From 12f302719e09f3991659c5ab9f09229293f4bd1b Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 17 二月 2025 17:55:06 +0800
Subject: [PATCH] 涨停总卖吃完辅助下单/辨识度票修改
---
l2/place_order_single_data_manager.py | 18 +++++++++++++-----
1 files changed, 13 insertions(+), 5 deletions(-)
diff --git a/l2/place_order_single_data_manager.py b/l2/place_order_single_data_manager.py
index 7373d41..7a7b318 100644
--- a/l2/place_order_single_data_manager.py
+++ b/l2/place_order_single_data_manager.py
@@ -101,13 +101,13 @@
@param data: 鏁版嵁鏍煎紡锛�(data['SecurityID'], data['TradePrice'], data['TradeVolume'],
# data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'],
# data['SellNo'], data['ExecType'])
- @return:
+ @return: 娑ㄥ仠鍗栨槸鍚﹀凡缁忓悆瀹�
"""
try:
start_time = time.time()
sell_list = cls.__latest_limit_up_sell_list_dict.get(code)
if not sell_list:
- return
+ return False
sell_info = sell_list[-1]
for data in datas:
# 杩囨护琚姩涔�
@@ -159,6 +159,9 @@
use_time = round((time.time() - start_time) * 1000, 3)
l2_log.info(code, logger_l2_trade_buy,
f"鎵惧埌鏈�杩戠殑琚姩娑ㄥ仠鍗栧崟鏁版嵁锛歿sell_info['val']['orderNo']}, 鎴愪氦鏁版嵁锛歿data} 璁＄畻鑰楁椂锛歿use_time}ms, 鍙互瑙﹀彂涓嬪崟")
+
+
+
# 灏嗗巻鍙插ぇ鍗曞垪琛ㄤ笌鏈�杩戠殑澶у崟鍔犲叆鍒楄〃
big_buy_order_datas = []
if code in cls.__active_buy_order_datas_dict:
@@ -168,10 +171,14 @@
# 鎴愪氦瀹屾垚
L2TradeSingleDataManager.set_latest_sell_data(code, data, big_buy_order_datas)
l2_log.info(code, logger_l2_trade_buy, "琚姩鍗栨暟鎹鐞嗗畬姣�")
+ if tool.is_sz_code(code):
+ # 娑ㄥ仠涓诲姩鍗栧凡缁忚鍚冨畬锛屽彲浠ユ竻闄�
+ return True
break
# l2_log.info(code, logger_l2_trade_buy, f"鎵惧埌鏈�杩戠殑琚姩娑ㄥ仠鍗栧崟鏁版嵁锛歿data['val']['orderNo']}, 鍙互瑙﹀彂涓嬪崟")
except Exception as e:
logger_debug.exception(e)
+ return False
@classmethod
def add_active_limit_up_sell_data(cls, data):
@@ -206,11 +213,12 @@
@return:
"""
- def OnLimitUpActiveBuy(self, code, transaction_data):
+ def OnLimitUpActiveBuy(self, code, transaction_data, no_left_limit_up_sell):
"""
娑ㄥ仠涓诲姩涔拌Е鍙�
@param code:
@param transaction_data: 鎴愪氦鏁版嵁
+ @param no_left_limit_up_sell: 鏄惁杩樺墿浣欐定鍋滃崠
@return:
"""
@@ -278,9 +286,9 @@
# cls.__callback.OnTradeSingle(code, 0, cls.TYPE_ACTIVE, cls.__latest_sell_active_deal_data_dict[code])
@classmethod
- def set_limit_up_active_buy(cls, code, transaction_datas):
+ def set_limit_up_active_buy(cls, code, transaction_datas, no_left_limit_up_sell):
if transaction_datas:
- cls.__callback.OnLimitUpActiveBuy(code, transaction_datas)
+ cls.__callback.OnLimitUpActiveBuy(code, transaction_datas, no_left_limit_up_sell)
@classmethod
def get_valid_trade_single(cls, code, latest_time_with_ms):
--
Gitblit v1.8.0