From 365491c1fcf523994035e4bd28d8b5872dd6ec98 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期四, 31 七月 2025 14:47:48 +0800
Subject: [PATCH] 除权采用掘金更新K线
---
l2/l2_data_manager.py | 28 ++++++++++++++++++++++++----
1 files changed, 24 insertions(+), 4 deletions(-)
diff --git a/l2/l2_data_manager.py b/l2/l2_data_manager.py
index 1a0d08b..bbbe0ef 100644
--- a/l2/l2_data_manager.py
+++ b/l2/l2_data_manager.py
@@ -14,14 +14,16 @@
# 涓嬪崟涓存椂淇℃伅
class OrderBeginPosInfo(object):
- MODE_NORMAL = 0
+ MODE_NORMAL = 0 # 鏅�氫笅鍗�
MODE_FAST = 1
- MODE_ACTIVE = 2
+ MODE_ACTIVE = 2 # 绉瀬鍔ㄤ拱
+ MODE_RADICAL = 3 # 鎵叆
+ MODE_OPEN_LIMIT_UP = 4 # 鎺�1
# mode: 0-鏅�氫氦鏄� 1-蹇�熶氦鏄�
def __init__(self, buy_single_index=None, buy_exec_index=-1, buy_compute_index=None, num=0, count=0,
max_num_set=None, buy_volume_rate=None, sell_info=None, threshold_money=None, mode=0, mode_desc=None,
- at_limit_up=False):
+ at_limit_up=False, first_limit_up_buy=False, min_order_no = None):
self.buy_single_index = buy_single_index
self.buy_exec_index = buy_exec_index
self.buy_compute_index = buy_compute_index
@@ -38,6 +40,10 @@
self.mode_desc = mode_desc
# 鏄惁鏄澘涓婁拱
self.at_limit_up = at_limit_up
+ # 鏄惁涓洪灏佷拱
+ self.first_limit_up_buy = first_limit_up_buy
+ # 缁熻鎵规澶у崟鎴愪氦鐨勬渶灏忚鍗曞彿
+ self.min_order_no = min_order_no
def get_max_num_set(self):
if self.max_num_set:
@@ -81,6 +87,8 @@
__buy_compute_index_info_cache = {}
__buy_cancel_single_pos_cache = {}
__instance = None
+ # 鏈�杩戠殑涓嬪崟妯″紡
+ __latest_place_order_mode_cache = {}
def __new__(cls, *args, **kwargs):
if not cls.__instance:
@@ -116,7 +124,6 @@
# 鑾峰彇涔板叆鐐逛俊鎭�
# 杩斿洖鏁版嵁涓猴細涔板叆鐐� 绱绾拱棰� 宸茬粡璁＄畻鐨勬暟鎹储寮�
-
def get_buy_compute_start_data(self, code):
_key = "buy_compute_index_info-{}".format(code)
_data_json = RedisUtils.get(self.__get_redis(), _key)
@@ -139,6 +146,10 @@
# nums 绱绾拱棰�
def set_buy_compute_start_data_v2(self, code, order: OrderBeginPosInfo):
+
+ if order.mode is not None:
+ self.__latest_place_order_mode_cache[code] = order.mode
+
expire = tool.get_expire()
_key = "buy_compute_index_info-{}".format(code)
data_ = None
@@ -156,6 +167,15 @@
def is_placed_order(cls, order_begin_pos: OrderBeginPosInfo):
return order_begin_pos and order_begin_pos.buy_exec_index is not None and order_begin_pos.buy_exec_index > -1
+ @classmethod
+ def get_latest_place_order_mode(cls, code):
+ """
+ 鑾峰彇鏈�杩戜笅鍗曠殑妯″紡
+ @param code:
+ @return:
+ """
+ return cls.__latest_place_order_mode_cache.get(code)
+
# 娓呴櫎l2鏁版嵁
def clear_l2_data(code):
--
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