From 0b6850cb641bf704b7feb050a6e481553f639e06 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 16 五月 2024 16:14:23 +0800
Subject: [PATCH] S重砸修改/大单重新定义
---
l2/l2_data_manager_new.py | 28 ++++++++++++++++------------
1 files changed, 16 insertions(+), 12 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index 5869d84..a1a829c 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -988,18 +988,22 @@
# 1.褰撳墠鎴愪氦浠蜂负娑ㄥ仠浠�
# 2.鎬诲崠棰濅负0
if abs(float(limit_up_price) - float(trade_price)) < 0.001:
- sell_data = cls.__L2MarketSellManager.get_current_total_sell_data(code)
- if sell_data and sell_data[1] <= 0:
- # 鏉夸笂鏀鹃噺锛屽垽鏂槸鍚︽湁鏀鹃噺锛屾斁閲忔墠浼氫笅鍗�
- # 鑾峰彇鏈�杩�1s鐨勪富鍔ㄥ崠閲戦
- min_time = total_data[order_begin_pos.buy_single_index]['val']['time']
- min_time = tool.trade_time_add_second(min_time, -1)
- sell_orders = HuaXinSellOrderStatisticManager.get_latest_transaction_datas(code,
- min_deal_time=min_time)
- sell_order_num = sum([x[1] for x in sell_orders])
- sell_money = int(float(limit_up_price) * sell_order_num)
- if sell_money < 200000:
- return False, True, f"鏉夸笂鏀鹃噺閲戦涓嶈冻锛岃繎1s鎬诲崠锛歿sell_money}灏忎簬20w"
+ # 鑾峰彇鏈�杩戠殑闈炴定鍋滀环鎴愪氦鏃堕棿
+ not_limit_up_info = current_price_process_manager.get_trade_not_limit_up_info(code)
+ if not not_limit_up_info or tool.trade_time_sub( total_data[-1]['val']['time'], not_limit_up_info[1])>10:
+ # 闈炴定鍋滀环鎴愪氦10s鍚庢墠鏈夊彲鑳藉垽鏂负鏉夸笂鏀鹃噺
+ sell_data = cls.__L2MarketSellManager.get_current_total_sell_data(code)
+ if sell_data and sell_data[1] <= 0:
+ # 鏉夸笂鏀鹃噺锛屽垽鏂槸鍚︽湁鏀鹃噺锛屾斁閲忔墠浼氫笅鍗�
+ # 鑾峰彇鏈�杩�1s鐨勪富鍔ㄥ崠閲戦
+ min_time = total_data[order_begin_pos.buy_single_index]['val']['time']
+ min_time = tool.trade_time_add_second(min_time, -1)
+ sell_orders = HuaXinSellOrderStatisticManager.get_latest_transaction_datas(code,
+ min_deal_time=min_time)
+ sell_order_num = sum([x[1] for x in sell_orders])
+ sell_money = int(float(limit_up_price) * sell_order_num)
+ if sell_money < 200000:
+ return False, True, f"鏉夸笂鏀鹃噺閲戦涓嶈冻锛岃繎1s鎬诲崠锛歿sell_money}灏忎簬20w"
# 鍒ゆ柇鎴愪氦杩涘害鏄惁璺濈鎴戜滑鐨勪綅缃緢杩�
trade_index, is_default = cls.__TradeBuyQueue.get_traded_index(code)
if False and not is_default and trade_index:
--
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