总抛压大的扫入策略调整

Administrator

2025-03-06 d9b94154c523e631ac6fa38bce9836f12ac9581e

 l2/l2_transaction_data_processor.py

@@ -69,15 +69,15 @@
                if order_begin_pos and order_begin_pos.mode == OrderBeginPosInfo.MODE_RADICAL:
                    RadicalBuyDataManager.big_order_deal(code)

            if is_placed_order and bigger_buy_datas:
                # 有大于50w的大单成交
                buyno_map = l2_data_util.local_today_buyno_map.get(code)
                if buyno_map:
                    for buy_data in bigger_buy_datas:
                        order_no = f"{buy_data[0]}"
                        if order_no in buyno_map:
                            LCancelBigNumComputer().add_deal_index(code, buyno_map[order_no]["index"],
                                                                   order_begin_pos.buy_single_index)
                if bigger_buy_datas:
                    # 有大于50w的大单成交
                    buyno_map = l2_data_util.local_today_buyno_map.get(code)
                    if buyno_map:
                        for buy_data in bigger_buy_datas:
                            order_no = f"{buy_data[0]}"
                            if order_no in buyno_map:
                                LCancelBigNumComputer().add_deal_index(code, buyno_map[order_no]["index"],
                                                                       order_begin_pos.buy_single_index)
        except Exception as e:
            logger_debug.exception(e)