From 859c8713783bd3527533dd7525e420382e71a1bb Mon Sep 17 00:00:00 2001 From: Administrator <admin@example.com> Date: 星期二, 25 三月 2025 18:35:04 +0800 Subject: [PATCH] 10点之前辨识度无论净流入首封回封都买 --- l2/l2_data_manager_new.py | 8 ++++---- 1 files changed, 4 insertions(+), 4 deletions(-) diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py index 2d59672..140b783 100644 --- a/l2/l2_data_manager_new.py +++ b/l2/l2_data_manager_new.py @@ -325,7 +325,7 @@ cls.unreal_buy_dict.pop(code) @classmethod - def set_real_place_order_index(cls, code, index, order_begin_pos: OrderBeginPosInfo): + def set_real_place_order_index(cls, code, index, order_begin_pos: OrderBeginPosInfo, last_data): trade_record_log_util.add_real_place_order_position_log(code, index, order_begin_pos.buy_single_index) total_datas = local_today_datas.get(code) use_time = tool.trade_time_sub_with_ms(L2DataUtil.get_time_with_ms(total_datas[index]["val"]) , L2DataUtil.get_time_with_ms( @@ -405,13 +405,13 @@ code, order_info, pre_real_order_index, compute_type) if real_order_index and pre_real_order_index != real_order_index: try: - exec_index = order_info[6] + exec_index = order_info[3] order_begin_pos = cls.__get_order_begin_pos( code) async_log_util.info(logger_debug, f"涓嬪崟浣嶇煫姝o細鐪熷疄涓嬪崟浣�-{real_order_index} 璁㈠崟淇℃伅-{order_info} 涓嬪崟淇℃伅-{order_begin_pos.to_dict()}") if order_begin_pos and order_begin_pos.buy_exec_index == exec_index: - cls.set_real_place_order_index(code, real_order_index, order_begin_pos) + cls.set_real_place_order_index(code, real_order_index, order_begin_pos, order_info[1]) async_log_util.info(logger_real_place_order_position, f"鐪熷疄涓嬪崟浣嶇疆鐭锛歿code}-({real_order_index},1)") except Exception as e: @@ -494,7 +494,7 @@ if place_order_index: order_begin_pos = cls.__get_order_begin_pos( code) - cls.set_real_place_order_index(code, place_order_index, order_begin_pos) + cls.set_real_place_order_index(code, place_order_index, order_begin_pos, order_info[1]) try: cls.__re_compute_threading_pool.submit( cls.__recompute_real_order_index, code, place_order_index, order_info, -- Gitblit v1.8.0