From 394331913f4c19d2effd57b9b263f2a9fc0c54a2 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 25 十月 2024 18:42:32 +0800
Subject: [PATCH] 接口/扫入策略修改
---
l2/l2_transaction_data_processor.py | 11 +++++++++--
1 files changed, 9 insertions(+), 2 deletions(-)
diff --git a/l2/l2_transaction_data_processor.py b/l2/l2_transaction_data_processor.py
index a7680c8..cae34e4 100644
--- a/l2/l2_transaction_data_processor.py
+++ b/l2/l2_transaction_data_processor.py
@@ -21,7 +21,7 @@
from trade import current_price_process_manager, trade_constant
import concurrent.futures
-from trade.radical_buy_data_manager import RedicalBuyDataManager
+from trade.radical_buy_data_manager import RedicalBuyDataManager, EveryLimitupBigDealOrderManager
from utils import tool
@@ -55,6 +55,7 @@
buy_datas, bigger_buy_datas = HuaXinBuyOrderManager.statistic_big_buy_data(code, datas, limit_up_price)
if buy_datas:
BigOrderDealManager().add_buy_datas(code, buy_datas)
+ EveryLimitupBigDealOrderManager.add_big_buy_order_deal(code, [x[0] for x in buy_datas])
try:
is_placed_order = l2_data_manager.TradePointManager.is_placed_order(order_begin_pos)
if is_placed_order:
@@ -89,8 +90,13 @@
# 璁剧疆鎴愪氦浠�
try:
current_price_process_manager.set_trade_price(code, datas[-1][1])
+ if limit_up_price > datas[-1][1]:
+ # 娌℃湁娑ㄥ仠
+ EveryLimitupBigDealOrderManager.open_limit_up(code)
except:
pass
+
+
total_datas = l2_data_util.local_today_datas.get(code)
use_time_list = []
try:
@@ -197,7 +203,8 @@
try:
cancel_result = FCancelBigNumComputer().need_cancel_for_w(code)
if cancel_result[0]:
- L2TradeDataProcessor.cancel_buy(code, f"W鎾�:{cancel_result[1]}", cancel_type=trade_constant.CANCEL_TYPE_W)
+ L2TradeDataProcessor.cancel_buy(code, f"W鎾�:{cancel_result[1]}",
+ cancel_type=trade_constant.CANCEL_TYPE_W)
except:
pass
--
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