Administrator
2025-01-09 c23d006cdc7509cf8dd2c78cde330650cfb1900c
BUG修复
1个文件已修改
19 ■■■■■ 已修改文件
trade/buy_radical/radical_buy_data_manager.py 19 ●●●●● 补丁 | 查看 | 原始文档 | blame | 历史
trade/buy_radical/radical_buy_data_manager.py
@@ -100,14 +100,13 @@
        redis_manager.RedisUtils.setex_async(self.__db, f"radical_big_sell_order_threshold-{code}", tool.get_expire(),
                                             f"{threshold_money}")
    def set_big_deal_order_list(self, code, buy_money_list, sell_money_list, limit_up_price, min_order_no):
    def set_big_deal_order_list(self, code, buy_money_list, sell_money_list, limit_up_price):
        """
        设置大单成交数据
        @param code:
        @param buy_money_list:[(金额,价格,订单号)]
        @param sell_money_list:[(金额,价格,订单号)]
        @param limit_up_price:
        @param min_order_no: 最小的订单号
        @return:
        """
        # 涨停价成交的大单(策略进程尚未统计到的)
@@ -137,13 +136,16 @@
                            f"之前的大买单:{code}-{total_deal_buy_money}-{total_deal_buy_money_info_list}")
        # 处理大卖单
        pre_limit_up_price_money_sell_list = []
        if min_order_no:
        sell_no_map = l2_data_util_new.local_today_sellno_map.get(code)
        if sell_no_map is None:
            sell_no_map = {}
        if True:
            total_deal_sell_money_info_list = []
            total_deal_sell_money = 0
            for info in sell_money_list:
                if info[1] != limit_up_price:
                    continue
                if info[2] >= min_order_no:
                if info[2] in sell_no_map:
                    continue
                pre_limit_up_price_money_sell_list.append((info[0], info[2]))
                total_deal_sell_money += info[0]
@@ -1608,15 +1610,8 @@
        if datas:
            buy_datas = datas["buy"]
            sell_datas = datas["sell"]
            total_datas = l2_data_util_new.local_today_datas.get(code_)
            min_order_no = None
            for data in total_datas:
                if L2DataUtil.is_buy(data["val"]) or L2DataUtil.is_sell(data["val"]):
                    min_order_no = data["val"]["orderNo"]
                    break
            BeforeSubDealBigOrderManager().set_big_deal_order_list(code_, buy_datas, sell_datas,
                                                                   gpcode_manager.get_limit_up_price_as_num(code_),
                                                                   min_order_no)
                                                                   gpcode_manager.get_limit_up_price_as_num(code_))
def get_l2_big_order_deal_info(code_):