楄Е鍙�
buy_single_index, buy_exec_index, buy_compute_index, num, count, max_num_set, buy_volume_rate = cls.__get_order_begin_pos(
code)
@@ -926,6 +923,9 @@
l2_log.cancel_debug(code, "鎾ゅ崟涓柇锛屽師鍥狅細{}", reason)
l2_log.debug(code, "鎾ゅ崟涓柇锛屽師鍥狅細{}", reason)
return False
+ if cancel_index is None:
+ cancel_index = total_datas[-1]["index"]
+ cls.__LatestCancelIndexManager.set_latest_cancel_index(code, cancel_index)
cancel_result = cls.__cancel_buy(code)
if cancel_result:
trade_result_manager.real_cancel_success(code, buy_single_index, buy_exec_index, total_datas)
--
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