From 306f896df9ad1a51dd30b291284a22c12e16597f Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 11 六月 2024 23:32:01 +0800
Subject: [PATCH] 更改板上放量不足规则/L前囊括规则修改
---
l2/l2_data_manager_new.py | 21 ++++++++-------------
1 files changed, 8 insertions(+), 13 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index ab046be..2327782 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -1022,19 +1022,14 @@
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"
+ # 鑾峰彇鏈�杩�2s鐨勬垚浜�
+ deal_list = HuaXinSellOrderStatisticManager.get_latest_2s_continue_deal_volumes(code)
+ total_deal_volume = 0
+ if deal_list:
+ total_deal_volume = sum([x[1] for x in deal_list])
+ total_deal_money = int(total_deal_volume * float(limit_up_price))
+ if total_deal_money < 200000:
+ return False, True, f"鏉夸笂鏀鹃噺鎴愪氦閲戦涓嶈冻锛岃繎2s鎬绘垚浜ら噾棰濓細{total_deal_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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