From 6e71fbcb119e7068ba35380edaa5cc66e7c71f1b Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 27 十月 2022 16:21:05 +0800
Subject: [PATCH] 交易体系完善
---
trade_queue_manager.py | 14 +++++++++-----
1 files changed, 9 insertions(+), 5 deletions(-)
diff --git a/trade_queue_manager.py b/trade_queue_manager.py
index adc48df..37dec69 100644
--- a/trade_queue_manager.py
+++ b/trade_queue_manager.py
@@ -47,9 +47,16 @@
return val[0], val[1]
# 杩斿洖鏄惁闇�瑕佹洿鏂版暟鎹�
- def save(self, code, time_str, volumn):
+ def save(self, code, time_str, volumn,price):
+ # 瀹㈡埛绔暟鎹湭鍔犺浇鍑烘潵杩囨护
if volumn < 1:
return False
+ # 鍒ゆ柇鏄惁涓烘定鍋滀环
+ limit_up_price = gpcode_manager.get_limit_up_price(code)
+ if limit_up_price != tool.to_price(decimal.Decimal(price)):
+ # 闈炴定鍋滀环
+ volumn = 0
+
# 涓嶄繚瀛樺拰涓婁竴娆＄浉鍚岀殑鏁版嵁
if code in self.__last_data and self.__last_data[code] == volumn:
return False
@@ -112,10 +119,7 @@
limit_up_price = gpcode_manager.get_limit_up_price(code)
if limit_up_price != tool.to_price(decimal.Decimal(price)):
# 闈炴定鍋滀环
- return False
-
- if volumn < 1:
- return False
+ volumn = 0
# 涓嶄繚瀛樺拰涓婁竴娆＄浉鍚岀殑鏁版嵁
if code in self.__last_data and self.__last_data[code] == volumn:
return False
--
Gitblit v1.8.0