Administrator
2024-04-18 2786ac85e8a5a91cefb0e0ef1071a2d28fad0526
取消成交数据日志
2个文件已修改
13 ■■■■ 已修改文件
l2/cancel_buy_strategy.py 11 ●●●● 补丁 | 查看 | 原始文档 | blame | 历史
trade/huaxin/huaxin_trade_server.py 2 ●●● 补丁 | 查看 | 原始文档 | blame | 历史
l2/cancel_buy_strategy.py
@@ -306,7 +306,7 @@
                if max_money < m:
                    max_money = m
                total_deal_money += x[1] * x[2]
        if max_money>=4990000:
        if max_money >= 4990000:
            return True, f"有大于499w大卖单({max_money})"
        limit_up_price = gpcode_manager.get_limit_up_price(code)
@@ -325,7 +325,8 @@
                    fdeal = big_sell_order_info[1][0][3]
                    start_order_no = fdeal[1]
                    sell_time_str = l2_huaxin_util.convert_time(fdeal[0], with_ms=False)
                    is_s_slow_timw = tool.trade_time_sub(sell_time_str, total_datas[real_order_index]["val"]["time"]) < 180
                    is_s_slow_timw = tool.trade_time_sub(sell_time_str,
                                                         total_datas[real_order_index]["val"]["time"]) < 180
                    total_slow_num = 0
                    total_slow_count = 0
                    # 获取正在成交的数据
@@ -356,12 +357,12 @@
                        threash_money_w = 200
            except Exception as e:
                l2_log.s_cancel_debug(code, f"S撤激进下单计算大单卖阈值出错:{str(e)}")
        total_fast_money = int(total_fast_num*100*float(limit_up_price))
        total_fast_money = int(total_fast_num * 100 * float(limit_up_price))
        if total_fast_money == 0:
            # 防止分母为0
            total_fast_money = 1
        rate = round(total_deal_money/total_fast_money ,2)
        if total_deal_money >= threash_money_w * 10000 and  rate >= 0.25:
        rate = round(total_deal_money / total_fast_money, 2)
        if total_deal_money >= threash_money_w * 10000 and rate >= 0.25:
            return True, f"近1s有大卖单({round(total_deal_money / 10000, 1)}万/{threash_money_w}万,成交占比:{total_deal_money}/{total_fast_money})"
        return False, f"无{threash_money_w}大单"
trade/huaxin/huaxin_trade_server.py
@@ -407,7 +407,7 @@
    @classmethod
    def l2_transaction(cls, code, datas):
        async_log_util.info(hx_logger_l2_transaction, f"{code}#{datas}")
        # async_log_util.info(hx_logger_l2_transaction, f"{code}#{datas}")
        if datas:
            HuaXinTransactionDatasProcessor().process_huaxin_transaction_datas(code, datas)