bug修复

Administrator

2024-11-21 014f96bdacd3c925bd60bffeae649ee4fe5fb6b2

bug修复

 huaxin_client/l2_data_manager.py

@@ -16,7 +16,7 @@
from log_module import async_log_util
from log_module.async_log_util import huaxin_l2_log
from log_module.log import logger_local_huaxin_l2_error, logger_system, logger_local_huaxin_l2_subscript, \
    logger_local_huaxin_l2_special_volume
    logger_local_huaxin_l2_special_volume, logger_debug
from utils import tool
import collections
import zmq
@@ -51,11 +51,14 @@
        if not special_volumes:
            special_volumes = set()
        if code not in self.filter_order_condition_dict:
            # (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,
                                                       min_volume // 50, set(special_volumes))]
            huaxin_l2_log.info(logger_local_huaxin_l2_subscript,
                               f"({code})常规过滤条件设置：{self.filter_order_condition_dict[code]}")
            try:
                # (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))]
                huaxin_l2_log.info(logger_local_huaxin_l2_subscript,
                                   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}")

    # 过滤订单
    def __filter_order(self, item):