From 6a0d3ff5832e57ee1b1374d086f24b3c1679b332 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 05 九月 2025 18:22:24 +0800
Subject: [PATCH] bug修复/降低测撤单率
---
l2/l2_compute_util.py | 27 +++++++++++++++++++++++++++
1 files changed, 27 insertions(+), 0 deletions(-)
diff --git a/l2/l2_compute_util.py b/l2/l2_compute_util.py
index 65ab148..5dcff4c 100644
--- a/l2/l2_compute_util.py
+++ b/l2/l2_compute_util.py
@@ -69,3 +69,30 @@
if total_count >= max_count:
return i
return end_index
+
+ @classmethod
+ def is_canceled(cls, code, index, total_datas, canceled_buyno_map, dealing_buy_order_no, deal_order_nos):
+ """
+ 鏄惁宸茬粡鎾ゅ崟
+ @param deal_order_nos: 鎴愪氦澶у崟闆嗗悎
+ @param dealing_buy_order_no: 姝ｅ湪鎴愪氦鐨勪拱鍗曞彿
+ @param index: 绱㈠紩
+ @param code: 浠ｇ爜
+ @param total_datas:
+ @param canceled_buyno_map:鎾ゅ崟鐨勮鍗曞彿
+ @return:
+ """
+ cancel_data = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_canceled_data_v2(code, index,
+ total_datas,
+ canceled_buyno_map)
+ if cancel_data:
+ # 宸茬粡鎾ゅ崟
+ return cancel_data
+ else:
+ # 姝ｅ湪鎴愪氦鐨勪拱鍗曞彿澶т簬鎸傜殑涔板崟
+ orderNo = total_datas[index]['val']['orderNo']
+ if dealing_buy_order_no and orderNo < dealing_buy_order_no:
+ # 鎴愪氦杩涘害澶т簬绱㈠紩浣嶇疆锛屼笖杩樻病鎴愪氦
+ if orderNo not in deal_order_nos:
+ return total_datas[index]
+ return None
--
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