From f5d3bd2bb47e7d1983158d281e2f059ac65a1bd6 Mon Sep 17 00:00:00 2001 From: Administrator <admin@example.com> Date: 星期二, 21 五月 2024 00:14:08 +0800 Subject: [PATCH] 真实下单位修复/深证下单方式修改/9:25之前L2订阅首板开1代码 --- l2/l2_data_manager_new.py | 7 ++++--- 1 files changed, 4 insertions(+), 3 deletions(-) diff --git a/l2/l2_data_manager_new.py b/l2/l2_data_manager_new.py index 5af9857..5efb507 100644 --- a/l2/l2_data_manager_new.py +++ b/l2/l2_data_manager_new.py @@ -1774,6 +1774,7 @@ tool.to_time_with_ms(total_datas[end_index]['val']['time'], total_datas[end_index]['val']['tms'])) trade_price_info = HuaXinSellOrderStatisticManager.get_latest_trade_price_info(code) limit_up_price = gpcode_manager.get_limit_up_price(code) + # p is_limit_up = False if limit_up_price and trade_price_info and abs(trade_price_info[0] - float(limit_up_price)) < 0.001: is_limit_up = True @@ -1781,13 +1782,13 @@ # 涓嶆槸鏉夸笂鏀鹃噺 # 鍒ゆ柇鏈�杩戞湁娌℃湁娑ㄥ仠鍗栨暟鎹� limit_up_sell_count = L2TradeSingleDataProcessor.get_latest_limit_up_sell_order_count(code) - if limit_up_sell_count == 0 and not single: - # 濡傛灉娌℃湁娑ㄥ仠鍗栨暟鎹�屼笖杩樻病鏈夋垚浜や拱鍏ヤ俊鍙凤紝灏辨寜鐓у師鏉ョ殑鎬诲崠棰濊绠� + if (limit_up_sell_count == 0 or active_buy_blocks) and not single: + # 濡傛灉娌℃湁娑ㄥ仠鍗栨暟鎹�/婵�杩涗笅鍗曡�屼笖杩樻病鏈夋垚浜や拱鍏ヤ俊鍙凤紝灏辨寜鐓у師鏉ョ殑鎬诲崠棰濊绠� threshold_money, sell_1_price = refer_sell_data[1], refer_sell_data[3][0] for i in range(start_index - 1, -1, -1): val = total_datas[i]["val"] if tool.compare_time(val["time"], refer_sell_data[0]) < 0: - # 灏嗘湰s鐨勮绠椾笂鍘� + # 璇诲彇鐨凩2鐨勬�诲崠棰濇槸涓嶅寘鍚綋鍓峴鐨勬暟鎹紝鎵�浠ラ渶瑕佸皢褰撳墠s鐨勬暟鎹撼鍏ヨ绠� break if L2DataUtil.is_sell(val): threshold_money += val["num"] * int(float(val["price"]) * 100) -- Gitblit v1.8.0