From 838af524960f363d30fe8955f71f61107e7178de Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 01 四月 2024 15:00:36 +0800
Subject: [PATCH] 主动卖bug修复
---
l2/l2_transaction_data_manager.py | 14 +++++++++-----
1 files changed, 9 insertions(+), 5 deletions(-)
diff --git a/l2/l2_transaction_data_manager.py b/l2/l2_transaction_data_manager.py
index c80396f..9efb94d 100644
--- a/l2/l2_transaction_data_manager.py
+++ b/l2/l2_transaction_data_manager.py
@@ -105,6 +105,13 @@
# 杩斿洖鏈�杩�1s鐨勫ぇ鍗曞崠锛�(鎬诲崠閲戦,[(鍗栧崟鍙�,鎬绘墜鏁�,浠锋牸,锛�'寮�濮嬫椂闂�',涔板崟鍙凤級,锛�'缁撴潫鏃堕棿',涔板崟鍙凤級),...])
@classmethod
def add_transaction_datas(cls, code, datas, buy_exec_index=None):
+ # 鏄惁涓轰富鍔ㄥ崠
+ def is_active_sell(sell_no):
+ if buy_exec_index is not None:
+ return sell_no > int(total_datas[buy_exec_index]["val"]["orderNo"])
+ else:
+ return f"{sell_no}" not in sell_no_map
+
# q.append((data['SecurityID'], data['TradePrice'], data['TradeVolume'],
# data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'],
# data['SellNo'], data['ExecType']))
@@ -138,8 +145,7 @@
# 澶т簬50w鐨勫崠鍗曟墠浼氫繚瀛�
# 澶т簬50w鍔犲叆鍗栧崟
if info[1] * info[2] >= 500000:
- if f"{info[0]}" not in sell_no_map or (buy_exec_index is not None and info[0] > int(
- total_datas[buy_exec_index]["val"]["orderNo"])):
+ if is_active_sell(info[0]):
l2_log.info(code, hx_logger_l2_transaction_sell_order,
f"{cls.__latest_sell_order_dict[code]}")
cls.__big_sell_order_ids_dict[code].add(info[0])
@@ -187,9 +193,7 @@
# 缁熻鏈�杩戠殑澶у崟
if latest_sell_order_info[1] * latest_sell_order_info[2] >= 500000:
if latest_sell_order_info[0] not in temp_sell_order_ids:
- if f"{latest_sell_order_info[0]}" not in sell_no_map or (
- buy_exec_index is not None and latest_sell_order_info[0] > int(
- total_datas[buy_exec_index]["val"]["orderNo"])):
+ if is_active_sell(latest_sell_order_info[0]):
big_sell_orders.append(latest_sell_order_info)
temp_sell_order_ids.add(latest_sell_order_info[0])
total_sell_info[0] += int(latest_sell_order_info[1] * latest_sell_order_info[2])
--
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