去除部分日志/累计大单够了以后每次上板大单要求改为原有数值
| | |
| | | items = datas[0 - day_count:] |
| | | for item in items: |
| | | limit_up_price = float(gpcode_manager.get_limit_up_price_by_preprice(code, item["pre_close"])) |
| | | if abs(limit_up_price - item["high"]) < 0.001: |
| | | # 炸板 # 或涨停 |
| | | limit_down_price = float(gpcode_manager.get_limit_down_price_by_preprice(code, item["pre_close"])) |
| | | if abs(limit_up_price - item["high"]) < 0.001 or abs(limit_down_price - item["close"]): |
| | | # 炸板 # 或涨停 # 或者跌停 |
| | | return True |
| | | return False |
| | | |
| | |
| | | if filter_condition: |
| | | huaxin_l2_log.info(logger_local_huaxin_l2_orderdetail, |
| | | f"{[(x[0], x[1], x[2], x[4], x[8]) for x in temp_list if x[2] >= filter_condition[0][0]]}") |
| | | temp_list = [] |
| | | temp_list.clear() |
| | | else: |
| | | if code not in self.temp_order_queue_dict: |
| | | self.l2_order_codes.discard(code) |
| | |
| | | finally: |
| | | if datas: |
| | | l2.l2_data_util.save_l2_data(code, None, datas) |
| | | origin_datas.clear() |
| | | # origin_datas.clear() |
| | | |
| | | @classmethod |
| | | def __recompute_real_order_index(cls, code, pre_real_order_index, order_info, compute_type): |
| | |
| | | # 非上证的票看50w |
| | | min_num = int(5000 / limit_up_price) |
| | | # 如果累计大单成交足够,只需看50w |
| | | if big_order_deal_enough_result[4]: |
| | | min_num = int(5000 / limit_up_price) |
| | | # if big_order_deal_enough_result[4]: |
| | | # min_num = int(5000 / limit_up_price) |
| | | # 需要监听的大单 |
| | | watch_indexes = set() |
| | | # 总委托大单金额 |
| | |
| | | thread_id = random.randint(0, 100000) |
| | | l2_log.threadIds[code] = thread_id |
| | | l2_data_count = len(_datas) |
| | | l2_log.info(code, hx_logger_l2_orderdetail, |
| | | f"{code}#耗时:{use_time}-{thread_id}#数量:{l2_data_count}#{_datas[-1]}") |
| | | # l2_log.info(code, hx_logger_l2_orderdetail, |
| | | # f"{code}#耗时:{use_time}-{thread_id}#数量:{l2_data_count}#{_datas[-1]}") |
| | | |
| | | # l2_data_log.l2_time_log(code, "开始处理L2逐笔委托") |
| | | try: |