| | |
|---|
| | | # (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))] |
|---|
| | | logger_local_huaxin_l2_subscript.info(f"({code})常规过滤条件设置：{self.filter_order_condition_dict[code]}") |
|---|
| | | # logger_local_huaxin_l2_subscript.info(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}") |
|---|
| | | |
|---|
| | |
|---|
| | | break |
|---|
| | | self.l2_transaction_codes.add(code) |
|---|
| | | time.sleep(0.001) |
|---|
| | | except: |
|---|
| | | pass |
|---|
| | | except Exception as e: |
|---|
| | | logger_local_huaxin_l2_error.exception(e) |
|---|
| | | finally: |
|---|
| | | temp_list.clear() |
|---|
| | | |
|---|
