卖单统计只统计板上成交

Administrator

2025-03-20 7f0dbdc26bae6f52406ab149af3534c1c72f6a9c

 l2/l2_transaction_data_manager.py

@@ -62,7 +62,7 @@

    def add_sell_datas(self, code, datas):
        """
        添加大卖单数据
        添加大卖单数据:只计算板上成交
        @param code: 代码
        @param datas:[(卖单号,总股数,总成交额)]
        @return:
@@ -321,6 +321,9 @@
        """
        big_sell_datas = []
        for data in fdatas:
            if not data[2]:
                # 只计算板上成交
                continue
            money = data[3]
            # q.append((data['SecurityID'], data['TradePrice'], data['TradeVolume'],
            #                   data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'],