From 746d76e4320913a5b1dcf41b6234fa58b3726de7 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期五, 22 十一月 2024 18:41:48 +0800
Subject: [PATCH] 扫入增加大单撤
---
l2/l2_transaction_data_processor.py | 12 +++++++++---
1 files changed, 9 insertions(+), 3 deletions(-)
diff --git a/l2/l2_transaction_data_processor.py b/l2/l2_transaction_data_processor.py
index 15d865e..0f7827a 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 RadicalBuyDataManager, EveryLimitupBigDealOrderManager
+from trade.buy_radical.radical_buy_data_manager import RadicalBuyDataManager, EveryLimitupBigDealOrderManager
from utils import tool
@@ -51,11 +51,17 @@
@param datas:
@return:
"""
- limit_up_price = round(float(gpcode_manager.get_limit_up_price(code)), 2)
+ limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
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])
+ active_big_buy_orders = []
+ if buy_datas:
+ for x in buy_datas:
+ if x[0] > x[6]:
+ # (涔板崟鍙�, 鎴愪氦閲戦, 鏈�鍚庢垚浜ゆ椂闂�)
+ active_big_buy_orders.append((x[0], x[2], x[4]))
+ EveryLimitupBigDealOrderManager.add_big_buy_order_deal(code, active_big_buy_orders)
try:
is_placed_order = l2_data_manager.TradePointManager.is_placed_order(order_begin_pos)
if is_placed_order:
--
Gitblit v1.8.0