From 58c7388c1979c13bdf84db0f53ff7ab5c34e15ca Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 16 四月 2024 15:29:57 +0800
Subject: [PATCH] 被动卖成交数据处理优化
---
l2/l2_transaction_data_manager.py | 6 ++----
1 files changed, 2 insertions(+), 4 deletions(-)
diff --git a/l2/l2_transaction_data_manager.py b/l2/l2_transaction_data_manager.py
index 8b38387..d5ddc06 100644
--- a/l2/l2_transaction_data_manager.py
+++ b/l2/l2_transaction_data_manager.py
@@ -141,14 +141,12 @@
# 淇濆瓨鏈�杩戠殑鎴愪氦浠锋牸:(浠锋牸,鎴愪氦鏃堕棿)
cls.__latest_trade_price_dict[code] = (datas[-1][1], datas[-1][3])
+ L2TradeSingleDataProcessor.process_passive_limit_up_sell_data(code, datas, limit_up_price)
+
for d in datas:
# 鑾峰彇褰撳墠鏄惁涓轰富鍔ㄤ拱
try:
_is_active_sell = is_active_sell(d[7], d[6])
- if not _is_active_sell and d[1] == limit_up_price:
- # 琚姩娑ㄥ仠鍗�,杩欎釜鍗栫殑璁㈠崟鏄惁鍦ㄦ渶杩戠殑娑ㄥ仠鍗栧垪琛ㄤ腑
- L2TradeSingleDataProcessor.process_passive_limit_up_sell_data(d)
-
if not _is_active_sell:
continue
--
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