Administrator
2025-02-21 e94389569450d6d8f3dfc5b4b7e5f92d092dca5a
huaxin_client/l2_data_manager.py
@@ -50,15 +50,15 @@
    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):