| | |
|---|
| | | list_ = [level1_data_dict[k] for k in level1_data_dict] |
|---|
| | | flist = [] |
|---|
| | | plist = [] |
|---|
| | | threshold_rate = constant.L1_MIN_RATE_PRE if int(tool.get_now_time_str().replace(":", "")) < int( |
|---|
| | | now_time_int = int(tool.get_now_time_str().replace(":", "")) |
|---|
| | | threshold_rate = constant.L1_MIN_RATE_PRE if now_time_int < int( |
|---|
| | | "094000") else constant.L1_MIN_RATE |
|---|
| | | for d in list_: |
|---|
| | | if d[2] >= threshold_rate: |
|---|
| | |
|---|
| | | if d[0] in __position_codes: |
|---|
| | | plist.append(d) |
|---|
| | | flist.sort(key=lambda x: x[2], reverse=True) |
|---|
| | | datas = flist[:1000] |
|---|
| | | # 正式交易之前先处理比较少的数据，不然处理时间久造成数据拥堵 |
|---|
| | | MAX_COUNT = 1000 |
|---|
| | | if now_time_int < int("092600"): |
|---|
| | | MAX_COUNT = 100 |
|---|
| | | elif now_time_int < int("092800"): |
|---|
| | | MAX_COUNT = 200 |
|---|
| | | datas = flist[:MAX_COUNT] |
|---|
| | | # 将持仓股加入进去 |
|---|
| | | datas.extend(plist) |
|---|
| | | if len(datas) > 0: |
|---|
