| | |
| | | def set_order_fileter_condition(self, code, min_volume, limit_up_price, shadow_price, buy_volume, special_volumes): |
| | | if not special_volumes: |
| | | special_volumes = set() |
| | | if code not in self.filter_order_condition_dict: |
| | | try: |
| | | # (最小的量, 涨停价格, 影子单价格, 买的量, 废弃使用, 特殊的量集合) |
| | | self.filter_order_condition_dict[code] = [(min_volume, limit_up_price, shadow_price, buy_volume, |
| | | int(min_volume) // 50, set(special_volumes))] |
| | | huaxin_l2_log.info(logger_local_huaxin_l2_subscript, |
| | | f"({code})常规过滤条件设置:{self.filter_order_condition_dict[code]}") |
| | | except Exception as e: |
| | | logger_debug.error(f"{str(e)} - min_volume-{min_volume}") |
| | | # if code not in self.filter_order_condition_dict: |
| | | try: |
| | | # (最小的量, 涨停价格, 影子单价格, 买的量, 废弃使用, 特殊的量集合) |
| | | self.filter_order_condition_dict[code] = [(min_volume, limit_up_price, shadow_price, buy_volume, |
| | | int(min_volume) // 50, set(special_volumes))] |
| | | huaxin_l2_log.info(logger_local_huaxin_l2_subscript, |
| | | f"({code})常规过滤条件设置:{self.filter_order_condition_dict[code]}") |
| | | except Exception as e: |
| | | logger_debug.error(f"{str(e)} - min_volume-{min_volume}") |
| | | |
| | | # 过滤订单 |
| | | def __filter_order(self, item): |