From e7dbcc201b7d9ea9b553f2bf9555112b79b17ae8 Mon Sep 17 00:00:00 2001 From: Administrator <admin@example.com> Date: 星期四, 12 九月 2024 18:16:14 +0800 Subject: [PATCH] 激进买入已有大单成交就不需看大单了 --- l2/l2_data_manager_new.py | 14 ++++++++++++-- 1 files changed, 12 insertions(+), 2 deletions(-) diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py index 5c3e371..379bde8 100644 --- a/l2/l2_data_manager_new.py +++ b/l2/l2_data_manager_new.py @@ -328,7 +328,8 @@ try: cancel_result = cancel_buy_strategy.FCancelBigNumComputer().need_cancel_for_deal_fast(code) if cancel_result[0]: - L2TradeDataProcessor.cancel_buy(code, f"F鎾�:{cancel_result[1]}", cancel_type=trade_constant.CANCEL_TYPE_F) + L2TradeDataProcessor.cancel_buy(code, f"F鎾�:{cancel_result[1]}", + cancel_type=trade_constant.CANCEL_TYPE_F) else: l2_log.f_cancel_debug(code, f"鑾峰彇鐪熷疄鎴愪氦浣嶇殑F鎾ゆ湭鐢熸晥锛歿cancel_result[1]}") except Exception as e: @@ -1331,7 +1332,8 @@ order_begin_pos = cls.__get_order_begin_pos( code) # 婵�杩涗笅鍗曞彧鏈塋鎾よ兘鎾ゅ崟 - if order_begin_pos and order_begin_pos.mode == OrderBeginPosInfo.MODE_RADICAL and cancel_type not in {trade_constant.CANCEL_TYPE_L,trade_constant.CANCEL_TYPE_L_UP, trade_constant.CANCEL_TYPE_L_DOWN}: + if order_begin_pos and order_begin_pos.mode == OrderBeginPosInfo.MODE_RADICAL and cancel_type not in { + trade_constant.CANCEL_TYPE_L, trade_constant.CANCEL_TYPE_L_UP, trade_constant.CANCEL_TYPE_L_DOWN}: return False total_datas = local_today_datas.get(code) @@ -1893,6 +1895,14 @@ return False, None, "鏉夸笂鏀鹃噺" total_datas = local_today_datas[code] min_num = int(29900 / gpcode_manager.get_limit_up_price_as_num(code)) + # 濡傛灉鏈夊ぇ鍗曟垚浜ゅ氨涓嶉渶瑕佺湅澶у崟 + deal_money_list = BigOrderDealManager().get_total_buy_money_list(code) + if deal_money_list: + for m in deal_money_list: + if m >= 2990000: + min_num = int(5000 / gpcode_manager.get_limit_up_price_as_num(code)) + break + single_index = None for i in range(start_index, end_index + 1): data = total_datas[i] -- Gitblit v1.8.0