| | |
|---|
| | | g_SubBondMarketData = False |
|---|
| | | g_SubBondTransaction = False |
|---|
| | | g_SubBondOrderDetail = False |
|---|
| | | set_codes_data_queue = queue.Queue(maxsize=10240) |
|---|
| | | set_codes_data_queue = queue.Queue(maxsize=102400) |
|---|
| | | market_code_dict = {} |
|---|
| | | |
|---|
| | | ENABLE_NGST = True |
|---|
| | |
|---|
| | | self.__big_accurate_sell_order_dict = {} |
|---|
| | | self.__latest_sell_order = None |
|---|
| | | self.__big_sell_orders = [] |
|---|
| | | self.big_accurate_buy_order_queue = queue.Queue(maxsize=10240) |
|---|
| | | self.big_accurate_sell_order_queue = queue.Queue(maxsize=10240) |
|---|
| | | self.big_buy_order_queue = queue.Queue(maxsize=10240) |
|---|
| | | self.big_sell_order_queue = queue.Queue(maxsize=10240) |
|---|
| | | self.big_accurate_buy_order_queue = queue.Queue(maxsize=102400) |
|---|
| | | self.big_accurate_sell_order_queue = queue.Queue(maxsize=102400) |
|---|
| | | self.big_buy_order_queue = queue.Queue(maxsize=102400) |
|---|
| | | self.big_sell_order_queue = queue.Queue(maxsize=102400) |
|---|
| | | self.accurate_buy = accurate_buy |
|---|
| | | self.__last_accurate_buy_count = 0 |
|---|
| | | self.__last_accurate_sell_count = 0 |
|---|
| | |
|---|
| | | order_time = item[4] |
|---|
| | | |
|---|
| | | if self.accurate_buy: |
|---|
| | | self.add_transaction_data_for_accurate(item, big_order_money_threshold=50e4) |
|---|
| | | self.add_transaction_data_for_accurate(item, big_order_money_threshold=100e4) |
|---|
| | | |
|---|
| | | if not self.__latest_buy_order: |
|---|
| | | # (买单号, 量, 金额, 时间, 最新成交价格) |
|---|
