From 8138f3e5c6a2f05ed58adb12569ede34ffccf167 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 02 七月 2024 13:50:00 +0800
Subject: [PATCH] 上证成交进度信息排除主动买成交数据
---
output/l2_output_util.py | 10 ++++++++++
1 files changed, 10 insertions(+), 0 deletions(-)
diff --git a/output/l2_output_util.py b/output/l2_output_util.py
index 458aa0e..976d05b 100644
--- a/output/l2_output_util.py
+++ b/output/l2_output_util.py
@@ -5,12 +5,15 @@
from l2.l2_data_util import L2DataUtil, local_today_canceled_buyno_map
from l2.l2_transaction_data_manager import HuaXinBuyOrderManager
from l2.transaction_progress import TradeBuyQueue
+from utils import tool
def __get_trade_queue(code, start_index, end_index, real_place_order_index, max_count, step=1):
fresults = []
# 姝ｅ湪鎴愪氦鐨勬暟鎹�
dealing_info = HuaXinBuyOrderManager.get_dealing_order_info(code)
+ dealing_active_info = HuaXinBuyOrderManager.get_dealing_active_order_info(code)
+
total_datas = l2_data_util.local_today_datas.get(code)
for i in range(start_index, end_index, step):
# 鐪熷疄涓嬪崟浣嶇疆涓嶇鏄惁鎾ゅ崟閮介渶瑕佸姞鍏ラ槦鍒�
@@ -34,6 +37,13 @@
dealing_info[0]):
# 鍑忓幓褰撳墠姝ｅ湪鎴愪氦鐨勬暟鎹腑宸茬粡鎴愪氦浜嗙殑鏁版嵁
num -= dealing_info[1] // 100
+ # 鍒ゆ柇褰撳墠鍗曠殑涓诲姩涔扮殑鏁伴噺
+ if dealing_active_info and str(total_datas[i]["val"]["orderNo"]) == str(
+ dealing_active_info[0]):
+ if tool.is_sh_code(code):
+ # 涓婅瘉鐨勭エ闇�瑕佸姞涓婁富鍔ㄤ拱鐨勬暟鎹�
+ num += dealing_active_info[1] // 100
+
if i == real_place_order_index:
type_ = 1
has_real_order_index = True
--
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