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2022-10-27 6e71fbcb119e7068ba35380edaa5cc66e7c71f1b

 l2_data_manager.py

@@ -9,7 +9,10 @@
from datetime import datetime

import big_money_num_manager
import code_data_util
import constant
import data_process
import global_data_loader
import global_util
import l2_data_util

@@ -245,9 +248,11 @@
    process_time = data["processTime"]
    data = data["data"]
    limit_up_price = gpcode_manager.get_limit_up_price(code)


    datas = L2DataUtil.format_l2_data(data, code, limit_up_price)
    # 获取涨停价
    return day, client, channel, code, capture_time, process_time, datas
    return day, client, channel, code, capture_time, process_time, datas,data


# 保存l2数据
@@ -278,7 +283,7 @@
class L2DataUtil:
    @classmethod
    def is_same_time(cls, time1, time2):
        if global_util.TEST:
        if constant.TEST:
            return True
        time1_s = time1.split(":")
        time1_second = int(time1_s[0]) * 3600 + int(time1_s[1]) * 60 + int(time1_s[2])
@@ -500,7 +505,7 @@
            if len(datas) > 0:

                # 判断价格区间是否正确
                if not data_process.is_same_code_with_price(code, float(datas[0]["val"]["price"])):
                if not code_data_util.is_same_code_with_price(code, float(datas[0]["val"]["price"])):
                    raise L2DataException(L2DataException.CODE_PRICE_ERROR,
                                          "股价不匹配 code-{} price-{}".format(code, datas[0]["val"]["price"]))
                # 加载历史数据
@@ -1036,7 +1041,8 @@

    @classmethod
    def __get_threshmoney(cls, code):
        return l2_trade_factor.L2TradeFactorUtil.compute_m_value(code)
        money,msg = l2_trade_factor.L2TradeFactorUtil.compute_m_value(code)
        return money

    # 获取预估挂买位
    @classmethod
@@ -1377,7 +1383,7 @@
    def test_can_order(cls):
        code = "000948"

        global_util.load_industry()
        global_data_loader.load_industry()
        limit_up_time_manager.load_limit_up_time()
        print(cls.__can_buy(code))