From 0c3fb1e666ce81b6cb9ec995095a938a21f92cfe Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 31 一月 2024 18:30:02 +0800
Subject: [PATCH] L前撤单比例修改/挂太远主动撤单/L2数据早上数据卡顿处理
---
l2/l2_data_manager_new.py | 4 ++--
1 files changed, 2 insertions(+), 2 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index cb2577e..ea01054 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -436,7 +436,7 @@
cls.__process_order(code, start_index, end_index, capture_timestamp, is_first_code)
else:
# 鏈寕鍗�,鏃堕棿鐩稿樊涓嶅ぇ鎵嶈兘鎸傚崟
- if l2.l2_data_util.L2DataUtil.is_same_time(now_time_str, latest_time):
+ if l2.l2_data_util.L2DataUtil.is_same_time(now_time_str, latest_time) or int(now_time_str.replace(":","")) < int("093200"):
cls.__process_not_order(code, start_index, end_index, capture_timestamp, is_first_code)
async_log_util.info(logger_l2_process, "code:{} 澶勭悊鏁版嵁鑼冨洿: {}-{} 澶勭悊鏃堕棿:{} 鎴浘鏃堕棿鎴筹細{}", code,
@@ -862,7 +862,7 @@
# ---------鍧囦环绾︽潫-------------
average_rate = cls.__Buy1PriceManager.get_average_rate(code)
- if average_rate and average_rate <= 0.01:
+ if average_rate and average_rate <= 0.01 and tool.trade_time_sub(tool.get_now_time_str(),"10:30:00") >= 0:
return False, True, f"鍧囦环娑ㄥ箙({average_rate})灏忎簬1%"
total_data = local_today_datas.get(code)
--
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