| | |
|---|
| | | break |
|---|
| | | if watch_indexes: |
|---|
| | | ##判断监听的数据中是否有大单## |
|---|
| | | # 之前的大单为100w，现在改为正常大单 |
|---|
| | | has_big_num = False |
|---|
| | | BIG_ORDER_NUM_THRESHOLD = l2_data_util.get_big_money_val(gpcode_manager.get_limit_up_price_as_num(code), tool.is_ge_code(code)) |
|---|
| | | BIG_ORDER_NUM_THRESHOLD = int(round(BIG_ORDER_NUM_THRESHOLD/(gpcode_manager.get_limit_up_price_as_num(code)*100))) |
|---|
| | | for i in watch_indexes: |
|---|
| | | # 是否有大单 |
|---|
| | | data = total_datas[i] |
|---|
| | | val = data['val'] |
|---|
| | | if float(val['price']) * val['num'] > 100 * 100: |
|---|
| | | if val['num'] > BIG_ORDER_NUM_THRESHOLD: |
|---|
| | | has_big_num = True |
|---|
| | | break |
|---|
| | | if not has_big_num: |
|---|
| | |
|---|
| | | if not L2DataUtil.is_limit_up_price_buy(val): |
|---|
| | | continue |
|---|
| | | # 小金额过滤 |
|---|
| | | if float(val['price']) * val['num'] < 100 * 100: |
|---|
| | | if val['num'] < BIG_ORDER_NUM_THRESHOLD: |
|---|
| | | continue |
|---|
| | | cancel_data = l2_data_source_util.L2DataSourceUtils.get_limit_up_buy_canceled_data_v2(code, |
|---|
| | | i, |
|---|
