| | |
|---|
| | | # 获取L2的数据 |
|---|
| | | def get_l2_datas(code, date=None): |
|---|
| | | local_today_datas = log_export.load_l2_from_log(date) |
|---|
| | | datas = local_today_datas[code] |
|---|
| | | datas = local_today_datas.get(code) |
|---|
| | | if not datas: |
|---|
| | | datas = [] |
|---|
| | | process_indexs = log_export.get_l2_process_position(code, date) |
|---|
| | | trade_indexs = log_export.get_l2_trade_position(code, date) |
|---|
| | | real_position_indexes = log_export.get_real_place_order_positions(code, date) |
|---|
| | |
|---|
| | | # 买 |
|---|
| | | if cancel_data: |
|---|
| | | try: |
|---|
| | | cancel_info = "{}-{}".format(cancel_data["index"],f"{cancel_data['val']['time']}") + (f".{cancel_data['val']['tms']}" if "tms" in cancel_data["val"] else '') |
|---|
| | | left_num = data["val"]["num"] - cancel_data["val"]["num"] |
|---|
| | | if left_num > 0: |
|---|
| | | cancel_info = f"成交:{left_num} 序号:{cancel_data['index']}" |
|---|
| | | else: |
|---|
| | | cancel_info = "{}-{}".format(cancel_data["index"], f"{cancel_data['val']['time']}") + ( |
|---|
| | | f".{cancel_data['val']['tms']}" if "tms" in cancel_data["val"] else '') |
|---|
| | | except Exception as e: |
|---|
| | | logging.exception(e) |
|---|
| | | else: |
|---|
