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2024-05-27 b30fbf692f6fab448ca99a732e427bc40150a165
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19 ■■■■ 已修改文件
huaxin_client/l2_client_for_cb.py 19 ●●●● 补丁 | 查看 | 原始文档 | blame | 历史
huaxin_client/l2_client_for_cb.py
@@ -239,16 +239,17 @@
                l2_transaction_price_queue.put_nowait(
                    (pTransaction['SecurityID'], pTransaction['TradePrice'], pTransaction['TradeTime']))
                huaxin_l2_log.info(logger_local_huaxin_l2_transaction, f"{item}")
                if pTransaction['TradePrice'] == self.limit_up_price_dict.get(pTransaction['SecurityID']):
                    # TODO 成交价是涨停价才输出
                    huaxin_l2_log.info(logger_local_huaxin_l2_transaction, f"{item}")
                    if not self.__is_limit_up_dict.get(pTransaction['SecurityID']):
                        huaxin_l2_log.info(logger_local_huaxin_l2_upload,
                                           f"{pTransaction['TradeTime']} {pTransaction['SecurityID']} 下单")
                    self.__is_limit_up_dict[pTransaction['SecurityID']] = True
                else:
                    self.__is_limit_up_dict[pTransaction['SecurityID']] = False
                # if pTransaction['TradePrice'] == self.limit_up_price_dict.get(pTransaction['SecurityID']):
                #     # TODO 成交价是涨停价才输出
                #     huaxin_l2_log.info(logger_local_huaxin_l2_transaction, f"{item}")
                #     if not self.__is_limit_up_dict.get(pTransaction['SecurityID']):
                #         huaxin_l2_log.info(logger_local_huaxin_l2_upload,
                #                            f"{pTransaction['TradeTime']} {pTransaction['SecurityID']} 下单")
                #     self.__is_limit_up_dict[pTransaction['SecurityID']] = True
                # else:
                #     self.__is_limit_up_dict[pTransaction['SecurityID']] = False
        except Exception as e:
            logger_local_huaxin_l2_error.exception(e)