From 93ec042ae730c8e4cad1562d7ee579941847397c Mon Sep 17 00:00:00 2001 From: Administrator <admin@example.com> Date: 星期四, 07 十一月 2024 18:37:44 +0800 Subject: [PATCH] 扫入整改 --- l2/l2_limitup_sell_data_manager.py | 18 ++++++++++-------- 1 files changed, 10 insertions(+), 8 deletions(-) diff --git a/l2/l2_limitup_sell_data_manager.py b/l2/l2_limitup_sell_data_manager.py index c3b2a02..a630ad5 100644 --- a/l2/l2_limitup_sell_data_manager.py +++ b/l2/l2_limitup_sell_data_manager.py @@ -48,14 +48,16 @@ # 鍗栨挙 cls.__order_no_set_dict[code].discard(order_no) cls.__delegating_sell_num_dict[code] -= volume - async_log_util.l2_data_log.info(hx_logger_l2_sell_delegate, f"{code}-鍗栨挙-{order_no, price, volume}") + async_log_util.l2_data_log.info(hx_logger_l2_sell_delegate, + f"{code}-鍗栨挙-{order_no, price, volume}") else: if d[3] != '1': # 鍗� cls.__order_no_data_map_dict[code][order_no] = (order_no, price, volume) cls.__order_no_set_dict[code].add(order_no) cls.__delegating_sell_num_dict[code] += volume - async_log_util.l2_data_log.info(hx_logger_l2_sell_delegate, f"{code}-鍗�-{order_no, price, volume}") + async_log_util.l2_data_log.info(hx_logger_l2_sell_delegate, + f"{code}-鍗�-{order_no, price, volume}") except: pass @@ -79,7 +81,7 @@ try: limit_up_price = gpcode_manager.get_limit_up_price_as_num(code) has_limit_up_active_buy = False - order_no_set = cls.__order_no_set_dict.get(code) + order_no_set = cls.__order_no_set_dict.get(code) if order_no_set is None: order_no_set = set() for d in datas: @@ -90,16 +92,18 @@ continue has_limit_up_active_buy = True break - + total_deal_volume = 0 if code in cls.__delegating_sell_num_dict: for d in datas: # 鍑忓幓 if d[7] in order_no_set: - cls.__delegating_sell_num_dict[code] -= d[2] + total_deal_volume += d[2] + cls.__delegating_sell_num_dict[code] -= total_deal_volume if has_limit_up_active_buy: # 鎵撳嵃鏃ュ織 - async_log_util.l2_data_log.info(hx_logger_l2_sell_deal, f"鏈夋定鍋滀富鍔ㄥ崠锛歿code}-{datas[-1][3]}-{ cls.__delegating_sell_num_dict.get(code)}") + async_log_util.l2_data_log.info(hx_logger_l2_sell_deal, + f"鏈夋定鍋滀富鍔ㄥ崠锛歿code}-{datas[-1][3]}-{cls.__delegating_sell_num_dict.get(code)}, 鎴愪氦閲�-{total_deal_volume}") except: pass @@ -118,5 +122,3 @@ if code in cls.__delegating_sell_num_dict: cls.__delegating_sell_num_dict.pop(code) - - -- Gitblit v1.8.0