| | |
|---|
| | | val = data["val"] |
|---|
| | | if l2_data_util.is_big_money(val) and L2DataUtil.is_limit_up_price_buy(val): |
|---|
| | | big_money_count += 1 |
|---|
| | | DealOrderNoManager().add_orderno(code, deal_info[0]) |
|---|
| | | DealOrderNoManager().add_orderno(code, f"{deal_info[0]}") |
|---|
| | | # L后是否有成交，如果有成交就需要除去当前笔数，然后重新囊括一笔 |
|---|
| | | LCancelBigNumComputer().add_deal_index(code, data["index"], order_begin_pos.buy_single_index) |
|---|
| | | if big_money_count > 0: |
|---|
| | | # 统计大单/m值成交比 |
|---|
| | | total_deal_nums = DealOrderNoManager().get_deal_nums(code, buyno_map) |
|---|
| | | thresh_hold_money = l2_trade_factor.L2PlaceOrderParamsManager.get_base_m_val(code) |
|---|
| | | limit_up_price = gpcode_manager.get_limit_up_price(code) |
|---|
| | | if limit_up_price: |
|---|
| | | rate = round(total_deal_nums / (thresh_hold_money // (float(limit_up_price) * 100)), 2) |
|---|
| | | LCancelRateManager().set_big_num_deal_rate(code, rate) |
|---|
| | | # 获取执行位时间 |
|---|
| | | LCancelRateManager.compute_big_num_deal_rate(code) |
|---|
| | | |
|---|
| | | buy_progress_index = self.__compute_latest_trade_progress(code, buyno_map, datas) |
|---|
| | | if buy_progress_index is not None: |
|---|
