From cf67d073d96ab1349ac74ac5caf7dab40f214226 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 20 十一月 2023 00:19:55 +0800
Subject: [PATCH] 板上卖算入大单成交
---
l2/l2_data_manager_new.py | 20 ++++++++++++++++++--
1 files changed, 18 insertions(+), 2 deletions(-)
diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py
index ca4f783..2511c3d 100644
--- a/l2/l2_data_manager_new.py
+++ b/l2/l2_data_manager_new.py
@@ -9,7 +9,7 @@
from code_attribute.code_nature_analyse import HighIncreaseCodeManager
from db.redis_manager_delegate import RedisUtils
from l2.huaxin import l2_huaxin_util, huaxin_delegate_postion_manager
-from l2.l2_sell_manager import L2MarketSellManager
+from l2.l2_sell_manager import L2MarketSellManager, L2LimitUpSellManager
from l2.transaction_progress import TradeBuyQueue
from log_module import async_log_util, log_export
from third_data import kpl_data_manager, block_info
@@ -22,7 +22,7 @@
from l2 import l2_data_manager, l2_log, l2_data_source_util, code_price_manager, \
transaction_progress, cancel_buy_strategy, l2_data_log
from l2.cancel_buy_strategy import SecondCancelBigNumComputer, HourCancelBigNumComputer, DCancelBigNumComputer, \
- LCancelBigNumComputer, LatestCancelIndexManager, FastCancelBigNumComputer
+ LCancelBigNumComputer, LatestCancelIndexManager, FastCancelBigNumComputer, LCancelRateManager
from l2.l2_data_manager import L2DataException, OrderBeginPosInfo
from l2.l2_data_util import local_today_datas, L2DataUtil, local_today_num_operate_map, local_today_buyno_map, \
local_latest_datas, local_today_canceled_buyno_map
@@ -235,6 +235,7 @@
__TradeOrderIdManager = trade_huaxin.TradeOrderIdManager()
__LatestCancelIndexManager = LatestCancelIndexManager()
__L2MarketSellManager = L2MarketSellManager()
+ __L2LimitUpSellManager = L2LimitUpSellManager()
# 鑾峰彇浠ｇ爜璇勫垎
@classmethod
@@ -403,6 +404,21 @@
# "l2鏁版嵁鍑嗗鏃堕棿")
# 鏃堕棿宸笉鑳藉お澶ф墠鑳藉鐞�
if not l2_trade_util.is_in_forbidden_trade_codes(code):
+ # 璁＄畻鏉夸笂鍗�,褰撴暟鎹皯鏃舵墠璁＄畻锛屽惁鍒欎笉璁＄畻
+ try:
+ if len(add_datas) < 20:
+ has_limit_up_sell = False
+ for d in add_datas:
+ if L2DataUtil.is_limit_up_price_sell(d["val"]):
+ cls.__L2LimitUpSellManager.add_limit_up_sell(code, d["index"])
+ has_limit_up_sell = True
+ if has_limit_up_sell:
+ LCancelRateManager.compute_big_num_deal_rate(code)
+ # elif L2DataUtil.is_limit_up_price_sell_cancel(d["val"]):
+ # cls.__L2LimitUpSellManager.add_limit_up_sell(code, d["index"])
+ except Exception as e:
+ async_log_util.error(logger_l2_error, f"璁＄畻鏉夸笂鍗栧嚭閿欙細{str(e)}")
+
# 鍒ゆ柇鏄惁宸茬粡鎸傚崟
state = cls.__CodesTradeStateManager.get_trade_state_cache(code)
start_index = len(total_datas) - len(add_datas)
--
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