From 984e59be6787f06b927d5ec612f443f54e145044 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 13 三月 2025 17:41:30 +0800
Subject: [PATCH] 真实下单位修改/L2成交处理速度提升
---
l2/l2_limitup_sell_data_manager.py | 20 ++++++++++----------
1 files changed, 10 insertions(+), 10 deletions(-)
diff --git a/l2/l2_limitup_sell_data_manager.py b/l2/l2_limitup_sell_data_manager.py
index 5ec80c6..033d5e7 100644
--- a/l2/l2_limitup_sell_data_manager.py
+++ b/l2/l2_limitup_sell_data_manager.py
@@ -71,32 +71,32 @@
return cls.__delegating_sell_num_dict.get(code)
@classmethod
- def set_deal_datas(cls, code, datas):
+ def set_deal_datas(cls, code, fdatas):
"""
璁剧疆鎴愪氦鐨勫崠鍗�
@param code:
- @param datas: q.append((data['SecurityID'], data['TradePrice'], data['TradeVolume'],data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'],data['SellNo'], data['ExecType']))
+ @param fdatas: 鏁版嵁鏈韩鏍煎紡锛� (data['SecurityID'], data['TradePrice'], data['TradeVolume'],data['OrderTime'], data['MainSeq'], data['SubSeq'], data['BuyNo'],data['SellNo'], data['ExecType'])
+ [(鏁版嵁鏈韩, 鏄惁涓诲姩涔�, 鏄惁娑ㄥ仠, 鎬绘垚浜ら, 涓嶅惈ms鏃堕棿锛屽惈ms鏃堕棿)]
@return: 鏄惁瑙﹀彂璁＄畻
"""
try:
- limit_up_price = gpcode_manager.get_limit_up_price_as_num(code)
order_no_set = cls.__order_no_set_dict.get(code)
if order_no_set is None:
order_no_set = set()
limit_up_active_buy_datas = []
- for d in datas:
+ for d in fdatas:
# 鏄惁鏈夋定鍋滀富鍔ㄤ拱鎴愪氦
- if d[6] < d[7]:
+ if not d[1]:
continue
- if abs(d[1] - limit_up_price) > 0.001:
+ if not d[2]:
continue
limit_up_active_buy_datas.append(d)
total_deal_volume = 0
if code in cls.__delegating_sell_num_dict:
- for d in datas:
+ for d in fdatas:
# 鍑忓幓
- if d[7] in order_no_set:
- total_deal_volume += d[2]
+ if d[0][7] in order_no_set:
+ total_deal_volume += d[0][2]
cls.__delegating_sell_num_dict[code] -= total_deal_volume
if len(limit_up_active_buy_datas):
@@ -104,7 +104,7 @@
f"娑ㄥ仠涓诲姩涔版垚浜わ細{limit_up_active_buy_datas}")
# 鎵撳嵃鏃ュ織
l2_log.info(code, 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}")
+ f"鏈夋定鍋滀富鍔ㄥ崠锛歿code}-{fdatas[-1][0][3]}-{cls.__delegating_sell_num_dict.get(code)}, 鎴愪氦閲�-{total_deal_volume}")
except:
pass
--
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