From 4e76cb426a040d03f1f6d9b63ee16978a7c0dd6a Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 20 十一月 2023 00:21:52 +0800
Subject: [PATCH] 板上卖算入大单成交
---
l2/l2_data_manager_new.py | 2 ++
1 files changed, 2 insertions(+), 0 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index 2511c3d..efe4d8a 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -410,6 +410,8 @@
has_limit_up_sell = False
for d in add_datas:
if L2DataUtil.is_limit_up_price_sell(d["val"]):
+ if d["val"]["num"] * float(d["val"]["price"]) < 5000:
+ continue
cls.__L2LimitUpSellManager.add_limit_up_sell(code, d["index"])
has_limit_up_sell = True
if has_limit_up_sell:
--
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