委托优化

Administrator

2023-10-17 b5b148014f3978180ce29e7547254a154ea33b1e

委托优化

 trade/huaxin/huaxin_trade_api.py

@@ -73,10 +73,10 @@
                                is_shadow_order = False
                                # 获取涨停价
                                limit_up_price = gpcode_manager.get_limit_up_price(code)

                                if limit_up_price and volume == huaxin_client_constant.SHADOW_ORDER_VOLUME and abs(
                                        float(limitPrice) - float(limit_up_price)) < 0.01:
                                    is_shadow_order = True
                                if limit_up_price and volume == huaxin_client_constant.SHADOW_ORDER_VOLUME:
                                    shadow_price = tool.get_buy_min_price(float(limit_up_price))
                                    if abs(float(limitPrice) - float(shadow_price)) < 0.01:
                                        is_shadow_order = True

                                order = HuaxinOrderEntity(code, orderStatus, orderRef, accountID, orderSysID,
                                                          insertTime=insertTime, acceptTime=acceptTime,

 trade/huaxin/huaxin_trade_data_update.py

@@ -13,7 +13,7 @@
from trade import trade_manager
from trade.huaxin import huaxin_trade_api, huaxin_trade_record_manager
from trade.huaxin.huaxin_trade_order_processor import HuaxinOrderEntity, TradeResultProcessor
from utils import huaxin_util
from utils import huaxin_util, tool

trade_data_request_queue = queue.Queue()

@@ -55,9 +55,10 @@
                                    # 获取涨停价
                                    is_shadow_order = False
                                    limit_up_price = gpcode_manager.get_limit_up_price_cache(code)
                                    if limit_up_price and volume == huaxin_client_constant.SHADOW_ORDER_VOLUME and abs(
                                            float(limitPrice) - float(limit_up_price)) < 0.01:
                                        is_shadow_order = True
                                    if limit_up_price and volume == huaxin_client_constant.SHADOW_ORDER_VOLUME:
                                        shadow_price = tool.get_buy_min_price(float(limit_up_price))
                                        if abs(float(limitPrice) - float(shadow_price)) < 0.01:
                                            is_shadow_order = True
                                    if is_shadow_order:
                                        continue