| | |
|---|
| | | 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(tool.get_limit_up_rate(pDepthMarketData['SecurityID'])))) |
|---|
| | | tool.to_price(decimal.Decimal(str(pDepthMarketData['PreClosePrice'])) * decimal.Decimal( |
|---|
| | | 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(hx_logger_l2_market_data_before_open, f"{d}") |
|---|
| | |
|---|
| | | market_code_dict[pDepthMarketData.SecurityID] = ( |
|---|
| | | pDepthMarketData.SecurityID, pDepthMarketData.BidPrice1, 0.1, pDepthMarketData.TotalBidVolume, |
|---|
| | | time.time(), |
|---|
| | | pDepthMarketData.BidPrice1, pDepthMarketData.BidVolume1) |
|---|
| | | pDepthMarketData.BidPrice1, pDepthMarketData.BidVolume1, pDepthMarketData.BidPrice2, |
|---|
| | | pDepthMarketData.BidVolume2, pDepthMarketData.UpdateTime, pDepthMarketData.PreClosePrice) |
|---|
| | | else: |
|---|
| | | if pDepthMarketData.SecurityID in market_code_dict: |
|---|
| | | market_code_dict.pop(pDepthMarketData.SecurityID) |
|---|
