From e160c832d31e99b44fe2084310398a3b26891839 Mon Sep 17 00:00:00 2001 From: Administrator <admin@example.com> Date: 星期五, 08 十一月 2024 18:43:20 +0800 Subject: [PATCH] 建立扫入代码不算身位机制/优化代码/提供设置影子单的量 --- l2/l2_transaction_data_manager.py | 14 +++++++++----- 1 files changed, 9 insertions(+), 5 deletions(-) diff --git a/l2/l2_transaction_data_manager.py b/l2/l2_transaction_data_manager.py index 3a84c7e..aff9132 100644 --- a/l2/l2_transaction_data_manager.py +++ b/l2/l2_transaction_data_manager.py @@ -4,7 +4,7 @@ import json import l2_data_util -from db import redis_manager +from db import redis_manager_delegate as redis_manager from db.redis_manager_delegate import RedisUtils from l2 import l2_log from l2.huaxin import l2_huaxin_util @@ -202,14 +202,15 @@ # data['SellNo'], data['ExecType'])) if code not in cls.__dealing_order_info_dict: - # 鏁版嵁鏍煎紡[璁㈠崟鍙凤紝鎬昏偂鏁帮紝鎴愪氦閲戦,鎴愪氦寮�濮嬫椂闂�,鎴愪氦缁撴潫鏃堕棿] - cls.__dealing_order_info_dict[code] = [data[6], data[2], data[2] * data[1], data[3], data[3]] + # 鏁版嵁鏍煎紡[璁㈠崟鍙凤紝鎬昏偂鏁帮紝鎴愪氦閲戦,鎴愪氦寮�濮嬫椂闂�,鎴愪氦缁撴潫鏃堕棿, 鏈�杩戠殑鎴愪氦浠锋牸] + cls.__dealing_order_info_dict[code] = [data[6], data[2], data[2] * data[1], data[3], data[3], data[1]] else: if cls.__dealing_order_info_dict[code][0] == data[6]: # 鎴愪氦鍚屼竴涓鍗曞彿 cls.__dealing_order_info_dict[code][1] += data[2] cls.__dealing_order_info_dict[code][2] += data[2] * data[1] cls.__dealing_order_info_dict[code][4] = data[3] + cls.__dealing_order_info_dict[code][5] = data[1] else: # 淇濆瓨涓婁竴鏉℃暟鎹� async_log_util.info(hx_logger_l2_transaction_desc, f"{code}#{cls.__dealing_order_info_dict[code]}") @@ -218,12 +219,15 @@ cls.__latest_deal_order_info_dict[code] = deal_info # 鏄惁涓哄ぇ涔板崟 if deal_info[2] >= threshold_big_money: - big_buy_datas.append(deal_info) + # 濡傛灉鏈�鍚庝竴绗旀垚浜や环鏍间笉鏄定鍋滀环灏变笉绠� + if abs(deal_info[5] - limit_up_price) < 0.0001: + big_buy_datas.append(deal_info) if deal_info[2] >= 500000: normal_buy_datas.append(deal_info) # 鍒濆鍖栨湰鏉℃暟鎹� - cls.__dealing_order_info_dict[code] = [data[6], data[2], data[2] * data[1], data[3], data[3]] + cls.__dealing_order_info_dict[code] = [data[6], data[2], data[2] * data[1], data[3], data[3], + data[1]] # 缁熻涓诲姩涔�(涔板崟鍙峰ぇ浜庡崠鍗曞彿) try: if data[6] > data[7]: -- Gitblit v1.8.0