L2订阅接口更新

Administrator

2024-06-14 1471480f5307d9f75b6e87e246cc14c131fb4639

 l2/l2_data_manager_new.py

@@ -954,6 +954,9 @@

    @classmethod
    def __can_buy_first(cls, code):
        if code.find("60") == 0:
            return False, True, f"上证暂不交易"

        if not cls.__TradeStateManager.is_can_buy_cache():
            return False, True, f"今日已禁止交易"

@@ -1064,13 +1067,15 @@
                    limit_up_price = round(float(gpcode_manager.get_limit_up_price(code)), 2)
                    # 从成交进度位到截至位置计算大单
                    min_money = l2_data_util.get_big_money_val(limit_up_price)
                    left_count, left_money = cancel_buy_strategy.L2DataComputeUtil.compute_left_buy_order(code, trade_index, total_data[-1]["index"],
                    left_count, left_money = cancel_buy_strategy.L2DataComputeUtil.compute_left_buy_order(code,
                                                                                                          trade_index,
                                                                                                          total_data[
                                                                                                              -1][
                                                                                                              "index"],
                                                                                      limit_up_price,
                                                                                      min_money=min_money)
                    if left_count < 1:
                        return False, False, f"没有已挂或者成交的大单"



        # 暂时注释想买单功能
        if not cls.__WantBuyCodesManager.is_in_cache(code):
@@ -1509,7 +1514,8 @@
        threshold_money = threshold_money_new
        order_begin_pos.threshold_money = threshold_money

        l2_log.debug(code, "范围：{}-{} m值-{} 量比:{} rebegin_buy_pos:{} clear_buy_single:{}", compute_start_index, compute_end_index,
        l2_log.debug(code, "范围：{}-{} m值-{} 量比:{} rebegin_buy_pos:{} clear_buy_single:{}", compute_start_index,
                     compute_end_index,
                     threshold_money, cls.volume_rate_info[code][0],
                     rebegin_buy_pos, clear_buy_single)

@@ -1555,7 +1561,8 @@
            # 记录买入信号位置
            if not clear_buy_single:
                # 没有清除信号位置就保存下单位置信息
                cls.__save_order_begin_data(code, OrderBeginPosInfo(buy_single_index=buy_single_index, buy_exec_index=-1,
                cls.__save_order_begin_data(code,
                                            OrderBeginPosInfo(buy_single_index=buy_single_index, buy_exec_index=-1,
                                                                    buy_compute_index=compute_end_index, num=buy_nums,
                                                                    count=buy_count,
                                                                    mode_desc=order_begin_pos.mode_desc,