Administrator
2025-02-14 a505cbca2d80bc533fbb27e32b447311fcb15eec
l2/l2_limitup_sell_data_manager.py
@@ -85,7 +85,7 @@
                order_no_set = set()
            limit_up_active_buy_datas = []
            for d in datas:
                if d[1] != limit_up_price:
                if abs(d[1] - limit_up_price) > 0.001:
                    continue
                # 是否有涨停主动买成交
                if d[6] < d[7]:
@@ -129,13 +129,13 @@
if __name__ == "__main__":
    # 测试涨停总卖吃掉的情况
    code = "000503"
    code = "300253"
    datas = log_export.load_huaxin_l2_sell_deal_list(code).get(code)
    print(datas)
    deal_datas = []
    deal_order_nos = set()
    for i in range(len(datas)):
        if 102839 <= int(datas[i][0].replace(":", "")) <= 102845:
        if 133320 <= int(datas[i][0].replace(":", "")) <= 142039:
            deal_datas.append(datas[i])
    for x in deal_datas:
        for xx in x[1]:
@@ -147,7 +147,7 @@
    fdatas = []
    for x in datas:
        # if int("101821") < int(x[0].replace(":", "")) < int("102841"):
        if 20770358 >= x[2][0] >= 18860519:
        if 42886361 >= x[2][0] >= 35522478:
            fdatas.append(x)
    delegate_order_nos = set()
    total_delegate = 0