| | |
|---|
| | | limit_up_price, |
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| | | sell_1_price, sell_1_volume // 100, average_rate) |
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| | | latest_3m_buy1_money_list = code_price_manager.Buy1PriceManager().get_latest_3m_buy1_money_list(code) |
|---|
| | | # -----------------------------重新计算L撤后--------------------------- |
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| | | # 暂时不更新，无意义 |
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| | | # 如果时涨停状态 |
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| | | # if abs(float(limit_up_price) - float(buy_1_price)) < 0.001: |
|---|
| | | # # 是否处于下单状态 |
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| | | # state = trade_manager.CodesTradeStateManager().get_trade_state_cache(code) |
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| | | # if state == trade_manager.TRADE_STATE_BUY_DELEGATED or state == trade_manager.TRADE_STATE_BUY_PLACE_ORDER or constant.TEST: |
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| | | # if latest_3m_buy1_money_list and tool.trade_time_sub(latest_3m_buy1_money_list[-1][0], |
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| | | # latest_3m_buy1_money_list[0][0]) >= 2 * 60: |
|---|
| | | # # 2分钟以内,标准差在10%以内 |
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| | | # c_start_index = None |
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| | | # for i in range(len(latest_3m_buy1_money_list) - 1, -1, -1): |
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| | | # if tool.trade_time_sub(latest_3m_buy1_money_list[-1][0], |
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| | | # latest_3m_buy1_money_list[i][0]) >= 2 * 60: |
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| | | # c_start_index = i |
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| | | # break |
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| | | # if c_start_index is not None: |
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| | | # latest_3m_buy1_money_list = copy.deepcopy(latest_3m_buy1_money_list[c_start_index:]) |
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| | | # latest_3m_buy1_money_list = [x[1] for x in latest_3m_buy1_money_list] |
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| | | # avg_val = numpy.mean(numpy.array(latest_3m_buy1_money_list)) |
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| | | # max_val = max(latest_3m_buy1_money_list) |
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| | | # min_val = min(latest_3m_buy1_money_list) |
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| | | # if abs(max_val - avg_val) / avg_val < 0.1 and abs(min_val - avg_val) / avg_val < 0.1: |
|---|
| | | # # 买1封单额平稳 |
|---|
| | | # LCancelBigNumComputer().re_compute_l_down_watch_indexes(code) |
|---|
| | | |
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| | | threading.Thread(target=lambda: update_kpl_jx_block(code, buy_1_price, limit_up_price), daemon=True).start() |
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| | | # 拉取总大单成交 |
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| | | threading.Thread(target=lambda: radical_buy_data_manager.TotalDealBigOrderInfoManager.update_big_order_info(code, data["totalValueTrade"]), daemon=True).start() |
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| | | |
|---|
| | | async_log_util.info(hx_logger_l2_market_data, f"{code}#{data}") |
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| | | |
|---|
