| | |
|---|
| | | thread_id = random.randint(0, 100000) |
|---|
| | | l2_log.threadIds[code] = thread_id |
|---|
| | | l2_data_count = len(_datas) |
|---|
| | | l2_log.info(code, hx_logger_l2_orderdetail, |
|---|
| | | f"{code}#耗时：{use_time}-{thread_id}#数量：{l2_data_count}#{_datas[-1]}") |
|---|
| | | # l2_log.info(code, hx_logger_l2_orderdetail, |
|---|
| | | # f"{code}#耗时：{use_time}-{thread_id}#数量：{l2_data_count}#{_datas[-1]}") |
|---|
| | | |
|---|
| | | # l2_data_log.l2_time_log(code, "开始处理L2逐笔委托") |
|---|
| | | try: |
|---|
| | |
|---|
| | | if refer_sell_data: |
|---|
| | | sell_info = (refer_sell_data[0], refer_sell_data[1]) |
|---|
| | | threshold_money = 0 |
|---|
| | | every_deal_orders = EveryLimitupBigDealOrderManager.list_big_buy_deal_orders(code) |
|---|
| | | if every_deal_orders: |
|---|
| | | min_order_no = min(every_deal_orders, lambda x: x[0])[0] |
|---|
| | | else: |
|---|
| | | min_order_no = transaction_datas[-1][6] |
|---|
| | | |
|---|
| | | order_begin_pos_info = OrderBeginPosInfo(buy_single_index=buy_single_index, |
|---|
| | | buy_exec_index=buy_exec_index, |
|---|
| | | buy_compute_index=buy_exec_index, |
|---|
| | |
|---|
| | | max_num_set=set(), |
|---|
| | | buy_volume_rate=buy_volume_rate, |
|---|
| | | mode=OrderBeginPosInfo.MODE_RADICAL, |
|---|
| | | mode_desc=f"扫入买入：{buy_blocks}", |
|---|
| | | mode_desc=f"扫入买入：{buy_blocks}, 大单成交最小订单号：{min_order_no}", |
|---|
| | | sell_info=sell_info, |
|---|
| | | threshold_money=threshold_money) |
|---|
| | | threshold_money=threshold_money, |
|---|
| | | min_order_no= min_order_no |
|---|
| | | ) |
|---|
| | | L2TradeDataProcessor.save_order_begin_data(code, order_begin_pos_info) |
|---|
| | | buy_result = L2TradeDataProcessor.start_buy(code, total_datas[-1], total_datas[-1]["index"], |
|---|
| | | True, block_info=buy_blocks_with_money) |
|---|
