更改板上放量不足规则/L前囊括规则修改

Administrator

2024-06-11 306f896df9ad1a51dd30b291284a22c12e16597f

 l2/l2_transaction_data_manager.py

@@ -316,6 +316,23 @@
        return fdatas

    @classmethod
    def get_latest_2s_continue_deal_volumes(cls, code):
        """
        获取最近2s的成交量分布
        @param code:
        @return: [(时间,量)]
        """
        deal_list = cls.__deal_volume_list_dict.get(code)
        if not deal_list:
            return 0, None
        fdatas = [deal_list[-1]]
        # 从倒数第二个数据计算
        for i in range(len(deal_list) - 1, -1, -1):
            if tool.trade_time_sub(fdatas[0][0], deal_list[i][0]) < 2:
                fdatas.append(deal_list[i])
        return fdatas

    @classmethod
    def clear_latest_deal_volume(cls, code):
        if code in cls.__deal_volume_list_dict:
            cls.__deal_volume_list_dict.pop(code)