| | |
| | | else: |
| | | cls.__latest_sell_data[code] = [sell_no, data[2]] |
| | | # 判断是否是最后一笔卖单 |
| | | l2_log.info(code, logger_l2_trade_buy, f"被动卖数据:{data}") |
| | | # l2_log.info(code, logger_l2_trade_buy, f"被动卖数据:{data}") |
| | | |
| | | # 判断这个订单号是否成交完 |
| | | sell_list = cls.__latest_limit_up_sell_list_dict.get(code) |
| | |
| | | return |
| | | sell_info = sell_list[-1] |
| | | # 主动卖订单集合 |
| | | active_sell_order_no_set = cls.__active_sell_order_no_set_dict.get(code) |
| | | if active_sell_order_no_set and sell_info['val']['orderNo'] in active_sell_order_no_set: |
| | | l2_log.info(code, logger_l2_trade_buy,f"最近的卖是主动卖:{sell_info['val']['orderNo']}") |
| | | return |
| | | # active_sell_order_no_set = cls.__active_sell_order_no_set_dict.get(code) |
| | | # if active_sell_order_no_set and sell_info['val']['orderNo'] in active_sell_order_no_set: |
| | | # l2_log.info(code, logger_l2_trade_buy,f"最近的卖是主动卖:{sell_info['val']['orderNo']}") |
| | | # return |
| | | |
| | | sell_info_num = sell_info['val']['num'] |
| | | deal_num = cls.__latest_sell_data[code][1] // 100 |
| | | |
| | | l2_log.info(code, logger_l2_trade_buy, |
| | | f"最近涨停卖:{sell_info['val']['orderNo']} 卖量:{sell_info_num} 成交量:{deal_num}") |
| | | # l2_log.info(code, logger_l2_trade_buy, |
| | | # f"最近涨停卖:{sell_info['val']['orderNo']} 卖量:{sell_info_num} 成交量:{deal_num}") |
| | | if sell_no == sell_info['val']['orderNo'] and sell_info_num == deal_num: |
| | | # 成交完成 |
| | | L2TradeSingleDataManager.set_latest_sell_data(code, data) |
| | | l2_log.info(code, logger_l2_trade_buy, f"{code}#找到最近的被动涨停卖单数据:{sell_info['val']['orderNo']}, 可以触发下单") |
| | | l2_log.info(code, logger_l2_trade_buy, f"找到最近的被动涨停卖单数据:{sell_info['val']['orderNo']}, 可以触发下单") |
| | | |
| | | # l2_log.info(code, logger_l2_trade_buy, f"找到最近的被动涨停卖单数据:{data['val']['orderNo']}, 可以触发下单") |
| | | except Exception as e: |