bug修改

Administrator

2024-05-27 6fa56a8b50d8600356b7130b75b60dd9fec53c7a

bug修改

 huaxin_client/l2_client_for_cb.py

@@ -281,12 +281,12 @@
            rate = round(
                (pDepthMarketData['LastPrice'] - pDepthMarketData['PreClosePrice']) / pDepthMarketData['PreClosePrice'],
                4)
            # 代码, 最近的价格, 涨幅, 买1价， 买1量, 成交总量, 委托买入总量, 委托卖出总量
            # 代码, 最近的价格, 涨幅, 买1价， 买1量, 成交总量, 委托买入总量, 委托卖出总量, 昨日收盘价

            market_call_back_queue.put_nowait((pDepthMarketData['SecurityID'], pDepthMarketData['LastPrice'], rate,
                                               pDepthMarketData['BidPrice1'], pDepthMarketData['BidVolume1'],
                                               pDepthMarketData['TotalVolumeTrade'], pDepthMarketData['TotalBidVolume'],
                                               pDepthMarketData['TotalAskVolume']))
                                               pDepthMarketData['TotalAskVolume'], pDepthMarketData['PreClosePrice']))
            code = pDepthMarketData['SecurityID']
            if code.find("00") == 0 or code.find("60") == 0:
                if rate >= 0.05:
@@ -304,6 +304,24 @@
        except Exception as e:
            logger_debug.exception(e)

    def OnRtnXTSMarketData(self, pMarketData, FirstLevelBuyNum, FirstLevelBuyOrderVolumes, FirstLevelSellNum, FirstLevelSellOrderVolumes):
        d = {"dataTimeStamp": pMarketData['DataTimeStamp'], "securityID": pMarketData['SecurityID'],
             "preClosePrice": pMarketData['PreClosePrice'],
             "lastPrice": pMarketData['LastPrice'],
             "totalBidVolume": pMarketData['TotalBidVolume'],
             "avgBidPrice": pMarketData['AvgBidPrice'],
             "totalAskVolume": pMarketData['TotalAskVolume'],
             "avgAskPrice": pMarketData["AvgAskPrice"]}
        rate = round(
            (pMarketData['LastPrice'] - pMarketData['PreClosePrice']) / pMarketData['PreClosePrice'],
            4)
        # 代码, 最近的价格, 涨幅, 买1价， 买1量, 成交总量, 委托买入总量, 委托卖出总量, 昨日收盘价

        market_call_back_queue.put_nowait((pMarketData['SecurityID'], pMarketData['LastPrice'], rate,
                                           pMarketData['BidPrice1'], pMarketData['BidVolume1'],
                                           pMarketData['TotalVolumeTrade'], pMarketData['TotalBidVolume'],
                                           pMarketData['TotalAskVolume'], pMarketData['PreClosePrice']))


class MyL2ActionCallback(L2ActionCallback):