Administrator
2023-10-27 64dd6c38c818565eca4f5cda19c05f3183a52567
test/l2_trade_test.py
@@ -85,7 +85,6 @@
                except Exception as e:
                    pass
    def test_trade(self):
        threading.Thread(target=async_log_util.run_sync, daemon=True).start()
        code = "600203"
@@ -106,7 +105,6 @@
        l2_market_datas = l2_market_datas.get(code)
        if l2_market_datas:
            l2_market_datas.reverse()
        pos_list = log_export.get_l2_process_position(code)
        # pos_list.insert(108,(375,448))
@@ -177,13 +175,14 @@
            print("----------------处理位置", indexs)
            for l2_m in l2_market_datas:
                if l2_m["dataTimeStamp"] < int(total_datas[indexs[0]]["val"]["time"].replace(":","")):
                if l2_m["dataTimeStamp"] < int(total_datas[indexs[0]]["val"]["time"].replace(":", "")):
                    time_str = f"{l2_m['dataTimeStamp']}"
                    if time_str.startswith("9"):
                        time_str = "0" + time_str
                    time_str = time_str[:6]
                    time_str = f"{time_str[0:2]}:{time_str[2:4]}:{time_str[4:6]}"
                    L2MarketSellManager().set_current_total_sell_data(code,time_str,l2_m["totalAskVolume"]*l2_m["avgAskPrice"])
                    L2MarketSellManager().set_current_total_sell_data(code, time_str,
                                                                      l2_m["totalAskVolume"] * l2_m["avgAskPrice"])
                    break
            l2.l2_data_manager_new.L2TradeDataProcessor.process_add_datas(code, total_datas[indexs[0]:indexs[1] + 1], 0,