30大单处理

Administrator

2024-06-25 d32408fbada1ecf354f5d6a086bdfb8a974a8e59

 l2/l2_data_manager_new.py

@@ -1066,7 +1066,7 @@
                        trade_index = 0
                    limit_up_price = round(float(gpcode_manager.get_limit_up_price(code)), 2)
                    # 从成交进度位到截至位置计算大单
                    min_money = l2_data_util.get_big_money_val(limit_up_price)
                    min_money = l2_data_util.get_big_money_val(limit_up_price, tool.is_ge_code(code))
                    left_count, left_money = cancel_buy_strategy.L2DataComputeUtil.compute_left_buy_order(code,
                                                                                                          trade_index,
                                                                                                          total_data[
@@ -1967,6 +1967,7 @@
        bigger_num = round(5000 / limit_up_price)

        not_buy_msg = ""
        is_ge_code = tool.is_ge_code(code)
        for i in range(compute_start_index, compute_end_index + 1):
            data = total_datas[i]
            _val = total_datas[i]["val"]
@@ -1984,7 +1985,7 @@
                            return None, buy_nums, buy_count, ii, max_buy_num_set, f"【{i}】信号不连续，囊括时间-{max_space_time_ms}ms"
            # 涨停买
            if L2DataUtil.is_limit_up_price_buy(_val):
                if l2_data_util.is_big_money(_val):
                if l2_data_util.is_big_money(_val,is_ge_code):
                    max_buy_num_set.add(i)
                if _val["num"] >= bigger_num:
                    trigger_buy = True
@@ -2095,6 +2096,7 @@
        place_order_count = trade_data_manager.PlaceOrderCountManager().get_place_order_count(code)
        if place_order_count is None:
            place_order_count = 0
        is_ge_code = tool.is_ge_code(code)
        for i in range(compute_start_index, compute_end_index + 1):
            data = total_datas[i]
            _val = total_datas[i]["val"]
@@ -2118,7 +2120,7 @@
                threshold_num = round(threshold_money / (limit_up_price * 100))
            # 涨停买
            elif L2DataUtil.is_limit_up_price_buy(_val):
                if l2_data_util.is_big_money(_val):
                if l2_data_util.is_big_money(_val, is_ge_code):
                    max_buy_num_set.add(i)
                trigger_buy = True
                # 只统计59万以上的金额
@@ -2233,6 +2235,7 @@
        not_buy_msg = ""
        max_buy_num_set = set(max_num_set)
        active_buy_blocks = cls.get_active_buy_blocks(code)
        is_ge_code = tool.is_ge_code(code)
        for i in range(compute_start_index, compute_end_index + 1):
            data = total_datas[i]
            _val = total_datas[i]["val"]
@@ -2259,7 +2262,7 @@
            elif L2DataUtil.is_limit_up_price_buy(_val):
                if _val['num'] < bigger_threshold_num:
                    continue
                if l2_data_util.is_big_money(_val):
                if l2_data_util.is_big_money(_val, is_ge_code):
                    max_buy_num_set.add(i)
                trigger_buy = True
                # 只统计59万以上的金额