From d32408fbada1ecf354f5d6a086bdfb8a974a8e59 Mon Sep 17 00:00:00 2001 From: Administrator <admin@example.com> Date: 星期二, 25 六月 2024 09:02:49 +0800 Subject: [PATCH] 30大单处理 --- l2/l2_data_manager_new.py | 11 +++++++---- 1 files changed, 7 insertions(+), 4 deletions(-) diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py index 7b65a8b..e6bf881 100644 --- a/l2/l2_data_manager_new.py +++ b/l2/l2_data_manager_new.py @@ -1066,7 +1066,7 @@ trade_index = 0 limit_up_price = round(float(gpcode_manager.get_limit_up_price(code)), 2) # 浠庢垚浜よ繘搴︿綅鍒版埅鑷充綅缃绠楀ぇ鍗� - min_money = l2_data_util.get_big_money_val(limit_up_price) + min_money = l2_data_util.get_big_money_val(limit_up_price, tool.is_ge_code(code)) left_count, left_money = cancel_buy_strategy.L2DataComputeUtil.compute_left_buy_order(code, trade_index, total_data[ @@ -1967,6 +1967,7 @@ bigger_num = round(5000 / limit_up_price) not_buy_msg = "" + is_ge_code = tool.is_ge_code(code) for i in range(compute_start_index, compute_end_index + 1): data = total_datas[i] _val = total_datas[i]["val"] @@ -1984,7 +1985,7 @@ return None, buy_nums, buy_count, ii, max_buy_num_set, f"銆恵i}銆戜俊鍙蜂笉杩炵画锛屽泭鎷椂闂�-{max_space_time_ms}ms" # 娑ㄥ仠涔� if L2DataUtil.is_limit_up_price_buy(_val): - if l2_data_util.is_big_money(_val): + if l2_data_util.is_big_money(_val,is_ge_code): max_buy_num_set.add(i) if _val["num"] >= bigger_num: trigger_buy = True @@ -2095,6 +2096,7 @@ place_order_count = trade_data_manager.PlaceOrderCountManager().get_place_order_count(code) if place_order_count is None: place_order_count = 0 + is_ge_code = tool.is_ge_code(code) for i in range(compute_start_index, compute_end_index + 1): data = total_datas[i] _val = total_datas[i]["val"] @@ -2118,7 +2120,7 @@ threshold_num = round(threshold_money / (limit_up_price * 100)) # 娑ㄥ仠涔� elif L2DataUtil.is_limit_up_price_buy(_val): - if l2_data_util.is_big_money(_val): + if l2_data_util.is_big_money(_val, is_ge_code): max_buy_num_set.add(i) trigger_buy = True # 鍙粺璁�59涓囦互涓婄殑閲戦 @@ -2233,6 +2235,7 @@ not_buy_msg = "" max_buy_num_set = set(max_num_set) active_buy_blocks = cls.get_active_buy_blocks(code) + is_ge_code = tool.is_ge_code(code) for i in range(compute_start_index, compute_end_index + 1): data = total_datas[i] _val = total_datas[i]["val"] @@ -2259,7 +2262,7 @@ elif L2DataUtil.is_limit_up_price_buy(_val): if _val['num'] < bigger_threshold_num: continue - if l2_data_util.is_big_money(_val): + if l2_data_util.is_big_money(_val, is_ge_code): max_buy_num_set.add(i) trigger_buy = True # 鍙粺璁�59涓囦互涓婄殑閲戦 -- Gitblit v1.8.0