Administrator
2024-05-31 c09dd858ba2d6894d1ded8e8da5a46b9b16b05d5
bug修复
1个文件已修改
25 ■■■■■ 已修改文件
huaxin_client/l2_client_for_cb.py 25 ●●●●● 补丁 | 查看 | 原始文档 | blame | 历史
huaxin_client/l2_client_for_cb.py
@@ -240,19 +240,20 @@
                logger_local_huaxin_l2_transaction.info(f"{item}")
                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")
                        l2_transaction_price_queue.put_nowait(
                            (pTransaction['SecurityID'], pTransaction['TradePrice'], pTransaction['TradeTime']))
                    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)
@@ -468,6 +469,8 @@
        try:
            # 代码, 成交价格, 成交时间
            result = l2_transaction_price_queue.get()
            trade_call_back_queue.put_nowait(result)
            continue
            code = result[0]
            if code not in __latest_transaction_price_dict:
                __latest_transaction_price_dict[code] = []