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big-qmt/py-client/strategy/trend/__pycache__/order.cpython-311.pyc

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feat
2026-08-28 18:52:27 +08:00
<EFBFBD>
feat dev6
2026-09-01 14:28:49 +08:00
'g<>j<EFBFBD><00><01><><00>dZddlmZddlZddlZddlmZddlmZm Z ddl
m Z ddl m Z ddlmZmZmZmZhd <09>Zd
hZeezZhd <0B>Zed d <0C> <0A><00>Gd<0E>d<0F><00><00><00>ZGd<10>d<11><00>ZdS)uD趋势策略委托簿，对应 Go 客户端的 ``logic/order.go``。<>)<01> annotationsN)<01> dataclass)<02>datetime<6D> timedelta)<01>Lock)<01>Any)<04>APIError<6F>ORDER_SIDE_BY_OFFSET<45>Client<6E> OrderItem><00>48<34>49<34>50<35>51<35>52<35>55<35>56>rrrrT)<02>frozen<65>slotsc<01>P<00>eZdZUdZded<ded<ded<ded<ded <ded
feat dev
2026-08-28 22:56:35 +08:00
<d S) <0C>PlaceOrderRequestu8``OrderBook.place`` 提交委托所需的全部参数。r<00>client<6E>int<6E>op<6F>str<74>code<64>volume<6D>order_id<69> strategy_nameN)<05>__name__<5F>
feat dev6
2026-09-01 14:28:49 +08:00
__module__<EFBFBD> __qualname__<5F>__doc__<5F>__annotations__<5F><00><00>7D:\work\quant\big-qmt\py-client\strategy\trend\order.pyrrsQ<00><00><00><00><00><00><00>B<>B<><0F>K<EFBFBD>K<EFBFBD>K<EFBFBD> <0B>G<EFBFBD>G<EFBFBD>G<EFBFBD> <0A>I<EFBFBD>I<EFBFBD>I<EFBFBD><0F>K<EFBFBD>K<EFBFBD>K<EFBFBD><11>M<EFBFBD>M<EFBFBD>M<EFBFBD><16><16><16><16><16>r&rc<01>L<00>eZdZdZddd <09>Zedd <0C><04><00>Zdd<10>Zdd<13>Zdd<16>Z dS)<1E> OrderBooku$线程安全的活动委托缓存。<E5AD98><E38082><00>
<00>lock_timeout_sec<65>float<61>cancel_timeout_sec<65>return<72>Nonec<01><><00>tdt|<01><00><00><00>|_t|<02><02><00>|_g|_i|_t<00><00>|_dS)Ng)<01>seconds) <09>maxr-r,rr.<00>data<74>lockr<00>mutex)<03>selfr,r.s r'<00>__init__zOrderBook.__init__$sN<00><00> #<23>C<EFBFBD><15>/?<3F>)@<40>)@<40> A<> A<><04><1D>"+<2B>4F<34>"G<>"G<>"G<><04><1F>%'<27><04> <09>&(<28><04> <09><19>V<EFBFBD>V<EFBFBD><04>
feat order.py
2026-08-30 14:46:34 +08:00
<EFBFBD>
<EFBFBD>
feat dev6
2026-09-01 14:28:49 +08:00
r&<00>legrc<01>F<00>d|dd<03><00>dtjd<05><00><00><00>S)uA生成短订单号，为 QMT 备注中的信号键预留空间。zzt-N<><00>-<2D>)<02>secrets<74> token_hex)r9s r'<00> new_order_idzOrderBook.new_order_id+s-<00><00>6<>S<EFBFBD><12>!<21><12>W<EFBFBD>5<>5<>w<EFBFBD>0<><11>3<>3<>5<>5<>5r&r<00>side<64>boolc<01>d<00>|j5|<02>d|<01><00>}||jvcddd<02><00>S#1swxYwYdS)u<判断证券是否存在仍在处理中的同方向委托。r<N)r6r5)r7rrA<00>keys r'<00>busyzOrderBook.busy0s<><00><00> <11>Z<EFBFBD> $<24> $<24><19>"<22>"<22>D<EFBFBD>"<22>"<22>C<EFBFBD><16>$<24>)<29>#<23> $<24> $<24> $<24> $<24> $<24> $<24> $<24> $<24> $<24> $<24> $<24> $<24><><EFBFBD><EFBFBD> $<24> $<24> $<24> $<24> $<24> $s <00>%<03>)<07>)rr c<01><><00>|<01>d<01><00>}tj<00><00>}|<03><00><00>}g}i}d}|D]<5D>}|jt
vr<01>|j<00>g|jtvrY||jz
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<00><00><00>|<05>|<08><00>|jt vr6|j<00>d|j <00><00>} |j<00>|j<00><00><00>n||| <<00><>|j5||_||_ddd<03><00>n #1swxYwYtj dt)|<05><00>t)|<06><00>|<07><00>dS)uM从 QMT 刷新进行中和已完成委托，并撤销超时的活动委托。<E68998>orderrNr;u?[订单] 超时撤单，代码=%s，方向=%s，柜台订单=%sr<u<[订单] 刷新完成，跟踪=%d，处理中=%d，撤销=%d)<15>trade_detail_datar<00>now<6F> timestamp<6D>status<75>TRACKED_STATUSES<45>
created_at<EFBFBD>CANCELABLE_STATUSESr.<00> cancel_by_id<69>id<69>log<6F>inforrA<00>append<6E> BUSY_STATUSESr6r4r5<00>len)
r7r<00>orders<72>current<6E> now_timestampr4r5<00>canceled<65>itemrDs
r'<00>refreshzOrderBook.refresh6s<><00><00><17>)<29>)<29>'<27>2<>2<><06><1A>,<2C>.<2E>.<2E><07><1F>)<29>)<29>+<2B>+<2B> <0A> "<22><04>!#<23><04><14><08><1A> <12> <12>D<EFBFBD><13>{<7B>"2<>2<>2<><18><15><0F>+<2B><18>K<EFBFBD>#6<>6<>6<><1B>d<EFBFBD>o<EFBFBD>-<2D><04>0G<30>G<>G<><16>#<23>#<23>D<EFBFBD>G<EFBFBD>,<2C>,<2C>,<2C><18>A<EFBFBD> <0A><08><13><08>Z<>\`<60>\e<>gk<67>gp<67>rv<72>ry<72>z<>z<>z<><18> <11>K<EFBFBD>K<EFBFBD><04> <1D> <1D> <1D><13>{<7B>m<EFBFBD>+<2B>+<2B><1D><19>0<>0<>T<EFBFBD>Y<EFBFBD>0<>0<><03><1C><EFBFBD>2<><19>O<EFBFBD>-<2D>-<2D>/<2F>/<2F>/<2F>&<26><15>S<EFBFBD> <09><><12>Z<EFBFBD> <1D> <1D><1C>D<EFBFBD>I<EFBFBD><1C>D<EFBFBD>I<EFBFBD> <1D> <1D> <1D> <1D> <1D> <1D> <1D> <1D> <1D> <1D> <1D><><EFBFBD><EFBFBD> <1D> <1D> <1D> <1D> <0C><08>O<>QT<51>UY<55>QZ<51>QZ<51>\_<>`d<>\e<>\e<>go<67>p<>p<>p<>p<>ps<00>%E<03>E<07>E<07>requestrc
<01><><00> |j<00>|j|j|j|j|j<00><00>}nS#t$rF}tj d|j|j|j
|j pt|<03><00><00><00>Yd}~dSd}~wwxYwt|t<00><00>s"tjd|j|j<00><00>dSt|<02>d<05><00>pd<06><00><00><00><00><00><00><00>}|<02>d<07><00>dks|d vr7tjd
|j|j|<02>d<07><00>|<04><00>dSt'jt|j<00><00>d<06><00>}t)||j||jd t+j<00><00>|j|j<00> <0C><00>}|j5|<05>d |j<00><00>}|j<00>|<06><00>|j<00><00><00>|j|<ddd<02><00>n #1swxYwYtjd|j||j|j|<04><00>dS)u<按最新价提交委托，并立即写入本地方向锁。uO[订单] 下单失败，代码=%s，本地订单=%s，HTTP状态=%d，错误=%sNFuO[订单] 下单失败，代码=%s，本地订单=%s，原因=响应格式无效<E697A0> order_ref<65>rK<00>success>r_<00>none<6E>unknownuT[订单] 下单被拒绝，代码=%s，本地订单=%s，状态=%s，柜台订单=%sr )rPrrA<00>remarkrKrMr<00>local_order_idr<u`[订单] 下单已受理，代码=%s，方向=%s，数量=%d，本地订单=%s，柜台订单=%sT)r<00>passorder_latest_taggedrrrrrr rQ<00> exception<6F> status_code<64>messager<00>
isinstance<EFBFBD>dict<63>warning<6E>get<65>strip<69>lowerr
r rrIr6r4rSrMrJr5rR)r7r\<00>result<6C>excr^rA<00>pendingrDs r'<00>placezOrderBook.place_s(<00><00>
<19><1C>^<5E>;<3B>;<3B><17>
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feat dev
2026-08-28 22:56:35 +08:00
<EFBFBD>
feat dev6
2026-09-01 14:28:49 +08:00
<EFBFBD>;<3B>/<2F>/<2F>5<>2<EFBFBD>6<>6<><<3C><<3C>><3E>><3E>D<>D<>F<>F<> <09> <11>:<3A>:<3A>h<EFBFBD> <1F> <1F>9<EFBFBD> ,<2C> ,<2C> <09>=T<>0T<30>0T<30> <0F>K<EFBFBD>n<>pw<70>p|<7C>F<02>O<02>QW<02>Q[<02>Q[<02>\d<02>Qe<02>Qe<02>gp<02> q<02> q<02> q<02><18>5<EFBFBD>#<23>'<27><03>G<EFBFBD>J<EFBFBD><0F><0F><12><<3C><<3C><04><1B><18><18><1C><15><1A>#<23><17><1F>|<7C>~<7E>~<7E><1A>><3E>"<22>+<2B> 
feat dev
2026-08-28 22:56:35 +08:00
<EFBFBD> 
<EFBFBD> 
feat dev6
2026-09-01 14:28:49 +08:00
<EFBFBD><07><12>Z<EFBFBD> <<3C> <<3C><19>*<2A>*<2A>G<EFBFBD>L<EFBFBD>*<2A>*<2A>C<EFBFBD> <10>I<EFBFBD> <1C> <1C>W<EFBFBD> %<25> %<25> %<25>$<24>/<2F>9<>9<>;<3B>;<3B>D<EFBFBD>I<EFBFBD>c<EFBFBD>N<EFBFBD> <<3C> <<3C> <<3C> <<3C> <<3C> <<3C> <<3C> <<3C> <<3C> <<3C> <<3C><><EFBFBD><EFBFBD> <<3C> <<3C> <<3C> <<3C> <0C><08>s<>u|<7C>vB<02>DH<02>JQ<02>JX<02>Za<02>Zj<02>lu<02> v<02> v<02> v<02><13>ts(<00>7:<00>
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