Administrator
2024-04-15 b83950b1759c2dc48163e3b57266eed4d66014f7
l2/l2_data_manager_new.py
@@ -1738,14 +1738,14 @@
                    if _val["num"] * float(_val["price"]) < 5000:
                        continue
                    if last_index is None or (total_datas[last_index]["val"]["time"] == total_datas[i]["val"]["time"]):
                        single = place_order_single_data_manager.L2TradeSingleDataManager.get_valid_trade_single(code,
                                                                                                                 tool.to_time_with_ms(
                                                                                                                     _val[
                                                                                                                         'time'],
                                                                                                                     _val[
                                                                                                                         'tms']))
                        if not single:
                            continue
                        if code.find("00") == 0 and threshold_money > 0:
                            # 深证非板上放量需要判断是否有信号
                            single = place_order_single_data_manager.L2TradeSingleDataManager.get_valid_trade_single(code,
                                                                                                                     tool.to_time_with_ms(
                                                                                                                         _val['time'],
                                                                                                                         _val['tms']))
                            if not single:
                                continue
                        if start is None:
                            start = i
                        last_index = i