Administrator
2023-09-01 be7fd23591e03d024baff417e7697085c9527bb4
l2/l2_data_manager_new.py
@@ -1164,6 +1164,8 @@
            raise Exception("涨停价无法获取")
        # 目标手数
        threshold_num = round(threshold_money / (limit_up_price * 100))
        # 大目标手数(满足这个就不需要看安全笔数)
        threshold_max_num = int(threshold_num * 1.2)
        # place_order_count = trade_data_manager.PlaceOrderCountManager().get_place_order_count(code)
        # 目标订单数量
@@ -1184,7 +1186,7 @@
        big_num_count = cls.__l2PlaceOrderParamsManagerDict[code].get_big_num_count()
        # 较大单的手数
        bigger_num = round(5900 / limit_up_price)
        bigger_num = round(5000 / limit_up_price)
        for i in range(compute_start_index, compute_end_index + 1):
            data = total_datas[i]
@@ -1210,9 +1212,9 @@
                    # 只统计59万以上的金额
                    buy_nums += int(_val["num"]) * int(total_datas[i]["re"])
                    buy_count += int(total_datas[i]["re"])
                    if buy_nums >= threshold_num and buy_count >= threshold_count:
                    if (buy_nums >= threshold_num and buy_count >= threshold_count) or buy_nums >= threshold_max_num:
                        async_log_util.info(logger_l2_trade_buy,
                                            f"{code}获取到买入执行点:{i} 统计纯买手数:{buy_nums} 目标纯买手数:{threshold_num} 统计纯买单数:{buy_count} 目标纯买单数:{threshold_count}, 大单数量:{len(max_buy_num_set)}")
                                            f"{code}获取到买入执行点:{i} 统计纯买手数:{buy_nums} 目标纯买手数:{threshold_num}/{threshold_max_num} 统计纯买单数:{buy_count} 目标纯买单数:{threshold_count}, 大单数量:{len(max_buy_num_set)}")
            elif L2DataUtil.is_limit_up_price_buy_cancel(_val):
                if _val["num"] >= bigger_num:
                    # 只统计59万以上的金额