From cf551c3d66c1410bfdfd9f808e98cba77dec5cd1 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 16 七月 2024 17:16:15 +0800
Subject: [PATCH] 上证S重砸优化/逼近成交时L后囊括范围修改
---
l2/l2_transaction_data_processor.py | 5 ++++-
1 files changed, 4 insertions(+), 1 deletions(-)
diff --git a/l2/l2_transaction_data_processor.py b/l2/l2_transaction_data_processor.py
index dc71ec9..65faadc 100644
--- a/l2/l2_transaction_data_processor.py
+++ b/l2/l2_transaction_data_processor.py
@@ -13,6 +13,7 @@
from l2.huaxin import l2_huaxin_util
from l2.l2_data_manager import OrderBeginPosInfo
from l2.l2_data_manager_new import L2TradeDataProcessor
+from l2.l2_data_util import L2DataUtil
from l2.l2_transaction_data_manager import HuaXinBuyOrderManager, HuaXinSellOrderStatisticManager, BigOrderDealManager
from log_module import async_log_util
from log_module.log import hx_logger_l2_debug, logger_l2_trade_buy_queue, logger_debug, hx_logger_l2_upload
@@ -34,7 +35,9 @@
d = datas[i]
buy_no = f"{d[6]}"
if buyno_map and buy_no in buyno_map:
- buy_progress_index = buyno_map[buy_no]["index"]
+ # 鎴愪氦杩涘害浣嶅繀椤绘槸娑ㄥ仠涔�
+ if L2DataUtil.is_limit_up_price_buy(buyno_map[buy_no]["val"]):
+ buy_progress_index = buyno_map[buy_no]["index"]
break
return buy_progress_index
--
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