From f5b416d9cb5214ff0e46ca6305098085d2fe8742 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 27 九月 2023 18:02:11 +0800
Subject: [PATCH] L2与交易之间的通信采用队列方式/实现L撤单比例动态计算
---
third_data/data_server.py | 20 +++++++++++++++++---
1 files changed, 17 insertions(+), 3 deletions(-)
diff --git a/third_data/data_server.py b/third_data/data_server.py
index 1fa8dad..b38a9c4 100644
--- a/third_data/data_server.py
+++ b/third_data/data_server.py
@@ -10,7 +10,7 @@
from utils import global_util, tool
from code_attribute import gpcode_manager
from log_module import log, log_analyse, log_export
-from l2 import code_price_manager, l2_data_util, l2_data_manager_new
+from l2 import code_price_manager, l2_data_util, l2_data_manager_new, cancel_buy_strategy
from l2.cancel_buy_strategy import HourCancelBigNumComputer
from output.limit_up_data_filter import IgnoreCodeManager
from third_data import kpl_util, kpl_data_manager, kpl_api, block_info
@@ -495,6 +495,18 @@
code_price_manager.Buy1PriceManager().set_limit_up_time(code, limit_up_time)
add_codes = codes_set - self.__latest_limit_up_codes_set
self.__latest_limit_up_codes_set = codes_set
+
+ if limit_up_reasons:
+ # 缁熻娑ㄥ仠鍘熷洜鐨勭エ鐨勪釜鏁�
+ limit_up_reason_code_dict = {}
+ for code in limit_up_reasons:
+ b = limit_up_reasons[code]
+ if b not in limit_up_reason_code_dict:
+ limit_up_reason_code_dict[b] = set()
+ limit_up_reason_code_dict[b].add(code)
+ cancel_buy_strategy.LCancelRateManager.set_block_limit_up_count(limit_up_reason_code_dict)
+
+
if add_codes:
for code in add_codes:
# 鏍规嵁娑ㄥ仠鍘熷洜鍒ゆ柇鏄惁鍙互涔�
@@ -510,7 +522,7 @@
if not current_limit_up_datas:
current_limit_up_datas = []
if not limit_up_record_datas:
- limit_up_record_datas=[]
+ limit_up_record_datas = []
if CodePlateKeyBuyManager.is_need_cancel(code, limit_up_reasons.get(code),
current_limit_up_datas,
limit_up_record_datas,
@@ -518,7 +530,9 @@
before_blocks_dict):
pass
# TODO 娴嬭瘯鏆傛椂娉ㄩ噴
- # l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code, f"娑ㄥ仠鍘熷洜锛坽 limit_up_reasons.get(code)}锛変笉鏄�佸ぇ鎾ゅ崟", "鏉垮潡鎾�")
+ l2_data_manager_new.L2TradeDataProcessor.cancel_buy(code,
+ f"娑ㄥ仠鍘熷洜锛坽limit_up_reasons.get(code)}锛変笉鏄�佸ぇ鎾ゅ崟",
+ "鏉垮潡鎾�")
except Exception as e:
logger_debug.exception(e)
kpl_data_manager.KPLLimitUpDataRecordManager.save_record(tool.get_now_date_str(), result_list_)
--
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