l2/huaxin/l2_huaxin_util.py
@@ -94,6 +94,8 @@ # 过滤涨停卖 continue key = "{}-{}-{}".format(code, item["mainSeq"], item["subSeq"]) if key in dataIndexs: # 数据重复次数+1 @@ -122,8 +124,8 @@ # filter_not_limit_up = True # if int(datas[0]["time"][:5].replace(":", "")) <= 925: # filter_not_limit_up = False # 不过滤非涨停金额 filter_not_limit_up = False # 过滤掉非涨停买与买撤 filter_not_limit_up = True fdatas = __format_l2_data(datas, code, float(limit_up_price), filter_not_limit_up=filter_not_limit_up, filter_limit_up_sell=filter_limit_up_sell) for i in range(0, len(fdatas)):
