Administrator
2024-06-11 2727748dff6ddc068fe94c820eb79ef5a051605c
huaxin_client/l2_market_client.py
@@ -56,9 +56,9 @@
        szse_codes = []
        sse_codes = []
        for code in codes:
            if code.find("00") == 0:
            if tool.is_sz_code(code):
                szse_codes.append(code.encode())
            elif code.find("60") == 0:
            elif tool.is_sh_code(code):
                sse_codes.append(code.encode())
        return sse_codes, szse_codes
@@ -181,7 +181,7 @@
            limit_up_count = len(self.__limit_up_codes)
            # 获取是否涨停价
            limit_up_price = float(
                tool.to_price(decimal.Decimal(str(pDepthMarketData['PreClosePrice'])) * decimal.Decimal("1.1")))
                tool.to_price(decimal.Decimal(str(pDepthMarketData['PreClosePrice'])) * decimal.Decimal(f"{tool.get_limit_up_rate(pDepthMarketData['SecurityID'])}")))
            if abs(limit_up_price - pDepthMarketData['LastPrice']) < 0.001 or abs(
                    limit_up_price - pDepthMarketData['BidPrice1']) < 0.001:
                huaxin_l2_log.info(logger_local_huaxin_l2_market, f"{d}")