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6c2eca8fdc7862853fb0986a93ce366a1df72285
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>
fix bug
2026-09-05 00:23:55 +08:00
=<3D><>j<EFBFBD><00><01><><00>dZddlmZddlZddlZddlmZddlmZm Z ddl
m Z ddl m Z ddlmZdd lmZmZmZmZhd
<EFBFBD>Zd hZeezZhd <0C>Zed d <0A><0E><00>Gd<0F>d<10><00><00><00>ZGd<11>d<12><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)<01> SimpleCache)<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
fix bug
2026-09-03 11:33:43 +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>
fix bug
2026-09-05 00:23:55 +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>d<00>eZdZdZddd
<EFBFBD>Zedd <0C><04><00>Zdd<10>Zedd<11><04><00>Zd d<16>Z d!d<19>Z
dS)"<22> OrderBooku$线程安全的活动委托缓存。<E5AD98><E38082><00>
<00>lock_timeout_secr<00>cancel_timeout_sec<65>float<61>return<72>Nonec<01><><00>td|<01><00>|_t|<02><02><00>|_g|_t d|j<00><04><00>|_t<00><00>|_dS)N<>)<01>secondsi')<02> threshold<6C>default_timeout) <09>maxr-rr.<00>datar <00>
busy_cacher<00>mutex)<03>selfr-r.s r(<00>__init__zOrderBook.__init__%sV<00><00> #<23>A<EFBFBD>'7<> 8<> 8<><04><1D>"+<2B>4F<34>"G<>"G<>"G<><04><1F>%'<27><04> <09>%<25><06><04>H]<5D>^<5E>^<5E>^<5E><04><0F><19>V<EFBFBD>V<EFBFBD><04>
feat order.py
2026-08-30 14:46:34 +08:00
<EFBFBD>
<EFBFBD>
fix bug
2026-09-05 00:23:55 +08:00
r'rc<01>0<00>dtjd<02><00><00><00>S)u5生成 ``trend-xxxxxxxx`` 格式的本地订单号。ztrend-<2D> )<02>secrets<74> token_hexr&r'r(<00> new_order_idzOrderBook.new_order_id,s<00><00>0<><07>)<29>"<22>-<2D>-<2D>/<2F>/<2F>/r'r<00>side<64>boolc<01><><00>|j5|j<00>|<00>||<01><00><00><00>cddd<01><00>S#1swxYwYdS)u<判断证券是否存在仍在处理中的同方向委托。N)r:r9<00>has<61> _busy_key)r;rrBs r(<00>busyzOrderBook.busy1s<><00><00> <11>Z<EFBFBD> C<01> C<01><17>?<3F>&<26>&<26>t<EFBFBD>~<7E>~<7E>d<EFBFBD>D<EFBFBD>'A<>'A<>B<>B<> C<01> C<01> C<01> C<01> C<01> C<01> C<01> C<01> C<01> C<01> C<01> C<01><><EFBFBD><EFBFBD> C<01> C<01> C<01> C<01> C<01> Cs<00>.A<03>A<07>
Ac<01><00>|<00>d|<01><00>S)N<>-r&)rBrs r(rFzOrderBook._busy_key6s<00><00><16><1F><1F><14><1F><1F>r'rr <00>orders<72>list[OrderItem]c<01><><00>tj<00><00>}g}t<00><00>}d}|D]<5D>}|jtvr<01>|j<00>g|jt vrY||jz
|jkrF|<01>|j <00><00>|dz }tj d|j |j |j <00><00><00>|<04>|<07><00>|jtvr3|<05>|<00>|j |j <00><00><00><00><00><>|j5||_ddd<02><00>n #1swxYwYtj dt)|<04><00>t)|<05><00>|<06><00>dS)u?用账户快照刷新委托，并撤销超时的活动委托。rNr3u>[Order] 超时撤单，代码=%s，方向=%s，柜台订单=%su;[Order] 刷新完成，跟踪=%d，处理中=%d，撤销=%d)r<00>now<6F>set<65>status<75>TRACKED_STATUSES<45>
created_at<EFBFBD>CANCELABLE_STATUSESr.<00> cancel_by_id<69>id<69>log<6F>inforrB<00>append<6E> BUSY_STATUSES<45>addrFr:r8<00>len)r;rrJ<00>currentr8<00> busy_keys<79>canceled<65>items r(<00>refreshzOrderBook.refresh:s<><00><00><1A>,<2C>.<2E>.<2E><07> "<22><04>!<21>e<EFBFBD>e<EFBFBD> <09><14><08><1A> D<01> D<01>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>Y<>[_<>[d<>fj<66>fo<66>qu<71>qx<71>y<>y<>y<><18> <11>K<EFBFBD>K<EFBFBD><04> <1D> <1D> <1D><13>{<7B>m<EFBFBD>+<2B>+<2B><19> <0A> <0A>d<EFBFBD>n<EFBFBD>n<EFBFBD>T<EFBFBD>Y<EFBFBD><04> <09>B<>B<>C<>C<>C<><43><12>Z<EFBFBD> <1D> <1D><1C>D<EFBFBD>I<EFBFBD> <1D> <1D> <1D> <1D> <1D> <1D> <1D> <1D> <1D> <1D> <1D><><EFBFBD><EFBFBD> <1D> <1D> <1D> <1D> <0B><08>N<>PS<50>TX<54>PY<50>PY<50>[^<5E>_h<5F>[i<>[i<>ks<6B>t<>t<>t<>t<>ts<00>D<03>D<07> D<07>requestrc
<01><><00>tjt|j<00><00>d<01><00>}|s"t jd|j|j<00><00>dS|<00>||j<00><00>}|j5|j <00>
|<03><00>r)t j d|j|<02><00> ddd<05><00>dS|j <00> |d|j <00><07><00>ddd<05><00>n #1swxYwY |j<00>|j|j|j|j|j<00><00>}nS#t&$rF}t jd|j|j|j|jpt|<05><00><00><00>Yd}~dSd}~wwxYwt/|t0<00><00>s"t jd |j|j<00><00>dSt|<04>d
<EFBFBD><00>pd<01><00><00><00><00><00><00><00>}|<04>d <0B><00>d ks|d vr7t jd|j|j|<04>d <0B><00>|<06><00>dSt7||j||jdt9j<00><00>|j|j<00><10><00>}|j5|j<00>|<07><00>ddd<05><00>n #1swxYwYt j d|j||j|j|<06><00>dS)u<按最新价提交委托，并立即写入本地方向锁。<E99481>u@[Order] 下单失败，代码=%s，原因=未知买卖方向(%s)Fu2[Order] 跳过重复下单，代码=%s，方向=%sNT)<01>timeoutuN[Order] 下单失败，代码=%s，本地订单=%s，HTTP状态=%d，错误=%suN[Order] 下单失败，代码=%s，本地订单=%s，原因=响应格式无效<E697A0> order_refrO<00>success>rb<00>none<6E>unknownuS[Order] 下单被拒绝，代码=%s，本地订单=%s，状态=%s，柜台订单=%sr)rTrrB<00>remarkrOrQr<00>local_order_idu_[Order] 下单已受理，代码=%s，方向=%s，数量=%d，本地订单=%s，柜台订单=%s) r <00>getrrrU<00>warningrrFr:r9rErVrNr-r<00>passorder_latest_taggedrr rr
<00> exception<6F> status_code<64>message<67>
isinstance<EFBFBD>dict<63>strip<69>lowerr rrMr8rW)r;r`rB<00>key<65>result<6C>excrd<00>pendings r(<00>placezOrderBook.place[s%<00><00>#<23>'<27><03>G<EFBFBD>J<EFBFBD><0F><0F><12><<3C><<3C><04><13> <19> <0F>K<EFBFBD>Z<>\c<>\h<>jq<6A>jt<6A> u<> u<> u<><18>5<EFBFBD><12>n<EFBFBD>n<EFBFBD>T<EFBFBD>7<EFBFBD><<3C>0<>0<><03> <11>Z<EFBFBD> J<01> J<01><13><EFBFBD>"<22>"<22>3<EFBFBD>'<27>'<27> <1D><13><08>M<>w<EFBFBD>|<7C>]a<>b<>b<>b<><1C> J<01> J<01> J<01> J<01> J<01> J<01> J<01> J<01> <11>O<EFBFBD> <1F> <1F><03>T<EFBFBD>4<EFBFBD>3H<33> <1F> I<> I<> I<>  J<01> J<01> J<01> J<01> J<01> J<01> J<01> J<01> J<01> J<01> J<01><><EFBFBD><EFBFBD> J<01> J<01> J<01> J<01>
feat dev6
2026-09-01 14:28:49 +08:00
<19><1C>^<5E>;<3B>;<3B><17>
fix bug
2026-09-01 15:49:09 +08:00
<EFBFBD><17> <0C><17><0E><17>%<25><17> <20> <0E><0E>F<EFBFBD>F<EFBFBD><46><18> <19> <19> <19> <0F>M<EFBFBD>j<>ls<6C>lx<6C>{B<02>{K<02>MP<02>M\<02>^a<02>^i<02>^u<02>mp<02>qt<02>mu<02>mu<02> v<02> v<02> v<02><18>5<EFBFBD>5<EFBFBD>5<EFBFBD>5<EFBFBD>5<EFBFBD><35><EFBFBD><EFBFBD><EFBFBD> <19><><EFBFBD><EFBFBD><1A>&<26>$<24>'<27>'<27> <19> <0F>K<EFBFBD>h<>jq<6A>jv<6A>x<78>yI<02> J<02> J<02> J<02><18>5<EFBFBD><17><06>
feat dev
2026-08-28 22:56:35 +08:00
<EFBFBD>
fix bug
2026-09-05 00:23:55 +08:00
<EFBFBD>;<3B>/<2F>/<2F>5<>2<EFBFBD>6<>6<><<3C><<3C>><3E>><3E>D<>D<>F<>F<> <09> <11>:<3A>:<3A>h<EFBFBD> <1F> <1F>9<EFBFBD> ,<2C> ,<2C> <09>=T<>0T<30>0T<30> <0F>K<EFBFBD>m<>ov<6F>o{<7B>~E<02>~N<02>PV<02>PZ<02>PZ<02>[c<02>Pd<02>Pd<02>fo<02> p<02> p<02> p<02><18>5<EFBFBD><1B><18><18><1C><15><1A>#<23><17><1F>|<7C>~<7E>~<7E><1A>><3E>"<22>+<2B> 
feat dev
2026-08-28 22:56:35 +08:00
<EFBFBD> 
<EFBFBD> 
fix bug
2026-09-05 00:23:55 +08:00
<EFBFBD><07><12>Z<EFBFBD> &<26> &<26> <10>I<EFBFBD> <1C> <1C>W<EFBFBD> %<25> %<25> %<25> &<26> &<26> &<26> &<26> &<26> &<26> &<26> &<26> &<26> &<26> &<26><><EFBFBD><EFBFBD> &<26> &<26> &<26> &<26> <0B><08>r<>t{<7B>uA<02>CG<02>IP<02>IW<02>Y`<02>Yi<02>kt<02> u<02> u<02> u<02><13>tsB<00>.7C <03>2"C <03> C$<07>'C$<07>,7D$<00>$
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<12> <20> <20> <20><12>\<5C> <20>u<01>u<01>u<01>u<01>B.<14>.<14>.<14>.<14>.<14>.r'r*)r$<00>
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r r r rX<00>COMPLETED_STATUSESrPrRrr*r&r'r(<00><module>r<>sc<00><01>J<>J<>"<22>"<22>"<22>"<22>"<22>"<22><0E><0E><0E><0E><15><15><15><15>!<21>!<21>!<21>!<21>!<21>!<21>(<28>(<28>(<28>(<28>(<28>(<28>(<28>(<28><1A><1A><1A><1A><1A><1A><16><16><16><16><16><16> <20> <20> <20> <20> <20> <20>A<>A<>A<>A<>A<>A<>A<>A<>A<>A<>A<>A<>5<>4<>4<> <0A><1A>V<EFBFBD><12> <20>#5<>5<><10>.<2E>.<2E>.<2E><13> <0B><19>$<24>d<EFBFBD>#<23>#<23>#<23><17><17><17><17><17><17><17>$<24>#<23><17>g<14>g<14>g<14>g<14>g<14>g<14>g<14>g<14>g<14>gr'
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