Administrator
2024-05-21 f5d3bd2bb47e7d1983158d281e2f059ac65a1bd6
l2/l2_data_manager_new.py
@@ -1774,6 +1774,7 @@
                tool.to_time_with_ms(total_datas[end_index]['val']['time'], total_datas[end_index]['val']['tms']))
            trade_price_info = HuaXinSellOrderStatisticManager.get_latest_trade_price_info(code)
            limit_up_price = gpcode_manager.get_limit_up_price(code)
            # p
            is_limit_up = False
            if limit_up_price and trade_price_info and abs(trade_price_info[0] - float(limit_up_price)) < 0.001:
                is_limit_up = True
@@ -1781,13 +1782,13 @@
                # 不是板上放量
                # 判断最近有没有涨停卖数据
                limit_up_sell_count = L2TradeSingleDataProcessor.get_latest_limit_up_sell_order_count(code)
                if limit_up_sell_count == 0 and not single:
                    # 如果没有涨停卖数据而且还没有成交买入信号,就按照原来的总卖额计算
                if (limit_up_sell_count == 0 or active_buy_blocks) and not single:
                    # 如果没有涨停卖数据/激进下单而且还没有成交买入信号,就按照原来的总卖额计算
                    threshold_money, sell_1_price = refer_sell_data[1], refer_sell_data[3][0]
                    for i in range(start_index - 1, -1, -1):
                        val = total_datas[i]["val"]
                        if tool.compare_time(val["time"], refer_sell_data[0]) < 0:
                            # 将本s的计算上去
                            # 读取的L2的总卖额是不包含当前s的数据,所以需要将当前s的数据纳入计算
                            break
                        if L2DataUtil.is_sell(val):
                            threshold_money += val["num"] * int(float(val["price"]) * 100)