From b990127a76ac46f778744a7a234cc69ca34a89ad Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 01 二月 2024 17:44:26 +0800
Subject: [PATCH] 深圳打折修改/主动撤单规则修改
---
l2/l2_data_manager_new.py | 14 ++++++--------
1 files changed, 6 insertions(+), 8 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index 464e043..f437e18 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -436,8 +436,8 @@
cls.__process_order(code, start_index, end_index, capture_timestamp, is_first_code)
else:
# 鏈寕鍗�,鏃堕棿鐩稿樊涓嶅ぇ鎵嶈兘鎸傚崟
- if tool.trade_time_sub(latest_time, "09:32:00") < 0 or l2.l2_data_util.L2DataUtil.is_same_time(now_time_str, latest_time):
- cls.__process_not_order(code, start_index, end_index, capture_timestamp, is_first_code)
+ #if tool.trade_time_sub(latest_time, "09:32:00") < 0 or l2.l2_data_util.L2DataUtil.is_same_time(now_time_str, latest_time):
+ cls.__process_not_order(code, start_index, end_index, capture_timestamp, is_first_code)
async_log_util.info(logger_l2_process, "code:{} 澶勭悊鏁版嵁鑼冨洿: {}-{} 澶勭悊鏃堕棿:{} 鎴浘鏃堕棿鎴筹細{}", code,
add_datas[0]["index"],
@@ -1313,12 +1313,10 @@
# # 鑲′环鏂伴珮鎴栬�呴�艰繎鍓嶉珮
# order_begin_pos.threshold_money = int(sell_info[1])
# else:
- if float(total_datas[buy_single_index]["val"]["price"]) >= 3 and cls.volume_rate_info[code][
- 0] > 0.3 and sell_info[1] > 2000 * 10000 and int(
- tool.get_now_time_str().replace(":", "")) < int("100000"):
- # 鏆傛椂鎵�8鎶�
- # order_begin_pos.threshold_money = int(sell_info[1] * 0.8)
- # 娣辫瘉鎬诲崠澶т簬1000涓囩殑绁紝m鍊兼墦5鎶�
+ # if float(total_datas[buy_single_index]["val"]["price"]) >= 3 and cls.volume_rate_info[code][
+ # 0] > 0.3 and sell_info[1] > 2000 * 10000 and int(
+ # tool.get_now_time_str().replace(":", "")) < int("100000"):
+ if sell_info[1] > 2000 * 10000:
if code.find('00') == 0:
# 娣卞湷棣栨涓嬪崟鎵撴姌
place_order_count = trade_data_manager.PlaceOrderCountManager().get_place_order_count(code)
--
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