From e355406604ed8a2c9576322b68546e5721e1c141 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期一, 19 五月 2025 17:14:05 +0800
Subject: [PATCH] L2成交大单提取
---
l2_data_parser.py | 2 +-
1 files changed, 1 insertions(+), 1 deletions(-)
diff --git a/l2_data_parser.py b/l2_data_parser.py
index 69be377..d1f12b4 100644
--- a/l2_data_parser.py
+++ b/l2_data_parser.py
@@ -124,7 +124,7 @@
continue
if code not in l2_data_manager_dict:
l2_data_manager_dict[code] = L2TransactionDataManager(code, True)
- l2_data_manager_dict[code].add_transaction_data(item)
+ l2_data_manager_dict[code].add_transaction_data(item, big_order_money_threshold=100e4)
if index % 100 == 0:
# 璇诲彇闃熷垪涓殑鏁版嵁
l2_data_manager: L2TransactionDataManager = l2_data_manager_dict[code]
--
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