From 2fa1ab8dd2ae6f9596ccd018ef5e8b812347dd8d Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 07 三月 2024 17:49:56 +0800
Subject: [PATCH] 精简L2过滤数据/快速成交守护时间修改
---
huaxin_client/l2_data_manager.py | 28 +++++-----------------------
1 files changed, 5 insertions(+), 23 deletions(-)
diff --git a/huaxin_client/l2_data_manager.py b/huaxin_client/l2_data_manager.py
index e48d1de..44e069d 100644
--- a/huaxin_client/l2_data_manager.py
+++ b/huaxin_client/l2_data_manager.py
@@ -48,21 +48,11 @@
# 璁剧疆璁㈠崟杩囨护鏉′欢
# special_price:杩囨护鐨�1鎵嬬殑浠锋牸
- def set_order_fileter_condition(self, code, min_volume, limit_up_price, special_price, buy_volume,
- special_volumes=None,
- special_volumes_expire_time=None):
- if special_volumes is None:
- special_volumes = set()
- if code in self.filter_order_condition_dict and not special_volumes and not special_volumes_expire_time:
- self.filter_order_condition_dict[code][0] = (min_volume, limit_up_price, special_price, buy_volume)
+ def set_order_fileter_condition(self, code, min_volume, limit_up_price, shadow_price, buy_volume):
+ if code not in self.filter_order_condition_dict:
+ self.filter_order_condition_dict[code] = [(min_volume, limit_up_price, shadow_price, buy_volume)]
huaxin_l2_log.info(logger_local_huaxin_l2_subscript,
f"({code})甯歌杩囨护鏉′欢璁剧疆锛歿self.filter_order_condition_dict[code]}")
- else:
- self.filter_order_condition_dict[code] = [(min_volume, limit_up_price, special_price, buy_volume),
- special_volumes,
- special_volumes_expire_time]
- huaxin_l2_log.info(logger_local_huaxin_l2_subscript,
- f"({code})涓嬪崟鍚庤繃婊ゆ潯浠惰缃細{self.filter_order_condition_dict[code]}")
# 杩囨护璁㈠崟
def __filter_order(self, item):
@@ -72,18 +62,10 @@
if item[2] >= filter_condition[0][0]:
return item
# 1鎵嬬殑涔板崟婊¤冻浠锋牸
- if item[2] == 100 and item[3] == '1' and abs(filter_condition[0][2] - item[1]) < 0.001:
+ if item[2] == 100 and abs(filter_condition[0][2] - item[1]) < 0.001:
return item
# 涔伴噺
- if item[2] == filter_condition[0][3] and item[3] == '1':
- return item
-
- if filter_condition[1] and item[2] in filter_condition[1]:
- if filter_condition[2] and time.time() > filter_condition[2]:
- # 瓒呮椂浜嗭紝闇�瑕佹竻闄ょ壒娈婇噺鏁版嵁
- filter_condition[1] = set()
- filter_condition[2] = None
- return None
+ if item[2] == filter_condition[0][3]:
return item
return None
return item
--
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