L2订阅大单调整到60w

Administrator

9 天以前 96fa51d144e530470d7fd83daa5edeadfbbaddb0

L2订阅大单调整到60w

 huaxin_client/l2_client_test.py

@@ -171,7 +171,7 @@
            self.__latest_buy_order[3] = order_time
            self.__latest_buy_order[4] = price
        else:
            if self.__latest_buy_order[2] > 1e6:
            if self.__latest_buy_order[2] >= big_order_money_threshold:
                d = (self.__latest_buy_order[0], self.__latest_buy_order[1], self.__latest_buy_order[2],
                     self.__latest_buy_order[3], self.__latest_buy_order[4])
                self.__big_buy_orders.append(d)
@@ -187,7 +187,7 @@
            self.__latest_sell_order[3] = order_time
            self.__latest_sell_order[4] = price
        else:
            if self.__latest_sell_order[2] > 1e6:
            if self.__latest_sell_order[2] > big_order_money_threshold:
                d = (self.__latest_sell_order[0], self.__latest_sell_order[1], self.__latest_sell_order[2],
                     self.__latest_sell_order[3], self.__latest_sell_order[4])
                self.__big_sell_orders.append(d)
@@ -327,7 +327,7 @@
            if item["SecurityID"] not in l2_transaction_data_dict:
                l2_transaction_data_dict[item["SecurityID"]] = L2TransactionDataManager(item["SecurityID"], item[
                    "SecurityID"] in self.special_codes)
            l2_transaction_data_dict[item["SecurityID"]].add_transaction_data(item)
            l2_transaction_data_dict[item["SecurityID"]].add_transaction_data(item, big_order_money_threshold=60e4)

    def OnRtnNGTSTick(self, pTick):
        """
@@ -347,7 +347,7 @@
                if item["SecurityID"] not in l2_transaction_data_dict:
                    l2_transaction_data_dict[item["SecurityID"]] = L2TransactionDataManager(item["SecurityID"], item[
                        "SecurityID"] in self.special_codes)
                l2_transaction_data_dict[item["SecurityID"]].add_transaction_data(item)
                l2_transaction_data_dict[item["SecurityID"]].add_transaction_data(item, big_order_money_threshold=60e4)
        except Exception as e:
            logger_local_huaxin_l2_subscript.exception(e)


 l2/l2_data_manager_new.py

@@ -889,6 +889,13 @@
                if average_rate < 0.04:
                    return False, True, f"均价涨幅({average_rate})小于4%", True

        limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
        if tool.is_ge_code(code) and limit_up_price < 2:
            return False, True, f"创业板股价<({limit_up_price})2块", True

        if limit_up_price < 1:
            return False, True, f"股价<({limit_up_price})1块", True

        return True, False, f"", False

    @classmethod

 l2_data_parser.py

@@ -141,7 +141,7 @@
            continue
        if code not in l2_data_manager_dict:
            l2_data_manager_dict[code] = L2TransactionDataManager(code, True)
        l2_data_manager_dict[code].add_transaction_data(item, big_order_money_threshold=100e4)
        l2_data_manager_dict[code].add_transaction_data(item, big_order_money_threshold=60e4)
        if index % 100 == 0:
            # 读取队列中的数据
            l2_data_manager: L2TransactionDataManager = l2_data_manager_dict[code]