Administrator
2024-04-11 832d70d984316e43048a84ad61d0c8a12c319993
huaxin_client/l2_data_manager.py
@@ -49,7 +49,8 @@
    # special_price:过滤的1手的价格
    def set_order_fileter_condition(self, code, min_volume, limit_up_price, shadow_price, buy_volume):
        if code not in self.filter_order_condition_dict:
            self.filter_order_condition_dict[code] = [(min_volume, limit_up_price, shadow_price, buy_volume,  min_volume//10 if code.find("00")==0 else min_volume)]
            self.filter_order_condition_dict[code] = [(min_volume, limit_up_price, shadow_price, buy_volume,
                                                       min_volume // 25 if code.find("00") == 0 else min_volume)]
            huaxin_l2_log.info(logger_local_huaxin_l2_subscript,
                               f"({code})常规过滤条件设置:{self.filter_order_condition_dict[code]}")
@@ -67,8 +68,8 @@
            if item[2] == filter_condition[0][3]:
                return item
            # 卖大于10w
            if item[3] != '1' and item[2] > filter_condition[0][4]:
            # 卖大于2w且是涨停卖
            if item[3] != '1' and item[2] > filter_condition[0][4] and item[1] == filter_condition[0][1]:
                return item
            return None