| | |
|---|
| | | |
|---|
| | | if val["num"] < min_num: |
|---|
| | | continue |
|---|
| | | |
|---|
| | | |
|---|
| | | cancel_data = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_canceled_data_v2(code, |
|---|
| | | j, |
|---|
| | | total_datas, |
|---|
| | |
|---|
| | | cancel_data['val'])) <= 0: |
|---|
| | | watch_indexes.add(i) |
|---|
| | | break |
|---|
| | | |
|---|
| | | # 获取真实下单位后面10笔大单 |
|---|
| | | try: |
|---|
| | | # 真实下单位置后面的数据就只看大单 |
|---|
| | | big_min_num = int(29900 / (float(gpcode_manager.get_limit_up_price(code)))) |
|---|
| | | MIN_NUM = int(5000 / (float(gpcode_manager.get_limit_up_price(code)))) |
|---|
| | | real_place_order_info = self.__real_place_order_index_dict.get(code) |
|---|
| | | if real_place_order_info and not real_place_order_info[1]: |
|---|
| | | # 从真实下单位往后找 |
|---|
| | | after_count = 0 |
|---|
| | | for i in range(real_place_order_info[0] + 1, total_datas[-1]['index']+1): |
|---|
| | | if after_count > 10: |
|---|
| | | break |
|---|
| | | data = total_datas[i] |
|---|
| | | val = data['val'] |
|---|
| | | # 涨停买，且未撤单 |
|---|
| | | if not L2DataUtil.is_limit_up_price_buy(val): |
|---|
| | | continue |
|---|
| | | # 小金额过滤 |
|---|
| | | if val['num'] < MIN_NUM: |
|---|
| | | continue |
|---|
| | | left_count = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_no_canceled_count_v2( |
|---|
| | | code, i, |
|---|
| | | total_datas, |
|---|
| | | local_today_canceled_buyno_map.get( |
|---|
| | | code)) |
|---|
| | | if left_count > 0: |
|---|
| | | after_count+=1 |
|---|
| | | if val['num']>=big_min_num: |
|---|
| | | watch_indexes.add(i) |
|---|
| | | except Exception as e: |
|---|
| | | pass |
|---|
| | | self.__set_watch_indexes(code, buy_single_index, re_compute, watch_indexes) |
|---|
| | | l2_log.l_cancel_debug(code, |
|---|
| | | f"设置监听范围({msg}){'(重新计算)' if re_compute else ''}， 数据范围：{re_start_index}-{end_index} 监听范围-{watch_indexes}") |
|---|
