| | |
| | | |
| | | |
| | | # 获取L2的数据 |
| | | def get_l2_datas(code, today_datas=None, date=None): |
| | | def get_l2_datas(code, today_datas=None, date=None, max_time=None): |
| | | if date is None: |
| | | date = tool.get_now_date_str() |
| | | datas = today_datas |
| | |
| | | active_sell_set = active_sell_map.get(code) |
| | | if not active_sell_set: |
| | | active_sell_set = set() |
| | | fdatas = export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes, deal_list_dict, sell_nos, active_sell_set) |
| | | fdatas = export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes, deal_list_dict, sell_nos, |
| | | active_sell_set) |
| | | return fdatas |
| | | |
| | | |
| | |
| | | return fdatas |
| | | |
| | | |
| | | def export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes, deal_list_dict, sell_nos, active_sell_nos): |
| | | def export_l2_data(code, datas, process_indexs, trade_indexs, real_position_indexes, deal_list_dict, sell_nos, |
| | | active_sell_nos): |
| | | def find_process_index(index): |
| | | for i in range(0, len(process_indexs)): |
| | | if process_indexs[i][0] <= index <= process_indexs[i][1]: |