From 44a865fa3e4222468091cf8e88fec6a7cf09a350 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 09 四月 2024 12:24:46 +0800
Subject: [PATCH] 卖L2数据只过滤5w以下的
---
huaxin_client/l2_data_manager.py | 7 ++++++-
1 files changed, 6 insertions(+), 1 deletions(-)
diff --git a/huaxin_client/l2_data_manager.py b/huaxin_client/l2_data_manager.py
index c76fcb3..997e853 100644
--- a/huaxin_client/l2_data_manager.py
+++ b/huaxin_client/l2_data_manager.py
@@ -49,7 +49,7 @@
# 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, 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)]
+ self.filter_order_condition_dict[code] = [(min_volume, limit_up_price, shadow_price, buy_volume, min_volume//10)]
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]}")
@@ -66,6 +66,11 @@
# 涔伴噺
if item[2] == filter_condition[0][3]:
return item
+
+ # 鍗栧ぇ浜�10w
+ if item[3] != '1' and item[2] > filter_condition[0][4]:
+ return item
+
return None
return item
# 杩囨护璁㈠崟
--
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